I did the migration with mysqldump then I edited the dump file. Then I have the resulting file into sqlite and saved it as database. The date columns are now stored in sqlite as TEXT fields. All done on a linux machine.
Thank you VRonin for your suggestion. That sounds like a great idea. Can I do this in pyQt5 or do I need to go to C++? I think QSQLiteDriver is a plugin i.e. a shared library. That means I have to do this in C++. Is that right? I wanted to avoid C++ so that my application is more portable. But anyway this solution sounds great.
Thanks for you answers guys.