ARROW-1958: [Python] Error in pandas conversion for datetimetz row index

Fix conversion of datetimetz row index for non-UTC time zones in to_pandas.

Author: Albert Shieh <[email protected]>

Closes #1454 from adshieh/master and squashes the following commits:

6f41302 [Albert Shieh] Fix pandas conversion for datetimetz row index.

Author: adshieh

python/pyarrow/pandas_compat.py

@@ -459,6 +459,8 @@ def _make_datetimetz(tz):
 
 def table_to_blockmanager(options, table, memory_pool, nthreads=1,
                           categoricals=None):
+    from pyarrow.compat import DatetimeTZDtype
+
     index_columns = []
     columns = []
     column_indexes = []
@@ -517,7 +519,12 @@ def table_to_blockmanager(options, table, memory_pool, nthreads=1,
                 # non-writeable arrays when calling MultiIndex.from_arrays
                 values = values.copy()
 
-            index_arrays.append(pd.Series(values, dtype=col_pandas.dtype))
+            if isinstance(col_pandas.dtype, DatetimeTZDtype):
+                index_array = (pd.Series(values).dt.tz_localize('utc')
+                               .dt.tz_convert(col_pandas.dtype.tz))
+            else:
+                index_array = pd.Series(values, dtype=col_pandas.dtype)
+            index_arrays.append(index_array)
             index_names.append(
                 _backwards_compatible_index_name(raw_name, logical_name)
             )

python/pyarrow/tests/test_convert_pandas.py

@@ -254,6 +254,16 @@ def test_datetimetz_column_index(self):
         md = column_indexes['metadata']
         assert md['timezone'] == 'America/New_York'
 
+    def test_datetimetz_row_index(self):
+        df = pd.DataFrame({
+            'a': pd.date_range(
+                start='2017-01-01', periods=3, tz='America/New_York'
+            )
+        })
+        df = df.set_index('a')
+
+        _check_pandas_roundtrip(df, preserve_index=True)
+
     def test_categorical_row_index(self):
         df = pd.DataFrame({'a': [1, 2, 3], 'b': [1, 2, 3]})
         df['a'] = df.a.astype('category')