BUG: initialize DatetimeIndex with array of strings (#4229)

[jorisvandenbossche]

Possibly a fix for #4229.

The rationale is that an array of strings should be handled in the same way as a list of strings (after applying np.asarray(list)), and I supposed that the list was handling the timezone correctly.

More in detail:

• handling of the list of strings: https://github.com/pydata/pandas/blob/master/pandas/tseries/index.py#L196 => returning data
• handling of an array of strings: https://github.com/pydata/pandas/blob/master/pandas/tseries/index.py#L211 => returning directly subarr

Because in the case of an array subarr is set as a DatetimeIndex (instead of as .values attribute of it => array of datetime64), the array is not localized to UTC (https://github.com/pydata/pandas/blob/master/pandas/tseries/index.py#L249) but assumed to be UTC. So, in fact, the tz keyword is ignored.

Something else: it is not completely clear what the tz keyword is supposed to do (it is not documented in the DatetimeIndex docstring). But I assumed it is to say that the given values to DatetimeIndex are in that timezone (and so the behaviour with a list is correct). However, it is also a little bit strange that eg to_datetime has not such of a keyword then.

PS: the PR is not ready (I want to add some tests, release notes, and there is too much whitespace in the commit), but I just wanted to submit it already to see if this makes sense.

[jreback]

change looks good
FYI usually I write the test first to make sure that a) test breaks as expected and b) code change fixes the problem

[jorisvandenbossche]

@jreback I know that is the better order to do things, but I used the issue as a test

Regarding to adding the test, it seems like it could go in either test_timeseries.py (together with all other tests on DatetimeIndex construction tests) or test_timezones.py (together with all different tests dealing with timezones). Any preference to where I put it?

[jreback]

your choice (just put the issue number as a comment)

I try to group the tests with like tests - emphasis on try :)

[jorisvandenbossche]

@jreback OK, I added test + release note.

[cpcloud]

@jorisvandenbossche can u rebase? thanks

[jorisvandenbossche]

@cpcloud Done I think

[jreback]

thanks @jorisvandenbossche

[rockg]

Thank you very much @jorisvandenbossche and @jreback