Bug: Do not round DatetimeIndex nanosecond precision when iterating

Fix the issue within fix_offsets

add addtional dateutil test

Author: mroeschke

doc/source/whatsnew/v0.23.0.txt

@@ -728,6 +728,7 @@ Timezones
 - Bug in :func:`DatetimeIndex.insert` where inserting ``NaT`` into a timezone-aware index incorrectly raised (:issue:`16357`)
 - Bug in the :class:`DataFrame` constructor, where tz-aware Datetimeindex and a given column name will result in an empty ``DataFrame`` (:issue:`19157`)
 - Bug in :func:`Timestamp.tz_localize` where localizing a timestamp near the minimum or maximum valid values could overflow and return a timestamp with an incorrect nanosecond value (:issue:`12677`)
+- Bug when iterating over :class:`DatetimeIndex` that was localized with fixed timezone offset that rounded nanosecond precision to microseconds (:issue:`19603`)
 
 Offsets
 ^^^^^^^

pandas/_libs/tslib.pyx

@@ -146,10 +146,12 @@ def ints_to_pydatetime(ndarray[int64_t] arr, tz=None, freq=None,
                 else:
                     dt64_to_dtstruct(value, &dts)
                     dt = create_datetime_from_ts(value, dts, tz, freq)
-                    dt = dt + tz.utcoffset(dt)
-                    if box:
-                        dt = Timestamp(dt)
-                    result[i] = dt
+                    # Python datetime objects do not support nanosecond
+                    # resolution (yet, PEP 564). Need to compute new value
+                    # using the i8 representation.
+                    offset = int(tz.utcoffset(dt).total_seconds()) * 1000000000
+                    dt64_to_dtstruct(value + offset, &dts)
+                    result[i] = func_create(value, dts, tz, freq)
         else:
             trans, deltas, typ = get_dst_info(tz)
 

pandas/tests/indexes/datetimes/test_datetime.py

@@ -7,12 +7,18 @@
 import dateutil
 import pandas as pd
 import pandas.util.testing as tm
-from pandas.compat import lrange
+from pandas.compat import lrange, PY3
 from pandas import (DatetimeIndex, Index, date_range, DataFrame,
                     Timestamp, offsets)
 
 from pandas.util.testing import assert_almost_equal
 
+if PY3:
+    from datetime import timezone
+    dt_UTC = timezone.utc
+else:
+    dt_UTC = None
+
 randn = np.random.randn
 
 
@@ -258,6 +264,13 @@ def test_iteration_preserves_tz(self):
             assert result._repr_base == expected._repr_base
             assert result == expected
 
+    @pytest.mark.parametrize('tz', [None, 'UTC', "US/Central", dt_UTC,
+                                    dateutil.tz.tzoffset(None, -28800)])
+    def test_iteration_preserves_nanoseconds(self, tz):
+        # GH 19603
+        index = pd.DatetimeIndex(["2018-02-08 15:00:00.168456358"], tz=tz)
+        assert list(index)[0] == index[0]
+
     def test_misc_coverage(self):
         rng = date_range('1/1/2000', periods=5)
         result = rng.groupby(rng.day)