Bug: Do not round DatetimeIndex nanosecond precision when iterating

Author: mroeschke

doc/source/whatsnew/v0.23.0.txt

@@ -663,6 +663,7 @@ Timezones
 - Bug in tz-aware :class:`DatetimeIndex` where addition/subtraction with a :class:`TimedeltaIndex` or array with ``dtype='timedelta64[ns]'`` was incorrect (:issue:`17558`)
 - 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 iterating over :class:`DatetimeIndex` that was localized with ``datetime.timezone.utc`` that rounded nanosecond precision to microseconds (:issue:`19603`)
 
 Offsets
 ^^^^^^^

pandas/_libs/tslibs/timezones.pyx

@@ -22,6 +22,8 @@ cimport numpy as cnp
 from numpy cimport ndarray, int64_t
 cnp.import_array()
 
+from pandas.compat import PY3
+
 # ----------------------------------------------------------------------
 from util cimport is_string_object, is_integer_object, get_nat
 
@@ -30,6 +32,10 @@ cdef int64_t NPY_NAT = get_nat()
 # ----------------------------------------------------------------------
 
 cdef inline bint is_utc(object tz):
+    if PY3:
+        from datetime import timezone
+        return (tz is UTC or isinstance(tz, _dateutil_tzutc) or
+                tz is timezone.utc)
     return tz is UTC or isinstance(tz, _dateutil_tzutc)
 
 

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 +264,12 @@ 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])
+    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)