COMPAT: NaT support tz_localize / tz_convert (#15830) (#15868)

Author: atbd

doc/source/whatsnew/v0.20.0.txt

@@ -837,6 +837,8 @@ Other API Changes
   ignored (no longer needed to specify the new behaviour) and is deprecated.
 - ``NaT`` will now correctly report ``False`` for datetimelike boolean operations such as ``is_month_start`` (:issue:`15781`)
 - ``NaT`` will now correctly return ``np.nan`` for ``Timedelta`` and ``Period`` accessors such as ``days`` and ``quarter`` (:issue:`15782`)
+- ``NaT`` will now returns ``NaT`` for ``tz_localize`` and ``tz_convert``
+  methods (:issue:`15830`)
 
 .. _whatsnew_0200.deprecations:
 

pandas/_libs/tslib.pyx

@@ -3835,7 +3835,8 @@ for field in fields:
 # to the NaTType class; these can return NaT, np.nan
 # or raise respectively
 _nat_methods = ['date', 'now', 'replace', 'to_pydatetime',
-                'today', 'round', 'floor', 'ceil']
+                'today', 'round', 'floor', 'ceil', 'tz_convert',
+                'tz_localize']
 _nan_methods = ['weekday', 'isoweekday', 'total_seconds']
 _implemented_methods = ['to_datetime', 'to_datetime64', 'isoformat']
 _implemented_methods.extend(_nat_methods)

pandas/tests/scalar/test_nat.py

@@ -129,7 +129,8 @@ def test_NaT_methods():
                      'timetuple', 'timetz', 'toordinal', 'tzname',
                      'utcfromtimestamp', 'utcnow', 'utcoffset',
                      'utctimetuple']
-    nat_methods = ['date', 'now', 'replace', 'to_datetime', 'today']
+    nat_methods = ['date', 'now', 'replace', 'to_datetime', 'today',
+                   'tz_convert', 'tz_localize']
     nan_methods = ['weekday', 'isoweekday']
 
     for method in raise_methods: