BUG: .loc assignment of datetime with tz is coercing to naive #11365

doc/source/whatsnew/v0.17.1.txt

@@ -115,3 +115,4 @@ Bug Fixes
 - Fixed a bug that prevented the construction of an empty series of dtype
   ``datetime64[ns, tz]`` (:issue:`11245`).
 - Bug in ``DataFrame.to_dict()`` produces a ``np.datetime64`` object instead of ``Timestamp`` when only datetime is present in data (:issue:`11327`)
+- Bug in .loc assignment of datetime with tz is coercing to naive (:issue:`11365`)

pandas/core/common.py

@@ -986,14 +986,15 @@ def _infer_fill_value(val):
     if we are a NaT, return the correct dtyped element to provide proper block construction
 
     """
-
     if not is_list_like(val):
         val = [val]
-    val = np.array(val,copy=False)
-    if is_datetimelike(val):
-        return np.array('NaT',dtype=val.dtype)
-    elif is_object_dtype(val.dtype):
-        dtype = lib.infer_dtype(_ensure_object(val))
+    v = np.array(val,copy=False)
+    if is_datetimelike(v):
+        if is_datetimetz(val):
+            return pd.DatetimeIndex(v, dtype=val.dtype)
+        return np.array('NaT',dtype=v.dtype)
+    elif is_object_dtype(v.dtype):
+        dtype = lib.infer_dtype(_ensure_object(v))
         if dtype in ['datetime','datetime64']:
             return np.array('NaT',dtype=_NS_DTYPE)
         elif dtype in ['timedelta','timedelta64']:

pandas/tests/test_indexing.py

@@ -3446,6 +3446,13 @@ def test_loc_setitem_datetime(self):
             expected = DataFrame({'one' : [100.0,200.0]},index=[dt1,dt2])
             assert_frame_equal(df, expected)
 
+    def test_loc_setitem_datetimetz(self):
+        # GH 11365
+        idx = pd.date_range('20130101',periods=3,tz='US/Eastern')
+        df = DataFrame({'A': idx})
+        df.loc[[True,False,True],'B'] = idx
+        self.assert_equal(df['A'].dtype, df['B'].dtype)
+
     def test_series_partial_set(self):
         # partial set with new index
         # Regression from GH4825