Add timetz attribute to DatetimeIndex

doc/source/api.rst

@@ -1739,6 +1739,7 @@ Time/Date Components
    DatetimeIndex.nanosecond
    DatetimeIndex.date
    DatetimeIndex.time
+   DatetimeIndex.timetz
    DatetimeIndex.dayofyear
    DatetimeIndex.weekofyear
    DatetimeIndex.week

doc/source/whatsnew/v0.24.0.txt

@@ -180,6 +180,7 @@ Other Enhancements
 - :func:`~DataFrame.to_csv` and :func:`~DataFrame.to_json` now support ``compression='infer'`` to infer compression based on filename (:issue:`15008`)
 - :func:`to_timedelta` now supports iso-formated timedelta strings (:issue:`21877`)
 - :class:`Series` and :class:`DataFrame` now support :class:`Iterable` in constructor (:issue:`2193`)
+- :class:`DatetimeIndex` gained :attr:`~DatetimeIndex.timetz` attribute. Returns time with timezone information (:issue:`21358`)
 
 .. _whatsnew_0240.api_breaking:
 

pandas/_libs/tslib.pyx

@@ -74,7 +74,7 @@ cdef inline object create_time_from_ts(
         int64_t value, npy_datetimestruct dts,
         object tz, object freq):
     """ convenience routine to construct a datetime.time from its parts """
-    return time(dts.hour, dts.min, dts.sec, dts.us)
+    return time(dts.hour, dts.min, dts.sec, dts.us, tz)
 
 
 def ints_to_pydatetime(ndarray[int64_t] arr, tz=None, freq=None,

pandas/core/arrays/datetimes.py

@@ -842,6 +842,14 @@ def time(self):
 
         return tslib.ints_to_pydatetime(timestamps, box="time")
 
+    @property
+    def timetz(self):
+        """
+        Returns numpy array of datetime.time also containing timezone
+        information. The time part of the Timestamps.
+        """
+        return tslib.ints_to_pydatetime(self.asi8, self.tz, box="time")
+
     @property
     def date(self):
         """

pandas/core/indexes/datetimes.py

@@ -170,6 +170,7 @@ class DatetimeIndex(DatetimeArrayMixin, DatelikeOps, TimelikeOps,
     nanosecond
     date
     time
+    timetz
     dayofyear
     weekofyear
     week

pandas/tests/indexes/datetimes/test_timezones.py

@@ -731,6 +731,18 @@ def test_time_accessor(self, dtype):
 
         tm.assert_numpy_array_equal(result, expected)
 
+    @pytest.mark.parametrize('tz', [
+        dateutil.tz.gettz('US/Eastern'), dateutil.tz.gettz('US/Pacific'),
+        dateutil.tz.gettz('UTC')])
+    def test_timetz_accessor(self, tz):
+        # GH21358
+        expected = np.array([time(10, 20, 30, tzinfo=tz), pd.NaT])
+
+        index = DatetimeIndex(['2018-06-04 10:20:30', pd.NaT], tz=tz)
+        result = index.timetz
+
+        tm.assert_numpy_array_equal(result, expected)
+
     def test_dti_drop_dont_lose_tz(self):
         # GH#2621
         ind = date_range("2012-12-01", periods=10, tz="utc")