TST: Fixed timezone issues post DatetimeArray refactor

[mroeschke]

• closes BUG: to_period behaves different between Timestamp and DatetimeIndex with timezones #22905
• closes BUG: Unstacking MultiIndex with datetime tz-aware data raises ValueError: cannot create a DatetimeTZBlock without a tz #18338
• closes DF.stack() on single column datetime with timezone causes loss of timezone #19420
• closes bug: merge_asof with tz-aware datetime "by" parameter raises #21184
• tests added / passed
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

[TomAugspurger]

looks like this may need a columns=['timestamp', 'a', 'b', 'c'] to ensure the right order on Py2.

[jreback]

lgtm ex @TomAugspurger comment, ping on green.

[jreback]

@mroeschke can you merge master

[codecov]

Codecov Report

Merging #24634 into master will increase coverage by 49.35%.
The diff coverage is n/a.

@@             Coverage Diff             @@
##           master   #24634       +/-   ##
===========================================
+ Coverage   43.02%   92.37%   +49.35%     
===========================================
  Files         166      166               
  Lines       52384    52395       +11     
===========================================
+ Hits        22539    48402    +25863     
+ Misses      29845     3993    -25852

Flag	Coverage Δ
#multiple	90.8% <ø> (?)
#single	43% <ø> (-0.02%)	⬇️

Impacted Files	Coverage Δ
pandas/core/computation/pytables.py	92.37% <0%> (+0.3%)	⬆️
pandas/io/pytables.py	92.31% <0%> (+0.92%)	⬆️
pandas/util/_test_decorators.py	90.54% <0%> (+4.05%)	⬆️
pandas/compat/__init__.py	57.91% <0%> (+8.1%)	⬆️
pandas/core/config_init.py	99.24% <0%> (+9.84%)	⬆️
pandas/core/reshape/util.py	100% <0%> (+11.53%)	⬆️
pandas/core/api.py	100% <0%> (+13.33%)	⬆️
pandas/compat/numpy/__init__.py	92.85% <0%> (+14.28%)	⬆️
pandas/core/computation/common.py	85.71% <0%> (+14.28%)	⬆️
pandas/core/indexes/api.py	99% <0%> (+14.85%)	⬆️
... and 123 more

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[codecov]

Codecov Report

Merging #24634 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master   #24634   +/-   ##
=======================================
  Coverage   92.37%   92.37%           
=======================================
  Files         166      166           
  Lines       52384    52384           
=======================================
  Hits        48390    48390           
  Misses       3994     3994

Flag	Coverage Δ
#multiple	90.8% <ø> (ø)	⬆️
#single	43.02% <ø> (ø)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update dc91f4c...d660481. Read the comment docs.

[jreback]

thanks @mroeschke