TST: Fixed timezone issues post DatetimeArray refactor

doc/source/whatsnew/v0.24.0.rst

@@ -1553,6 +1553,7 @@ Timezones
 - Bug in :func:`to_datetime` where ``utc=True`` was not respected when specifying a ``unit`` and ``errors='ignore'`` (:issue:`23758`)
 - Bug in :func:`to_datetime` where ``utc=True`` was not respected when passing a :class:`Timestamp` (:issue:`24415`)
 - Bug in :meth:`DataFrame.any` returns wrong value when ``axis=1`` and the data is of datetimelike type (:issue:`23070`)
+- Bug in :meth:`DatetimeIndex.to_period` where a timezone aware index was converted to UTC first before creating :class:`PeriodIndex` (:issue:`22905`)
 
 Offsets
 ^^^^^^^
@@ -1802,6 +1803,9 @@ Reshaping
 - Constructing a DataFrame with an index argument that wasn't already an instance of :class:`~pandas.core.Index` was broken (:issue:`22227`).
 - Bug in :class:`DataFrame` prevented list subclasses to be used to construction (:issue:`21226`)
 - Bug in :func:`DataFrame.unstack` and :func:`DataFrame.pivot_table` returning a missleading error message when the resulting DataFrame has more elements than int32 can handle. Now, the error message is improved, pointing towards the actual problem (:issue:`20601`)
+- Bug in :func:`DataFrame.unstack` where a ``ValueError`` was raised when unstacking timezone aware values (:issue:`18338`)
+- Bug in :func:`DataFrame.stack` where timezone aware values were converted to timezone naive values (:issue:`19420`)
+- Bug in :func:`merge_asof` where a ``TypeError`` was raised when ``by_col`` were timezone aware values (:issue:`21184`)
 
 .. _whatsnew_0240.bug_fixes.sparse:
 

pandas/tests/frame/test_reshape.py

@@ -936,3 +936,36 @@ def test_unstack_fill_frame_object():
         index=list('xyz')
     )
     assert_frame_equal(result, expected)
+
+
+def test_unstack_timezone_aware_values():
+    # GH 18338
+    df = pd.DataFrame({
+        'timestamp': [
+            pd.Timestamp('2017-08-27 01:00:00.709949+0000', tz='UTC')],
+        'a': ['a'],
+        'b': ['b'],
+        'c': ['c'],
+    }, columns=['timestamp', 'a', 'b', 'c'])
+    result = df.set_index(['a', 'b']).unstack()
+    expected = pd.DataFrame([[pd.Timestamp('2017-08-27 01:00:00.709949+0000',
+                                           tz='UTC'),
+                              'c']],
+                            index=pd.Index(['a'], name='a'),
+                            columns=pd.MultiIndex(
+                                levels=[['timestamp', 'c'], ['b']],
+                                codes=[[0, 1], [0, 0]],
+                                names=[None, 'b']))
+    assert_frame_equal(result, expected)
+
+
+def test_stack_timezone_aware_values():
+    # GH 19420
+    ts = pd.date_range(freq="D", start="20180101", end="20180103",
+                       tz="America/New_York")
+    df = pd.DataFrame({"A": ts}, index=["a", "b", "c"])
+    result = df.stack()
+    expected = pd.Series(ts,
+                         index=pd.MultiIndex(levels=[['a', 'b', 'c'], ['A']],
+                                             codes=[[0, 1, 2], [0, 0, 0]]))
+    assert_series_equal(result, expected)

pandas/tests/indexes/datetimes/test_astype.py

@@ -293,6 +293,15 @@ def test_to_period_tz(self, tz):
 
         tm.assert_index_equal(result, expected)
 
+    @pytest.mark.parametrize('tz', ['Etc/GMT-1', 'Etc/GMT+1'])
+    def test_to_period_tz_utc_offset_consistency(self, tz):
+        # GH 22905
+        ts = pd.date_range('1/1/2000', '2/1/2000', tz='Etc/GMT-1')
+        with tm.assert_produces_warning(UserWarning):
+            result = ts.to_period()[0]
+            expected = ts[0].to_period()
+            assert result == expected
+
     def test_to_period_nofreq(self):
         idx = DatetimeIndex(['2000-01-01', '2000-01-02', '2000-01-04'])
         with pytest.raises(ValueError):

pandas/tests/reshape/merge/test_merge_asof.py

@@ -1022,3 +1022,17 @@ def test_merge_on_nans(self, func, side):
                 merge_asof(df_null, df, on='a')
             else:
                 merge_asof(df, df_null, on='a')
+
+    def test_merge_by_col_tz_aware(self):
+        # GH 21184
+        left = pd.DataFrame(
+            {'by_col': pd.DatetimeIndex(['2018-01-01']).tz_localize('UTC'),
+             'on_col': [2], 'values': ['a']})
+        right = pd.DataFrame(
+            {'by_col': pd.DatetimeIndex(['2018-01-01']).tz_localize('UTC'),
+             'on_col': [1], 'values': ['b']})
+        result = pd.merge_asof(left, right, by='by_col', on='on_col')
+        expected = pd.DataFrame([
+            [pd.Timestamp('2018-01-01', tz='UTC'), 2, 'a', 'b']
+        ], columns=['by_col', 'on_col', 'values_x', 'values_y'])
+        assert_frame_equal(result, expected)