BUG: Fix pandas-dev#9903

Fixes a bug where calling shift on an empty DatetimeIndex would result
in the returned value being an Index rather than a DatetimeIndex.

Author: ssanderson

pandas/core/index.py

@@ -1163,7 +1163,12 @@ def shift(self, periods=1, freq=None):
             return self
 
         offset = periods * freq
-        return Index([idx + offset for idx in self], name=self.name)
+        # If this is called from a subclass override, it shouldn't change the
+        # type.
+        return type(self)(
+            [idx + offset for idx in self],
+            **self._get_attributes_dict()
+        )
 
     def argsort(self, *args, **kwargs):
         """

pandas/tseries/index.py

@@ -203,7 +203,6 @@ def __new__(cls, data=None,
 
         dayfirst = kwargs.pop('dayfirst', None)
         yearfirst = kwargs.pop('yearfirst', None)
-
         freq_infer = False
         if not isinstance(freq, DateOffset):
 
@@ -254,7 +253,10 @@ def __new__(cls, data=None,
                         data.name = name
 
                     if tz is not None:
-                        return data.tz_localize(tz, ambiguous=ambiguous)
+                        if data.tz is None:
+                            return data.tz_localize(tz, ambiguous=ambiguous)
+                        else:
+                            return data.tz_convert(tz)
 
                     return data
 

pandas/tseries/tests/test_base.py

@@ -302,6 +302,12 @@ def test_nonunique_contains(self):
                                        ['2015', '2015', '2016'], ['2015', '2015', '2014'])):
             tm.assertIn(idx[0], idx)
 
+    def test_shift_empty_index(self):
+        # GH 9903
+        idx = DatetimeIndex([], tz='UTC')
+        shifted = idx.shift(1, freq='10T')
+        tm.assert_index_equal(idx, shifted)
+
 
 class TestTimedeltaIndexOps(Ops):
 

pandas/tseries/tests/test_timezones.py

@@ -701,8 +701,16 @@ def test_shift_localized(self):
         dr = date_range('2011/1/1', '2012/1/1', freq='W-FRI')
         dr_tz = dr.tz_localize(self.tzstr('US/Eastern'))
 
-        result = dr_tz.shift(1, '10T')
-        self.assertEqual(result.tz, dr_tz.tz)
+        for range_ in (dr, dr_tz):
+            result = range_.shift(1, '10T')
+            self.assertEqual(result.tz, range_.tz)
+
+            # Results should be 10 minutes apart whether the range is localized
+            # or not.
+            np.testing.assert_array_equal(
+                (result - range_).minute,
+                np.full((len(dr)), 10, dtype='int32'),
+            )
 
     def test_tz_aware_asfreq(self):
         dr = date_range(