util/fromjson: handle pandas 0.25 behaviour change

Pandas for a long time wrongly serialized naive timestamps
within an utc time zone (see pandas-dev/pandas#29706).
We work around the 0.25 fix that produces correct utc stamps
from such serialized stamps.

Author: zogzog

test/test_util.py

@@ -5,6 +5,7 @@
 
 from tshistory.util import (
     bisect_search,
+    fromjson,
     nary_pack,
     nary_unpack,
 )
@@ -33,6 +34,14 @@ def test_json():
         assert series2.index.dtype.tz.zone == 'UTC'
         assert not series.equals(series2)
 
+    series2 = fromjson(jsonseries, 'foo', tzaware=False)
+    if pd.__version__.startswith('0.24'):
+        assert not getattr(series2.index.dtype, 'tz', False)
+        assert series.equals(series2)
+    elif pd.__version__.startswith('0.25'):
+        assert not getattr(series2.index.dtype, 'tz', False)
+        assert series.equals(series2)
+
 
 def test_bisect():
     values = [-4, -2, 1, 7]

tshistory/util.py

@@ -271,9 +271,14 @@ def tojson(ts, precision=1e-14):
 
 def fromjson(jsonb, tsname, tzaware=False):
     series = _fromjson(jsonb, tsname).fillna(value=np.nan)
-    if tzaware and not getattr(series.index.dtype, 'tz', None):
-        # from pandas 0.25 we are already good
-        series.index = series.index.tz_localize('utc')
+    if tzaware:
+        if not getattr(series.index.dtype, 'tz', None):
+            # from pandas 0.25 we are already good
+            series.index = series.index.tz_localize('utc')
+    else:
+        if getattr(series.index.dtype, 'tz', None):
+            # from pandas 0.25 we are now bad
+            series.index = series.index.tz_localize(None)
     return series