Is it possible to convert a pd.DatetimeIndex consisting of timestamps in a single timezone to one where each timestamp has its own, in some cases distinct timezone?
Here is an example of what I would like to have:
type(df.index)
pandas.tseries.index.DatetimeIndex
df.index[0]
Timestamp('2015-06-07 23:00:00+0100', tz='Europe/London')
df.index[1]
Timestamp('2015-06-08 00:01:00+0200', tz='Europe/Brussels')
You can have an index contain Timestamps with different timezones. But you would have to explicity construct it as an Index.
In [33]: pd.Index([pd.Timestamp('2015-06-07 23:00:00+0100', tz='Europe/London'),pd.Timestamp('2015-06-08 00:01:00+0200', tz='Europe/Brussels')],dtype='object')
Out[33]: Index([2015-06-07 23:00:00+01:00, 2015-06-08 00:01:00+02:00], dtype='object')
In [34]: list(pd.Index([pd.Timestamp('2015-06-07 23:00:00+0100', tz='Europe/London'),pd.Timestamp('2015-06-08 00:01:00+0200', tz='Europe/Brussels')],dtype='object'))
Out[34]:
[Timestamp('2015-06-07 23:00:00+0100', tz='Europe/London'),
Timestamp('2015-06-08 00:01:00+0200', tz='Europe/Brussels')]
This is a very odd thing to do, and completely non-performant. You generally want to have a single timezone represented (UTC or other). In 0.17.0, you can represent efficiently a single column with a timezone, so one way of accomplishing what I think your goal is to segregate the different timezones into different columns. See the docs