Merge pull request pandas-dev#592 from dimosped/fix-tickstore-timezone

fixed the index timezone not being in the local timezone

Author: dimosped

CHANGES.md

@@ -5,6 +5,7 @@
   * Feature: #571 Removed the Cython LZ4 code, use the latest python-lz4
   * Feature: #557 Threadpool based compression. Speed imrpovement and tuning benchmarks.
   * Bugfix: fix tickstore unicode handling, support both unicode and utf-8 arrays
+  * Bugfix: #591 Fix tickstore reads not returning index with localized timezone
   * Feature: #595 add host attribute to VersionedItem.
 
 ### 1.67.1 (2018-07-11)

arctic/tickstore/tickstore.py

@@ -350,7 +350,7 @@ def read(self, symbol, date_range=None, columns=None, include_images=False, allo
         mgr = _arrays_to_mgr(arrays, columns, index, columns, dtype=None)
         rtn = pd.DataFrame(mgr)
         # Present data in the user's default TimeZone
-        rtn.index.tz_convert(mktz())
+        rtn.index = rtn.index.tz_convert(mktz())
 
         t = (dt.now() - perf_start).total_seconds()
         ticks = len(rtn)

tests/integration/test_compress_integration.py

@@ -70,3 +70,4 @@ def test_exceptions():
     with pytest.raises(Exception) as e:
         c.decompress_array(data)
     assert ("decompressor wrote" in str(e).lower() or "corrupt input at" in str(e).lower() or "decompression failed: corrupt input" in str(e).lower())
+

tests/integration/tickstore/test_ts_read.py

@@ -46,6 +46,7 @@ def test_read(tickstore_lib):
     assert_array_equal(df['PRICE'].values, np.array([1545, 1543.75]))
     assert_array_equal(df.index.values.astype('object'), np.array([1185076787070000000, 1185141600600000000]))
     assert tickstore_lib._collection.find_one()['c'] == 2
+    assert df.index.tzinfo == mktz()
 
 
 def test_read_data_is_modifiable(tickstore_lib):
@@ -185,6 +186,8 @@ def test_read_all_cols_all_dtypes(tickstore_lib, chunk_size):
     tickstore_lib.write('sym', data)
     df = tickstore_lib.read('sym', columns=None)
 
+    assert df.index.tzinfo == mktz()
+
     # The below is probably more trouble than it's worth, but we *should*
     # be able to roundtrip data and get the same answer...
 
@@ -323,13 +326,18 @@ def test_date_range_default_timezone(tickstore_lib, tz_name):
         tickstore_lib._chunk_size = 1
         tickstore_lib.write('SYM', DUMMY_DATA)
         df = tickstore_lib.read('SYM', date_range=DateRange(20130101, 20130701), columns=None)
+
+        assert df.index.tzinfo == mktz()
+
         assert len(df) == 2
         assert df.index[1] == dt(2013, 7, 1, tzinfo=mktz(tz_name))
         df = tickstore_lib.read('SYM', date_range=DateRange(20130101, 20130101), columns=None)
         assert len(df) == 1
+        assert df.index.tzinfo == mktz()
 
         df = tickstore_lib.read('SYM', date_range=DateRange(20130701, 20130701), columns=None)
         assert len(df) == 1
+        assert df.index.tzinfo == mktz()
 
 
 def test_date_range_no_bounds(tickstore_lib):