Losing timezone-awareness when saving hyerarchical pandas DatetimeIndex to hdf5 in Python
问题 I'm on pandas 0.14.1. Assume I need to index data by two timestamps in a hierarchical index using timezones. When saving the resulted DataFrame to hdf5 I seem to lose timezone-awareness: import pandas as pd dti1 = pd.DatetimeIndex(start=pd.Timestamp('20000101'), end=pd.Timestamp('20000102'), freq='D', tz='EST5EDT') dti2 = pd.DatetimeIndex(start=pd.Timestamp('20000102'), end=pd.Timestamp('20000103'), freq='D', tz='EST5EDT') mux = pd.MultiIndex.from_arrays([dti1, dti2]) df = pd.DataFrame(0,