DatetimeIndex correctly handles NaT:
In [2]: pd.DatetimeIndex([pd.NaT])
Out[2]:
<class 'pandas.tseries.index.DatetimeIndex'>
[NaT]
Length: 1, Freq: None, Timezone: None
But calling tz_localize leads to garbage:
In [1]: pd.DatetimeIndex([pd.NaT]).tz_localize('US/Pacific')
Out[1]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2262-04-10 00:12:43.145224192]
Length: 1, Freq: None, Timezone: US/Pacific
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