When storing datetimes with timezone information in mysql I split out the is_dst flag into a separate column. Then when reconstructing the Timestamps I am either forced to iterate through each row and call pytz.timezone.localize on every Timestamp which is very slow or do some magic with localizing what I can and then manually dealing with the fall transition time (note that infer_dst won't work because there could be many rows that have transitions in them). I would much rather create the DatetimeIndex from the column of dates and then call tz_localize with the is_dst column. This would then appropriately set the offset.
di = DatetimeIndex(frame['DateColumn'])
di = di.tz_localize(TimeZone, is_dst_flat=frame['IsDstColumn'])
Thoughts?
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