BUG: set tz on DTI from fixed format HDFStore (#17844)

closes #17618

Author: jjhelmus

Diff for: doc/source/whatsnew/v0.21.0.txt

@@ -941,6 +941,7 @@ Indexing
 I/O
 ^^^
 
+- Bug in :func:`read_hdf` when reading a timezone aware index from ``fixed`` format HDFStore (:issue:`17618`)
 - Bug in :func:`read_csv` in which columns were not being thoroughly de-duplicated (:issue:`17060`)
 - Bug in :func:`read_csv` in which specified column names were not being thoroughly de-duplicated (:issue:`17095`)
 - Bug in :func:`read_csv` in which non integer values for the header argument generated an unhelpful / unrelated error message (:issue:`16338`)

Diff for: pandas/io/pytables.py

@@ -2391,8 +2391,11 @@ def _alias_to_class(self, alias):
     def _get_index_factory(self, klass):
         if klass == DatetimeIndex:
             def f(values, freq=None, tz=None):
-                return DatetimeIndex._simple_new(values, None, freq=freq,
-                                                 tz=tz)
+                # data are already in UTC, localize and convert if tz present
+                result = DatetimeIndex._simple_new(values, None, freq=freq)
+                if tz is not None:
+                    result = result.tz_localize('UTC').tz_convert(tz)
+                return result
             return f
         elif klass == PeriodIndex:
             def f(values, freq=None, tz=None):

Diff for: pandas/tests/io/test_pytables.py

@@ -2272,6 +2272,17 @@ def test_calendar_roundtrip_issue(self):
             result = store.select('table')
             assert_series_equal(result, s)
 
+    def test_roundtrip_tz_aware_index(self):
+        # GH 17618
+        time = pd.Timestamp('2000-01-01 01:00:00', tz='US/Eastern')
+        df = pd.DataFrame(data=[0], index=[time])
+
+        with ensure_clean_store(self.path) as store:
+            store.put('frame', df, format='fixed')
+            recons = store['frame']
+            tm.assert_frame_equal(recons, df)
+            assert recons.index[0].value == 946706400000000000
+
     def test_append_with_timedelta(self):
         # GH 3577
         # append timedelta