BUG: DatetimeTz shift raises AmbiguousTimeError near DST

doc/source/whatsnew/v0.19.0.txt

@@ -875,6 +875,7 @@ Bug Fixes
 - Clean some compile time warnings in datetime parsing (:issue:`13607`)
 - Bug in ``factorize`` raises ``AmbiguousTimeError`` if data contains datetime near DST boundary (:issue:`13750`)
 - Bug in ``.set_index`` raises ``AmbiguousTimeError`` if new index contains DST boundary and multi levels (:issue:`12920`)
+- Bug in ``.shift`` raises ``AmbiguousTimeError`` if data contains datetime near DST boundary (:issue:`13926`)
 - Bug in ``pd.read_hdf()`` returns incorrect result when a ``DataFrame`` with a ``categorical`` column and a query which doesn't match any values (:issue:`13792`)
 - Bug in ``pd.to_datetime()`` raise ``AttributeError`` with NaN and the other string is not valid when errors='ignore' (:issue:`12424`)
 

pandas/core/internals.py

@@ -2438,15 +2438,14 @@ def shift(self, periods, axis=0, mgr=None):
         else:
             indexer[:periods] = np.arange(-periods, N)
 
-        # move to UTC & take
-        new_values = self.values.tz_localize(None).asi8.take(indexer)
+        new_values = self.values.asi8.take(indexer)
 
         if periods > 0:
             new_values[:periods] = tslib.iNaT
         else:
             new_values[periods:] = tslib.iNaT
 
-        new_values = DatetimeIndex(new_values, tz=self.values.tz)
+        new_values = self.values._shallow_copy(new_values)
         return [self.make_block_same_class(new_values,
                                            placement=self.mgr_locs)]
 

pandas/tests/series/test_timeseries.py

@@ -5,7 +5,7 @@
 
 import numpy as np
 
-from pandas import Index, Series, date_range
+from pandas import Index, Series, date_range, NaT
 from pandas.tseries.index import DatetimeIndex
 from pandas.tseries.tdi import TimedeltaIndex
 
@@ -93,6 +93,33 @@ def test_shift(self):
                                tz='CET'), name='foo')
         self.assertRaises(ValueError, lambda: s - s2)
 
+    def test_shift_dst(self):
+        # GH 13926
+        dates = date_range('2016-11-06', freq='H', periods=10, tz='US/Eastern')
+        s = Series(dates)
+
+        res = s.shift(0)
+        tm.assert_series_equal(res, s)
+        self.assertEqual(res.dtype, 'datetime64[ns, US/Eastern]')
+
+        res = s.shift(1)
+        exp_vals = [NaT] + dates.asobject.values.tolist()[:9]
+        exp = Series(exp_vals)
+        tm.assert_series_equal(res, exp)
+        self.assertEqual(res.dtype, 'datetime64[ns, US/Eastern]')
+
+        res = s.shift(-2)
+        exp_vals = dates.asobject.values.tolist()[2:] + [NaT, NaT]
+        exp = Series(exp_vals)
+        tm.assert_series_equal(res, exp)
+        self.assertEqual(res.dtype, 'datetime64[ns, US/Eastern]')
+
+        for ex in [10, -10, 20, -20]:
+            res = s.shift(ex)
+            exp = Series([NaT] * 10, dtype='datetime64[ns, US/Eastern]')
+            tm.assert_series_equal(res, exp)
+            self.assertEqual(res.dtype, 'datetime64[ns, US/Eastern]')
+
     def test_tshift(self):
         # PeriodIndex
         ps = tm.makePeriodSeries()