BUG: df.reset_index loses tz
Closes #3950.

OK, modified locs.
 needs a rebase
 thanks!
 Don't use `range(5)` in building test frames, instead use `np.arange(5,dtype='int64')` to avoid dtype test issues on windows!

thanks

https://github.com/pydata/pandas/commit/1a6d483b096104a98e3abca39ab7d25953a5ab14
