def _new_DatetimeIndex(cls, d):

    # data are already in UTC
    # so need to localize
    tz = d.pop('tz', None)

    result = cls.__new__(cls, verify_integrity=False, **d)
    if tz is not None:
        result = result.tz_localize('UTC').tz_convert(tz)
    return result
This is called upon unpickling, rather than the default which doesn't
dataset/ETHPy150Open pydata/pandas/pandas/tseries/index.py/_new_DatetimeIndex