[python] Convert pandas timezone-aware DateTimeIndex to naive timestamp, but in certain timezone

Building on D.A.'s suggestion that "the only way to do what you want is to modify the underlying data" and using numpy to modify the underlying data...

This works for me, and is pretty fast:

def tz_to_naive(datetime_index):
    """Converts a tz-aware DatetimeIndex into a tz-naive DatetimeIndex,
    effectively baking the timezone into the internal representation.

    Parameters
    ----------
    datetime_index : pandas.DatetimeIndex, tz-aware

    Returns
    -------
    pandas.DatetimeIndex, tz-naive
    """
    # Calculate timezone offset relative to UTC
    timestamp = datetime_index[0]
    tz_offset = (timestamp.replace(tzinfo=None) - 
                 timestamp.tz_convert('UTC').replace(tzinfo=None))
    tz_offset_td64 = np.timedelta64(tz_offset)

    # Now convert to naive DatetimeIndex
    return pd.DatetimeIndex(datetime_index.values + tz_offset_td64)

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