msgpack drops timezone info

[ismell]

Code Sample, a copy-pastable example if possible

import numpy as np
import pandas as pd

idx = pd.DatetimeIndex(start='2018-12-02 14:50:00-07:00', end='2018-12-03 03:11:00-07:00', freq='1min')

df = pd.DataFrame(np.random.randn(len(idx), 1), index=idx, columns=['A'])

df.index[0]
# Timestamp('2018-12-02 14:50:00-0700', tz='pytz.FixedOffset(-420)', freq='T')

df.to_msgpack('foo.msgpack')

df = pd.read_msgpack('foo.msgpack')
df.index[0]
# Timestamp('2018-12-02 21:50:00', freq='T')

Problem description

to_msgpack should encode the timezone information. Or read_msgpack should return a timezone aware timestamp with UTC as the timezone.

Expected Output

df = pd.read_msgpack('foo.msgpack')
df.index[0]
# Timestamp('2018-12-02 14:50:00-0700', tz='pytz.FixedOffset(-420)', freq='T')

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.7.0.final.0
python-bits: 64
OS: Linux
OS-release: 4.18.10-1rodete2-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.4
pytest: None
pip: 18.1
setuptools: 40.6.2
Cython: None
numpy: 1.15.4
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.7.5
pytz: 2018.7
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 3.0.1
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

[TomAugspurger]

Ideally this fix would work for all extension arrays, not just datetime-tz.

[simonjayhawkins]

msgpack is deprecated #30112