Inconsistent behaviour of to_period
to_period works correctly on individual timestamp objects with timezone information. When it is applied to datetime indexes with timezone information though, the conversion appears to happen based on the underlying UTC timestamp.
For example:
    index = date_range('2000-1-1', periods=1000, freq='D', tz = 'Australia/Sydney')
    index[0].to_period('D') # gives a different result from:
    index.to_period('D')[0]
