Raise NotImplementedError for Categoricals with timezones

[mroeschke]

Description

Currently cudf.from_pandas with a pandas Categorical with datetimetz type will drop the timezone information (due to pyarrow)

In [5]: import pandas as pd

In [6]: ci = pd.CategoricalIndex(pd.date_range("2016-01-01 01:01:00", periods=5, freq="D").tz_localize("UTC"))

In [7]: ci
Out[7]: 
CategoricalIndex(['2016-01-01 01:01:00+00:00', '2016-01-02 01:01:00+00:00',
                  '2016-01-03 01:01:00+00:00', '2016-01-04 01:01:00+00:00',
                  '2016-01-05 01:01:00+00:00'],
                 categories=[2016-01-01 01:01:00+00:00, 2016-01-02 01:01:00+00:00, 2016-01-03 01:01:00+00:00, 2016-01-04 01:01:00+00:00, 2016-01-05 01:01:00+00:00], ordered=False, dtype='category')

In [8]: ci_cudf = cudf.from_pandas(ci)

In [10]: ci_cudf
Out[10]: 
CategoricalIndex(['2016-01-01 01:01:00', '2016-01-02 01:01:00',
                  '2016-01-03 01:01:00', '2016-01-04 01:01:00',
                  '2016-01-05 01:01:00'],
                 categories=[2016-01-01 01:01:00, 2016-01-02 01:01:00, 2016-01-03 01:01:00, 2016-01-04 01:01:00, 2016-01-05 01:01:00], ordered=False, dtype='category')

Like what is done with IntervalIndex, raises a NotImplementedError for now to avoid this wrong behavior.

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.
• The documentation is up to date with these changes.

[wence-]

Thanks!

[wence-]

/merge