Set session timezone to local timezone on startup

[maximsmol]

Description

Sets the session time zone to the system time zone after connecting.

Adds tzlocal as a dependency for a cross-platform way of getting the current time and handling the TZ environment variable. I've considered including code for this directly but we need to handle a lot of different Windows quirks. This package adds 126KB to the on-disk installation size.

Checklist

• [X] I've added this contribution to the changelog.rst.
• [X] I've added my name to the AUTHORS file (or it's already there).

• [X] I installed pre-commit hooks (pip install pre-commit && pre-commit install), and ran black on my code.