This is now available with 0.8.0.
There are two parameters to tune:
- 
AUTO_INDEX_THRESHOLD (default: 3)
 If a column's cardinality (number of unique values) is greater than or equal to this, an index is created.
 If this is set to -1, all columns are indexed regardless of cardinality.
 If a column's cardinality is equal to the number of rows (all values are unique), a UNIQUE INDEX is created.
 
- 
AUTO_INDEX_DATES (default: True)
 If a column's data type is inferred as a timestamp and AUTO_INDEX_DATES is true, an index is created for this column.