ENH: ewm() default to using DatetimeIndex as times when halflife is a timedelta

pandas/core/window/ewm.py

@@ -23,6 +23,7 @@
     ExponentialMovingWindowIndexer,
     GroupbyIndexer,
 )
+from pandas.core.indexes.api import DatetimeIndex
 from pandas.core.util.numba_ import (
     get_jit_arguments,
     maybe_use_numba,
@@ -150,9 +151,10 @@ class ExponentialMovingWindow(BaseWindow):
         :math:`\alpha = 1 - \exp\left(-\ln(2) / halflife\right)`, for
         :math:`halflife > 0`.
 
-        If ``times`` is specified, a timedelta convertible unit over which an
-        observation decays to half its value. Only applicable to ``mean()``,
-        and halflife value will not apply to the other functions.
+        If ``times`` is specified or the index is a DatetimeIndex, a timedelta
+        convertible unit over which an observation decays to half its value. Only
+        applicable to ``mean()``, and halflife value will not apply to the other
+        functions.
 
     alpha : float, optional
         Specify smoothing factor :math:`\alpha` directly
@@ -360,6 +362,12 @@ def __init__(
         self.adjust = adjust
         self.ignore_na = ignore_na
         self.times = times
+        if (
+            self.halflife is not None
+            and isinstance(self.halflife, (str, datetime.timedelta, np.timedelta64))
+            and isinstance(self.obj.index, DatetimeIndex)
+        ):
+            self.times = self.obj.index.values
         if self.times is not None:
             if not self.adjust:
                 raise NotImplementedError("times is not supported with adjust=False.")
@@ -384,7 +392,7 @@ def __init__(
             ):
                 raise ValueError(
                     "halflife can only be a timedelta convertible argument if "
-                    "times is not None."
+                    "times is not None or the index is a DatetimeIndex."
                 )
             # Without times, points are equally spaced
             self._deltas = np.ones(

pandas/tests/window/test_ewm.py

@@ -115,6 +115,38 @@ def test_ewma_with_times_variable_spacing(tz_aware_fixture):
     tm.assert_frame_equal(result, expected)
 
 
+@pytest.mark.parametrize(
+    "times",
+    [
+        np.arange(10).astype("datetime64[D]").astype("datetime64[ns]"),
+        date_range("2000", freq="D", periods=10),
+        date_range("2000", freq="D", periods=10).tz_localize("UTC"),
+    ],
+)
+@pytest.mark.parametrize("min_periods", [0, 2])
+def test_ewma_with_time_index_equal_spacing(halflife_with_times, times, min_periods):
+    halflife = halflife_with_times
+    data = np.arange(10.0)
+    data[::2] = np.nan
+    df = DataFrame({"A": data}, index=times)
+    result = df.ewm(halflife=halflife, min_periods=min_periods).mean()
+    expected = df.ewm(halflife=1.0, min_periods=min_periods).mean()
+    tm.assert_frame_equal(result, expected)
+
+
+def test_ewma_with_time_index_variable_spacing(tz_aware_fixture):
+    tz = tz_aware_fixture
+    halflife = "23 days"
+    times = DatetimeIndex(
+        ["2020-01-01", "2020-01-10T00:04:05", "2020-02-23T05:00:23"]
+    ).tz_localize(tz)
+    data = np.arange(3)
+    df = DataFrame(data, index=times)
+    result = df.ewm(halflife=halflife).mean()
+    expected = DataFrame([0.0, 0.5674161888241773, 1.545239952073459], index=times)
+    tm.assert_frame_equal(result, expected)
+
+
 def test_ewm_with_nat_raises(halflife_with_times):
     # GH#38535
     ser = Series(range(1))