DEPR: Passing in a string column label for DataFrame.ewm(times=...)

[mroeschke]

• xref DEPR: dropping nuisance columns in rolling aggregations #42834 (comment)
• tests added / passed
• Ensure all linting tests pass, see here for how to run them
• whatsnew entry

[jreback]

umm we generally accept a column name for other things, why are we deprecating here?

[mroeschke]

• DEPR: dropping nuisance columns in rolling aggregations #42834 deprecated dropping nuisance column in window ops (raising a TypeError in the future)
• A times column will always be a nuisance column because windows ops only accept numeric values and times will be a datetime64[ns], so this functionality as is will always raise a TypeError in the future

[jreback]

do we have any tests with times as an array (you do above in test_ewma_with_times_equal_spacing but you are also hitting the nuiscance path

[mroeschke]

This test passes times as an array

pandas/pandas/tests/window/test_ewm.py

Lines 126 to 136 in a6943ae

	def test_ewma_with_times_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)
	result = df.ewm(halflife=halflife, times=times).mean()
	expected = DataFrame([0.0, 0.5674161888241773, 1.545239952073459])
	tm.assert_frame_equal(result, expected)

[jreback]

thanks @mroeschke