BUG: ewma with time should not update value when timedelta between two steps is 0

[jasonzhang2s]

• [yes ] I have checked that this issue has not already been reported.

• [ yes] I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

idx=pd.date_range('20000101','20201231')

idx2=[idx[0]]*5 + [idx[1]]*5

df=pd.DataFrame(data=range(10),index=idx2)

df.ewm(halflife=pd.Timedelta('1D'), times=df.index).mean()

# Your code here

	0
0.000000
0.500000
1.000000
1.500000
2.000000
2.857143
3.555556
4.181818
4.769231
5.333333

Problem description

Why is the value being updated when time hasn't elapsed yet?

Expected Output

Output of pd.show_versions()

[paste the output of pd.show_versions() here leaving a blank line after the details tag]

[mroeschke]

From the formula we're using (https://pandas.pydata.org/docs/user_guide/window.html#exponentially-weighted-window in the times section), when the timedelta is 0 the weights equal 1 and therefore the op acts like an expanding mean.

[mroeschke]

Going to close as I believe this is the expected behavior, but happy to reopen if I am missing something.