Docs say Timedelta is supported too, add those tests separately in test_timedelta.py?

Sure, could you also take a look at the comment above here?

I just pulled in and built docs for this PR and I can see it.

@galipremsagar based on slack conversation with @shwina, I have updated the docstrings to state that it only returns Series for now. Adding floor and ceil methods to DatetimeIndex should be a separate PR, with no changes required on the libcudf side. However, some work on the C++ side will be required to support TimeDeltaIndex.

Sample error:

>>> import pandas
>>> import cudf
>>> data = ['10 day 5h 2 min 3us 10ns', 
...      '+22:39:19.999999',
...     '2 day 4h 03:08:02.000045', 
...     '+21:15:45.999999']
>>> dtype = "timedelta64[ns]"
>>> psr = pandas.TimedeltaIndex(data, dtype=dtype)
>>> gsr = cudf.TimedeltaIndex(data, dtype=dtype)
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/u00ubzohp7sU4seIFv357/dev/rapids/cudf/python/cudf/cudf/core/index.py", line 1931, in __init__
    data = column.as_column(np.array(data, dtype=dtype))
ValueError: Could not convert object to NumPy timedelta

Thanks to both of you for catching and clarifying this!

Why not have support for datetime64 types(Both Series & Index) in this PR and have timedelta64 added as follow-up ? I don't understand why we choose to make a separate PR: #9554

this came up as a recommendation from @shwina, so he might be the best person to answer

I thought a separate PR would be appropriate as this PR didn't touch anything ceil related. Apologies for any confusion.;

@mayankanand007 Can you create issues for ceil & floor support for timedelta64 types too?

sure :)