[BUG] Time-zone-aware DatetimeIndex is being accepted silently by DatetimeIndex constructor

[galipremsagar]

Describe the bug
We currently raise error when a time-zone-aware index is passed to cudf.Index, but not for cudf.DatetimeIndex.

Steps/Code to reproduce bug

In [1]: import pandas as pd

In [2]: import cudf

In [3]: i = pd.date_range(start="2017-01-01", periods=2, tz='UTC')

In [4]: i
Out[4]: DatetimeIndex(['2017-01-01 00:00:00+00:00', '2017-01-02 00:00:00+00:00'], dtype='datetime64[ns, UTC]', freq='D')

In [5]: cudf.Index(i)
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/cudf/core/column/column.py:2236, in as_column(arbitrary, nan_as_null, dtype, length)
   2234 try:
   2235     data = as_column(
-> 2236         memoryview(arbitrary), dtype=dtype, nan_as_null=nan_as_null
   2237     )
   2238 except TypeError:

TypeError: memoryview: a bytes-like object is required, not 'DatetimeIndex'

During handling of the above exception, another exception occurred:

NotImplementedError                       Traceback (most recent call last)
Cell In[5], line 1
----> 1 cudf.Index(i)

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/nvtx/nvtx.py:101, in annotate.__call__.<locals>.inner(*args, **kwargs)
     98 @wraps(func)
     99 def inner(*args, **kwargs):
    100     libnvtx_push_range(self.attributes, self.domain.handle)
--> 101     result = func(*args, **kwargs)
    102     libnvtx_pop_range(self.domain.handle)
    103     return result

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/cudf/core/index.py:3437, in Index.__new__(cls, data, dtype, copy, name, tupleize_cols, nan_as_null, **kwargs)
   3432 if tupleize_cols is not True:
   3433     raise NotImplementedError(
   3434         "tupleize_cols != True is not yet supported"
   3435     )
-> 3437 return as_index(
   3438     data,
   3439     copy=copy,
   3440     dtype=dtype,
   3441     name=name,
   3442     nan_as_null=nan_as_null,
   3443     **kwargs,
   3444 )

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/nvtx/nvtx.py:101, in annotate.__call__.<locals>.inner(*args, **kwargs)
     98 @wraps(func)
     99 def inner(*args, **kwargs):
    100     libnvtx_push_range(self.attributes, self.domain.handle)
--> 101     result = func(*args, **kwargs)
    102     libnvtx_pop_range(self.domain.handle)
    103     return result

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/cudf/core/index.py:3336, in as_index(arbitrary, nan_as_null, **kwargs)
   3333 elif isinstance(arbitrary, cudf.DataFrame):
   3334     return cudf.MultiIndex.from_frame(arbitrary)
   3335 return as_index(
-> 3336     column.as_column(
   3337         arbitrary, dtype=kwargs.get("dtype", None), nan_as_null=nan_as_null
   3338     ),
   3339     **kwargs,
   3340 )

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/cudf/core/column/column.py:2368, in as_column(arbitrary, nan_as_null, dtype, length)
   2358     if (
   2359         isinstance(arbitrary, pd.Index)
   2360         and arbitrary.dtype == cudf.dtype("object")
   (...)
   2363         )
   2364     ):
   2365         raise MixedTypeError(
   2366             "Cannot create column with mixed types"
   2367         )
-> 2368     data = as_column(
   2369         pyarrow_array,
   2370         dtype=dtype,
   2371         nan_as_null=nan_as_null,
   2372     )
   2373 except (pa.ArrowInvalid, pa.ArrowTypeError, TypeError) as e:
   2374     if isinstance(e, MixedTypeError):

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/cudf/core/column/column.py:1987, in as_column(arbitrary, nan_as_null, dtype, length)
   1981 if isinstance(arbitrary, pa.lib.HalfFloatArray):
   1982     raise NotImplementedError(
   1983         "Type casting from `float16` to `float32` is not "
   1984         "yet supported in pyarrow, see: "
   1985         "https://issues.apache.org/jira/browse/ARROW-3802"
   1986     )
-> 1987 col = ColumnBase.from_arrow(arbitrary)
   1989 if isinstance(arbitrary, pa.NullArray):
   1990     new_dtype = cudf.dtype(arbitrary.type.to_pandas_dtype())

File /nvme/0/pgali/envs/cudfdev/lib/python3.10/site-packages/cudf/core/column/column.py:345, in ColumnBase.from_arrow(cls, array)
    339 data = pa.table([array], [None])
    341 if (
    342     isinstance(array.type, pa.TimestampType)
    343     and array.type.tz is not None
    344 ):
--> 345     raise NotImplementedError(
    346         "cuDF does not yet support timezone-aware datetimes"
    347     )
    348 if isinstance(array.type, pa.DictionaryType):
    349     indices_table = pa.table(
    350         {
    351             "None": pa.chunked_array(
   (...)
    355         }
    356     )

NotImplementedError: cuDF does not yet support timezone-aware datetimes

In [6]: cudf.DatetimeIndex(i)
Out[6]: DatetimeIndex(['2017-01-01', '2017-01-02'], dtype='datetime64[ns]')

Expected behavior
Raise error similar to cudf.Index

Environment overview (please complete the following information)

• Environment location: [Bare-metal]
• Method of cuDF install: [from source]