BLD: list proper deps for tslib

closes pandas-dev#18089

Author: jreback

setup.py

@@ -535,7 +535,13 @@ def pxd(name):
         'depends': _pxi_dep['sparse']},
     '_libs.tslib': {
         'pyxfile': '_libs/tslib',
-        'pxdfiles': ['_libs/src/util'],
+        'pxdfiles': ['_libs/src/conversion.pxd',
+                     '_libs/src/datetime.pxd',
+                     '_libs/tslibs/np_datetime.pxd'
+                     '_libs/tslibs/timedeltas.pxd',
+                     '_libs/tslibs/timezones.pxd',
+                     '_libs/tslibs/fields.pxd',
+                     '_libs/tslibs/nattype.pxd'],
         'depends': tseries_depends,
         'sources': np_datetime_sources},
     '_libs.tslibs.conversion': {