BLD: list proper deps for tslib

closes pandas-dev#18089

Author: jreback

setup.py

@@ -535,7 +535,11 @@ def pxd(name):
         'depends': _pxi_dep['sparse']},
     '_libs.tslib': {
         'pyxfile': '_libs/tslib',
-        'pxdfiles': ['_libs/src/util'],
+        'pxdfiles': ['_libs/tslibs/conversion',
+                     '_libs/tslibs/np_datetime',
+                     '_libs/tslibs/timedeltas',
+                     '_libs/tslibs/timezones',
+                     '_libs/tslibs/nattype'],
         'depends': tseries_depends,
         'sources': np_datetime_sources},
     '_libs.tslibs.conversion': {