Fix Bug pandas-dev#21907

Author: makbigc

doc/source/whatsnew/v0.24.0.txt

@@ -1228,6 +1228,7 @@ Indexing
 - Bug where setting a timedelta column by ``Index`` causes it to be casted to double, and therefore lose precision (:issue:`23511`)
 - Bug in :func:`Index.union` and :func:`Index.intersection` where name of the ``Index`` of the result was not computed correctly for certain cases (:issue:`9943`, :issue:`9862`)
 - Bug in :class:`Index` slicing with boolean :class:`Index` may raise ``TypeError`` (:issue:`22533`)
+- Bug when :class:`Series` was created from :class:`DatetimeIndex`, the series shares the same underneath data with that index (:issue:`21907`)
 
 Missing
 ^^^^^^^

pandas/core/series.py

@@ -182,7 +182,11 @@ def __init__(self, data=None, index=None, dtype=None, name=None,
                     data = data.astype(dtype)
                 else:
                     # need to copy to avoid aliasing issues
-                    data = data._values.copy()
+                    # GH21907
+                    if isinstance(data, DatetimeIndex):
+                        data = data.copy(deep=True)
+                    else:
+                        data = data._values.copy()
                 copy = False
 
             elif isinstance(data, np.ndarray):