update setup.py

Author: jbrockmendel

setup.py

@@ -551,7 +551,11 @@ def srcpath(name=None, suffix=".pyx", subdir="src"):
         "depends": tseries_depends,
         "sources": ["pandas/_libs/tslibs/src/datetime/np_datetime.c"],
     },
-    "_libs.tslibs.vectorized": {"pyxfile": "_libs/tslibs/vectorized"},
+    "_libs.tslibs.vectorized": {
+        "pyxfile": "_libs/tslibs/vectorized",
+        "depends": tseries_depends,
+        "sources": ["pandas/_libs/tslibs/src/datetime/np_datetime.c"],
+    },
     "_libs.testing": {"pyxfile": "_libs/testing"},
     "_libs.window.aggregations": {
         "pyxfile": "_libs/window/aggregations",