Fix: Warning(Attempt to set value to copy of a slice)
Getting a warning emitted from this line of code.  Here is the fix I used to get rid of the warning, and here is the code that generated it on my setup (Anaconda3, Windows 10):

```
import pandas as pd

ts_columns = []
for col in df.columns:
    if isinstance(df[col].dtype, Timestamp):
        ts_columns.append(col)
```

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @chrisdonlan! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-01-06 20:29:15 UTC @jreback That doesn't seem to be the case.  The warning is intermittent, the dataframe is in memory, I am in a debugger, and while slowly stepping through the code produces no issues, **occasionally** this warning is emitted when the code is allowed to run (over and over on the same data, with same configs).   

Can't really devote much more time to this.  It seems to be a Pandas issue, because I can perform the same task in numpy/native python without flaws (i.e. by accessing the underlying values and performing type checking there). 

![image](https://user-images.githubusercontent.com/14854647/71848703-dd57ca80-3095-11ea-8630-8dfeb521c1a1.png)

![image](https://user-images.githubusercontent.com/14854647/71848670-bf8a6580-3095-11ea-90ab-4f293df39feb.png)
 Agreed that we won't be able to accept this without a test case demonstrating the issue. Let us know if you can provide one @chrisdonlan, otherwise, I think we'll pass on changing this line. @TomAugspurger @jreback  No problem, I won't be able to lock this issue down until later.  @TomAugspurger @jreback  

Looks like I get rid of the warning by deep copying the dataframe before passing into the function which inspects the column types.  I am not sure why checking the column types should incur a deep-copy, or trigger any modification of dataframe values.   closing as not reproducible. if you think you have a found a bug, then we need a self-contained reproducible example.