Use simple_new in _new_DatetimeIndex

pandas/core/indexes/datetimes.py

@@ -49,12 +49,8 @@ def _new_DatetimeIndex(cls, d):
     # so need to localize
     tz = d.pop('tz', None)
 
-    with warnings.catch_warnings():
-        # we ignore warnings from passing verify_integrity=False
-        # TODO: If we knew what was going in to **d, we might be able to
-        #  go through _simple_new instead
-        warnings.simplefilter("ignore")
-        result = cls.__new__(cls, verify_integrity=False, **d)
+    values = d.pop('data')
+    result = cls._simple_new(values, **d)
 
     if tz is not None:
         result = result.tz_localize('UTC').tz_convert(tz)