BUG: DatetimeIndex.slice_locs() doesn't hande date objects not in index
I would expect [7] below to return the same result as [5] (just as [6] returns the same result as [4]).

```
In [1]: import pandas as pd, datetime as dt                                                                                                                                                                                    

In [2]: pd.__version__                                                                                                                                                                                                         
Out[2]: '1.0.3'

In [3]: a = pd.DatetimeIndex(['2010-01-01', '2010-01-03'])                                                                                                                                                                     

In [4]: a.slice_locs(dt.datetime(2010, 1, 1), dt.datetime(2010, 1, 3))                                                                                                                                                         
Out[4]: (0, 2)

In [5]: a.slice_locs(dt.datetime(2010, 1, 1), dt.datetime(2010, 1, 2))                                                                                                                                                         
Out[5]: (0, 1)

In [6]: a.slice_locs(dt.date(2010, 1, 1), dt.date(2010, 1, 3))                                                                                                                                                                 
Out[6]: (0, 2)

In [7]: a.slice_locs(dt.date(2010, 1, 1), dt.date(2010, 1, 2))                                                                                                                                                                 
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()

TypeError: an integer is required

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2645             try:
-> 2646                 return self._engine.get_loc(key)
   2647             except KeyError:

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine._date_check_type()

KeyError: datetime.date(2010, 1, 2)

During handling of the above exception, another exception occurred:

TypeError                                 Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()

TypeError: an integer is required

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
    714         try:
--> 715             return Index.get_loc(self, key, method, tolerance)
    716         except (KeyError, ValueError, TypeError):

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2647             except KeyError:
-> 2648                 return self._engine.get_loc(self._maybe_cast_indexer(key))
   2649         indexer = self.get_indexer([key], method=method, tolerance=tolerance)

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine._date_check_type()

KeyError: datetime.date(2010, 1, 2)

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()

KeyError: 1262390400000000000

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2645             try:
-> 2646                 return self._engine.get_loc(key)
   2647             except KeyError:

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

KeyError: Timestamp('2010-01-02 00:00:00')

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()

pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.Int64HashTable.get_item()

KeyError: 1262390400000000000

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
    727                     stamp = stamp.tz_localize(self.tz)
--> 728                 return Index.get_loc(self, stamp, method, tolerance)
    729             except KeyError:

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in get_loc(self, key, method, tolerance)
   2647             except KeyError:
-> 2648                 return self._engine.get_loc(self._maybe_cast_indexer(key))
   2649         indexer = self.get_indexer([key], method=method, tolerance=tolerance)

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

pandas/_libs/index.pyx in pandas._libs.index.DatetimeEngine.get_loc()

KeyError: Timestamp('2010-01-02 00:00:00')

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in get_slice_bound(self, label, side, kind)
   4840         try:
-> 4841             slc = self.get_loc(label)
   4842         except KeyError as err:

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/datetimes.py in get_loc(self, key, method, tolerance)
    729             except KeyError:
--> 730                 raise KeyError(key)
    731             except ValueError as e:

KeyError: datetime.date(2010, 1, 2)

During handling of the above exception, another exception occurred:

TypeError                                 Traceback (most recent call last)
<ipython-input-7-f3a1babc1d65> in <module>
----> 1 a.slice_locs(dt.date(2010, 1, 1), dt.date(2010, 1, 2))

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in slice_locs(self, start, end, step, kind)
   4929         end_slice = None
   4930         if end is not None:
-> 4931             end_slice = self.get_slice_bound(end, "right", kind)
   4932         if end_slice is None:
   4933             end_slice = len(self)

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in get_slice_bound(self, label, side, kind)
   4842         except KeyError as err:
   4843             try:
-> 4844                 return self._searchsorted_monotonic(label, side)
   4845             except ValueError:
   4846                 # raise the original KeyError

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/base.py in _searchsorted_monotonic(self, label, side)
   4793     def _searchsorted_monotonic(self, label, side="left"):
   4794         if self.is_monotonic_increasing:
-> 4795             return self.searchsorted(label, side=side)
   4796         elif self.is_monotonic_decreasing:
   4797             # np.searchsorted expects ascending sort order, have to reverse

~/.conda/envs/build/lib/python3.7/site-packages/pandas/core/indexes/datetimes.py in searchsorted(self, value, side, sorter)
    858         elif not isinstance(value, DatetimeArray):
    859             raise TypeError(
--> 860                 "searchsorted requires compatible dtype or scalar, "
    861                 f"not {type(value).__name__}"
    862             )

TypeError: searchsorted requires compatible dtype or scalar, not date
```