CLN: reorganize index.py, test_index.py
Split apart these two very large modules and created a new `pandas.indexes` subpackage. It would be nice to move all the index class code from `pandas.tseries` there in a followup patch.

Once the build passes, best not to let this patch linger (to avoid rebase conflicts). @jreback I don't think I broke anything but let me know if any concerns that I can look into
 The python 2 tests are still failing, I think you missed a `from pandas.compat import range` import in the `range.py` file
 Thanks, think I got it now. Will check the build in an hour or two here
 @jorisvandenbossche @jreback merge when ready. thank you
 OK, cleaned up things per your comments. 
 lgtm. ping when green.
 @jreback we are good to go
 boo ya! thanks!
