ENH: GH11128 add weekday_name to DatetimeIndex and .dt
closes #11128 
replaces #11813
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Completed merge of Bahrunnur's PR 'weekday-name'
    Moved 'enhancements' to v0.18.1.txt
    Added tests to pandas/tests/series/test_datetime_values.py
    Added weekday_name property producing 'NaT' to NaTType class

looks good. just some minor points.

come to think of it, prob should add `month_name` as well I guess. Then of course there is the locale (IOW, we really should return a locale based string for the weekdays). issue. Can you make an issue for these 2 things?
 I _think_ we can just instantiate the `LocaleTime()` object when this module is imported. Not really sure why that wouldn't work, you can try it if you want. This should really be a singleton type object, e.g.

```
locale_time = LocalTime()
```

then use `locale_time`
 ok this looks good. I'd like to use the `LocaleTime()` object as I described (should be cached) to return the locale specific names here. 
 xref #12806 
 can you try adding this with the `LocaleTime`support?
 Yes, just need to find the time, maybe later this week.
On Apr 17, 2016 8:46 AM, "Jeff Reback" notifications@github.com wrote:

> can you try adding this with the LocaleTimesupport?
> 
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> https://github.com/pydata/pandas/pull/12803#issuecomment-211045629
 @BastiaanBergman ok, great thanks
 @jorisvandenbossche comments?

I guess we can address using `LocaleTime()` later.
 Sorry, didn't get to it, will try again late May.
 Looks good
 thanks!
