PERF: don't call RangeIndex._data unnecessarily
- [ ] closes #xxxx
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

I've looked into ``RangeIndex`` and found that the index type creates and caches a int64 array if/when ``RangeIndex._data`` property is being called. This basically means that in many cases, a ``RangeIndex`` has the same memory consumption and the same speed as an ``Int64Index``.

This PR improves on that situation by giving ``RangeIndex`` custom ``.get_loc`` and ``._format_with_header`` methods. This avoids the calls to ``._data`` in some cases, which helps on the speed and memory consumption (see performance improvements below). There are probably other case where ``RangeIndex._data`` can be avoided, which I'll investigate over the coming days.

```python
>>> %timeit pd.RangeIndex(1_000_000).get_loc(900_000)
8.95 ms ± 485 µs per loop  # master
4.31 µs ± 303 ns per loop  # this PR
>>> rng =  pd.RangeIndex(1_000_000)
>>> %timeit rng.get_loc(900_000)
17.3 µs ± 392 ns per loop  # master
547 ns ± 8.26 ns per loop  # this PR. get_loc is now lightningly fast
>>> df = pd.DataFrame({'a': range(1_000_000)})
>>> %timeit df.loc[800_000: 900_000]
132 µs ± 5.79 µs per loop  # master
89 µs ± 2.95 µs per loop  # this PR
```
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=h1) Report
> Merging [#26565](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a91da0c94e541217865cdf52b9f6ea694f0493d3?src=pr&el=desc) will **decrease** coverage by `50.09%`.
> The diff coverage is `92.85%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26565/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26565      +/-   ##
==========================================
- Coverage   91.77%   41.68%   -50.1%     
==========================================
  Files         174      174              
  Lines       50649    50663      +14     
==========================================
- Hits        46483    21118   -25365     
- Misses       4166    29545   +25379
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `41.68% <92.85%> (-0.08%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `53.76% <92.85%> (-44.22%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.37%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.16%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.1%)` | :arrow_down: |
| [pandas/core/tools/numeric.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvdG9vbHMvbnVtZXJpYy5weQ==) | `10.14% <0%> (-89.86%)` | :arrow_down: |
| ... and [129 more](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=footer). Last update [a91da0c...7bc8655](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=h1) Report
> Merging [#26565](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/7f318658b92155678b31780722277d1f8c8df569?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26565/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26565      +/-   ##
==========================================
- Coverage   91.84%   91.84%   -0.01%     
==========================================
  Files         174      174              
  Lines       50644    50660      +16     
==========================================
+ Hits        46516    46527      +11     
- Misses       4128     4133       +5
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.38% <100%> (ø)` | :arrow_up: |
| #single | `41.71% <100%> (-0.09%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `98.06% <100%> (+0.08%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97% <0%> (-0.12%)` | :arrow_down: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `90.81% <0%> (-0.11%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=footer). Last update [7f31865...ff805da](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Hello @topper-123! 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 2019-06-01 16:07:40 UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=h1) Report
> Merging [#26565](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/7f318658b92155678b31780722277d1f8c8df569?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26565/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26565      +/-   ##
==========================================
- Coverage   91.84%   91.84%   -0.01%     
==========================================
  Files         174      174              
  Lines       50644    50659      +15     
==========================================
+ Hits        46516    46527      +11     
- Misses       4128     4132       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.38% <100%> (ø)` | :arrow_up: |
| #single | `41.73% <100%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `98.05% <100%> (+0.08%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97% <0%> (-0.12%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=footer). Last update [7f31865...ff805da](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=h1) Report
> Merging [#26565](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/0dbb99efc259c5182ac88f116ebb76ae6e2db6ee?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26565/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26565      +/-   ##
==========================================
- Coverage   91.85%   91.85%   -0.01%     
==========================================
  Files         174      174              
  Lines       50707    50722      +15     
==========================================
+ Hits        46578    46589      +11     
- Misses       4129     4133       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.39% <100%> (ø)` | :arrow_up: |
| #single | `41.78% <100%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `98.05% <100%> (+0.08%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26565/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97% <0%> (-0.12%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=footer). Last update [0dbb99e...c72758b](https://codecov.io/gh/pandas-dev/pandas/pull/26565?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
