add the 'name' attribute to dataframes that go through apply_frame_axis0

 - [ ] closes #xxxx
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``
 - [ ] whatsnew entry

Previously, if you did `group.name` in the applied function, it would fail and fall back to the slower path because the attribute did not exist.

`shape_before` was unused.
## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/15062?src=pr) is 85.97% (diff: 100%)
> Merging [#15062](https://codecov.io/gh/pandas-dev/pandas/pull/15062?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

```diff
@@             master     #15062   diff @@
==========================================
  Files           140        140          
  Lines         51263      51263          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
- Hits          44076      44075     -1   
- Misses         7187       7188     +1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [be3f2ae...722a945](https://codecov.io/gh/pandas-dev/pandas/compare/be3f2aea4a8ad3f6bf4eb84e6ca3269abff5fcfb...722a9451af07f5da5661d97d878654285e170aef?src=pr) looks innocuous enough (famous last words).

did you have a higher level usage that was triggering this?  can you add an asv for this?

and add a whatsnew note (perf improvements). ping @llllllllll  Sorry about letting this sit idle. I will try to get the asv report and what's new on Monday. np, ping when ready. ping: I ran the suite locally but it was pretty noisy. I won't be run this without having other stuff running in the background until sometime tonight. @llllllllll lgtm.

just report on perf when you can.

I also think that the ``.name`` arg is somewhat undocumented when passed to ``.apply``, if you want to add a note there (or small example), might be useful. @llllllllll can you rebase; ping on green. i think this was ok. from what I remember I was going to add a performance case for the asv suite. I had one locally but I actually saw a performance regression and didn't have time to dig deeper. I can rebase but I am not sure if we want to merge with the open question. @llllllllll looks like you add an example in the asv. if you can rebase and just show/before after on that example would be fine. thanks @llllllllll rebased and merged.