ENH: GH11128 add weekday_name to DatetimeIndex and .dt
closes #11128 

some examples:

```
In [5]: s2 = s.to_frame('value').assign(weekday=s.index.weekday_name)

In [6]: s2
Out[6]:
            value    weekday
2015-09-01      0    tuesday
2015-09-02      1  wednesday
2015-09-03      2   thursday
2015-09-04      3     friday
2015-09-05      4   saturday
2015-09-06      5     sunday
2015-09-07      6     monday
2015-09-08      7    tuesday
2015-09-09      8  wednesday
2015-09-10      9   thursday
```

and

```
In [7]: s3 = pd.Series(pd.date_range('2015-09-01', '2015-09-10'))

In [8]: s3.dt.weekday_name
Out[8]:
0      tuesday
1    wednesday
2     thursday
3       friday
4     saturday
5       sunday
6       monday
7      tuesday
8    wednesday
9     thursday
dtype: object
```

Please review my code :smile: 

The first letters should be capitalized?
 pls also add this to `Timestamp`.
 Sorry I did not comment on the original issue before you put effort in this, but I wonder a bit if this is worth a new method (we already have many many methods, so adding a new needs a strong case I think). 
Wouldn't be some good docs be sufficient? Eg specifically add in the docstring that if you want to get the names instead of the numbers, how you can do that most easily?
 I actually thing this is pretty reasonable. Its an adjust method for weekday that is useful. No harm IMHO at trivially expanding the API.
 @jorisvandenbossche that's ok, this is my first time doing PR on pandas and I learn a lot about the code and contributing process, etc. What I think about it is a 'nice to have' feature and it has Difficulty Novice label that I think this is a perfect issue for me to learn more about the underlying structure of pandas. IMHO I have not found a strong usage on this feature. But, @jreback may have another perspective about it.

What I think about the usage of it is on the REPL like IPython or just python to check thing that what we are intended to do on a date are doing exactly what we want. For example, in #11123 if we can see the day name seamlessly without interpreting the number into day name in our mind. Perhaps it could help our mind a little bit :joy: 

@kawochen Hmm yeah, I'm just thinking that the capitalized form may be useful for serialization into csv, excel, etc. Should I change to capitalized form @jreback? I need some advice to choose between lower case or capitalized :pray:.
 prob should use what `calendar` gives back for the names

and, this actually could/should be implemented similarly to the `_field_accessors` (e.g. directly in cython). 
 @bahrunnur can you rebase / update
 I still like this. @bahrunnur can you rebase / update
 Oh hi @jreback !
I'm sorry for the slow response. I've been on vacation since the first day of this year. Now, I have rebased my code.
 can you update
 can you rebase/update
 closed in favor of #12803 
