Retain name in PeriodIndex resample
- [x] closes #12769
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

pls don't change stuff just because py charm does
use targeted changes
 I would remove it if I didn't think it made it better / cleaner. Happy to if you don't think it does...
 run `git diff master | flake8 --diff` to see PEP issues
 @jreback green
 Although codecov states that this line isn't tested: 
![image](https://cloud.githubusercontent.com/assets/5635139/14229714/cea0c69a-f908-11e5-9d8c-063aa683fb8f.png)

Unless I'm mistaken, I added a test for this + a note that the test needed to be expanded to test for the index, rather than only its length. But that requires another PR
 no I just fixed something on codecov
 looks good. ping on green.
 @jreback green, apart from the codecov anomaly 
 thanks @MaximilianR 

I moved the tests to the proper location (and some other ones, not sure why there were there). `test_resample`.

now, if in `test_resample` you do this (and do it with `_ts` as well).

```
def _simple_pts(start, end, freq='D'):
    rng = period_range(start, end, freq=freq, name='foo')
    return Series(np.random.randn(len(rng)), index=rng)
```

you will get some failures, could just be some test failures though (e.g. the expected need to change).
