Fix issues with changing dt.day_name to categorical

Author: sivakar12

pandas/core/indexes/datetimes.py

@@ -56,7 +56,7 @@
 from pandas._libs import (lib, index as libindex, tslib as libts,
                           join as libjoin, Timestamp)
 from pandas._libs.tslibs import (timezones, conversion, fields, parsing,
-                                 resolution as libresolution)
+                                 resolution as libresolution, ccalendar)
 
 # -------- some conversion wrapper functions
 
@@ -95,10 +95,8 @@ def f(self):
             result = self._maybe_mask_results(result, convert='float64')
 
         if field in ['weekday_name', 'day_name']:
-            cats = ['Monday', 'Tuesday', 'Wednesday', 'Thursday',
-                    'Friday', 'Saturday', 'Sunday']
-            index = CategoricalIndex(result, ordered=True, categories=cats,
-                                     name=self.name)
+            index = CategoricalIndex(result, ordered=True, name=self.name,
+                                     categories=ccalendar.DAYS_FULL)
             return index
         index = Index(result, name=self.name)
         return index
@@ -2539,7 +2537,8 @@ def day_name(self, locale=None):
         result = fields.get_date_name_field(values, 'day_name',
                                             locale=locale)
         result = self._maybe_mask_results(result)
-        return Index(result, name=self.name)
+        return CategoricalIndex(result, ordered=True, name=self.name,
+                                categories=ccalendar.DAYS_FULL)
 
 
 DatetimeIndex._add_comparison_methods()