title: pandas: Create a 'Weekday' DataFrame column by converting date (mm/dd/yy) to weekday
body: <p>I'm attempting to convert a date to a weekday - a least the weekday number, 0 for Monday, 1 for Tuesday etc. The date is an object data type. </p>
  
  <p>When I try to find information/help to convert date to weekday, or adding a new dataframe column called 'weekday' and doing the conversion into there, I can't find anything on Python</p>
  
  <p>I found this: </p>
  
  <pre><code>data.loc[:,'weekday'] = data.index.weekday
  </code></pre>
  
  <p>but it doesn't seem to work, as I get this error:</p>
  
  <pre><code>AttributeError: 'Int64Index' object has no attribute 'weekday'
  </code></pre>
  
  <p>There are no easy to find examples. Can anyone help?</p>