Address comments

doc/source/whatsnew/v0.21.1.txt

@@ -23,7 +23,7 @@ Other Enhancements
 
 - :meth:`Timestamp.timestamp` is now available in Python 2.7. (:issue:`17329`)
 - :attr:`Timestamp.month_name`, :attr:`DatetimeIndex.month_name`, and :attr:`Series.dt.month_name` are now available (:issue:`12805`)
-- ``month_name` and ``weekday_name`` attributes will now return locale aware values (:issue:`12806`)
+-
 
 .. _whatsnew_0211.deprecations:
 
@@ -65,7 +65,7 @@ Bug Fixes
 Conversion
 ^^^^^^^^^^
 
--
+- Bug in :attr:`Timestamp.weekday_name` and :attr:`DatetimeIndex.weekday_name` not returning locale aware values (:issue:`12806`)
 -
 -
 

pandas/_libs/tslibs/nattype.pyx

@@ -301,6 +301,7 @@ class NaTType(_NaT):
     daysinmonth = property(fget=lambda self: np.nan)
     dayofweek = property(fget=lambda self: np.nan)
     weekday_name = property(fget=lambda self: np.nan)
+    month_name = property(fget=lambda self: np.nan)
 
     # inject Timedelta properties
     days = property(fget=lambda self: np.nan)

pandas/tests/indexes/datetimes/test_misc.py

@@ -175,9 +175,7 @@ def test_normalize(self):
 
 class TestDatetime64(object):
 
-    # GH 12806
-    @pytest.mark.parametrize('time_locale', tm.get_locales())
-    def test_datetimeindex_accessors(self, time_locale):
+    def test_datetimeindex_accessors(self):
         dti_naive = DatetimeIndex(freq='D', start=datetime(1998, 1, 1),
                                   periods=365)
         # GH 13303
@@ -224,14 +222,6 @@ def test_datetimeindex_accessors(self, time_locale):
             assert not dti.is_year_end[0]
             assert dti.is_year_end[364]
 
-            # GH 11128
-            with tm.set_locale(time_locale, locale.LC_TIME):
-                for day, name in zip(range(4, 11), calendar.day_name):
-                    # Test Monday -> Sunday
-                    assert dti.weekday_name[day] == name.capitalize()
-                    date = datetime(2016, 4, day)
-                    assert Timestamp(date).weekday_name == name.capitalize()
-
             assert len(dti.year) == 365
             assert len(dti.month) == 365
             assert len(dti.day) == 365
@@ -337,9 +327,24 @@ def test_datetimeindex_accessors(self, time_locale):
         assert dates.weekofyear.tolist() == expected
         assert [d.weekofyear for d in dates] == expected
 
-        # GH 12805
+    # GH 12806
+    @pytest.mark.skipif(len(tm.get_locales()) == 0,
+                        reason='No available locales')
+    @pytest.mark.parametrize('time_locale', tm.get_locales())
+    def test_datetime_name_accessors(self, time_locale):
         with tm.set_locale(time_locale, locale.LC_TIME):
+            # GH 11128
+            dti = DatetimeIndex(freq='D', start=datetime(1998, 1, 1),
+                                periods=365)
+            for day, name in zip(range(4, 11), calendar.day_name):
+                # Test Monday -> Sunday
+                assert dti.weekday_name[day] == name.capitalize()
+                date = datetime(2016, 4, day)
+                assert Timestamp(date).weekday_name == name.capitalize()
+
+            # GH 12805
             dti = DatetimeIndex(freq='M', start='2012', end='2013')
+            # Test January -> December
             result = dti.month_name
             expected = Index([month.capitalize()
                               for month in calendar.month_name[1:]])