All you need is a list of weekdays:
weekdays = ['Sunday', 'Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday']
then use the day integer as an index:
def day_name(day):
return weekdays[day]
This works because Python lists use 0-based indexing:
>>> weekdays = ['Sunday', 'Monday', 'Tuesday', 'Wednesday', 'Thursday', 'Friday', 'Saturday']
>>> weekdays[0]
'Sunday'
>>> weekdays[5]
'Friday'