Add data_check_name attribute to each data check action

[angela97lin]

Closes #2179.

[codecov]

Codecov Report

Merging #3034 (751e2fe) into main (8b04d4b) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@           Coverage Diff           @@
##            main   #3034     +/-   ##
=======================================
+ Coverage   99.8%   99.8%   +0.1%     
=======================================
  Files        312     312             
  Lines      30229   30238      +9     
=======================================
+ Hits       30139   30148      +9     
  Misses        90      90             

Impacted Files	Coverage Δ
evalml/data_checks/highly_null_data_check.py	100.0% <ø> (ø)
evalml/data_checks/id_columns_data_check.py	100.0% <ø> (ø)
evalml/data_checks/invalid_targets_data_check.py	100.0% <ø> (ø)
evalml/data_checks/no_variance_data_check.py	100.0% <ø> (ø)
evalml/data_checks/outliers_data_check.py	100.0% <ø> (ø)
evalml/data_checks/sparsity_data_check.py	100.0% <ø> (ø)
...alml/data_checks/target_distribution_data_check.py	100.0% <ø> (ø)
evalml/data_checks/target_leakage_data_check.py	100.0% <ø> (ø)
evalml/data_checks/uniqueness_data_check.py	100.0% <ø> (ø)
...s/data_checks_tests/test_highly_null_data_check.py	100.0% <ø> (ø)
... and 12 more

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[bchen1116]

LGTM!