reindex() doesn't work with MultiIndex

[ohadle]

from pandas import DataFrame, Timestamp

c = pandas.DataFrame({u'ul_payload': {('a', Timestamp('2016-11-01 06:15:00')): 5, ('a', Timestamp('2016-11-01 07:45:00')): 8, ('a', Timestamp('2016-11-01 09:00:00')): 9, ('a', Timestamp('2016-11-01 07:15:00')): 6, ('a', Timestamp('2016-11-01 07:30:00')): 7, ('a', Timestamp('2016-11-01 06:00:00')): 4}, u'dl_payload': {('a', Timestamp('2016-11-01 06:15:00')): 15, ('a', Timestamp('2016-11-01 07:45:00')): 18, ('a', Timestamp('2016-11-01 09:00:00')): 19, ('a', Timestamp('2016-11-01 07:15:00')): 16, ('a', Timestamp('2016-11-01 07:30:00')): 17, ('a', Timestamp('2016-11-01 06:00:00')): 14}})

In [80]: c
Out[80]:
                       dl_payload  ul_payload
a 2016-11-01 06:00:00          14           4
  2016-11-01 06:15:00          15           5
  2016-11-01 07:15:00          16           6
  2016-11-01 07:30:00          17           7
  2016-11-01 07:45:00          18           8
  2016-11-01 09:00:00          19           9

In [83]: c_fi = pandas.date_range(c.index.get_level_values(1).min(), c.index.get_level_values(1).max(), freq='15Min', name='a')

In [85]: len(c_fi)
Out[85]: 13

In [87]: c.reindex(index=c_fi, level=1).shape
Out[87]: (6, 2)

Expected Output

As in the single-level index case:

In [88]: c.reset_index(level=0).reindex(index=c_fi).shape
Out[88]: (13, 3)

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 2.7.13.final.0 python-bits: 64 OS: Darwin OS-release: 16.4.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: en_US.UTF-8 LANG: en_US.UTF-8 LOCALE: en_US.UTF-8

pandas: 0.19.2
nose: 1.3.7
pip: 9.0.1
setuptools: 28.6.1
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.18.1
statsmodels: 0.6.1
xarray: 0.9.1
IPython: 5.1.0
sphinx: 1.5.1
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
matplotlib: 2.0.0
openpyxl: 2.4.1
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.2
bs4: 4.5.3
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.1.5
pymysql: None
psycopg2: 2.6.2 (dt dec pq3 ext lo64)
jinja2: 2.9.4
boto: 2.45.0
pandas_datareader: None

[chris-b1]

Can you edit your example to include what a_fi is?

[chris-b1]

Thanks for the report - this is a duplicate of #7895 (also xref #10347). PR to implement (or even just some doc updates) this would be welcome.