Type levels as list in _make_concat_multiindex (fixes #14438)

doc/source/whatsnew/v0.19.1.txt

@@ -45,6 +45,7 @@ Bug Fixes
 
 - Bug in ``pd.concat`` where names of the ``keys`` were not propagated to the resulting ``MultiIndex`` (:issue:`14252`)
 - Bug in ``pd.concat`` where ``axis`` cannot take string parameters ``'rows'`` or ``'columns'`` (:issue:`14369`)
+- Bug in ``pd.concat`` with dataframes heterogeneous in length and tuple ``keys`` (:issue:`14438`)
 - Bug in ``MultiIndex.set_levels`` where illegal level values were still set after raising an error (:issue:`13754`)
 - Bug in ``DataFrame.to_json`` where ``lines=True`` and a value contained a ``}`` character (:issue:`14391`)
 - Bug in ``df.groupby`` causing an ``AttributeError`` when grouping a single index frame by a column and the index level (:issue`14327`)

pandas/core/categorical.py

@@ -2055,14 +2055,14 @@ def _factorize_from_iterables(iterables):
 
     Returns
     -------
-    codes_tuple : tuple of ndarrays
-    categories_tuple : tuple of Indexes
+    codes_list : list of ndarrays
+    categories_list : list of Indexes
 
     Notes
     -----
     See `_factorize_from_iterable` for more info.
     """
     if len(iterables) == 0:
-        # For consistency, it should return a list of 2 tuples.
-        return [(), ()]
-    return lzip(*[_factorize_from_iterable(it) for it in iterables])
+        # For consistency, it should return a list of 2 lists.
+        return [[], []]
+    return map(list, lzip(*[_factorize_from_iterable(it) for it in iterables]))

pandas/tests/frame/test_combine_concat.py

@@ -57,6 +57,24 @@ def test_concat_multiple_tzs(self):
         expected = DataFrame(dict(time=[ts2, ts3]))
         assert_frame_equal(results, expected)
 
+    def test_concat_tuple_keys(self):
+        # GH 14438
+        df1 = pd.DataFrame(np.ones((2, 2)), columns=list('AB'))
+        df2 = pd.DataFrame(np.ones((3, 2)) * 2, columns=list('AB'))
+        results = pd.concat((df1, df2), keys=[('bee', 'bah'), ('bee', 'boo')])
+        expected = pd.DataFrame(
+            {'A': {('bee', 'bah', 0): 1.0,
+                   ('bee', 'bah', 1): 1.0,
+                   ('bee', 'boo', 0): 2.0,
+                   ('bee', 'boo', 1): 2.0,
+                   ('bee', 'boo', 2): 2.0},
+             'B': {('bee', 'bah', 0): 1.0,
+                   ('bee', 'bah', 1): 1.0,
+                   ('bee', 'boo', 0): 2.0,
+                   ('bee', 'boo', 1): 2.0,
+                   ('bee', 'boo', 2): 2.0}})
+        assert_frame_equal(results, expected)
+
     def test_append_series_dict(self):
         df = DataFrame(np.random.randn(5, 4),
                        columns=['foo', 'bar', 'baz', 'qux'])