add periodindex loc test

Author: jackgoldsmith4

pandas/tests/indexing/test_loc.py

@@ -2878,6 +2878,13 @@ def test_loc_set_int_dtype():
     tm.assert_frame_equal(df, expected)
 
 
+def test_loc_periodindex_3_levels():
+    # GH#24091
+    p_index = PeriodIndex(["20181101 1100", "20181101 1200", "20181102 1300", "20181102 1400"], name='datetime', freq="B")
+    mi_series = DataFrame([["A", "B", 1.0], ["A", "C", 2.0], ["Z", "Q", 3.0], ["W", "F", 4.0]], index=p_index, columns=["ONE", "TWO", "VALUES"])
+    mi_series = mi_series.set_index(["ONE", "TWO"], append=True)["VALUES"]
+    assert mi_series.loc[(p_index[0], "A", "B")] == 1.0
+
 class TestLocSeries:
     @pytest.mark.parametrize("val,expected", [(2**63 - 1, 3), (2**63, 4)])
     def test_loc_uint64(self, val, expected):