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Management of null values as index names #18988

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@toobaz

Description

@toobaz

Code Sample, a copy-pastable example if possible

In [2]: mi = pd.MultiIndex.from_product([[0, 1]]*2, names=[np.nan, float('nan')])

In [3]: mi.get_level_values(float('nan'))
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-3-8a7d24d1cd67> in <module>()
----> 1 mi.get_level_values(float('nan'))

/home/nobackup/repo/pandas/pandas/core/indexes/multi.pyc in get_level_values(self, level)
    976         Index(['d', 'e', 'f'], dtype='object', name='level_2')
    977         """
--> 978         level = self._get_level_number(level)
    979         values = self._get_level_values(level)
    980         return values

/home/nobackup/repo/pandas/pandas/core/indexes/multi.pyc in _get_level_number(self, level)
    674         except ValueError:
    675             if not isinstance(level, int):
--> 676                 raise KeyError('Level %s not found' % str(level))
    677             elif level < 0:
    678                 level += self.nlevels

KeyError: 'Level nan not found'

In [4]: mi.get_level_values(np.nan)
Out[4]: Int64Index([0, 0, 1, 1], dtype='int64', name=nan)

Problem description

Strictly speaking, the above is not a bug in pandas, since float('nan') != float('nan') (but np.nan is np.nan): however, it is hardly useful/expected. None is also a bad label to use in reference to a level, since it is not necessarily unique (see this comment ).

So my suggestion is:

Expected Output

ValueError from both In [3]: and In [4]:

Output of pd.show_versions()

INSTALLED VERSIONS

commit: 10edfd0
python: 2.7.13.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-4-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: None.None

pandas: 0.23.0.dev0+5.g10edfd06c
pytest: 3.2.1
pip: 9.0.1
setuptools: 33.1.1
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.18.1
pyarrow: None
xarray: None
IPython: 5.1.0
sphinx: 1.4.9
patsy: 0.4.1+dev
dateutil: 2.5.3
pytz: 2016.7
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.0.0
openpyxl: 2.3.0
xlrd: 1.0.0
xlwt: 0.7.5
xlsxwriter: 0.9.6
lxml: 3.7.1
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.8
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1

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