BUG: reset_index with NaN in MultiIndex

[wangshun98]

This is related to the following commit.
jreback@625ee94

When one level in the MultiIndex is all NaN, line 2819 in DataFrame.reset_index() and subfunction _maybe_cast, will have a problem, because values is empty.
2819: values = values.take(labels)
IndexError: cannot do a non-empty take from an empty axes

A possible fix is to add the following lines before 2819:
if mask.all():
values = labels * np.nan
return values

[jreback]

can U give an example of your use case
an all nan level in a multi index is really really hard to support properly

[wangshun98]

This comes out of a database query of mixed fields of dates and values. And I want to use the combination of dates as index so I can easily join the values from multiple queries. however, sometimes all dates in one column are all null.

NaN in MultiIndex is already supported. That 3 lines I suggested would make it work with a level with all NaN. We can test case other functionalities. But after I made that change in my local copy, I haven't experienced other issues with all NaN MultiIndex yet.

[jreback]

go ahead and do a PR (with a test case) and i'll take a look

[boombard]

I can confirm I am also experiencing precisely this issue with an all-NaN level in my multi-index. Looks to me like those three lines should work if included.