TST: add test for .loc indexing Index type preservation (pandas-dev#29533)

Author: ganevgv

pandas/tests/frame/test_indexing.py

@@ -3856,3 +3856,28 @@ def test_functions_no_warnings(self):
             df["group"] = pd.cut(
                 df.value, range(0, 105, 10), right=False, labels=labels
             )
+
+    def test_loc_indexing_preserves_index_category_dtype(self):
+        # GH 15166
+        df = DataFrame(
+            data=np.arange(2, 22, 2),
+            index=pd.MultiIndex(
+                levels=[pd.CategoricalIndex(["a", "b"]), range(10)],
+                codes=[[0] * 5 + [1] * 5, range(10)],
+                names=["Index1", "Index2"],
+            ),
+        )
+
+        expected = pd.CategoricalIndex(
+            ["a", "b"],
+            categories=["a", "b"],
+            ordered=False,
+            name="Index1",
+            dtype="category",
+        )
+
+        result = df.index.levels[0]
+        tm.assert_index_equal(result, expected)
+
+        result = df.loc[["a"]].index.levels[0]
+        tm.assert_index_equal(result, expected)