CLN: Use ABCs in set_index (pandas-dev#25128)

Author: h-vetinari

pandas/core/frame.py

@@ -71,7 +71,7 @@
     is_iterator,
     is_sequence,
     is_named_tuple)
-from pandas.core.dtypes.generic import ABCSeries, ABCIndexClass
+from pandas.core.dtypes.generic import ABCSeries, ABCIndexClass, ABCMultiIndex
 from pandas.core.dtypes.missing import isna, notna
 
 from pandas.core import algorithms
@@ -4166,37 +4166,31 @@ def set_index(self, keys, drop=True, append=False, inplace=False,
         names = []
         if append:
             names = [x for x in self.index.names]
-            if isinstance(self.index, MultiIndex):
+            if isinstance(self.index, ABCMultiIndex):
                 for i in range(self.index.nlevels):
                     arrays.append(self.index._get_level_values(i))
             else:
                 arrays.append(self.index)
 
         to_remove = []
         for col in keys:
-            if isinstance(col, MultiIndex):
-                # append all but the last column so we don't have to modify
-                # the end of this loop
-                for n in range(col.nlevels - 1):
+            if isinstance(col, ABCMultiIndex):
+                for n in range(col.nlevels):
                     arrays.append(col._get_level_values(n))
-
-                level = col._get_level_values(col.nlevels - 1)
                 names.extend(col.names)
-            elif isinstance(col, Series):
-                level = col._values
-                names.append(col.name)
-            elif isinstance(col, Index):
-                level = col
+            elif isinstance(col, (ABCIndexClass, ABCSeries)):
+                # if Index then not MultiIndex (treated above)
+                arrays.append(col)
                 names.append(col.name)
-            elif isinstance(col, (list, np.ndarray, Index)):
-                level = col
+            elif isinstance(col, (list, np.ndarray)):
+                arrays.append(col)
                 names.append(None)
+            # from here, col can only be a column label
             else:
-                level = frame[col]._values
+                arrays.append(frame[col]._values)
                 names.append(col)
                 if drop:
                     to_remove.append(col)
-            arrays.append(level)
 
         index = ensure_index_from_sequences(arrays, names)