GH6322, Bug on reset_index for a MultiIndex of all NaNs

The reset_index function fails for a MultiIndex if at
least one column of the index is all NaN.

Author: tzinckgraf

doc/source/whatsnew/v0.20.0.txt

@@ -591,3 +591,4 @@ Bug Fixes
 - Bug in ``Series.replace`` and ``DataFrame.replace`` which failed on empty replacement dicts (:issue:`15289`)
 - Bug in ``pd.melt()`` where passing a tuple value for ``value_vars`` caused a ``TypeError`` (:issue:`15348`)
 - Bug in ``.eval()`` which caused multiline evals to fail with local variables not on the first line (:issue:`15342`)
+- Bug in ``.reset_index()`` which caused ``reset_index`` for a ``MultiIndex`` to fail if one part of the index was all ``NaN``'s (:issue:`6322`)

pandas/core/frame.py

@@ -2973,7 +2973,13 @@ def _maybe_casted_values(index, labels=None):
             # if we have the labels, extract the values with a mask
             if labels is not None:
                 mask = labels == -1
-                values = values.take(labels)
+                # we can have situations where the whole mask is -1,
+                # meaning there is nothing found in labels, so make all nan's
+                if mask.all():
+                    values = (np.nan * mask).values()
+                else:
+                    values = values.take(labels)
+
                 if mask.any():
                     values, changed = _maybe_upcast_putmask(values, mask,
                                                             np.nan)

pandas/tests/frame/test_alter_axes.py

@@ -624,6 +624,33 @@ def test_reset_index_multiindex_col(self):
                                 ['a', 'mean', 'median', 'mean']])
         assert_frame_equal(rs, xp)
 
+    def test_reset_index_multiindex_nan(self):
+        # GH6322, testing reset_index on MultiIndexes
+        # when we have a nan or all nan
+        df = pd.DataFrame({'A' : ['a', 'b', 'c'],
+                           'B' : [0, 1, np.nan],
+                           'C' : np.random.rand(3)})
+        rs = df.set_index(['A', 'B']).reset_index()
+        assert_frame_equal(rs, df)
+
+        df = pd.DataFrame({'A' : [np.nan, 'b', 'c'],
+                           'B' : [0, 1, 2],
+                           'C' : np.random.rand(3)})
+        rs = df.set_index(['A', 'B']).reset_index()
+        assert_frame_equal(rs, df)
+
+        df = pd.DataFrame({'A' : ['a', 'b', 'c'],
+                           'B' : [0, 1, 2],
+                           'C' : [np.nan, 1.1, 2.2]})
+        rs = df.set_index(['A', 'B']).reset_index()
+        assert_frame_equal(rs, df)
+
+        df = pd.DataFrame({'A' : ['a', 'b', 'c'],
+                           'B' : [np.nan, np.nan, np.nan],
+                           'C' : np.random.rand(3)})
+        rs = df.set_index(['A', 'B']).reset_index()
+        assert_frame_equal(rs, df)
+
     def test_reset_index_with_datetimeindex_cols(self):
         # GH5818
         #