Partial indexing does not respect key order/repetitions

[toobaz]

Code Sample, a copy-pastable example if possible

In [2]: keys = ['c', 'a', 'b', 'c']

In [3]: tm = pd.DataFrame(index=pd.MultiIndex.from_tuples([('b', 1), ('b', 2), ('a', 1), ('c', 1)]),
   ...:                   columns=range(3))

In [4]: tm.loc[keys] # bad
Out[4]: 
       0    1    2
b 1  NaN  NaN  NaN
  2  NaN  NaN  NaN
a 1  NaN  NaN  NaN
c 1  NaN  NaN  NaN

In [5]: tm.transpose().loc[:, keys].transpose() # bad
Out[5]: 
       0    1    2
b 1  NaN  NaN  NaN
  2  NaN  NaN  NaN
a 1  NaN  NaN  NaN
c 1  NaN  NaN  NaN

In [6]: tm.loc[[(k, 1) for k in keys]] # complete indexing: good
Out[6]: 
       0    1    2
c 1  NaN  NaN  NaN
a 1  NaN  NaN  NaN
b 1  NaN  NaN  NaN
c 1  NaN  NaN  NaN

In [7]: tf = pd.DataFrame(index=['b', 'a', 'c'],
   ...:                  columns=range(3))

In [8]: tf.loc[keys] # flat index: good
Out[8]: 
     0    1    2
c  NaN  NaN  NaN
a  NaN  NaN  NaN
b  NaN  NaN  NaN
c  NaN  NaN  NaN

Problem description

Partial indexing of a MultiIndex with a list discards order/repetitions.

Expected Output

In [9]: pd.concat([tm.loc[[k]] for k in keys])
Out[9]: 
       0    1    2
c 1  NaN  NaN  NaN
a 1  NaN  NaN  NaN
b 1  NaN  NaN  NaN
  2  NaN  NaN  NaN
c 1  NaN  NaN  NaN

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-3-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.22.0.dev0+135.g9c799e2c4
pytest: 3.2.3
pip: 9.0.1
setuptools: 36.7.0
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.5.6
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.0dev
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.0.0
openpyxl: None
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.6
lxml: None
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1

[gfyoung]

Duplicates handling has always been a troubling point for us. Feel free to investigate and patch!

[jorisvandenbossche]

This is a duplicate of #10710 (although you have more examples here), and indeed a problem.