BUG: multi-index to_native_types is not passing thru parameters

[nbonnotte]

closes #7791
xref #6797

[jreback]

also add names=self.names

[jreback]

couple of comments. pls also add a whatsnew note (bug fix section)

[nbonnotte]

Hum, na_rep has its own difficulty:

For a plain index:

In [79]: pd.DataFrame({'a': np.NaN, 'b':[2,3]}).set_index('a').index
Out[79]: Float64Index([nan, nan], dtype='float64', name=u'a')

and that's cool, but for a multi-index:

In [80]: pd.DataFrame({'a': np.NaN, 'b':[2,3]}).set_index(['a','b']).index
Out[80]: 
MultiIndex(levels=[[], [2, 3]],
           labels=[[-1, -1], [0, 1]],
           names=[u'a', u'b'])

so there are no nan values stored, and thus:

In [81]: pd.DataFrame({'a': np.NaN, 'b':[2,3]}).set_index(['a','b']).index.levels[0]
Out[81]: Float64Index([], dtype='float64', name=u'a')

[jreback]

You are setting everything to the index, which collapses the frame.

In [10]: pd.DataFrame({'a': np.NaN, 'b':[2,3], 'c' : [5,6]}).set_index(['a','b'])      
Out[10]: 
       c
a   b   
NaN 2  5
    3  6

having nans in an index is quite odd and only semi-supported, meaning some edge cases exist.

[nbonnotte]

Even when there is a third column 'c' that stays outside the index, we still get an empty Float64Index:

In [5]: pd.DataFrame({'a': np.NaN, 'b':[2,3], 'c' : [5,6]}).set_index(['a','b']).index
Out[5]: 
MultiIndex(levels=[[], [2, 3]],
           labels=[[-1, -1], [0, 1]],
           names=[u'a', u'b'])

In [6]: pd.DataFrame({'a': np.NaN, 'b':[2,3], 'c' : [5,6]}).set_index('a').index
Out[6]: Float64Index([nan, nan], dtype='float64', name=u'a')

If this is an "edge case", I'm pushing what I have done so far:

• what's new
• a short explanation for the test for date_format
• add names=self.names where it should be
• test if quoting is also passed to the multi-indexes

What I have NOT done:

• test if decimal, float_format (issue DataFrame.to_csv ignores some formatting parameters for float indexes #11553), and na_rep are passed

[jreback]

ok, this looks good. pls squash and ping when green.

[jreback]

say something like bug in DataFrame.to_csv in passing thru arguments for formatting MultiIndexes, including date_format

[nbonnotte]

All done

[jreback]

merged via 9cbe8b9

thanks!