Adding Multiindex support to dataframe pivot function(Fixes #21425)

doc/source/whatsnew/v0.24.0.txt

@@ -16,6 +16,8 @@ Other Enhancements
 - :func:`Series.mode` and :func:`DataFrame.mode` now support the ``dropna`` parameter which can be used to specify whether NaN/NaT values should be considered (:issue:`17534`)
 - :func:`to_csv` now supports ``compression`` keyword when a file handle is passed. (:issue:`21227`)
 - :meth:`Index.droplevel` is now implemented also for flat indexes, for compatibility with MultiIndex (:issue:`21115`)
+- :func:'Dataframe.pivot' now supports multiple columns as an index. (:issue:'21425')
+
 
 
 .. _whatsnew_0240.api_breaking:

pandas/core/reshape/reshape.py

@@ -392,12 +392,19 @@ def pivot(self, index=None, columns=None, values=None):
         cols = [columns] if index is None else [index, columns]
         append = index is None
         indexed = self.set_index(cols, append=append)
+
     else:
         if index is None:
             index = self.index
+            index = MultiIndex.from_arrays([index, self[columns]])
+        elif isinstance(index, list):
+            # Iterating through the list of multiple columns of an index
+            indexes = [self[column] for column in index]
+            indexes.append(self[columns])
+            index = MultiIndex.from_arrays(indexes)
         else:
             index = self[index]
-        index = MultiIndex.from_arrays([index, self[columns]])
+            index = MultiIndex.from_arrays([index, self[columns]])
 
         if is_list_like(values) and not isinstance(values, tuple):
             # Exclude tuple because it is seen as a single column name

pandas/tests/reshape/test_pivot.py

@@ -283,6 +283,23 @@ def test_pivot_multi_functions(self):
         expected = concat([means, stds], keys=['mean', 'std'], axis=1)
         tm.assert_frame_equal(result, expected)
 
+    def test_pivot_multiple_columns_as_index(self):
+        # adding the test case for multiple columns as index (#21425)
+        df = DataFrame({'lev1': [1, 1, 1, 1, 2, 2, 2, 2],
+                        'lev2': [1, 1, 2, 2, 1, 1, 2, 2],
+                        'lev3': [1, 2, 1, 2, 1, 2, 1, 2],
+                        'values': [0, 1, 2, 3, 4, 5, 6, 7]})
+        result = df.pivot(index=['lev1', 'lev2'],
+                          columns='lev3',
+                          values='values')
+        exp_index = pd.MultiIndex.from_product([[1, 2], [1, 2]],
+                                               names=['lev1', 'lev2'])
+        exp_columns = Index([1, 2], name='lev3')
+        expected = DataFrame([[0, 1], [2, 3], [4, 5], [6, 7]],
+                             exp_index,
+                             exp_columns)
+        tm.assert_frame_equal(result, expected)
+
     def test_pivot_index_with_nan(self):
         # GH 3588
         nan = np.nan