Issue 28518 multiindex interesection

pandas/core/indexes/multi.py

@@ -365,6 +365,15 @@ def _verify_integrity(self, codes=None, levels=None):
                     "Level values must be unique: {values} on "
                     "level {level}".format(values=[value for value in level], level=i)
                 )
+        if self.sortorder is not None:
+            if self.sortorder > self._lexsort_depth():
+                raise ValueError(
+                    "Value for sortorder must be inferior or equal "
+                    "to actual lexsort_depth: "
+                    "sortorder {sortorder} with lexsort_depth {lexsort_depth}".format(
+                        sortorder=self.sortorder, lexsort_depth=self._lexsort_depth()
+                    )
+                )
 
         codes = [
             self._validate_codes(level, code) for level, code in zip(levels, codes)
@@ -1783,16 +1792,15 @@ def is_lexsorted(self):
     @cache_readonly
     def lexsort_depth(self):
         if self.sortorder is not None:
-            if self.sortorder == 0:
-                return self.nlevels
-            else:
-                return 0
+            return self.sortorder
+
+        return self._lexsort_depth()
 
+    def _lexsort_depth(self):
         int64_codes = [ensure_int64(level_codes) for level_codes in self.codes]
         for k in range(self.nlevels, 0, -1):
             if libalgos.is_lexsorted(int64_codes[:k]):
                 return k
-
         return 0
 
     def _sort_levels_monotonic(self):

pandas/tests/indexes/multi/test_indexing.py

@@ -96,7 +96,6 @@ def test_slice_locs_not_contained():
     index = MultiIndex(
         levels=[[0, 2, 4, 6], [0, 2, 4]],
         codes=[[0, 0, 0, 1, 1, 2, 3, 3, 3], [0, 1, 2, 1, 2, 2, 0, 1, 2]],
-        sortorder=0,
     )
 
     result = index.slice_locs((1, 0), (5, 2))

pandas/tests/reshape/merge/test_merge.py

@@ -2094,3 +2094,33 @@ def test_merge_equal_cat_dtypes2():
 
     # Categorical is unordered, so don't check ordering.
     tm.assert_frame_equal(result, expected, check_categorical=False)
+
+
+def test_merge_multiindex_columns():
+    # Issue #28518
+    # Verify that merging two dataframes give the expected labels
+    # The original cause of this issue come from a bug lexsort_depth and is tested in
+    # test_lexsort_depth
+
+    letters = ["a", "b", "c", "d"]
+    numbers = ["1", "2", "3"]
+    index = pd.MultiIndex.from_product((letters, numbers), names=["outer", "inner"])
+
+    frame_x = pd.DataFrame(columns=index)
+    frame_x["id"] = ""
+    frame_y = pd.DataFrame(columns=index)
+    frame_y["id"] = ""
+
+    l_suf = "_x"
+    r_suf = "_y"
+    result = frame_x.merge(frame_y, on="id", suffixes=((l_suf, r_suf)))
+
+    # Constructing the expected results
+    expected_labels = [l + l_suf for l in letters] + [l + r_suf for l in letters]
+    expected_index = pd.MultiIndex.from_product(
+        [expected_labels, numbers], names=["outer", "inner"]
+    )
+    expected = pd.DataFrame(columns=expected_index)
+    expected["id"] = ""
+
+    tm.assert_frame_equal(result, expected)

pandas/tests/test_multilevel.py

@@ -2056,6 +2056,53 @@ def test_is_lexsorted(self):
         assert not index.is_lexsorted()
         assert index.lexsort_depth == 0
 
+    def test_raise_invalid_sortorder(self):
+        # Test that the MultiIndex constructor raise when a incorrect sortorder is given
+        # Issue #28518
+
+        levels = [[0, 1], [0, 1, 2]]
+
+        # Correct sortorder
+        MultiIndex(
+            levels=levels, codes=[[0, 0, 0, 1, 1, 1], [0, 1, 2, 0, 1, 2]], sortorder=2
+        )
+
+        with pytest.raises(ValueError, match=r".* sortorder 2 with lexsort_depth 1.*"):
+            MultiIndex(
+                levels=levels,
+                codes=[[0, 0, 0, 1, 1, 1], [0, 1, 2, 0, 2, 1]],
+                sortorder=2,
+            )
+
+        with pytest.raises(ValueError, match=r".* sortorder 1 with lexsort_depth 0.*"):
+            MultiIndex(
+                levels=levels,
+                codes=[[0, 0, 1, 0, 1, 1], [0, 1, 0, 2, 2, 1]],
+                sortorder=1,
+            )
+
+    def test_lexsort_depth(self):
+        # Test that lexsort_depth return the  correct sortorder
+        # when it was given to the MultiIndex const.
+        # Issue #28518
+
+        levels = [[0, 1], [0, 1, 2]]
+
+        index = MultiIndex(
+            levels=levels, codes=[[0, 0, 0, 1, 1, 1], [0, 1, 2, 0, 1, 2]], sortorder=2
+        )
+        assert index.lexsort_depth == 2
+
+        index = MultiIndex(
+            levels=levels, codes=[[0, 0, 0, 1, 1, 1], [0, 1, 2, 0, 2, 1]], sortorder=1
+        )
+        assert index.lexsort_depth == 1
+
+        index = MultiIndex(
+            levels=levels, codes=[[0, 0, 1, 0, 1, 1], [0, 1, 0, 2, 2, 1]], sortorder=0
+        )
+        assert index.lexsort_depth == 0
+
     def test_sort_index_and_reconstruction(self):
 
         # 15622