BUG: Fix the rename function for Series and DataFrame, #3165

[waitingkuo]

Bug 1: After rename, the name of the index is missing:

In [1]: import pandas as pd

In [2]: data = [1, 2]

In [3]: index = pd.Index(['a', 'b'], name='name')

In [4]: df = pd.DataFrame(data, index=index)

In [5]: df 
Out[5]: 
      0
name   
a     1
b     2

In [6]: df.rename({'a': 'c'})
Out[6]: 
   0
c  1
b  2

Both Series and DataFrame has the same problems. The reason is that we didn't set the name of the index while reconstructing the DataFrame/Series by rename .

Bug 2: rename cannot work for the MultiIndex case, the index becomes tuples, the names of the index are gone

In [1]: import pandas as pd

In [2]: data = [1, 2]

In [3]: index = pd.MultiIndex.from_tuples([('a', 'b'), ('c', 'd')], names=['name1', 'name2'])

In [4]: df = pd.DataFrame(data, index=index)

In [5]: df
Out[5]: 
             0
name1 name2   
a     b      1
c     d      2

In [6]: df.rename({'a': 'e'}) 
Out[6]: 
        0
(a, b)  1
(c, d)  2

The missing name issue is same as Bug1. The original rename function convert the dict to the mapper function and map each tuple but not each index, and doesn't reconstruct it as MultiIndex, so it becomes a Index with some tuples.

Fix

I've fixed the above two bugs, the rename will also pass the name of the index too, the rename mapper will go through each index for the MultiIndex case now.
I also added some test cases in test_series.py and test_frame.py

[hayd]

This looks great!

[jreback]

@waitingkuo you beat me too it! looks good

[waitingkuo]

Hope this might help : )

[ghost]

Please add an entry to RELEASE.rst