TST: Test unnamed columns with index_col for Excel

Closes gh-18792.

Author: gfyoung

pandas/tests/io/data/test1.xls

@@ -245,6 +245,19 @@ def test_index_col_empty(self, ext):
                                               names=["A", "B", "C"]))
         tm.assert_frame_equal(result, expected)
 
+    @pytest.mark.parametrize("index_col", [None, 2])
+    def test_index_col_with_unnamed(self, ext, index_col):
+        # see gh-18792
+        result = self.get_exceldf("test1", ext, "Sheet4",
+                                  index_col=index_col)
+        expected = DataFrame([["i1", "a", "x"], ["i2", "b", "y"]],
+                             columns=["Unnamed: 0", "col1", "col2"])
+
+        if index_col:
+            expected = expected.set_index(expected.columns[index_col])
+
+        tm.assert_frame_equal(result, expected)
+
     def test_usecols_pass_non_existent_column(self, ext):
         msg = ("Usecols do not match columns, "
                "columns expected but not found: " + r"\['E'\]")