BUG: Propagate key names in concat.

Fixes a bug where `pd.concat` didn't propagate the names of keys used to create
a hierarchical index.

Author: Ben Kandel

doc/source/whatsnew/v0.19.0.txt

@@ -1563,3 +1563,4 @@ Bug Fixes
 - ``PeridIndex`` can now accept ``list`` and ``array`` which contains ``pd.NaT`` (:issue:`13430`)
 - Bug in ``df.groupby`` where ``.median()`` returns arbitrary values if grouped dataframe contains empty bins (:issue:`13629`)
 - Bug in ``Index.copy()`` where ``name`` parameter was ignored (:issue:`14302`)
+- Bug in ``concat`` where names of keys were not propagated to the resulting MultiIndex (:issue:`14252`)

pandas/tests/frame/test_combine_concat.py

@@ -4,21 +4,24 @@
 
 from datetime import datetime
 
-from numpy import nan
 import numpy as np
+from numpy import nan
 
-from pandas.compat import lrange
-from pandas import DataFrame, Series, Index, Timestamp
 import pandas as pd
 
-from pandas.util.testing import (assert_series_equal,
-                                 assert_frame_equal,
-                                 assertRaisesRegexp)
+from pandas import DataFrame, Index, Series, Timestamp
+from pandas.compat import lrange
 
-import pandas.util.testing as tm
+from pandas.core.base import FrozenList
 
 from pandas.tests.frame.common import TestData
 
+import pandas.util.testing as tm
+from pandas.util.testing import (assertRaisesRegexp,
+                                 assert_equal,
+                                 assert_frame_equal,
+                                 assert_series_equal)
+
 
 class TestDataFrameConcatCommon(tm.TestCase, TestData):
 
@@ -324,6 +327,14 @@ def test_join_multiindex_leftright(self):
         assert_frame_equal(df2.join(df1, how='left'),
                            exp[['value2', 'value1']])
 
+    def test_concat_named_keys(self):
+        # GH 14252
+        df = DataFrame({'foo': [1, 2, 3, 4],
+                        'bar': [0.1, 0.2, 0.3, 0.4]})
+        index = Index(['a', 'b'], name='baz')
+        concatted = pd.concat([df, df], keys=index)
+        assert_equal(concatted.index.names, FrozenList(['baz', None]))
+
 
 class TestDataFrameCombineFirst(tm.TestCase, TestData):
 

pandas/tools/merge.py

@@ -1361,15 +1361,18 @@ def __init__(self, objs, axis=0, join='outer', join_axes=None,
             objs = [obj for obj in objs if obj is not None]
         else:
             # #1649
-            clean_keys = []
+            clean_keys_list = []
             clean_objs = []
             for k, v in zip(keys, objs):
                 if v is None:
                     continue
-                clean_keys.append(k)
+                clean_keys_list.append(k)
                 clean_objs.append(v)
             objs = clean_objs
-            keys = clean_keys
+            clean_keys_index = Index(clean_keys_list)
+            if isinstance(keys, Index):
+                clean_keys_index.name = keys.name
+            keys = clean_keys_index
 
         if len(objs) == 0:
             raise ValueError('All objects passed were None')
@@ -1454,7 +1457,10 @@ def __init__(self, objs, axis=0, join='outer', join_axes=None,
         self.axis = axis
         self.join_axes = join_axes
         self.keys = keys
-        self.names = names
+        if hasattr(keys, 'names'):
+            self.names = names or keys.names
+        else:
+            self.names = names
         self.levels = levels
 
         self.ignore_index = ignore_index