Sorting Multi-Index to full depth (Pandas)

Question

I have a dataframe which Im loading from a csv file and then setting the index to few of its columns (usually two or three) by the set_index method. The idea is to

Answer 1

Pandas provides:

d = d.sort_index()
print d.index.is_lexsorted() # Sometimes true

which will do what you want in most cases. However, always sort the index, but may be leave it 'lexsorted' (for example, if you have NANs in the index), which generates a PerformanceWarning.

To avoid this:

d = d.sort_index(level=d.index.names)
print d.index.is_lexsorted() #  true

... though why there's a difference doesn't seem to be documented.