Set column names when stacking pandas DataFrame

Question

When stacking a pandas DataFrame, a Series is returned. Normally after I stack a DataFrame, I convert it back into a DataFrame

Answer 1

pd.melt is often useful for converting DataFrames from "wide" to "long" format. You could use pd.melt here if you convert the id and date index levels to columns first:

In [56]: pd.melt(df.reset_index(), id_vars=['id', 'date'], value_vars=['value', 'value2'], var_name='var_name', value_name='value')
Out[56]: 
   id        date var_name  value
0   1  2015-09-31    value    100
1   2  2015-09-31    value     95
2   3  2015-09-31    value     42
3   1  2015-09-31   value2    200
4   2  2015-09-31   value2     57
5   3  2015-09-31   value2     27