Given a DataFrame, how can I add a new level to the columns based on an iterable given by the user? In other words, how do I append a new level?
The question How to simply add a column level to a pandas dataframe shows how to add a new level given a single value, so it doesn't cover this case.
Here is the expected behaviour:
>>> df = pd.DataFrame(0, columns=["A", "B"], index=range(2))
>>> df
A B
0 0 0
1 0 0
>>> append_level(df, ["C", "D"])
A B
C D
0 0 0
1 0 0
The solution should also work with MultiIndex columns, so
>>> append_level(append_level(df, ["C", "D"]), ["E", "F"])
A B
C D
E F
0 0 0
1 0 0