BUG: don't be too aggressive with int conversion parsing MultiIndex, GH

#285

pandas/io/parsers.py

@@ -349,8 +349,11 @@ def get_chunk(self, rows=None):
                 index = Index(_convert_types(index, self.na_values),
                               name=self.index_name)
             else:
-                arrays = _maybe_convert_int_mindex(index, self.parse_dates,
-                                                   self.date_parser)
+                arrays = []
+                for arr in index:
+                    if self.parse_dates:
+                        arr = lib.try_parse_dates(arr, parser=self.date_parser)
+                    arrays.append(_convert_types(arr, self.na_values))
                 index = MultiIndex.from_arrays(arrays, names=self.index_name)
         else:
             index = Index(np.arange(len(content)))

pandas/io/tests/test_parsers.py

@@ -354,6 +354,21 @@ def test_multi_index_no_level_names(self):
         df2 = read_csv(StringIO(data2))
         assert_frame_equal(df2, df)
 
+    def test_multi_index_parse_dates(self):
+        data = """index1,index2,A,B,C
+20090101,one,a,1,2
+20090101,two,b,3,4
+20090101,three,c,4,5
+20090102,one,a,1,2
+20090102,two,b,3,4
+20090102,three,c,4,5
+20090103,one,a,1,2
+20090103,two,b,3,4
+20090103,three,c,4,5
+"""
+        df = read_csv(StringIO(data), index_col=[0, 1], parse_dates=True)
+        self.assert_(isinstance(df.index.levels[0][0], datetime))
+
 class TestParseSQL(unittest.TestCase):
 
     def test_convert_sql_column_floats(self):