Prevent UnicodeDecodeError in pivot_table under Py2

doc/source/whatsnew/v0.20.0.txt

@@ -1705,6 +1705,7 @@ Reshaping
 - Bug in ``pd.concat()`` in which concatenating with an empty dataframe with ``join='inner'`` was being improperly handled (:issue:`15328`)
 - Bug with ``sort=True`` in ``DataFrame.join`` and ``pd.merge`` when joining on indexes (:issue:`15582`)
 - Bug in ``DataFrame.nsmallest`` and ``DataFrame.nlargest`` where identical values resulted in duplicated rows (:issue:`15297`)
+- Bug in :func:`pandas.pivot_table` incorrectly raising ``UnicodeError`` when passing unicode input for ```margins`` keyword (:issue:`13292`)
 
 Numeric
 ^^^^^^^

pandas/core/reshape/pivot.py

@@ -145,7 +145,7 @@ def _add_margins(table, data, values, rows, cols, aggfunc,
     if not isinstance(margins_name, compat.string_types):
         raise ValueError('margins_name argument must be a string')
 
-    msg = 'Conflicting name "{name}" in margins'.format(name=margins_name)
+    msg = u'Conflicting name "{name}" in margins'.format(name=margins_name)
     for level in table.index.names:
         if margins_name in table.index.get_level_values(level):
             raise ValueError(msg)

pandas/tests/reshape/test_pivot.py

@@ -1625,3 +1625,13 @@ def test_isleapyear_deprecate(self):
 
         with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
             assert isleapyear(2004)
+
+    def test_pivot_margins_name_unicode(self):
+        # issue #13292
+        greek = u'\u0394\u03bf\u03ba\u03b9\u03bc\u03ae'
+        frame = pd.DataFrame({'foo': [1, 2, 3]})
+        table = pd.pivot_table(frame, index=['foo'], aggfunc=len, margins=True,
+                               margins_name=greek)
+        index = pd.Index([1, 2, 3, greek], dtype='object', name='foo')
+        expected = pd.DataFrame(index=index)
+        tm.assert_frame_equal(table, expected)