Allowing empty slice in multi-indices

[SylvainCorlay]

This solves #8737 in the case where there is at least one boolean indexer. The patch of #8739 does not allow the following:

import pandas as pd
import numpy as np
multi_index = pd.MultiIndex.from_product((['foo', 'bar', 'baz'], ['alpha', 'beta']))
df = pd.DataFrame(np.random.randn(5, 6), index=range(5), columns=multi_index)
df = df.sortlevel(0, axis=1)
df.loc[:, (['foo'], [])]

[SylvainCorlay]

The Travis failure seems unrelated to this change.

[jreback]

pls add your example as a test (and put it after the 8737 test)

[SylvainCorlay]

Done.

[jreback]

don't worry about that failing test - sep issue

also pls add a release note in v0.15.2 (u can ref this issue)

[SylvainCorlay]

here it is

[jreback]

can you sqush the commits? thanks.

[SylvainCorlay]

Rebased.

[jreback]

thank you for the fix!