BUG: raise KeyError if MultiIndex.get_loc_level is asked unused label (#22230)

* BUG: raise KeyError if MultiIndex.get_loc_level is asked unused label

closes #22221

* TST: test groupby.apply() with user-defined function returning an empty chunk

* CLN: remove named lambda

Author: toobaz

doc/source/whatsnew/v0.24.0.txt

@@ -622,8 +622,8 @@ Missing
 MultiIndex
 ^^^^^^^^^^
 
-- Removed compatibility for MultiIndex pickles prior to version 0.8.0; compatibility with MultiIndex pickles from version 0.13 forward is maintained (:issue:`21654`)
--
+- Removed compatibility for :class:`MultiIndex` pickles prior to version 0.8.0; compatibility with :class:`MultiIndex` pickles from version 0.13 forward is maintained (:issue:`21654`)
+- :meth:`MultiIndex.get_loc_level` (and as a consequence, ``.loc`` on a :class:``MultiIndex``ed object) will now raise a ``KeyError``, rather than returning an empty ``slice``, if asked a label which is present in the ``levels`` but is unused (:issue:`22221`)
 -
 
 I/O

pandas/core/indexes/multi.py

@@ -2185,11 +2185,6 @@ def _maybe_to_slice(loc):
 
         if not isinstance(key, tuple):
             loc = self._get_level_indexer(key, level=0)
-
-            # _get_level_indexer returns an empty slice if the key has
-            # been dropped from the MultiIndex
-            if isinstance(loc, slice) and loc.start == loc.stop:
-                raise KeyError(key)
             return _maybe_to_slice(loc)
 
         keylen = len(key)
@@ -2443,14 +2438,21 @@ def convert_indexer(start, stop, step, indexer=indexer, labels=labels):
 
         else:
 
-            loc = level_index.get_loc(key)
-            if isinstance(loc, slice):
-                return loc
-            elif level > 0 or self.lexsort_depth == 0:
-                return np.array(labels == loc, dtype=bool)
+            code = level_index.get_loc(key)
+
+            if level > 0 or self.lexsort_depth == 0:
+                # Desired level is not sorted
+                locs = np.array(labels == code, dtype=bool, copy=False)
+                if not locs.any():
+                    # The label is present in self.levels[level] but unused:
+                    raise KeyError(key)
+                return locs
 
-            i = labels.searchsorted(loc, side='left')
-            j = labels.searchsorted(loc, side='right')
+            i = labels.searchsorted(code, side='left')
+            j = labels.searchsorted(code, side='right')
+            if i == j:
+                # The label is present in self.levels[level] but unused:
+                raise KeyError(key)
             return slice(i, j)
 
     def get_locs(self, seq):

pandas/tests/groupby/test_apply.py

@@ -271,10 +271,7 @@ def test_apply_chunk_view():
     df = DataFrame({'key': [1, 1, 1, 2, 2, 2, 3, 3, 3],
                     'value': compat.lrange(9)})
 
-    # return view
-    f = lambda x: x[:2]
-
-    result = df.groupby('key', group_keys=False).apply(f)
+    result = df.groupby('key', group_keys=False).apply(lambda x: x[:2])
     expected = df.take([0, 1, 3, 4, 6, 7])
     tm.assert_frame_equal(result, expected)
 
@@ -518,6 +515,19 @@ def test_func(x):
     tm.assert_frame_equal(result2, expected2)
 
 
+def test_groupby_apply_return_empty_chunk():
+    # GH 22221: apply filter which returns some empty groups
+    df = pd.DataFrame(dict(value=[0, 1], group=['filled', 'empty']))
+    groups = df.groupby('group')
+    result = groups.apply(lambda group: group[group.value != 1]['value'])
+    expected = pd.Series([0], name='value',
+                         index=MultiIndex.from_product([['empty', 'filled'],
+                                                        [0]],
+                                                       names=['group', None]
+                                                       ).drop('empty'))
+    tm.assert_series_equal(result, expected)
+
+
 def test_apply_with_mixed_types():
     # gh-20949
     df = pd.DataFrame({'A': 'a a b'.split(), 'B': [1, 2, 3], 'C': [4, 6, 5]})

pandas/tests/indexes/multi/test_indexing.py

@@ -271,6 +271,10 @@ def test_get_loc_level():
     assert new_index is None
 
     pytest.raises(KeyError, index.get_loc_level, (2, 2))
+    # GH 22221: unused label
+    pytest.raises(KeyError, index.drop(2).get_loc_level, 2)
+    # Unused label on unsorted level:
+    pytest.raises(KeyError, index.drop(1, level=2).get_loc_level, 2, 2)
 
     index = MultiIndex(levels=[[2000], lrange(4)], labels=[np.array(
         [0, 0, 0, 0]), np.array([0, 1, 2, 3])])