tz_localize() and tz_convert() doesn't work on MultiIndex

[mtrbean]

Example below for tz_localize() (Same error for tz_convert())

In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '0.14.1'

In [3]: cohort_date = pd.date_range('20140701', periods=5, freq='D')

In [4]: event_date  = pd.date_range('20140701', periods=5, freq='D')

In [5]: multi_index = pd.MultiIndex.from_product([cohort_date, event_date], names=['cohort_date', 'event_date'])

In [6]: df = pd.DataFrame(index=multi_index)

In [7]: df
Out[7]:
Empty DataFrame
Columns: []
Index: [(2014-07-01 00:00:00, 2014-07-01 00:00:00), (2014-07-01 00:00:00, 2014-07-02 00:00:00), (2014-07-01 00:00:00, 2014-07-03 00:00:00), (2014-07-01 00:00:00, 2014-07-04 00:00:00), (2014-07-01 00:00:00, 2014-07-05 00:00:00), (2014-07-02 00:00:00, 2014-07-01 00:00:00), (2014-07-02 00:00:00, 2014-07-02 00:00:00), (2014-07-02 00:00:00, 2014-07-03 00:00:00), (2014-07-02 00:00:00, 2014-07-04 00:00:00), (2014-07-02 00:00:00, 2014-07-05 00:00:00), (2014-07-03 00:00:00, 2014-07-01 00:00:00), (2014-07-03 00:00:00, 2014-07-02 00:00:00), (2014-07-03 00:00:00, 2014-07-03 00:00:00), (2014-07-03 00:00:00, 2014-07-04 00:00:00), (2014-07-03 00:00:00, 2014-07-05 00:00:00), (2014-07-04 00:00:00, 2014-07-01 00:00:00), (2014-07-04 00:00:00, 2014-07-02 00:00:00), (2014-07-04 00:00:00, 2014-07-03 00:00:00), (2014-07-04 00:00:00, 2014-07-04 00:00:00), (2014-07-04 00:00:00, 2014-07-05 00:00:00), (2014-07-05 00:00:00, 2014-07-01 00:00:00), (2014-07-05 00:00:00, 2014-07-02 00:00:00), (2014-07-05 00:00:00, 2014-07-03 00:00:00), (2014-07-05 00:00:00, 2014-07-04 00:00:00), (2014-07-05 00:00:00, 2014-07-05 00:00:00)]

In [8]: df.tz_localize('UTC')
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-8-fa0ae4582d5d> in <module>()
----> 1 df.tz_localize('UTC')

/Users/mtrbean/.virtualenvs/stats/lib/python2.7/site-packages/pandas/core/generic.pyc in tz_localize(self, tz, axis, copy, infer_dst)
   3492                 ax_name = self._get_axis_name(axis)
   3493                 raise TypeError('%s is not a valid DatetimeIndex or PeriodIndex' %
-> 3494                                 ax_name)
   3495             else:
   3496                 ax = DatetimeIndex([],tz=tz)

TypeError: index is not a valid DatetimeIndex or PeriodIndex

[jreback]

this is not meant to work an a MultiIndex
as it's not a defined operation

it will only work on an appropriate level (which is an DatetimeIndex/PeriodIndex)

so I could see providing a level keyword that would make this happen

interested in doing a pr?

[mtrbean]

I'd love to, and I thin it would be super easy to do with #7792 (when it is resolved).

[jreback]

gr8

want to take a stab at that issue?
only slightly more challenging

[mtrbean]

sure will tackle #7792 first

[jreback]

@mtrbean alright! this should be straightfoward now after #7792