Preserve array name in MultiIndex.from_arrays (#16515)

xref #16507

Authors:
  - Matthew Roeschke (https://github.com/mroeschke)

Approvers:
  - Matthew Murray (https://github.com/Matt711)

URL: #16515

python/cudf/cudf/core/multiindex.py

@@ -1394,12 +1394,16 @@ def from_arrays(
             raise TypeError(error_msg)
         codes = []
         levels = []
+        names_from_arrays = []
         for array in arrays:
             if not (is_list_like(array) or is_column_like(array)):
                 raise TypeError(error_msg)
             code, level = factorize(array, sort=True)
             codes.append(code)
             levels.append(level)
+            names_from_arrays.append(getattr(array, "name", None))
+        if names is None:
+            names = names_from_arrays
         return cls(
             codes=codes, levels=levels, sortorder=sortorder, names=names
         )

python/cudf/cudf/tests/test_multiindex.py

@@ -2179,3 +2179,13 @@ def test_unique_level():
     result = pd_mi.unique(level=1)
     expected = cudf_mi.unique(level=1)
     assert_eq(result, expected)
+
+
+@pytest.mark.parametrize(
+    "idx", [pd.Index, pd.CategoricalIndex, pd.DatetimeIndex, pd.TimedeltaIndex]
+)
+def test_from_arrays_infer_names(idx):
+    arrays = [idx([1], name="foo"), idx([2], name="bar")]
+    expected = pd.MultiIndex.from_arrays(arrays)
+    result = cudf.MultiIndex.from_arrays(arrays)
+    assert_eq(result, expected)