Fix variable copy with multi-index

doc/whats-new.rst

@@ -67,6 +67,9 @@ Bug fixes
    This fixes issue :issue:`665`.
    `Filipe Fernandes <https://github.com/ocefpaf>`_.
 
+- ``Variable.copy(deep=True)`` no longer converts MultiIndex into a base Index
+  (:issue:`769`). By `Benoit Bovy <https://github.com/benbovy>`_.
+
 .. _whats-new.0.7.2:
 
 v0.7.2 (13 March 2016)

xarray/core/variable.py

@@ -410,7 +410,9 @@ def copy(self, deep=True):
         If `deep=True`, the data array is loaded into memory and copied onto
         the new object. Dimensions, attributes and encodings are always copied.
         """
-        if deep and not isinstance(self.data, dask_array_type):
+        if (deep and not isinstance(self.data, dask_array_type)
+            and not isinstance(self._data, PandasIndexAdapter)):
+            # pandas.Index objects are immutable
             # dask arrays don't have a copy method
             # https://github.com/blaze/dask/issues/911
             data = self.data.copy()

xarray/test/test_variable.py

@@ -383,6 +383,15 @@ def test_copy(self):
                                   source_ndarray(w.values))
         self.assertVariableIdentical(v, copy(v))
 
+    def test_copy_index(self):
+        midx = pd.MultiIndex.from_product([['a', 'b'], [1, 2], [-1, -2]],
+                                          names=('one', 'two', 'three'))
+        v = self.cls('x', midx)
+        for deep in [True, False]:
+            w = v.copy(deep=deep)
+            self.assertIsInstance(w._data, PandasIndexAdapter)
+            self.assertIs(v._data.array, w._data.array)
+
     def test_real_and_imag(self):
         v = self.cls('x', np.arange(3) - 1j * np.arange(3), {'foo': 'bar'})
         expected_re = self.cls('x', np.arange(3), {'foo': 'bar'})