Resampling using nunique causes multi-level columns to lose their level names #23222
Description
Problem description
Resampling using nunique causes multi-level columns to lose their level names.
https://nbviewer.jupyter.org/gist/taljaards/20e945b7572aea1f4eb4aa4c6e823037
I only ran into this issue with nunique; I do not know if this is also the case for some other functions.
Expected Output
To not drop the level names, as in the first resample example.
Output of pd.show_versions()
import pandas as pd pd.show_versions() Backend TkAgg is interactive backend. Turning interactive mode on. Matplotlib support failed Traceback (most recent call last): File "C:\Users\Admin\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\183.3647.8\helpers\pydev\_pydev_bundle\pydev_import_hook.py", line 23, in do_import succeeded = activate_func() File "C:\Users\Admin\AppData\Local\JetBrains\Toolbox\apps\PyCharm-P\ch-0\183.3647.8\helpers\pydev\pydev_ipython\matplotlibtools.py", line 141, in activate_pylab pylab = sys.modules['pylab'] KeyError: 'pylab' INSTALLED VERSIONS ------------------ commit: None python: 3.6.6.final.0 python-bits: 64 OS: Windows OS-release: 10 machine: AMD64 processor: Intel64 Family 6 Model 142 Stepping 9, GenuineIntel byteorder: little LC_ALL: None LANG: None LOCALE: None.None pandas: 0.23.4 pytest: 3.8.2 pip: 18.1 setuptools: 40.4.3 Cython: 0.28.5 numpy: 1.15.1 scipy: 1.1.0 pyarrow: None xarray: None IPython: 7.0.1 sphinx: 1.8.1 patsy: 0.5.0 dateutil: 2.7.3 pytz: 2018.5 blosc: None bottleneck: 1.2.1 tables: 3.4.4 numexpr: 2.6.8 feather: None matplotlib: 3.0.0 openpyxl: 2.5.8 xlrd: 1.1.0 xlwt: 1.3.0 xlsxwriter: 1.1.1 lxml: 4.2.5 bs4: 4.6.3 html5lib: 1.0.1 sqlalchemy: 1.2.12 pymysql: None psycopg2: None jinja2: 2.10 s3fs: None fastparquet: None pandas_gbq: None pandas_datareader: None