BUG: set_levels set illegal levels.

`MultiIndex.set_levels`, when passed in illegal level values, raises an error.
When `inplace=True`, though, the illegal level values are still accepted. This
commit fixes that behavior by checking that the proposed level values are legal
before setting them.

added tests and docs.

lint

added tests.

force build

force build

force build

force build for osx

doc/source/whatsnew/v0.19.0.txt

@@ -1560,6 +1560,7 @@ Bug Fixes
 - Bug in ``.to_string()`` when called with an integer ``line_width`` and ``index=False`` raises an UnboundLocalError exception because ``idx`` referenced before assignment.
 - Bug in ``eval()`` where the ``resolvers`` argument would not accept a list (:issue:`14095`)
 - Bugs in ``stack``, ``get_dummies``, ``make_axis_dummies`` which don't preserve categorical dtypes in (multi)indexes (:issue:`13854`)
-- ``PeridIndex`` can now accept ``list`` and ``array`` which contains ``pd.NaT`` (:issue:`13430`)
+- ``PeriodIndex`` can now accept ``list`` and ``array`` which contains ``pd.NaT`` (:issue:`13430`)
 - Bug in ``df.groupby`` where ``.median()`` returns arbitrary values if grouped dataframe contains empty bins (:issue:`13629`)
 - Bug in ``Index.copy()`` where ``name`` parameter was ignored (:issue:`14302`)
+- Bug in ``MultiIndex.set_levels`` where illegal level values were still set after raising an error (:issue:`13754`)

pandas/indexes/multi.py

@@ -116,12 +116,22 @@ def __new__(cls, levels=None, labels=None, sortorder=None, names=None,
 
         return result
 
-    def _verify_integrity(self):
+    def _verify_integrity(self, new_labels=None, new_levels=None):
         """Raises ValueError if length of levels and labels don't match or any
-        label would exceed level bounds"""
+        label would exceed level bounds
+
+        Parameters
+        ----------
+        new_labels : optional list
+            Labels to check for validity. Defaults to current labels.
+        new_levels : optional list
+            Levels to check for validity. Defaults to current levels.
+        """
         # NOTE: Currently does not check, among other things, that cached
         # nlevels matches nor that sortorder matches actually sortorder.
-        labels, levels = self.labels, self.levels
+        labels = new_labels or self.labels
+        levels = new_levels or self.levels
+
         if len(levels) != len(labels):
             raise ValueError("Length of levels and labels must match. NOTE:"
                              " this index is in an inconsistent state.")
@@ -162,6 +172,9 @@ def _set_levels(self, levels, level=None, copy=False, validate=True,
                 new_levels[l] = _ensure_index(v, copy=copy)._shallow_copy()
             new_levels = FrozenList(new_levels)
 
+        if verify_integrity:
+            self._verify_integrity(new_levels=new_levels)
+
         names = self.names
         self._levels = new_levels
         if any(names):
@@ -170,9 +183,6 @@ def _set_levels(self, levels, level=None, copy=False, validate=True,
         self._tuples = None
         self._reset_cache()
 
-        if verify_integrity:
-            self._verify_integrity()
-
     def set_levels(self, levels, level=None, inplace=False,
                    verify_integrity=True):
         """
@@ -268,13 +278,13 @@ def _set_labels(self, labels, level=None, copy=False, validate=True,
                     lab, lev, copy=copy)._shallow_copy()
             new_labels = FrozenList(new_labels)
 
+        if verify_integrity:
+            self._verify_integrity(new_labels=new_labels)
+
         self._labels = new_labels
         self._tuples = None
         self._reset_cache()
 
-        if verify_integrity:
-            self._verify_integrity()
-
     def set_labels(self, labels, level=None, inplace=False,
                    verify_integrity=True):
         """

pandas/tests/indexes/test_multi.py

@@ -154,7 +154,7 @@ def assert_matching(actual, expected):
             # as much as possible
             self.assertEqual(len(actual), len(expected))
             for act, exp in zip(actual, expected):
-                act = np.asarray(act)
+                act = np.asarray(act, dtype=np.object_)
                 exp = np.asarray(exp, dtype=np.object_)
                 tm.assert_numpy_array_equal(act, exp)
 
@@ -204,6 +204,25 @@ def assert_matching(actual, expected):
         assert_matching(ind2.levels, new_levels)
         assert_matching(self.index.levels, levels)
 
+        # illegal level changing should not change levels
+        # GH 13754
+        original_index = self.index.copy()
+        with assertRaisesRegexp(ValueError, "^On"):
+            self.index.set_levels(['c'], level=0, inplace=True)
+        assert_matching(self.index.levels, original_index.levels)
+
+        with assertRaisesRegexp(ValueError, "^On"):
+            self.index.set_labels([0, 1, 2, 3, 4, 5], level=0, inplace=True)
+        assert_matching(self.index.labels, original_index.labels)
+
+        with assertRaisesRegexp(TypeError, "^Levels"):
+            self.index.set_levels('c', level=0, inplace=True)
+        assert_matching(self.index.levels, original_index.levels)
+
+        with assertRaisesRegexp(TypeError, "^Labels"):
+            self.index.set_labels(1, level=0, inplace=True)
+        assert_matching(self.index.labels, original_index.labels)
+
     def test_set_labels(self):
         # side note - you probably wouldn't want to use levels and labels
         # directly like this - but it is possible.