BUG: pickle all other index types, re: #492

pandas/io/pytables.py

@@ -733,7 +733,8 @@ def _convert_index(index):
         atom = _tables().Float64Col()
         return np.asarray(values, dtype=np.float64), 'float', atom
     else: # pragma: no cover
-        raise ValueError('unrecognized index type %s' % type(values[0]))
+        atom = _tables().ObjectAtom()
+        return np.asarray(values, dtype='O'), 'object', atom
 
 def _read_array(group, key):
     import tables
@@ -755,6 +756,8 @@ def _unconvert_index(data, kind):
 
     elif kind in ('string', 'integer', 'float'):
         index = np.array(data)
+    elif kind == 'object':
+        index = np.array(data[0])
     else: # pragma: no cover
         raise ValueError('unrecognized index type %s' % kind)
     return index

pandas/io/tests/test_pytables.py

@@ -179,6 +179,14 @@ def test_float_index(self):
         s = Series(np.random.randn(10), index=index)
         self._check_roundtrip(s, tm.assert_series_equal)
 
+    def test_tuple_index(self):
+        # GH #492
+        col = np.arange(10)
+        idx = [(0.,1.), (2., 3.), (4., 5.)]
+        data = np.random.randn(30).reshape((3, 10))
+        DF = DataFrame(data, index=idx, columns=col)
+        self._check_roundtrip(DF, tm.assert_frame_equal)
+
     def test_timeseries_preepoch(self):
         if sys.version_info[0] == 2 and sys.version_info[1] < 7:
             raise nose.SkipTest