to_latex() errors if index level name is not string

[toobaz]

Code Sample, a copy-pastable example if possible

In [2]: pd.DataFrame([[1, 2, 3]]*2).set_index([0, 1]).to_latex()
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-2-22b8b94dc46c> in <module>()
----> 1 pd.DataFrame([[1, 2, 3]]*2).set_index([0, 1]).to_latex()

/home/nobackup/repo/pandas/pandas/core/generic.py in to_latex(self, buf, columns, col_space, header, index, na_rep, formatters, float_format, sparsify, index_names, bold_rows, column_format, longtable, escape, encoding, decimal, multicolumn, multicolumn_format, multirow)
   2152                            encoding=encoding, multicolumn=multicolumn,
   2153                            multicolumn_format=multicolumn_format,
-> 2154                            multirow=multirow)
   2155 
   2156         if buf is None:

/home/nobackup/repo/pandas/pandas/io/formats/format.py in to_latex(self, column_format, longtable, encoding, multicolumn, multicolumn_format, multirow)
    709 
    710         if hasattr(self.buf, 'write'):
--> 711             latex_renderer.write_result(self.buf)
    712         elif isinstance(self.buf, compat.string_types):
    713             import codecs

/home/nobackup/repo/pandas/pandas/io/formats/format.py in write_result(self, buf)
    984                          .replace('}', '\\}').replace('~', '\\textasciitilde')
    985                          .replace('^', '\\textasciicircum').replace('&', '\\&')
--> 986                          if (x and x != '{}') else '{}') for x in row]
    987             else:
    988                 crow = [x if x else '{}' for x in row]

/home/nobackup/repo/pandas/pandas/io/formats/format.py in <listcomp>(.0)
    984                          .replace('}', '\\}').replace('~', '\\textasciitilde')
    985                          .replace('^', '\\textasciicircum').replace('&', '\\&')
--> 986                          if (x and x != '{}') else '{}') for x in row]
    987             else:
    988                 crow = [x if x else '{}' for x in row]

AttributeError: 'int' object has no attribute 'replace'

Problem description

to_latex() assumes that MultiIndex level names, if any, are strings.

Related to #18669

As a general comment, I think to_latex() would benefit a lot from some refactoring which abstracted some of the (non-)escaping subtleties. There should be a way to avoid a replace() for each specific command, setting placeholders instead which are finally transformed all at once. This would also allow users to also insert "non-escapand" content (e.g. LaTeX formulae as labels) without setting escape=False, which in many cases is an imperfect workaround.

Expected Output

In [2]: pd.DataFrame([[1, 2, 3]]*2, columns=list('012')).set_index(['0', '1']).to_latex()
Out[2]: '\\begin{tabular}{llr}\n\\toprule\n  &   &  2 \\\\\n0 & 1 &    \\\\\n\\midrule\n1 & 2 &  3 \\\\\n  &   &  3 \\\\\n\\bottomrule\n\\end{tabular}\n'

Output of pd.show_versions()

INSTALLED VERSIONS

commit: 0bfb61b
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-5-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.23.0.dev0+422.g0bfb61b21.dirty
pytest: 3.2.3
pip: 9.0.1
setuptools: 36.7.0
Cython: 0.25.2
numpy: 1.14.1
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.5.6
patsy: 0.5.0
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: 1.2.0dev
tables: 3.3.0
numexpr: 2.6.1
feather: 0.3.1
matplotlib: 2.0.0
openpyxl: 2.3.0
xlrd: 1.0.0
xlwt: 1.3.0
xlsxwriter: 0.9.6
lxml: 4.1.1
bs4: 4.5.3
html5lib: 0.999999999
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: 0.2.1

[shangyian]

Definitely agree that to_latex() could do with some refactoring to clean up some of the replace calls. I'll give that a try.