Investigate erroneous int conversion in MultiIndex

[wesm]

>> I was just using this feature and noticed a curious behaviour -- if you have dates in the ISO8601 YYYYMMDD format then importing from csv with a MultiIndex turns them into ints, whereas importing with a regular index parses them to dates.
>>
>> Looking at pandas/io/parsers.py (https://github.com/wesm/pandas/commit/1a5a252d97cb3f691a6bf93412b921b085f1be76#L1L113) it seems that the _maybe_convert_int_mindex() method you added prefers ints over dates -- is this intentional or were you just not expecting any overlap between ints and dates?
>>
>
> Most likely the latter.
>
>> You also no longer call _maybe_convert_int, which was previously being called but is now unused, and instead do the int parsing with a map().
>>
>> Why not just implement _maybe_convert_int_mindex() along the lines of what was originally there, something like this:
>>    for i in range(len(index)):
>>        if parse_dates:
>>            index = _try_parse_dates(index[i], parser=date_parser)
>>        index[i] = _maybe_convert_int(np.array(index[i], dtype=object))
>>
>> I would just do it and submit a patch but I just wanted to check with you as you're more familiar with this code since you wrote it.