Version 0.15 MultiIndex forces  Datetime.date objects to Timestamp objects
I recently updated Pandas and found this strange behaviour which broke some of my existing code. 
I was using a column of Datetime.date objects as a the second level in a two-level MulitIndex. 
However, when setting the index with the latest version, the Datetime.date objects are converted to Timestamp objects with 00:00:00 as the time component:

> > > pd.**version**
> > > '0.15.1'
> > > df
> > >           0  ID        date
> > > 0  0.486567  10  2014-11-12
> > > 1  0.214374  20  2014-11-13
> > > df.date[0]
> > > datetime.date(2014, 11, 12)
> > > df.set_index(['ID', 'date']).index[0](10, Timestamp%28'2014-11-12 00:00:00'%29)

This doesn't happen with version 0.14 or older.

There is a hack to get around it, setting the dates to a single level index, adding the other level and then swapping:

> > > df.set_index('date').set_index('ID', append=True).index.swaplevel(0, 1)[0](10, datetime.date%282014, 11, 12%29)

This seems strange and I wondered was it intentional.
