title: Having issue with hierarchical index Set Behavior
body: <p>I have can't figure out this weird behavior I am getting from the hierarchical index I have on a dataframe.  In short, what I am trying to do is very simple; I am trying to figure out whether or not a tuple is in the index of my dataframe.  </p>
  
  <p>This is the behavior I <strong>expect</strong>:</p>
  
  <pre><code>arrays = [[dt.date(2014,6,4), dt.date(2014,6,4), dt.date(2014,6,21), dt.date(2014,6,21),dt.date(2014,6,13), dt.date(2014,6,13), dt.date(2014,6,7), dt.date(2014,6,7)],['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two']]
  tuples = list(zip(*arrays))
  index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second'])
  s = pd.Series(randn(8), index=index)
  print (dt.date(2014,6,4),'one') in s.index
  print (dt.date(2014,6,4),'fifty') in s.index
  print (dt.date(2014,1,1),'one') in s.index
  </code></pre>
  
  <p>which returns:</p>
  
  <pre><code>True 
  False 
  False
  </code></pre>
  
  <p>Here is what I am <strong>facing</strong>:</p>
  
  <pre><code>WeirdIdx = pd.MultiIndex(levels=[[dt.date(2014,7,4), dt.date(2014,7,5),dt.date(2014,7,6), dt.date(2014,7,7), dt.date(2014,7,8),dt.date(2014,7,9)], [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23]],labels=[[0, 0, 0, 0, 0], [8, 8, 8, 8, 8]],names=[u'day', u'hour'])
  frame = pd.DataFrame({'a':np.random.normal(0,1,5)},index=WeirdIdx)
  print type(frame)
  print frame.index
  print frame
  </code></pre>
  
  <p>yields:</p>
  
  <pre><code>&lt;class 'pandas.core.frame.DataFrame'&gt;
  day         hour
  2014-07-04  8   
              8   
              8   
              8   
              8   
                          a
  day        hour          
  2014-07-04 8     0.335840
             8     0.801193
             8    -0.092492
             8     0.610675
             8    -0.044947
  </code></pre>
  
  <p>and:</p>
  
  <pre><code>print (dt.date(2014,7,4),8) in frame.index
  print (dt.date(2014,7,4),1) in frame.index
  print (dt.date(2014,8,4),1) in frame.index
  </code></pre>
  
  <p>yields:</p>
  
  <pre><code>True
  True
  True
  </code></pre>
  
  <p>and finally:</p>
  
  <pre><code>frame.index
  </code></pre>
  
  <p>yields:</p>
  
  <pre><code>MultiIndex(levels=[[2014-07-04, 2014-07-05, 2014-07-06, 2014-07-07, 2014-07-08, 2014-07-09], [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23]],
         labels=[[0, 0, 0, 0, 0], [8, 8, 8, 8, 8]],
         names=[u'day', u'hour'])
  </code></pre>
  
  <p>One issue is that <code>(dt.date(2014,8,4),1) in frame.index</code> <strong>SHOULD</strong> be <code>False</code>!</p>
  
  <p>What am I missing here?</p>