BUG: Fix bug with symmetric difference of two equal MultiIndexes GH12490

[lstout]

• closes Symmetric difference on equal MultiIndexes raises TypeError #13490
• tests added / passed
• passes git diff upstream/master | flake8 --diff
• whatsnew entry

Fixes a bug where the symmetric difference of two equal MultiIndexes would raise a TypeError. MultiIndex used to use the Index.symmetric_difference. With this PR it it's own implementation that is more like MultiIndex.difference.

[codecov-io]

Current coverage is 84.34%

Merging #13504 into master will increase coverage by <.01%

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+ Hits          43103      43117    +14   
- Misses         8004       8005     +1   
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[jreback]

make a constructor that creates an empty MultiIndex._create_as_empty() and just call here for both of these

[jreback]

put your whatsnew higher up (in an empty space in Bug Fixes) this way you dont have conflicts

[lstout]

If Travis passes again I think I got all your comments fixed

• Move whatsnew
• Move tests to test_multi.py
• Constructor for empty MultiIndex (MultiIndex._create_as_empty(nlevels))

[jreback]

note that this is internal. add a Parameters section

[pijucha]

Just a comment:

This sorting breaks with mixed-int values (same issue as in #13432). I suppose this line may be safely replaced with the code from PR #13514, slightly changed, namely:

        this = self._get_unique_index()
        other = other._get_unique_index()
        indexer = this.get_indexer(other)

        # {this} minus {other}
        common_indexer = indexer.take((indexer != -1).nonzero()[0])
        left_indexer = np.setdiff1d(np.arange(this.size), common_indexer,
                                    assume_unique=True)
        left_diff = this.values.take(left_indexer)

        # {other} minus {this}
        right_indexer = (indexer == -1).nonzero()[0]
        right_diff = other.values.take(right_indexer)

        the_diff = _concat._concat_compat([left_diff, right_diff])

Then if the_diff is empty, an empty MI should be returned, otherwise:

        return self._shallow_copy(the_diff, names=result_name).sortlevel()

(In comparison to Index.symmetric_difference sorting is postponed until the end.)

Similar change may be applied to MultiIndex.difference, I guess.

[jreback]

can you rebase / update?

[jreback]

closing, but pls reopen / comment if you can continue