No automatic type casting in complete indexing of a large MultiIndex

[toobaz]

Code Sample, a copy-pastable example if possible

In [2]: pd.MultiIndex.from_product([[1., 2.], range(5000)]).get_loc((1, 0))
Out[2]: 0

In [3]: pd.MultiIndex.from_product([[1., 2.], range(5001)]).get_loc((1., 0))
Out[3]: 0

In [4]: pd.MultiIndex.from_product([[1., 2.], range(5001)]).get_loc(1)
Out[4]: slice(0, 5001, None)

In [5]: pd.MultiIndex.from_product([[1., 2.], range(5001)]).get_loc((1, 0))
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-5-a8f6fcc9f5d9> in <module>()
----> 1 pd.MultiIndex.from_product([[1., 2.], range(5001)]).get_loc((1, 0))

/home/nobackup/repo/pandas/pandas/core/indexes/multi.py in get_loc(self, key, method)
   2141             key = _values_from_object(key)
   2142             key = tuple(map(_maybe_str_to_time_stamp, key, self.levels))
-> 2143             return self._engine.get_loc(key)
   2144 
   2145         # -- partial selection or non-unique index

/home/nobackup/repo/pandas/pandas/_libs/index.pyx in pandas._libs.index.MultiIndexHashEngine.get_loc (pandas/_libs/index.c:15856)()
    645         return algos.pad_object(values, other, limit=limit)
    646 
--> 647     cpdef get_loc(self, object val):
    648         if is_definitely_invalid_key(val):
    649             raise TypeError("'{val}' is an invalid key".format(val=val))

/home/nobackup/repo/pandas/pandas/_libs/index.pyx in pandas._libs.index.MultiIndexHashEngine.get_loc (pandas/_libs/index.c:15703)()
    654 
    655         try:
--> 656             return self.mapping.get_item(val)
    657         except TypeError:
    658             raise KeyError(val)

/home/nobackup/repo/pandas/pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.MultiIndexHashTable.get_item (pandas/_libs/hashtable.c:24621)()
   1446             return False
   1447 
-> 1448     cpdef get_item(self, object key):
   1449         cdef:
   1450             khiter_t k

/home/nobackup/repo/pandas/pandas/_libs/hashtable_class_helper.pxi in pandas._libs.hashtable.MultiIndexHashTable.get_item (pandas/_libs/hashtable.c:24576)()
   1460             return loc
   1461         else:
-> 1462             raise KeyError(key)
   1463 
   1464     cpdef set_item(self, object key, Py_ssize_t val):

KeyError: (1, 0)

Problem description

Related to #18519 - this is an inherent limit of the current design of the engine for large MultiIndexes, and an improved MultiIndexEngine should solve this too.

Expected Output

Out[5]: 0

Output of pd.show_versions()

INSTALLED VERSIONS

commit: b5f1e71
python: 3.5.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.0-4-amd64
machine: x86_64
processor:
byteorder: little
LC_ALL: None
LANG: it_IT.UTF-8
LOCALE: it_IT.UTF-8

pandas: 0.22.0.dev0+371.gb5f1e716d
pytest: 3.2.3
pip: 9.0.1
setuptools: 36.7.0
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.19.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.5.6
patsy: 0.4.1
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