Builds a MultiIndex of customer and date combinations

build_customer_date_multi_index.py

unique_customers = daily_orders.index.unique(level='customer')

date_range = pd.DatetimeIndex(
    start=datetime(2018, 1, 1),
    end=datetime(2018, 1, 10),
    freq='D'
)

customer_date_index = (
    pd.MultiIndex
    .from_product(
        iterables=[unique_customers, date_range],
        names=['customer', 'order_date']
    )
)

print(customer_date_index.values[:5])