Pandas: assign an index to each group identified by groupby

Here is the solution using ngroup (available as of pandas 0.20.2) from a comment above by Constantino.

import pandas as pd
df = pd.DataFrame({'a':[1,1,1,2,2,2],'b':[1,1,2,1,1,2]})
df['idx'] = df.groupby(['a', 'b']).ngroup()
df

   a  b  idx
0  1  1    0
1  1  1    0
2  1  2    1
3  2  1    2
4  2  1    2
5  2  2    3