Use pandas.melt or pandas.DataFrame.melt to transform from wide to long:
df = pd.DataFrame({
'date' : ['05/03', '06/03', '07/03', '08/03'],
'AA' : [1, 4, 7, 5],
'BB' : [2, 5, 8, 7],
'CC' : [3, 6, 9, 1]
}).set_index('date')
df
AA BB CC
date
05/03 1 2 3
06/03 4 5 6
07/03 7 8 9
08/03 5 7 1
To convert, we just need to reset the index and then melt:
df = df.reset_index()
pd.melt(df, id_vars="date", value_vars=['AA', 'BB', 'CC'])
Using .reset_index after .melt, removes the need to specify value_vars.
dfm = df.melt(ignore_index=False).reset_index()
Final Result – both options
date variable value
0 05/03 AA 1
1 06/03 AA 4
2 07/03 AA 7
3 08/03 AA 5
4 05/03 BB 2
5 06/03 BB 5
6 07/03 BB 8
7 08/03 BB 7
8 05/03 CC 3
9 06/03 CC 6
10 07/03 CC 9
11 08/03 CC 1