Set column names when stacking pandas DataFrame

So here’s one way that you may find a bit cleaner, using the fact that columns and Series can also carry names.

In [45]: df
Out[45]: 
               value  value2
id date                     
1  2015-09-31    100     200
2  2015-09-31     95      57
3  2015-09-31     42      27

In [46]: df.columns.name="var_name"

In [47]: s = df.stack()

In [48]: s.name="value"

In [49]: s.reset_index()
Out[49]: 
   id        date var_name  value
0   1  2015-09-31    value    100
1   1  2015-09-31   value2    200
2   2  2015-09-31    value     95
3   2  2015-09-31   value2     57
4   3  2015-09-31    value     42
5   3  2015-09-31   value2     27