Sort pandas dataframe both on values of a column and index?

Pandas 0.23 finally gets you there 😀

You can now pass index names (and not only column names) as parameters to sort_values. So, this one-liner works:

df = df.sort_values(by = ['MyCol', 'MyIdx'], ascending = [False, True])

And if your index is currently unnamed:

df = df.rename_axis('MyIdx').sort_values(by = ['MyCol', 'MyIdx'], ascending = [False, True])