Pandas to HDF does not support both hierarchical rows and hierarchical columns

[daliu87]

While pandas supports both hierarchical rows and columns, writing to HDF is not and it looks like this feature will not be supported anytime soon: pandas-dev/pandas#5823

All datatypes with both multi-index rows and columns should be converted to have columns be a normal index. Hierarchical columns will be represented based on column name only.

[daliu87]

linpos is currently the only datatype this affects.

[daliu87]

Solution could be to just use stack() to move column hierarchy into the index.