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1. groupby(level=['instrument','date']) → get_level_values() — string level names like 'date' don't exist in the (datetime, instrument) MultiIndex; replaced with get_level_values(0).normalize() + get_level_values(1). 2. groupby(level=['date','instrument']) — symmetric fix for reversed order. 3. groupby(level=['instrument']) → groupby(level=1) — single string level. 4. groupby(level=N)['col'].apply(lambda) → transform(lambda) — apply() on a grouped Series prepends an extra index level, causing index shape mismatch when assigned back; transform() preserves the original index. 5. df.loc[instrument] DateParseError fix (instrument_loc_multiindex) — already committed, adding supporting tests for groupby(level=['instrument','date']). Adds 5 new tests (TestGroupbyLevelStringNames, TestGroupbyApplyToTransform) — total 28 tests, all passing. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>