ENH: Implement MultiIndex.insert_level for inserting levels at specified positions

[Chiwendaiyue]

1. What does this PR do?

Adds insert_level method to MultiIndex for inserting new levels at specified positions.

2. Motivation

This addresses the feature request in issue #62558 for a simple way to add levels to MultiIndex at given positions.

3. Key changes

• Implement insert_level method in pandas/core/indexes/multi.py
• Add comprehensive test suite in pandas/tests/indexes/multi/test_insert_level.py
• Handle various edge cases and error conditions

4. Testing

• All new tests pass
• Existing functionality remains unchanged
• Handles scalar values and array-like inputs
• Proper error handling for invalid inputs

5. Example usage

idx = pd.MultiIndex.from_tuples([('A', 1), ('B', 2)]) result = idx.insert_level(1, 'new_level')

[Chiwendaiyue]

@Alvaro-Kothe Just checking if there's anything else needed before this can be merged? All checks are passing and the feature is ready. Thanks!

[Alvaro-Kothe]

It needs the approval of a core member. Just wait.

[Chiwendaiyue]

Hi @mroeschke Just a friendly follow-up on the MultiIndex.insert_level implementation. I'm still waiting for your guidance on whether to use the simple from_tuples approach (currently working). Would you mind taking a look when you have a moment? Thanks!

[Chiwendaiyue]

Hi @mroeschke Just a friendly follow-up on the MultiIndex.insert_level implementation. I'm still waiting for your review for the code changes, if the strategy is acceptable. Thanks!

[Chiwendaiyue]

Hi @mroeschke Just a gentle reminder about the MultiIndex.insert_level PR. It's been fully implemented with:

• Complete test coverage
• API documentation
• Type annotations

All the tests were passed, would appreciate a review when you have time! Happy to address any feedback.