I believe you need in first step convert first level to date
values and then reshape by DataFrame.unstack
, MultiIndex.reorder_levels
and DataFrame.sort_index
:
date = pd.Timestamp('today').floor('d')
df.index = pd.MultiIndex.from_product([[date], df.index.get_level_values(1)])
df = df.unstack().reorder_levels([2,0,1], axis=1).sort_index(axis=1)
print (df)
company Bank X Bank Y Bank Z \
product A B C A B
…
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