def styleOptionForCell(self, logicalInd: int)->QStyleOptionHeader:
opt = QStyleOptionHeader()
self.initStyleOption(opt)
if self.isSortIndicatorShown() and self.sortIndicatorSection()==logicalInd:
    opt.sortIndicator = (QStyleOptionHeader.SortUp, QStyleOptionHeader.SortDown)[self.sortIndicatorOrder()==Qt.AscendingOrder]
if self.window().isActiveWindow():
    opt.state = opt.state|QStyle.State_Active
opt.textAlignment = Qt.AlignCenter
opt.iconAlignment = Qt.AlignVCenter
opt.section = logicalInd
visual = self.visualIndex(logicalInd)
if self.count() == 1:
    opt.position = QStyleOptionHeader.OnlyOneSection
else:
    if visual == 0:
        opt.position = QStyleOptionHeader.Beginning
    else:
        opt.position = QStyleOptionHeader.End if visual==self.count()-1 else QStyleOptionHeader.Middle
if self.isClickable():
    #            if logicalIndex == d.hover:
    #            ...
    if self.highlightSections() and self.selectionModel():
        if self.orientation()==Qt.Horizontal:
            if self.selectionModel().columnIntersectsSelection(logicalInd, self.rootIndex()):
                opt.state = opt.state|QStyle.State_On
            if self.selectionModel().isColumnSelected(logicalInd, self.rootIndex()):
                opt.state = opt.state|QStyle.State_Sunken
        else:
            if self.selectionModel().rowIntersectsSelection(logicalInd, self.rootIndex()):
                opt.state = opt.state|QStyle.State_On
            if self.selectionModel().isRowSelected(logicalInd, self.rootIndex()):
                opt.state = opt.state|QStyle.State_Sunken
if self.selectionModel():
    previousSelected=False
    if self.orientation()==Qt.Horizontal:
        previousSelected = self.selectionModel().isColumnSelected(self.logicalIndex(visual - 1), self.rootIndex())
    else:
        previousSelected = self.selectionModel().isRowSelected(self.logicalIndex(visual - 1), self.rootIndex())
    nextSelected=False
    if self.orientation()==Qt.Horizontal:
        nextSelected = self.selectionModel().isColumnSelected(self.logicalIndex(visual + 1), self.rootIndex())
    else:
        nextSelected = self.selectionModel().isRowSelected(self.logicalIndex(visual + 1), self.rootIndex())
    if previousSelected and nextSelected:
        opt.selectedPosition = QStyleOptionHeader.NextAndPreviousAreSelected
    else:
        if previousSelected:
            opt.selectedPosition = QStyleOptionHeader.PreviousIsSelected
        else:
            if nextSelected:
                opt.selectedPosition = QStyleOptionHeader.NextIsSelected
            else:
                opt.selectedPosition = QStyleOptionHeader.NotAdjacent
return opt

def sectionSizeFromContents(self, logicalIndex: int)->QSize:
if self._pd.headerModel:
    curLeafIndex = QModelIndex(self._pd.leafIndex(logicalIndex))
    if curLeafIndex.isValid():
        styleOption = QStyleOptionHeader(self.styleOptionForCell(logicalIndex))
        s = QSize(self._pd.cellSize(curLeafIndex, self, styleOption))
        curLeafIndex=curLeafIndex.parent()
        while curLeafIndex.isValid():
            if self.orientation() == Qt.Horizontal:
                s.setHeight(s.height()+self._pd.cellSize(curLeafIndex, self, styleOption).height())
            else:
                s.setWidth(s.width()+self._pd.cellSize(curLeafIndex, self, styleOption).width())
            curLeafIndex=curLeafIndex.parent()
        return s
return super().sectionSizeFromContents(logicalIndex)

def paintSection(self, painter: QPainter, rect: QRect, logicalIndex: int):
if rect.isValid():
    leafIndex = QModelIndex(self._pd.leafIndex(logicalIndex))
    if leafIndex.isValid():
        if self.orientation() == Qt.Horizontal:
            self._pd.paintHorizontalSection(painter, rect, logicalIndex, self, self.styleOptionForCell(logicalIndex), leafIndex)
        else:
            self._pd.paintVerticalSection(painter, rect, logicalIndex, self, self.styleOptionForCell(logicalIndex), leafIndex)
        return
super().paintSection(painter, rect, logicalIndex)

def on_sectionResized(self, logicalIndex: int):
if self.isSectionHidden(logicalIndex):
    return
leafIndex = QModelIndex(self._pd.leafIndex(logicalIndex))
if leafIndex.isValid():
    leafsList = QModelIndexList(self._pd.leafs(self._pd.findRootIndex(leafIndex)))
    for n in range(leafsList.indexOf(leafIndex), 0, -1):
        logicalIndex-=1
        w = self.viewport().width()
        h = self.viewport().height()
        pos = self.sectionViewportPosition(logicalIndex)
        r = QRect(pos, 0, w - pos, h)
        if self.orientation() == Qt.Horizontal:
            if self.isRightToLeft():
                r.setRect(0, 0, pos + self.sectionSize(logicalIndex), h)
        else:
            r.setRect(0, pos, w, h - pos)
        self.viewport().update(r.normalized())

def setModel(self, model):
    super().setModel(model)
    model.layoutChanged.connect(self.layoutChanged)
    self.layoutChanged()

def layoutChanged(self):
    if self.model():
        self._pd.initFromNewModel(self.orientation(), self.model())
        axis = ("column", "row")[self.orientation()!=Qt.Horizontal]
        cnt = getattr(self.model(), axis+"Count")(QModelIndex())
        if cnt:
            self.initializeSections(0, cnt-1)
MultiIndexHeaderView=HierarchicalHeaderView

class DataFrameModel(QtCore.QAbstractTableModel):
    #na_values:least|greatest - for sorting
    options = {"striped": True, "stripesColor": "#fafafa", "na_values": "least",
               "tooltip_min_len": 21}
    def __init__(self, dataframe=None):
        super().__init__()
        self.setDataFrame(dataframe if dataframe is not None else pd.DataFrame())

    def setDataFrame(self, dataframe):
        self.df = dataframe.copy()
        #        self.df_full = self.df
        self.layoutChanged.emit()

    def rowCount(self, parent):
        return len(self.df)

    def columnCount(self, parent):
        return len(self.df.columns)

    def readLevel(self, y=0, xs=0, xe=None, orient=None):
        c = getattr(self.df, ("columns", "index")[orient!=HorizontalHeaderDataRole])
        if not hasattr(c, "levels"): #not MultiIndex
            return [QtGui.QStandardItem(str(i)) for i in c]
        sibl = []
        section_start, v, xe = xs, None, xe or len(c)
        for i in range(xs, xe):
            label = c.labels[y][i]
            if label!=v:
                if y+1<len(c.levels) and i>xs:
                    children = self.readLevel(y+1, section_start, i, orient=orient)
                    sibl[-1].appendRow(children)
                item = QtGui.QStandardItem(str(c.levels[y][label]))
                sibl.append(item)
                section_start = i
                v=label
        if y+1<len(c.levels):
            children = self.readLevel(y+1, section_start, orient=orient)
            sibl[-1].appendRow(children)
        return sibl

    def data(self, index, role):
        row, col = index.row(), index.column()
        if role in (Qt.DisplayRole, Qt.ToolTipRole):
            ret = self.df.iat[row, col]
            if ret is not None and ret==ret: #convert to str except for None, NaN, NaT
                if isinstance(ret, float):
                    ret = "{:n}".format(ret)
                elif isinstance(ret, datetime.date):
                    #FIXME: show microseconds optionally
                    ret = ret.strftime(("%x", "%c")[isinstance(ret, datetime.datetime)])
                else: ret = str(ret)
                if role == Qt.ToolTipRole:
                    if len(ret)<self.options["tooltip_min_len"]: ret = ""
                return ret
        elif role == Qt.BackgroundRole:
            if self.options["striped"] and row%2:
                return QBrush(QColor(self.options["stripesColor"]))
        elif role in (HorizontalHeaderDataRole, VerticalHeaderDataRole):
            hm = QtGui.QStandardItemModel()
            hm.appendRow(self.readLevel(orient=role))
            return hm

    def reorder(self, oldIndex, newIndex, orientation):
        "Reorder columns / rows"
        horizontal = orientation==Qt.Horizontal
        cols = list(self.df.columns if horizontal else self.df.index)
        cols.insert(newIndex, cols.pop(oldIndex))
        self.df = self.df[cols] if horizontal else self.df.T[cols].T
        return True

    #    def filter(self, filt=None):
    #        self.df = self.df_full if filt is None else self.df[filt]
    #        self.layoutChanged.emit()

    def headerData(self, section, orientation, role):
        if role != Qt.DisplayRole: return
        label = getattr(self.df, ("columns", "index")[orientation!=Qt.Horizontal])[section]
        #        return label if type(label) is tuple else label
        return ("\n", " | ")[orientation!=Qt.Horizontal].join(str(i) for i in label) if type(label) is tuple else str(label)

    def dataFrame(self):
        return self.df

    def sort(self, column, order):
        #        print("sort", column, order) #FIXME: double sort after setSortingEnabled(True)
        if len(self.df):
            asc = order==Qt.AscendingOrder
            na_pos = 'first' if (self.options["na_values"]=="least")==asc else 'last'
            self.df.sort_values(self.df.columns[column], ascending=asc,
                                inplace=True, na_position=na_pos)
            self.layoutChanged.emit()

if __name__=="__main__":
    import sys, locale
    locale.setlocale(locale.LC_ALL, '') #system locale settings
    app = QtGui.QApplication(sys.argv)
    form = QtGui.QWidget()
    form.setAttribute(Qt.WA_DeleteOnClose) #http://stackoverflow.com/a/27178019/1119602
    form.setMinimumSize(700, 260)
    view = QtGui.QTableView()
    QtGui.QVBoxLayout(form).addWidget(view)
    form.show()

    #Prepare data
    tuples=[('bar', 'one', 'q'), ('bar', 'two', 'q'), ('baz', 'one', 'q'), ('baz', 'two', 'q'),
            ('foo', 'one', 'q'), ('foo', 'two', 'q'), ('qux', 'one', 'q'), ('qux', 'two', 'q')]
    index = pd.MultiIndex.from_tuples(tuples, names=['first', 'second', 'third'])
    df=pd.DataFrame(pd.np.random.randn(6, 6), index=index[:6], columns=index[:6])
    print("DataFrame:\n%s"%df)

    #Prepare view
    #    oldh, oldv = view.horizontalHeader(), view.verticalHeader()
    #    oldh.setParent(form), oldv.setParent(form) #Save old headers for some reason
    MultiIndexHeaderView(Qt.Horizontal, view)
    MultiIndexHeaderView(Qt.Vertical, view)
    view.horizontalHeader().setMovable(True) #reorder DataFrame columns manually

    #Set data
    view.setModel(DataFrameModel(df))
    view.resizeColumnsToContents()
    view.resizeRowsToContents()

    #Set sorting enabled (after setting model)
    view.setSortingEnabled(True)
    sys.exit(app.exec())
 def styleOptionForCell(self, logicalInd: int) -> QStyleOptionHeader:
     opt = QStyleOptionHeader()
     self.initStyleOption(opt)
     if self.isSortIndicatorShown() and self.sortIndicatorSection(
     ) == logicalInd:
         opt.sortIndicator = (
             QStyleOptionHeader.SortUp, QStyleOptionHeader.SortDown
         )[self.sortIndicatorOrder() == Qt.AscendingOrder]
     if self.window().isActiveWindow():
         opt.state = opt.state | QStyle.State_Active
     opt.textAlignment = Qt.AlignCenter
     opt.iconAlignment = Qt.AlignVCenter
     opt.section = logicalInd
     visual = self.visualIndex(logicalInd)
     if self.count() == 1:
         opt.position = QStyleOptionHeader.OnlyOneSection
     else:
         if visual == 0:
             opt.position = QStyleOptionHeader.Beginning
         else:
             opt.position = QStyleOptionHeader.End if visual == self.count(
             ) - 1 else QStyleOptionHeader.Middle
     if self.isClickable():
         #            if logicalIndex == d.hover:
         #            ...
         if self.highlightSections() and self.selectionModel():
             if self.orientation() == Qt.Horizontal:
                 if self.selectionModel().columnIntersectsSelection(
                         logicalInd, self.rootIndex()):
                     opt.state = opt.state | QStyle.State_On
                 if self.selectionModel().isColumnSelected(
                         logicalInd, self.rootIndex()):
                     opt.state = opt.state | QStyle.State_Sunken
             else:
                 if self.selectionModel().rowIntersectsSelection(
                         logicalInd, self.rootIndex()):
                     opt.state = opt.state | QStyle.State_On
                 if self.selectionModel().isRowSelected(
                         logicalInd, self.rootIndex()):
                     opt.state = opt.state | QStyle.State_Sunken
     if self.selectionModel():
         previousSelected = False
         if self.orientation() == Qt.Horizontal:
             previousSelected = self.selectionModel().isColumnSelected(
                 self.logicalIndex(visual - 1), self.rootIndex())
         else:
             previousSelected = self.selectionModel().isRowSelected(
                 self.logicalIndex(visual - 1), self.rootIndex())
         nextSelected = False
         if self.orientation() == Qt.Horizontal:
             nextSelected = self.selectionModel().isColumnSelected(
                 self.logicalIndex(visual + 1), self.rootIndex())
         else:
             nextSelected = self.selectionModel().isRowSelected(
                 self.logicalIndex(visual + 1), self.rootIndex())
         if previousSelected and nextSelected:
             opt.selectedPosition = QStyleOptionHeader.NextAndPreviousAreSelected
         else:
             if previousSelected:
                 opt.selectedPosition = QStyleOptionHeader.PreviousIsSelected
             else:
                 if nextSelected:
                     opt.selectedPosition = QStyleOptionHeader.NextIsSelected
                 else:
                     opt.selectedPosition = QStyleOptionHeader.NotAdjacent
     return opt