I have recently faced a similar problem (answered here) whereby conversion of a date to a pandas DatetimeIndex and subsequent groupby using those dates led to an error where the date appeared as 1970-01-01 00:00:00+00:00. 
I'm facing this problem in a different context now, and the previous solution isn't helping me.
I have a frame like this
import pandas as pd
from dateutil import tz
data = { 'Events' : range(1, 5 + 1 ,1), 'ID' : [1, 1, 1, 1, 1]}
idx = pd.date_range(start='2008-01-01', end='2008-01-05', freq='D', tz=tz.tzlocal())
frame = pd.DataFrame(data, index=idx)
                           Events  ID
2008-01-01 00:00:00+00:00       1   1
2008-01-02 00:00:00+00:00       2   1
2008-01-03 00:00:00+00:00       3   1
2008-01-04 00:00:00+00:00       4   1
2008-01-05 00:00:00+00:00       5   1
and I want to change the index from just the date, to a MultiIndex of [date, ID], but in doing so that "1970 bug" appears 
frame.set_index([frame.ID, frame.index])
                              Events  ID
ID                                      
1  2008-01-01 00:00:00+00:00       1   1
   1970-01-01 00:00:00+00:00       2   1
   1970-01-01 00:00:00+00:00       3   1
   1970-01-01 00:00:00+00:00       4   1
   1970-01-01 00:00:00+00:00       5   1
Versions
- Python 2.7.11
- Pandas 0.18.0
 
     
     
    