Pandas pivot_table fails on exception, when margins=True

Sample code

import pandas as pd
from pandas.api.types import CategoricalDtype
import numpy as np

# Load data
df = pd.read_excel('http://pbpython.com/extras/sales-funnel.xlsx')
# Make categories
df["Status"] = pd.Categorical(df["Status"], categories=["won","pending","presented","declined"], ordered=False)

# Create pivot table - WORKS FINE
pd.pivot_table(df, index=['Manager', 'Status'], 
               values=['Quantity', 'Price'], 
               aggfunc={'Quantity': len, 'Price': [np.sum, np.mean]}, 
               fill_value=0, 
               margins=False)

# Here we make the only change: set parameter margins=True

# Create pivot table - FAILS on KeyError: 'Level None not found'
pd.pivot_table(df, index=['Manager', 'Status'], 
               values=['Quantity', 'Price'], 
               aggfunc={'Quantity': len, 'Price': [np.sum, np.mean]}, 
               fill_value=0, 
               margins=True)

Problem description

Pivot table fails on exception, when margins are set True on previous example.

Thrown exception is: KeyError: 'Level None not found'

Expected Output

pivot_table with margins=True should work correctly OR report intuitive error OR documentation should be clearly updated to avoid such a problem

Output of `pd.show_versions()`

INSTALLED VERSIONS ------------------ commit: None python: 3.6.3.final.0 python-bits: 64 OS: Windows OS-release: 10 machine: AMD64 processor: Intel64 Family 6 Model 94 Stepping 3, GenuineIntel byteorder: little LC_ALL: None LANG: None LOCALE: None.None pandas: 0.21.0 pytest: 3.3.0 pip: 9.0.1 setuptools: 36.5.0.post20170921 Cython: 0.27.3 numpy: 1.13.3 scipy: 1.0.0 pyarrow: None xarray: None IPython: 6.2.1 sphinx: 1.6.3 patsy: 0.4.1 dateutil: 2.6.1 pytz: 2017.3 blosc: None bottleneck: 1.2.1 tables: 3.4.2 numexpr: 2.6.4 feather: None matplotlib: 2.1.0 openpyxl: 2.4.9 xlrd: 1.1.0 xlwt: 1.3.0 xlsxwriter: 1.0.2 lxml: 4.1.1 bs4: 4.6.0 html5lib: 0.999999999 sqlalchemy: 1.1.13 pymysql: None psycopg2: None jinja2: 2.10 s3fs: None fastparquet: None pandas_gbq: None pandas_datareader: None

Comment From: jreback

can i show a copy pastable example iow start with a code constructed frame