Add unit test and whatsnew.

Author: makmanalp

doc/source/whatsnew/v0.20.2.txt

@@ -70,6 +70,7 @@ I/O
 - Bug that raised IndexError HTML-rendering an empty DataFrame (:issue:`15953`)
 - Bug in ``pd.read_csv()`` in which tarfile object inputs were raising an error in Python 2.x for the C engine (:issue:`16530`)
 - Bug where ``DataFrame.to_html()`` ignored the ``index_names`` parameter (:issue:`16493`)
+- Bug where ``pd.read_hdf()`` returns numpy strings for index names (:issue:`13492`)
 
 - Bug in ``HDFStore.select_as_multiple()`` where start/stop arguments were not respected (:issue:`16209`)
 

pandas/tests/io/test_pytables.py

@@ -2920,6 +2920,33 @@ def test_store_index_name_with_tz(self):
             recons = store['frame']
             tm.assert_frame_equal(recons, df)
 
+    def test_store_index_name_numpy_str(self):
+        # GH #13492
+        idx = pd.Index(pd.to_datetime([datetime.date(2000, 1, 1),
+                                       datetime.date(2000, 1, 2)]),
+                       name='cols')
+        idx1 = pd.Index(pd.to_datetime([datetime.date(2010, 1, 1),
+                                        datetime.date(2010, 1, 2)]),
+                        name='rows')
+        df = pd.DataFrame(np.arange(4).reshape(2, 2), columns=idx, index=idx1)
+
+        # This used to fail, returning numpy strings instead of python strings.
+        with ensure_clean_path(self.path) as path:
+            df.to_hdf(path, 'df', format='fixed')
+            df2 = read_hdf(path, 'df')
+            assert_frame_equal(df, df2)
+
+            assert type(df2.index.name) == str
+            assert type(df2.columns.name) == str
+
+        with ensure_clean_path(self.path) as path:
+            df.to_hdf(path, 'df', format='table')
+            df2 = read_hdf(path, 'df')
+            assert_frame_equal(df, df2)
+
+            assert type(df2.index.name) == str
+            assert type(df2.columns.name) == str
+
     def test_store_series_name(self):
         df = tm.makeDataFrame()
         series = df['A']