Doing a groupby and rolling window on a Pandas Dataframe with a multilevel index leads to a duplicated index entry

It is bug.

But version with apply works nice, this alternative is here (only d1 was moved to apply):

df = df.groupby(level='id').d1.apply(lambda x: x.rolling(window=2).sum())
print(df)
id  date
1   1        NaN
    2       40.0
    3       80.0
2   1        NaN
    2       42.0
    3       82.0
Name: d1, dtype: float64