How to set the columns in pandas

You can do:

df = df.stack().sort_index(level=1).reset_index(level = 1, drop=True).to_frame('items')

It is interesting that this method got overlooked even though it is the fastest:

import time
start = time.time()
df.stack().sort_index(level=1).reset_index(level = 1, drop=True).to_frame('items')
end = time.time()
print("time taken {}".format(end-start))

yields: time taken 0.006181955337524414

while this:

start = time.time()
df.reset_index().melt(id_vars='days').drop('variable',1)
end = time.time()
print("time taken {}".format(end-start))

yields: time taken 0.010072708129882812

Any my output format matches OP's requested exactly.

Create it with numpy by reshaping the data.

import pandas as pd
import numpy as np

pd.DataFrame(df.to_numpy().flatten('F'), 
             index=np.tile(df.index, df.shape[1]), 
             columns=['items'])

Output:

            items
Saturday   2540.0
Sunday     1313.0
Monday     1360.0
Tuesday    1089.0
Wednesday  1329.0
Thursday    798.0
Saturday   2441.0
...
Sunday     1798.0
Monday     1752.0
Tuesday    1457.0
Wednesday   874.0
Thursday   1269.0

df.reset_index().melt(id_vars='index').drop('variable',1)

Output:

       index   value
0    Saturday  2540.0
1      Sunday  1313.0
2      Monday  1360.0
3     Tuesday  1089.0
4   Wednesday  1329.0
5    Thursday   798.0
6    Saturday  2441.0
7      Sunday  1891.0
8      Monday  1558.0
9     Tuesday  2105.0
10  Wednesday  1658.0
11   Thursday  1195.0
12   Saturday  3832.0
13     Sunday  2968.0
14     Monday  2967.0
15    Tuesday  2476.0
16  Wednesday  2073.0
17   Thursday  2183.0
18   Saturday  4093.0
19     Sunday  2260.0
20     Monday  2156.0
21    Tuesday  1577.0
22  Wednesday  2403.0
23   Thursday  1287.0
24   Saturday  1455.0
25     Sunday  1454.0
26     Monday  1564.0
27    Tuesday  1744.0
28  Wednesday  1231.0
29   Thursday  1460.0
30   Saturday  2552.0
31     Sunday  1798.0
32     Monday  1752.0
33    Tuesday  1457.0
34  Wednesday   874.0
35   Thursday  1269.0

Note: just noted a commented suggesting to do the same thing, I will delete my post if requested :)