你可以使用
Index.where:
df1.index = df1.index.where(~df1.index.duplicated(), df1.index + '_dp')
print (df1)
2010-01-01 2010-01-02 2010-01-03 2010-01-04 2010-01-05 2010-01-06
A -1.163883 0.593760 2.323342 -0.928527 0.058336 -0.209101
A_dp -0.593566 -0.894161 -0.789849 1.452725 0.821477 -0.738937
E -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
F 1.707686 0.323213 0.048503 1.168898 0.002662 -1.988825
D 0.403028 -0.879873 -1.809991 -1.817214 -0.012758 0.283450
E_dp -0.224405 -1.803301 0.582946 0.338941 0.798908 0.714560
如果需要删除重复索引到唯一:
print (df1)
2010-01-01 2010-01-02 2010-01-03 2010-01-04 2010-01-05 2010-01-06
A -1.163883 0.593760 2.323342 -0.928527 0.058336 -0.209101
A -0.593566 -0.894161 -0.789849 1.452725 0.821477 -0.738937
E -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
E -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
E -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
F 1.707686 0.323213 0.048503 1.168898 0.002662 -1.988825
D 0.403028 -0.879873 -1.809991 -1.817214 -0.012758 0.283450
E -0.224405 -1.803301 0.582946 0.338941 0.798908 0.714560
df1.index = df1.index + df1.groupby(level=0).cumcount().astype(str).replace('0','')
print (df1)
2010-01-01 2010-01-02 2010-01-03 2010-01-04 2010-01-05 2010-01-06
A -1.163883 0.593760 2.323342 -0.928527 0.058336 -0.209101
A1 -0.593566 -0.894161 -0.789849 1.452725 0.821477 -0.738937
E -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
E1 -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
E2 -0.670305 -1.788403 0.134790 -0.270894 0.672948 1.149089
F 1.707686 0.323213 0.048503 1.168898 0.002662 -1.988825
D 0.403028 -0.879873 -1.809991 -1.817214 -0.012758 0.283450
E3 -0.224405 -1.803301 0.582946 0.338941 0.798908 0.714560