import pandas as pd
hp = pd.DataFrame(data=[['1-1-2020', 1, 'one'],
['2-1-2020', 2, 'two'],
['3-1-2020', 3, 'three']
],
columns=['date', 'hour', 'player'])
hp
hp['game_date_str'] = hp['date'] + ':' + hp['hour'].astype(str)
hp
hp['game_date'] = pd.to_datetime(hp['game_date_str'], format="%d-%m-%Y:%H")
hp
hp = hp.set_index(['game_date', 'player'])
hp