fix: add check for length in TSDataset.to_hierarchical_dataset, add t…

…est for it

etna/datasets/tsdataset.py

@@ -812,10 +812,18 @@ def to_hierarchical_dataset(
         -------
         :
             Dataframe in wide format and optionally hierarchical structure
+
+        Raises
+        ------
+        ValueError
+            If ``level_columns`` is empty
         """
+        if len(level_columns) == 0:
+            raise ValueError("Value of level_columns shouldn't be empty!")
+
         df_copy = df.copy(deep=True)
         df_copy["segment"] = df_copy[level_columns].astype("string").agg(sep.join, axis=1)
-        if not keep_level_columns and len(level_columns) > 0:
+        if not keep_level_columns:
             df_copy.drop(columns=level_columns, inplace=True)
         df_copy = TSDataset.to_dataset(df_copy)
 

tests/test_datasets/test_hierarchical_dataset.py

@@ -307,6 +307,12 @@ def test_level_names_without_hierarchical_structure(market_level_df):
     assert ts_level_names is None
 
 
+def test_to_hierarchical_dataset_fails_empty_level_columns(product_level_df_long):
+    df = product_level_df_long
+    with pytest.raises(ValueError, match="Value of level_columns shouldn't be empty"):
+        _ = TSDataset.to_hierarchical_dataset(df=df, level_columns=[])
+
+
 def test_to_hierarchical_dataset_not_change_input_df(product_level_df_long):
     df = product_level_df_long
     df_before = df.copy()