如何将多索引列的pandas数据框导出到Excel中，一级列名未合并，另一级列名合并？

pip install pandas

import pandas as pd

data = {'Index1': [1, 1, 2, 2],
        'Index2': ['A', 'B', 'A', 'B'],
        'Column1': [10, 20, 30, 40],
        'Column2': [100, 200, 300, 400]}
df = pd.DataFrame(data)
df = df.set_index(['Index1', 'Index2'])

df.to_excel('output.xlsx')

writer = pd.ExcelWriter('output.xlsx', engine='xlsxwriter')

workbook = writer.book
header_format = workbook.add_format({'bold': True, 'align': 'center'})
merge_format = workbook.add_format({'bold': True, 'align': 'center', 'valign': 'vcenter'})

df.to_excel(writer, sheet_name='Sheet1', startcol=0, startrow=1)

worksheet = writer.sheets['Sheet1']
worksheet.merge_range(0, 0, 0, 1, 'First Level', merge_format)

writer.save()