re- Minor optimization.

oups/store/utils.py

@@ -103,10 +103,9 @@ def conform_cmidx(df: DataFrame):
     """
     # If a name is 'None', set it to '' instead.
     cmidx = df.columns
-    level_updated_idx = []
     if None in cmidx.names:
         level_updated_idx = [i for i, name in enumerate(cmidx.names) if name is None]
-    cmidx.set_names([""] * len(level_updated_idx), level=level_updated_idx, inplace=True)
+        cmidx.set_names([""] * len(level_updated_idx), level=level_updated_idx, inplace=True)
     # If an item of the column name is not a string, turn it into a string.
     # Using 'set_levels()' instead of rconstructing a MultiIndex to preserve
     # index names directly.