BUG: Set frequency for empty Series

Add test to verify frequency for empty series
Update 0.19.1 whatsnew doc

Fix linting; exceeded number of characters on one line

Improve tests, add assertion for PeriodIndex as well

Refactor tests and move to correct file

Move changelog entry from 0.19.1 to 0.20.0

Author: sahildua2305

doc/source/whatsnew/v0.20.0.txt

@@ -300,6 +300,7 @@ Bug Fixes
 - Bug in ``pd.read_csv()`` in which the ``dialect`` parameter was not being verified before processing (:issue:`14898`)
 
 - Bug in ``DataFrame.loc`` with indexing a ``MultiIndex`` with a ``Series`` indexer (:issue:`14730`)
+- Bug in ``asfreq``, where frequency wasn't set for empty Series (:issue:`14320`)
 
 - Bug in ``pd.read_msgpack()`` in which ``Series`` categoricals were being improperly processed (:issue:`14901`)
 - Bug in ``Series.ffill()`` with mixed dtypes containing tz-aware datetimes. (:issue:`14956`)

pandas/tests/frame/test_timeseries.py

@@ -323,6 +323,14 @@ def test_asfreq_datetimeindex(self):
         ts = df['A'].asfreq('B')
         tm.assertIsInstance(ts.index, DatetimeIndex)
 
+    def test_asfreq_datetimeindex_empty_series(self):
+        # GH 14340
+        expected = Series(index=pd.DatetimeIndex(
+            ["2016-09-29 11:00"])).asfreq('H')
+        result = Series(index=pd.DatetimeIndex(["2016-09-29 11:00"]),
+                        data=[3]).asfreq('H')
+        self.assert_index_equal(expected.index, result.index)
+
     def test_first_last_valid(self):
         N = len(self.frame.index)
         mat = randn(N)

pandas/tseries/resample.py

@@ -1363,7 +1363,10 @@ def asfreq(obj, freq, method=None, how=None, normalize=False):
         return new_obj
     else:
         if len(obj.index) == 0:
-            return obj.copy()
+            new_index = obj.index._shallow_copy(freq=to_offset(freq))
+            new_obj = obj.copy()
+            new_obj.index = new_index
+            return new_obj
         dti = date_range(obj.index[0], obj.index[-1], freq=freq)
         dti.name = obj.index.name
         rs = obj.reindex(dti, method=method)

pandas/tseries/tests/test_period.py

@@ -1596,6 +1596,14 @@ def test_asfreq_mult(self):
             self.assertEqual(result.ordinal, expected.ordinal)
             self.assertEqual(result.freq, expected.freq)
 
+    def test_asfreq_period_empty_series(self):
+        # GH 14340
+        expected = Series(index=pd.PeriodIndex(['2011-1', '2011-2', '2011-3'],
+                          freq='M')).asfreq('M')
+        result = Series(index=pd.PeriodIndex(['2011-1', '2011-2', '2011-3'],
+                        freq='M'), data=[3]).asfreq('M')
+        self.assert_index_equal(expected.index, result.index)
+
     def test_asfreq_combined(self):
         # normal freq to combined freq
         p = Period('2007', freq='H')