Fix frame_or_series.asfreq() dropping rows on unordered indices (#40384)

Author: nmay231

doc/source/whatsnew/v1.3.0.rst

@@ -631,6 +631,7 @@ Groupby/resample/rolling
 - Bug in :class:`core.window.ewm.ExponentialMovingWindow` when calling ``__getitem__`` would incorrectly raise a ``ValueError`` when providing ``times`` (:issue:`40164`)
 - Bug in :class:`core.window.ewm.ExponentialMovingWindow` when calling ``__getitem__`` would not retain ``com``, ``span``, ``alpha`` or ``halflife`` attributes  (:issue:`40164`)
 - :class:`core.window.ewm.ExponentialMovingWindow` now raises a ``NotImplementedError`` when specifying ``times`` with ``adjust=False`` due to an incorrect calculation (:issue:`40098`)
+- Bug in :meth:`Series.asfreq` and :meth:`DataFrame.asfreq` dropping rows when the index is not sorted (:issue:`39805`)
 
 Reshaping
 ^^^^^^^^^

pandas/core/resample.py

@@ -1986,7 +1986,7 @@ def asfreq(obj, freq, method=None, how=None, normalize=False, fill_value=None):
 
         new_obj.index = _asfreq_compat(obj.index, freq)
     else:
-        dti = date_range(obj.index[0], obj.index[-1], freq=freq)
+        dti = date_range(obj.index.min(), obj.index.max(), freq=freq)
         dti.name = obj.index.name
         new_obj = obj.reindex(dti, method=method, fill_value=fill_value)
         if normalize:

pandas/tests/frame/methods/test_asfreq.py

@@ -91,3 +91,15 @@ def test_asfreq_with_date_object_index(self, frame_or_series):
         result = ts2.asfreq("4H", method="ffill")
         expected = ts.asfreq("4H", method="ffill")
         tm.assert_equal(result, expected)
+
+    def test_asfreq_with_unsorted_index(self, frame_or_series):
+        # GH#39805
+        # Test that rows are not dropped when the datetime index is out of order
+        index = to_datetime(["2021-01-04", "2021-01-02", "2021-01-03", "2021-01-01"])
+        result = frame_or_series(range(4), index=index)
+
+        expected = result.reindex(sorted(index))
+        expected.index = expected.index._with_freq("infer")
+
+        result = result.asfreq("D")
+        tm.assert_equal(result, expected)