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

@@ -598,6 +598,10 @@ Bug Fixes
 
 
 - Bug in the display of ``.info()`` where a qualifier (+) would always be displayed with a ``MultiIndex`` that contains only non-strings (:issue:`15245`)
+
+- 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

@@ -398,6 +398,14 @@ def test_asfreq_fillvalue(self):
         actual_series = ts.asfreq(freq='1S', fill_value=9.0)
         assert_series_equal(expected_series, actual_series)
 
+    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

@@ -1388,7 +1388,10 @@ def asfreq(obj, freq, method=None, how=None, normalize=False, fill_value=None):
         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, fill_value=fill_value)