Preserve index

Author: yuanx749

pandas/core/frame.py

@@ -2234,7 +2234,7 @@ def maybe_reorder(
 
         if is_iterator(data):
             if nrows == 0:
-                return cls(columns=columns)
+                return cls(index=index, columns=columns)
 
             try:
                 first_row = next(data)

pandas/tests/frame/constructors/test_from_records.py

@@ -496,6 +496,8 @@ def test_from_records_structured_array(self):
     def test_from_records_empty_iterator_with_preserve_columns(self):
         # GH#61140
         rows = []
-        result = DataFrame.from_records(iter(rows), columns=["col_1", "Col_2"], nrows=0)
-        expected = DataFrame([], columns=["col_1", "Col_2"])
+        result = DataFrame.from_records(
+            iter(rows), index=[0, 1], columns=["col_1", "Col_2"], nrows=0
+        )
+        expected = DataFrame([], index=[0, 1], columns=["col_1", "Col_2"])
         tm.assert_frame_equal(result, expected)