TST: Adds CategoricalIndex DataFrame from_records test (GH32805) (#35055)

* TST: Adds CategoricalIndex DataFrame from_records test (GH32805)

* TST: Reformats CategoricalIndex DataFrame from_records test

* TST: Removes comma from CategoricalIndex DataFrame from_records test

* TST: Isorts tests/frame/test_constructor.py imports

Author: jgulian

pandas/tests/frame/test_constructors.py

@@ -19,6 +19,7 @@
 import pandas as pd
 from pandas import (
     Categorical,
+    CategoricalIndex,
     DataFrame,
     Index,
     Interval,
@@ -2509,6 +2510,18 @@ def test_from_records_series_list_dict(self):
         result = DataFrame.from_records(data)
         tm.assert_frame_equal(result, expected)
 
+    def test_from_records_series_categorical_index(self):
+        # GH 32805
+        index = CategoricalIndex(
+            [pd.Interval(-20, -10), pd.Interval(-10, 0), pd.Interval(0, 10)]
+        )
+        series_of_dicts = pd.Series([{"a": 1}, {"a": 2}, {"b": 3}], index=index)
+        frame = pd.DataFrame.from_records(series_of_dicts, index=index)
+        expected = DataFrame(
+            {"a": [1, 2, np.NaN], "b": [np.NaN, np.NaN, 3]}, index=index
+        )
+        tm.assert_frame_equal(frame, expected)
+
     def test_frame_from_records_utc(self):
         rec = {"datum": 1.5, "begin_time": datetime(2006, 4, 27, tzinfo=pytz.utc)}