BUG: Preserve column names in DataFrame.from_records when nrows=0

pandas/core/frame.py

@@ -2231,7 +2231,7 @@ def maybe_reorder(
 
         if is_iterator(data):
             if nrows == 0:
-                return cls()
+                return cls(columns=columns)
 
             try:
                 first_row = next(data)

pandas/core/frame_test_constructors.py

@@ -0,0 +1,7 @@
+import pandas as pd
+def test_empty_df_preserve_col():
+    rows = []
+    df = pd.DataFrame.from_records(iter(rows), columns=['col_1', 'Col_2'], nrows=0)
+    assert list(df.columns)==['col_1', 'Col_2']
+    assert len(df) == 0
+