BUG/TST: Calling shift on a DatetimeIndex of length 0 returns an Index in…
- [x] closes #9903 
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- ~~whatsnew entry~~

No what's new as the fixed timing is unclear.

:+1: 
 thanks @sinhrks 
