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Added whatsnew note for new check_order param
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doc/source/whatsnew/v1.2.0.rst

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@@ -223,6 +223,7 @@ Other enhancements
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- :class:`DataFrame` now supports ``divmod`` operation (:issue:`37165`)
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- :meth:`DataFrame.to_parquet` now returns a ``bytes`` object when no ``path`` argument is passed (:issue:`37105`)
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- :class:`Rolling` now supports the ``closed`` argument for fixed windows (:issue:`34315`)
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- :meth:`testing.assert_index_equal` now has a ``check_order`` parameter that allows indexes to be checked in an order-insensitive manner (:issue:`37478`)
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.. _whatsnew_120.api_breaking.python:
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