You can't count something that is not in the database. So you need to generate the missing dates in order to be able to "count" them.
SELECT d.dt, count(oi.id_order_item)
FROM (
select dt::date
from generate_series(
(select min(created_at) from order_item),
(select max(created_at) from order_item), interval '1' day) as x (dt)
) d
left join order_item oi on oi.created_at = d.dt
group by d.dt
order by d.dt;
The query gets the minimum and maximum date form the existing order items.
If you want the count for a specific date range you can remove the sub-selects:
SELECT d.dt, count(oi.id_order_item)
FROM (
select dt::date
from generate_series(date '2016-05-01', date '2016-05-31', interval '1' day) as x (dt)
) d
left join order_item oi on oi.created_at = d.dt
group by d.dt
order by d.dt;
SQLFiddle: http://sqlfiddle.com/#!15/49024/5
LEFT JOINagainst the query you posted. It would be faster than any solution that involves creating those dates in runtime.