Safari auto deletes web history

I just woke up and open Safari, and I didn't see my Frequently Visited area. I thought it was weird but continue with my day.

Then I see that my entire history is gone, and I didn't do it.

Now, every time I quit de app and relaunch it again my history is empty.

I already check for malware, although is hard to think that's the cause as yesterday I visit the usual pages on my computer.

Any one else has had this problem?