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POyet another date gap-fill SQL puzzle
 

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  1. POyet another date gap-fill SQL puzzle
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    <p>I'm using Vertica, which precludes me from using CROSS APPLY, unfortunately. And apparently there's no such thing as CTEs in Vertica.</p> <p>Here's what I've got:</p> <pre><code>t: day | id | metric | d_metric -----------+----+--------+---------- 2011-12-01 | 1 | 10 | 10 2011-12-03 | 1 | 12 | 2 2011-12-04 | 1 | 15 | 3 </code></pre> <p>Note that on the first day, the delta is equal to the metric value. I'd like to fill in the gaps, like this:</p> <pre><code>t_fill: day | id | metric | d_metric -----------+----+--------+---------- 2011-12-01 | 1 | 10 | 10 2011-12-02 | 1 | 10 | 0 -- a delta of 0 2011-12-03 | 1 | 12 | 2 2011-12-04 | 1 | 15 | 3 </code></pre> <p>I've thought of a way to do this day by day, but what I'd really like is a solution that works in one go.</p> <p>I think I could get something working with LAST_VALUE, but I can't come up with the right JOIN statements that will let me properly partition and order on each id's day-by-day history.</p> <p>edit: assume I have a table like this:</p> <pre><code>calendar: day ------------ 2011-01-01 2011-01-02 ... </code></pre> <p>that can be involved with joins. My intent would be to maintain the date range in <strong>calendar</strong> to match the date range in <strong>t</strong>.</p> <p>edit: A few more notes on what I'm looking for, just to be specific:</p> <p>In generating <strong>t_fill</strong>, I'd like to exactly cover the date range in <strong>t</strong>, as well as any dates that are missing in between. So a correct <strong>t_fill</strong> will start on the same date and end on the same date as <strong>t</strong>. <strong>t_fill</strong> has two properties:</p> <p>1) once an id appears on some date, it will always have a row for each later date. This is the gap-filling implied in the original question.</p> <p>2) Should no row for an id ever appear again after some date, the <strong>t_fill</strong> solution should merrily generate rows with the same metric value (and 0 delta) from the date of that last data point up to the end date of <strong>t</strong>.</p> <p>A solution might backfill earlier dates up to the start of the date range in <strong>t</strong>. That is, for any id that appears after the first date in <strong>t</strong>, rows between the first date in <strong>t</strong> and the first date for the id will be filled with metric=0 and d_metric=0. I don't prefer this kind of solution, since it has a higher growth factor for each id that enters the system. But I could easily deal with it by selecting into a new table only rows where metric!=0 and d_metric!=0.</p>
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    1. USDouglas B. Staple
    1. USkimbo305
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      1. POyet another date gap-fill SQL puzzle
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    1. COI know nothing about Vertica, but, as they say on [their site](http://www.vertica.com/the-analytics-platform/advanced-in-database-analytics/), *‘Some of the Vertica Advanced Analytics features include: Native gap filling, …’*. So, if I were you, I should probably have started investigating in that direction.
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      1. POyet another date gap-fill SQL puzzle
      1. USAndriy M
    2. COWe have tried their GFI feature in the past, but it has a very specific bent that doesn't suit our needs here.
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    3. COWhat specifically doesn't meet your needs? It seems that gap-filling with constant interpolation would be the way to go.
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      1. USgeoffrobinson
 

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