Re: window function to sort times series data?

From: "A(dot) Kretschmer" <andreas(dot)kretschmer(at)schollglas(dot)com>
To: pgsql-sql(at)postgresql(dot)org
Subject: Re: window function to sort times series data?
Date: 2010-03-24 14:29:36
Message-ID: 20100324142936.GB15442@a-kretschmer.de
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In response to Louis-David Mitterrand :
> Hi,
>
> I have time series data: price(id_price int, price int, created_on timestamp)
>
> I'd like to select the latest price before, say, 2010-03-10 and the
> latest price after that date.

test=*# select * from price ;
id_price | price | created_on
----------+-------+---------------------
1 | 10 | 2010-01-01 00:00:00
1 | 12 | 2010-02-01 00:00:00
1 | 8 | 2010-03-01 00:00:00
1 | 15 | 2010-03-10 00:00:00
1 | 13 | 2010-03-20 00:00:00
(5 rows)

test=*# select * from (
select distinct on(id_price) id_price, price, created_on from price where created_on < '2010-02-20'::date order by id_price, created_on desc
) foo union all select * from (
select distinct on(id_price) id_price, price, created_on from price where created_on > '2010-02-20'::date order by id_price, created_on asc
) bar order by id_price,created_on ;
id_price | price | created_on
----------+-------+---------------------
1 | 12 | 2010-02-01 00:00:00
1 | 8 | 2010-03-01 00:00:00
(2 rows)

That's okay for you?

Andreas
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Andreas Kretschmer
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