Re: window function to sort times series data?

On Wed, Mar 24, 2010 at 03:29:36PM +0100, A. Kretschmer wrote:
> 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?

Yes, that works, but I forgot in my specs (!) that I'd like the two
prices (pre and post 2010-03-10) to be returned on the same row and only
if a post-2010-03-10 price exists.

Thanks,