Date: Wed, 24 Mar 2010 15:29:36 +0100
From: "A. Kretschmer" <andreas.kretschmer@schollglas.com>
To: pgsql-sql@postgresql.org
Subject: Re: window function to sort times series data?
Message-ID: <20100324142936.GB15442@a-kretschmer.de>
References: <20100324140832.GA5864@apartia.fr>
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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
-- 
Andreas Kretschmer
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