Efficient time series querying in Postgres

Question

I have a table in my PG db that looks somewhat like this:

id | widget_id | for_date | score |

Each referenced widget has a lot of these ite

Answer 1

SQL Fiddle

select
    widget_id,
    for_date,
    case
        when score is not null then score
        else first_value(score) over (partition by widget_id, c order by for_date)
        end score
from (
    select
        a.widget_id,
        a.for_date,
        s.score,
        count(score) over(partition by a.widget_id order by a.for_date) c
    from (
        select widget_id, g.d::date for_date
        from (
            select distinct widget_id
            from score
            ) s
            cross join
            generate_series(
                (select min(for_date) from score),
                (select max(for_date) from score),
                '1 day'
            ) g(d)
        ) a
        left join
        score s on a.widget_id = s.widget_id and a.for_date = s.for_date
) s
order by widget_id, for_date