SQL to automatically generate missing dates and price from immediately previous date for missing date in table

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你的背包 2021-01-06 10:46

I have a table MKT which contains following fields value_date,stk_exch,security,mkt_price,source,currency,name of say 500 securities for each day (excluding Sat

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  • 2021-01-06 11:35

    I've used your_table as one table with outerjoin, as used last_value to insert previous data, have a look at this :)

    SELECT last_value(m.data ignore nulls) over (order by n.mydate) data,
         n.mydate
    FROM
         (SELECT DATA, mydate FROM your_table
         ) m,
         (SELECT TRUNC(SYSDATE, 'MM')-1+LEVEL mydate FROM dual CONNECT BY LEVEL <= 30
         )n
    WHERE m.mydate(+) = n.mydate
    ORDER BY n.mydate;
    

    fiddle here

    You could use lag() function also , but it won't fill data if date gap is more than one., it only fills immediate previous data,

    nvl(m.data, lag(m.data)over(order by n.mydate))
    

    -editing-

    for your data:

    SELECT n.mydate VALUE_DATE,
         last_value(m.STK_EXCH IGNORE NULLS) OVER (ORDER BY n.mydate) STK_EXCH,
         last_value(m.SECURITY IGNORE NULLS) OVER (ORDER BY n.mydate) SECURITY,
         last_value(m.mkt_price IGNORE NULLS) OVER (ORDER BY n.mydate) MKT_PRICE
    FROM
         (SELECT VALUE_DATE, STK_EXCH, SECURITY, MKT_PRICE FROM MKT
         ) m,
         (SELECT TRUNC(SYSDATE, 'MM')-1+LEVEL mydate FROM dual CONNECT BY LEVEL <= 30
         )n
    WHERE TRUNC(m.VALUE_DATE(+)) = TRUNC(n.mydate)
    ORDER BY n.mydate;
    

    or little more specific: use below:

    SELECT full_date,
         NVL(stk_exch,last_value(stk_exch IGNORE NULLS)OVER(ORDER BY full_date))stk_exch,
         NVL(security,last_value(security IGNORE NULLS)OVER(ORDER BY full_date))security,
         NVL(mkt_price,last_value(mkt_price IGNORE NULLS)OVER(ORDER BY full_date))mkt_price
    FROM
         (SELECT TRUNC(m.vd,'MM')-1+LEVEL FULL_DATE
         FROM
              (SELECT MIN(VALUE_DATE) vd FROM mkt
              WHERE TO_CHAR( value_date, 'MM/YYYY') = TO_CHAR(sysdate-12,'MM/YYYY') -- this line may vary to your requirement
              ) m
         CONNECT BY LEVEL <= TO_CHAR(LAST_DAY(M.VD), 'DD')
         )first_q,
         ( SELECT value_date, stk_exch, SECURITY, mkt_price FROM mkt
         )r
    WHERE first_q.full_date = TRUNC(r.value_date(+))
    ORDER BY full_date;
    

    see fiddle here

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