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

The data:

DROP SCHEMA tmp CASCADE;
CREATE SCHEMA tmp ;
SET search_path=tmp;

CREATE TABLE widget
        ( widget_id INTEGER NOT NULL
        , for_date DATE NOT NULL
        , score INTEGER
         , PRIMARY KEY (widget_id,for_date)
        );
INSERT INTO widget(widget_id , for_date , score) VALUES
 (1312, '2012-05-07', 20)
, (1337, '2012-05-07', 12)
, (1337, '2012-05-08', 41)
, (1337, '2012-05-11', 500)
        ;

The query:

SELECT w.widget_id AS widget_id
        , cal::date AS for_date
        -- , w.for_date AS org_date
        , w.score AS score
FROM generate_series( '2012-05-07'::timestamp , '2012-05-11'::timestamp
                 , '1day'::interval) AS cal
        -- "half cartesian" Join;
        -- will be restricted by the NOT EXISTS() below
LEFT JOIN widget w ON w.for_date <= cal
WHERE NOT EXISTS (
        SELECT * FROM widget nx
        WHERE nx.widget_id = w.widget_id
        AND nx.for_date <= cal
        AND nx.for_date > w.for_date
        )
ORDER BY cal, w.widget_id
        ;

The result:

 widget_id |  for_date  | score 
-----------+------------+-------
      1312 | 2012-05-07 |    20
      1337 | 2012-05-07 |    12
      1312 | 2012-05-08 |    20
      1337 | 2012-05-08 |    41
      1312 | 2012-05-09 |    20
      1337 | 2012-05-09 |    41
      1312 | 2012-05-10 |    20
      1337 | 2012-05-10 |    41
      1312 | 2012-05-11 |    20
      1337 | 2012-05-11 |   500
(10 rows)