PostgreSQL:使用先前的值填充时间查询中的NULL值 [英] PostgreSQL: fill NULL values in timeserie query with previous value
问题描述
我有一个数据库,其中包含与时间相关的信息。我想要一个包含每分钟值的列表。像这样:
I have a database with time related information. I want a list with values for every minute. Like this:
12:00:00 3
12:01:00 4
12:02:00 5
12:03:00 5
12:04:00 5
12:05:00 3
但是当几分钟没有数据时,我得到这样的结果:
But when there is no data for some minutes I got a result like this:
12:00:00 3
12:01:00 4
12:02:00 5
12:03:00 NULL
12:04:00 NULL
12:05:00 3
我想用先前的NOT NULL值填充NULL值
I want to fill the NULL value with the previous NOT NULL value.
此查询每分钟创建一个时钟。然后将其连接到我数据库中的数据。
This query creates a timeserie for every minute. Then it joins this to the data in my database.
我阅读了一些有关窗口函数的知识,以使用先前的NOT NULL值填充NULL值,但是我不知道如何在此查询中实现该功能。有人可以将我推向正确的方向吗?
I read something about window functions to fill the NULL value with the previous NOT NULL value, but I can't figure out how to implement this in this query. Can someone push me in the good direction?
我尝试了此解决方案,但NULL值仍然存在:
PostgreSQL如果丢失则使用前一行的值
I tried this solution, but the NULL values are still there: PostgreSQL use value from previous row if missing
这是我的查询:
SELECT
date,
close
FROM generate_series(
'2017-11-01 09:00'::timestamp,
'2017-11-01 23:59'::timestamp,
'1 minute') AS date
LEFT OUTER JOIN
(SELECT
date_trunc('minute', market_summary."timestamp") as day,
LAST(current, timestamp) AS close
FROM market_summary
WHERE created_at >= '2017-11-01 09:00'
AND created_at < '2017-11-01 23:59'
GROUP BY day
) results
ON (date = results.day)
ORDER BY date
推荐答案
我发现以下方法更容易:
创建给定的数据样本:
WITH example (date,close) AS
(VALUES
('12:00:00',3),
('12:00:01',4),
('12:00:02',5),
('12:00:03',NULL),
('12:00:04',NULL),
('12:00:05',3)
)
SELECT * INTO temporary table market_summary FROM example;
查询以以前的填充值填充NULL值
Query to fill NULL values with the previous filled value
select
date,
close,
first_value(close) over (partition by grp_close) as corrected_close
from (
select date, close,
sum(case when close is not null then 1 end) over (order by date) as grp_close
from market_summary
) t
返回
date | close | corrected_close
-----------------------------------
12:00:00 | 3 | 3
12:01:00 | 4 | 4
12:02:00 | 5 | 5
12:03:00 | NULL | 5
12:04:00 | NULL | 5
12:05:00 | 3 | 3
- 关闭:现有价值
- corrected_close:校正后的值
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