Find nearest date to start and end of the month

Question

Table contains daily snapshots of specific parameter, but data can be missing for some days. Task is to calculate amount per month, for this sake we need values on start/end of the month, if data is missing, we need pairs of nearest dates ie:

[Time]                  Value
2015-04-28 00:00:00.000 76127
2015-05-03 00:00:00.000 76879
2015-05-22 00:00:00.000 79314
2015-06-07 00:00:00.000 81443

Currently i use following code:

select 
  * 
from(
  select 
    [Time],
    Value,
    ROW_NUMBER() over (partition by CASE WHEN [Time] < '2015-05-01' THEN 1 ELSE 0 END order by abs(DATEDIFF(DAY, '2015-05-01', [Time]))) as rn2,
    ROW_NUMBER() over (partition by CASE WHEN [Time] > '2015-05-01' THEN 1 ELSE 0 END order by abs(DATEDIFF(DAY, [Time], '2015-05-01'))) as rn3,
    ROW_NUMBER() over (partition by CASE WHEN [Time] < '2015-05-31' THEN 1 ELSE 0 END order by abs(DATEDIFF(DAY, '2015-05-31', [Time]))) as rn4,
    ROW_NUMBER() over (partition by CASE WHEN [Time] > '2015-05-31' THEN 1 ELSE 0 END order by abs(DATEDIFF(DAY, [Time], '2015-05-31'))) as rn5,
    DATEDIFF(DAY, '2015-05-01', [Time]) as doff,
    DATEDIFF(DAY, '2015-05-31', [Time]) as doff2
  from 
    ValueTable
  where 
    [Time] between '2015-04-01' and '2015-06-30'
) r
where
  doff = 0 or doff2 = 0 or (doff != 0 and rn2 = 1 and rn3 = 1) or (doff2 != 0 and rn4 = 1 and rn5 = 1)

Is there any more efficient way to do it?

Answer 1

The following code is going to look more complicated because it is longer. However, it should be very fast, because it can make very good use of an index on ValueTable([Time]) .

The idea is to look for exact matches. If there are no exact matches, then find the first and last records before and after the dates. This requires union all on six subqueries, but each should make optimal use of an index:

with exact_first as (
      select t.*
      from ValueTable t
      where [Time] = '2015-05-01'
     ),
     exact_last as (
      select t.*
      from ValueTable t
      where [Time] = '2015-05-01'
     )
(select ef.*
 from exact_first ef
) union all
(select top 1 t.*
 from ValueTable t
 where [Time] < '2015-05-01' and
       not exists (select 1 from exact_first ef2)
 order by [Time]
) union all
(select top 1 t.*
 from ValueTable t
 where [Time] > '2015-05-01' and
       not exists (select 1 from exact_first ef2)
 order by [Time] desc
) union all
(select el.*
 from exact_last el
) union all
(select top 1 t.*
 from ValueTable t
 where [Time] < '2015-05-31' and
       not exists (select 1 from exact_last ef2)
 order by [Time]
) union all
(select top 1 t.*
 from ValueTable t
 where [Time] > '2015-05-31' and
       not exists (select 1 from exact_last ef2)
 order by [Time] desc;
)