Dicing entities by date in entity framework

Question

I have a simple entity

public class MyEntity
{
    public DateTime Date { get; set; }

    public string Code { get; set; }

    public decimal Value { get; set; }
}

I store it with EF to a SQL database and all is fine. A sample of the data is shown here. A certain Code can have data for a given date but not for other dates.

| Date       |  Code  | Value  |
+------------+--------+--------+
| 2016-10-01 |   AA   | .5     |
| 2016-10-02 |   AA   | .6     |
| 2016-10-03 |   AA   | .7     |
| 2016-09-30 |   BB   | .51    |
| 2016-10-02 |   BB   | .64    |
| 2016-10-04 |   BB   | .75    |
| 2016-09-30 |   CC   | .51    |

Now I am wondering, what is the best way to retrieve the data so that I can have a result that include all dates in a given range? So that it looks like this:

| 2016-10-02 |   AA   | .6     |
| 2016-10-03 |   AA   | .7     |
| 2016-10-04 |   AA   | .7     | <<-- this is same as day before
| 2016-10-02 |   BB   | .64    |
| 2016-10-03 |   BB   | .64    | <<-- this is same as day before 
| 2016-10-04 |   BB   | .75    |
| 2016-10-02 |   CC   | .51    | <<-- this is latest available value
| 2016-10-03 |   CC   | .51    |
| 2016-10-04 |   CC   | .51    |

Basically the rule is that if for a day there is missing data, then I take the first day before that date.

The query requests data in a given date range and let's assume there is always at least an entity for a previous date in the database so whatever the query, I can always have a value for a latest available value.

I can get this information by means of several LINQ queries and some code but i wonder if there is a good approach I can take or even a SQL syntax that can help?

So far I am looping the dates in my range using the following query and method

public void CreateReportForDates()
{
   var dates = new [] { DateTime.Today, DateTime.Today.AddDay(-1) } ;
   var values = this.GetDataByDateRange(dates);

   .... do something with these values ....

}

public ICollection<MyEntity> GetDataByDate(EntityContext dbContext, DateTime date)
{
    var queryInDay = from element in dbContext.MyEntities
                     where element.Date <= date
                     group element by element.Code
                     into groupedElements
                     select groupedElements.OrderBy(x => x.Date).First();

    return queryInDay.ToList();
}

public IEnumerable<MyEntity> GetDataByDateRange(IEnumerable<DateTime> dates)
{
     foreach(var date in dates)
     {
         var dbContext = new EntityContext();

         foreach(var result in this.GetDataByDate(dbContext, date)
         {
            result.Date = date; 
            yield return result;
         }

         dbContext.Dispose();
     }
}

Answer 1

I can't say if it's possible with pure LINQ to Entities query, but even it is, it would be quite inefficient.

I would still use a mixed approach by getting only the necessary data from the database using a single query and expand the result in memory. For the expansion I would order the records by {Code, Date} (inside the database) and then use quite efficient iterative (non LINQ) approach:

public IEnumerable<MyEntity> GetDataByDateRange(DateTime startDate, DateTime endDate)
{
    var dbContext = new EntityContext();
    var dbQuery =
        from g in (from e in dbContext.MyEntities
                   where e.Date <= startDate
                   group e.Date by e.Code into g
                   select new { Code = g.Key, MaxDate = g.Max() })
        join e in dbContext.MyEntities on g.Code equals e.Code
        where e.Date >= g.MaxDate && e.Date <= endDate
        orderby e.Code, e.Date
        select e;

    using (var result = dbQuery.GetEnumerator())
    {
        for (bool more = result.MoveNext(); more;)
        {
            MyEntity next = result.Current, item = null;
            for (var date = startDate; date <= endDate; date = date.AddDays(1))
            {
                if (item == null || (next != null && next.Date == date))
                {
                    item = next;
                    more = result.MoveNext();
                    next = more && result.Current.Code == item.Code ? result.Current : null;
                }
                else if (item.Date != date)
                    item = new MyEntity { Date = date, Code = item.Code, Value = item.Value };
                yield return item;
            }
        }
    }
}