Aggregates for today and the previous day depending on data

Question

Having trouble putting together a query to pull the aggregate values of a give timestamp and the timestamp before it. Given the following schema:

name TEXT, 
ts TIMESTAMP, 
X NUMERIC, 
Y NUMERIC

where there are gaps in the ts column due to gaps in data, I'm trying to construct a query to produce

name, 
date_trunc('day' q1.ts), 
avg(q1.X), 
sum(q2.Y), 
date_trunc('day', q2.ts), 
avg(q2.X), 
sum(q2.Y)

The first half is straightforward:

SELECT q1.name, date_trunc('day', q1.ts), avg(q1.X), sum(q1.Y)
FROM data as q1
GROUP BY 1, 2
ORDER BY 1, 2;

But not sure how to generate the relation to find the "day" before for each row. I'm trying to work an inner join like this:

SELECT q1.name, q1.day, q1.avg, q1.sum, q2.day, q2.avg, q2.sum
FROM (
    SELECT name, date_trunc('day', ts) AS day, avg(X) AS avg, sum(Y) as sum
    FROM data
    GROUP BY 1,2
    ORDER BY 1,2
) q1 INNER JOIN (
    SELECT name, date_trunc('day', ts) AS day, avg(X) AS avg, sum(Y) as sum
    FROM data
    GROUP BY 1,2
    ORDER BY 1,2
) q2 ON (
    q1.name = q2.name 
    AND  q2.day = q1.day - interval '1 day'
);

The problem with this is, it doesn't cover the cases when the next "day" is more than 1 day before the current day.

Answer 1

The special difficulty here is that you need to number days after aggregating rows. You can do this in a single query level with the window function row_number(), since window functions are applied after aggregation by GROUP BY.

Also, use a CTE to avoid executing the same subquery multiple times:

WITH q AS (
    SELECT name, ts::date AS day
          ,avg(x) AS avg_x, sum(y) AS sum_y
          ,row_number() OVER (PARTITION BY name ORDER BY ts::date) AS rn
    FROM   data
    GROUP  BY 1,2
   )
SELECT q1.name, q1.day, q1.avg_x, q1.sum_y
      ,q2.day AS day2, q2.avg_x AS avg_x2, q2.sum_y AS sum_y2
FROM   q      q1
LEFT   JOIN q q2 ON q1.name = q2.name 
                AND q1.rn   = q2.rn + 1
ORDER  BY 1,2;

Using the simpler cast to date (ts::date) instead of date_trunc('day', ts) to get "days".
LEFT [OUTER] JOIN (as opposed to [INNER] JOIN) is instrumental to preserve the corner case of the first row, where there is no previous day.
And ORDER BY should be applied to the outer query.

Answer 2

The question isn't crystal clear, but it sounds like you're actually trying to fill gaps while keeping track of leading/lagging rows.

To fill the gaps, look into generate_series() and left join it with your table:

select d
from generate_series(timestamp '2013-12-01', timestamp '2013-12-31', interval '1 day') d;

http://www.postgresql.org/docs/current/static/functions-srf.html

For previous and next row values, look into lead() and lag() window functions:

select date_trunc('day', ts) as curr_row_day,
       lag(date_trunc('day', ts)) over w as prev_row_day
from data
window w as (order by ts)

http://www.postgresql.org/docs/current/static/tutorial-window.html