How to repeat values in case of null values on left join - sql-server

Question

I have a table with a calendar, and a table with rates. In the table with the rates, there are no values existing for days in the weekend. I'm trying to join the two, in order to have a table where there is a rate for all days, and I need the rates in the weekend to be the latest available rate. Instad of it showing NULL values, as it would when you make a left join and the record doesn't exist, it should just take the latest available, repeating the previous value.
I have the below code, which works, but it takes 2 min to do on 7,397 rows, which is way too long.
Does anyone know a faster way to get the same results?
SELECT
c.CalendarID,
MAX(r.RateID)
FROM Dim_Calendar c
LEFT JOIN Dim_Rates r ON r.RateDate <= c.CalendarID
What I get without <= and just an = is the following
CalendarID | RateID
20131001 | 2
20131002 | 3
20131003 | 4
20131004 | 5
20131005 | NULL
20131006 | NULL
20131007 | 6
And this is the desired table:
CalendarID | RateID
20131001 | 2
20131002 | 3
20131003 | 4
20131004 | 5
20131005 | 5
20131006 | 5
20131007 | 6

Answer 1

You can use LAG() window function:
SELECT c.CalendarID,
COALESCE(
r.RateID,
LAG(r.RateID, 1) OVER (ORDER BY c.CalendarID),
LAG(r.RateID, 2) OVER (ORDER BY c.CalendarID)
) RateID
FROM Dim_Calendar c LEFT JOIN Dim_Rates r
ON r.RateDate = c.CalendarID
ORDER BY c.CalendarID
See the demo.
Results:
> CalendarID | RateID
> ---------: | :-----
> 20131001 | 2
> 20131002 | 3
> 20131003 | 4
> 20131004 | 5
> 20131005 | 5
> 20131006 | 5
> 20131007 | 6

Answer 2

You could use a correlated subquery to fill the gaps:
SELECT
c.CalendarID,
(SELECT TOP 1 r.RateID FROM Dim_Rates r
WHERE r.RateDate <= c.CalendarID AND r.RateID IS NOT NULL
ORDER BY r.RateDate DESC) AS RateID
FROM Dim_Calendar c
ORDER BY c.CalendarID;
This query can be improved by using the following index:
CREATE INDEX idx ON Dim_Rates (RateDate, RateID);

Answer 3

As pointed out, you need to check for proper and covering indexing. It appears you are running a against a DW DB and if that is the case then you can replace the CTE with indexed temp tables if the esitmated row count approximation is way off in the query plan.
;WITH NormalizedData AS
(
SELECT
RateID,CalendarID,
VirtualGroupID = SUM(LastRecordBeforeGap) OVER (ORDER BY CalendarID ROWS UNBOUNDED PRECEDING)
FROM
(
SELECT RateID,CalendarID,
LastRecordBeforeGap = CASE WHEN LEAD(RateID) OVER(ORDER BY CalendarID) IS NULL AND RateID IS NOT NULL THEN 1 ELSE 0 END
FROM
Dim_Calendar c
LEFT JOIN Dim_Rates r ON r.RateDate = c.CalendarID
)AS x
)
SELECT
RateID = ISNULL(RateID, SUM(RateID) OVER(PARTITION BY VirtualGroupID)),
CalendarID
FROM
NormalizedData