Set based solution for processing rows in a SQL table - sql-server

Question

Can someone steer me in the right direction for solving this issue with a set-based solution versus cursor-based?
Given a table with the following rows:
Date Value
2013-11-01 12
2013-11-12 15
2013-11-21 13
2013-12-01 0
I need a query that will give me a row for each date between 2013-11-1 and 2013-12-1, as follows:
2013-11-01 12
2013-11-02 12
2013-11-03 12
...
2013-11-12 15
2013-11-13 15
2013-11-14 15
...
2013-11-21 13
2013-11-21 13
...
2013-11-30 13
2013-11-31 13
Any advice and/or direction will be appreciated.

Answer 1

The first thing that came to my mind was to fill in the missing dates by looking at the day of the year. You can do this by joining to the spt_values table in the master DB and adding the number to the first day of the year.
DECLARE #Table AS TABLE(ADate Date, ANumber Int);
INSERT INTO #Table
VALUES
('2013-11-01',12),
('2013-11-12',15),
('2013-11-21',13),
('2013-12-01',0);
SELECT
DateAdd(D, v.number, MinDate) Date
FROM (SELECT number FROM master.dbo.spt_values WHERE name IS NULL) v
INNER JOIN (
SELECT
Min(ADate) MinDate
,DateDiff(D, Min(ADate), Max(ADate)) DaysInSpan
,Year(Min(ADate)) StartYear
FROM #Table
) dates ON v.number BETWEEN 0 AND DaysInSpan - 1
Next I would wrap that to make a derived table, and add a subquery to get the most recent number. Your end result may look something like:
DECLARE #Table AS TABLE(ADate Date, ANumber Int);
INSERT INTO #Table
VALUES
('2013-11-01',12),
('2013-11-12',15),
('2013-11-21',13),
('2013-12-01',0);
-- Uncomment the following line to see how it behaves when the date range spans a year end
--UPDATE #Table SET ADate = DateAdd(d, 45, ADate)
SELECT
AllDates.Date
,(SELECT TOP 1 ANumber FROM #Table t WHERE t.ADate <= AllDates.Date ORDER BY ADate DESC)
FROM (
SELECT
DateAdd(D, v.number, MinDate) Date
FROM
(SELECT number FROM master.dbo.spt_values WHERE name IS NULL) v
INNER JOIN (
SELECT
Min(ADate) MinDate
,DateDiff(D, Min(ADate), Max(ADate)) DaysInSpan
,Year(Min(ADate)) StartYear
FROM #Table
) dates ON v.number BETWEEN 0 AND DaysInSpan - 1
) AllDates

Answer 2

Another solution, not sure how it compares to the two already posted performance wise but it's a bit more concise:
Uses a numbers table:
Linky
Query:
DECLARE #SDATE DATETIME
DECLARE #EDATE DATETIME
DECLARE #DAYS INT
SET #SDATE = '2013-11-01'
SET #EDATE = '2013-11-29'
SET #DAYS = DATEDIFF(DAY,#SDATE, #EDATE)
SELECT Num, DATEADD(DAY,N.Num,#SDATE), SUB.[Value]
FROM Numbers N
LEFT JOIN MyTable M ON DATEADD(DAY,N.Num,#SDATE) = M.[Date]
CROSS APPLY (SELECT TOP 1 [Value]
FROM MyTable M2
WHERE [Date] <= DATEADD(DAY,N.Num,#SDATE)
ORDER BY [Date] DESC) SUB
WHERE N.Num <= #DAYS
--
SQL Fiddle

Answer 3

It's possible, but neither pretty nor very performant at scale:
In addition to your_table, you'll need to create a second table/view dates containing every date you'd ever like to appear in the output of this query. For your example it would need to contain at least 2013-11-01 through 2013-12-01.
SELECT m.date, y.value
FROM your_table y
INNER JOIN (
SELECT md.date, MAX(my.date) AS max_date
FROM dates md
INNER JOIN your_table my ON md.date >= my.date
GROUP BY md.date
) m
ON y.date = m.max_date