Select first & last date in window - sql

Question

I'm trying to select first & last date in window based on month & year of date supplied.
Here is example data:
F.rates
| id | c_id | date | rate |
---------------------------------
| 1 | 1 | 01-01-1991 | 1 |
| 1 | 1 | 15-01-1991 | 0.5 |
| 1 | 1 | 30-01-1991 | 2 |
.................................
| 1 | 1 | 01-11-2014 | 1 |
| 1 | 1 | 15-11-2014 | 0.5 |
| 1 | 1 | 30-11-2014 | 2 |
Here is pgSQL SELECT I came up with:
SELECT c_id, first_value(date) OVER w, last_value(date) OVER w FROM F.rates
WINDOW w AS (PARTITION BY EXTRACT(YEAR FROM date), EXTRACT(MONTH FROM date), c_id
ORDER BY date ASC)
Which gives me a result pretty close to what I want:
| c_id | first_date | last_date |
----------------------------------
| 1 | 01-01-1991 | 15-01-1991 |
| 1 | 01-01-1991 | 30-01-1991 |
.................................
Should be:
| c_id | first_date | last_date |
----------------------------------
| 1 | 01-01-1991 | 30-01-1991 |
.................................
For some reasons last_value(date) returns every record in a window. Which giving me a thought that I'm misunderstanding how windows in SQL works. It's like SQL forming a new window for each row it iterates through, but not multiple windows for entire table based on YEAR and MONTH.
So could any one be kind and explain if I'm wrong and how do I achieve the result I want?
There is a reason why i'm not using MAX/MIN over GROUP BY clause. My next step would be to retrieve associated rates for dates I selected, like:
| c_id | first_date | last_date | first_rate | last_rate | avg rate |
-----------------------------------------------------------------------
| 1 | 01-01-1991 | 30-01-1991 | 1 | 2 | 1.1 |
.......................................................................

Answer 1

If you want your output to become grouped into a single (or just fewer) row(s), you should use simple aggregation (i.e. GROUP BY), if avg_rate is enough:
SELECT c_id, min(date), max(date), avg(rate)
FROM F.rates
GROUP BY c_id, date_trunc('month', date)
More about window functions in PostgreSQL's documentation:
But unlike regular aggregate functions, use of a window function does not cause rows to become grouped into a single output row — the rows retain their separate identities.
...
There is another important concept associated with window functions: for each row, there is a set of rows within its partition called its window frame. Many (but not all) window functions act only on the rows of the window frame, rather than of the whole partition. By default, if ORDER BY is supplied then the frame consists of all rows from the start of the partition up through the current row, plus any following rows that are equal to the current row according to the ORDER BY clause. When ORDER BY is omitted the default frame consists of all rows in the partition.
...
There are options to define the window frame in other ways ... See Section 4.2.8 for details.
EDIT:
If you want to collapse (min/max aggregation) your data and want to collect more columns than those what listed in GROUP BY, you have 2 choice:
The SQL way
Select min/max value(s) in a sub-query, then join their original rows back (but this way, you have to deal with the fact, that min/max-ed column(s) usually not unique):
SELECT c_id,
min first_date,
max last_date,
first.rate first_rate,
last.rate last_rate,
avg avg_rate
FROM (SELECT c_id, min(date), max(date), avg(rate)
FROM F.rates
GROUP BY c_id, date_trunc('month', date)) agg
JOIN F.rates first ON agg.c_id = first.c_id AND agg.min = first.date
JOIN F.rates last ON agg.c_id = last.c_id AND agg.max = last.date
PostgreSQL's DISTINCT ON
DISTINCT ON is typically meant for this task, but highly rely on ordering (only 1 extremum can be searched for this way at a time):
SELECT DISTINCT ON (c_id, date_trunc('month', date))
c_id,
date first_date,
rate first_rate
FROM F.rates
ORDER BY c_id, date
You can join this query with other aggregated sub-queries of F.rates, but this point (if you really need both minimum & maximum, and in your case even an average) the SQL compliant way is more suiting.

Answer 2

Windowing functions aren't appropriate for this. Use aggregate functions instead.
select
c_id, date_trunc('month', date)::date,
min(date) first_date, max(date) last_date
from rates
group by c_id, date_trunc('month', date)::date;
c_id | date_trunc | first_date | last_date
------+------------+------------+------------
1 | 2014-11-01 | 2014-11-01 | 2014-11-30
1 | 1991-01-01 | 1991-01-01 | 1991-01-30
create table rates (
id integer not null,
c_id integer not null,
date date not null,
rate numeric(2, 1),
primary key (id, c_id, date)
);
insert into rates values
(1, 1, '1991-01-01', 1),
(1, 1, '1991-01-15', 0.5),
(1, 1, '1991-01-30', 2),
(1, 1, '2014-11-01', 1),
(1, 1, '2014-11-15', 0.5),
(1, 1, '2014-11-30', 2);