SELECT rows from table one by one, comparing one column values with values in an array

Question

I have an array of timestamps in a PLPGSQL code block: timestamp_array.

For each element of timestamp_array I want to get the element itself (timestamp_element) and some columns from a table (my_table) that also has a timestamp column, but I don't want to get the table timestamp column itself, but the timestamp array element. The condition is that I only want to get one table row for each array element, the nearest match (into the past) between the timestamp elements in the array and the table timestamp column.

What I want to achieve is something like:

FOR EACH timestamp_element IN ARRAY timestamp_array
LOOP
  EXECUTE $EXE$
    SELECT my_table.some_other_columns...
    FROM my_table
    WHERE my_table.timestamp <= $1
    ORDER BY my_table.timestamp DESC
    LIMIT 1
  $EXE$
  USING timestamp_element
  INTO tmp_array;

  EXECUTE
    INSERT INTO temporary_table
    VALUES ($1, array_to_string($2, ', '))
  USING timestamp_element, tmp_array;
END LOOP;

I don't know if the previous code is 100% correct, but it's only to try to explain better what I want to achieve. And obviously, the point would be to do the job with only one query, instead that one query for array element.

To put it as a practical case if I have a my_table:

timestamp	col_a	...
2020-02-13 23:12:07	12	...
2020-03-27 10:37:01	15	...
2020-06-14 16:32:44	7	...
2020-06-14 17:01:57	33	...

With an timestamp_array:

[
  2020-02-15 12:00:00,
  2020-03-22 00:00:00,
  2020-06-14 17:00:00
]

I would want the following temporary_table without using one independent query for each array element:

timestamp	col_a	...
2020-02-15 12:00:00	12	...
2020-03-22 00:00:00	12	...
2020-06-14 17:00:00	7	...

Answer 1

unnest() the array and run a LATERAL subquery on your table:

SELECT a.timestamp_element, t.col1, t.col2, ...
FROM   unnest(timestamp_array) AS a(timestamp_element)
LEFT   JOIN LATERAL (
   SELECT *
   FROM   my_table t
   WHERE  t.timestamp <= a.timestamp_element
   ORDER  BY t.timestamp DESC
   LIMIT  1
   ) t ON true;

Pure SQL. You can nest it in a PL/pgSQL block, of course.
But you certainly don't need dynamic SQL with EXECUTE for this.

Maybe add another ORDER BY expression to break ties and get deterministic results if my_table.timestamp isn't UNIQUE.

If my_table is big, be sure to have an index on (timestamp) to make it fast.

LEFT JOIN .. ON true keeps all timestamp_element in the result, even if no earlier row is found in my_table.

See:

• What is the difference between LATERAL JOIN and a subquery in PostgreSQL?
• Optimize GROUP BY query to retrieve latest row per user