Group data by the change of grouping column value in order

Question

With the following data

create table #ph (product int, [date] date, price int)
insert into #ph select 1, '20120101', 1
insert into #ph select 1, '20120102', 1
insert into #ph select 1, '20120103', 1
insert into #ph select 1, '20120104', 1
insert into #ph select 1, '20120105', 2
insert into #ph select 1, '20120106', 2
insert into #ph select 1, '20120107', 2
insert into #ph select 1, '20120108', 2
insert into #ph select 1, '20120109', 1
insert into #ph select 1, '20120110', 1
insert into #ph select 1, '20120111', 1
insert into #ph select 1, '20120112', 1

I would like to produce the following output:

product | date_from | date_to  | price
  1     | 20120101  | 20120105 |   1
  1     | 20120105  | 20120109 |   2
  1     | 20120109  | 20120112 |   1

If I group by price and show the max and min date then I will get the following which is not what I want (see the over lapping of dates).

product | date_from | date_to  | price
  1     | 20120101  | 20120112 |   1
  1     | 20120105  | 20120108 |   2

So essentially what I'm looking to do is group by the step change in data based on group columns product and price.

What is the cleanest way to achieve this?

Answer 1

There's a (more or less) known technique of solving this kind of problem, involving two ROW_NUMBER() calls, like this:

WITH marked AS (
  SELECT
    *,
    grp = ROW_NUMBER() OVER (PARTITION BY product        ORDER BY date)
        - ROW_NUMBER() OVER (PARTITION BY product, price ORDER BY date)
  FROM #ph
)
SELECT
  product,
  date_from = MIN(date),
  date_to   = MAX(date),
  price
FROM marked
GROUP BY
  product,
  price,
  grp
ORDER BY
  product,
  MIN(date)

Output:

product  date_from   date_to        price 
-------  ----------  -------------  ----- 
1        2012-01-01  2012-01-04     1     
1        2012-01-05  2012-01-08     2     
1        2012-01-09  2012-01-12     1