MYSQL Including Missing Values Using the Previous Most Recent Record Given a table containing a date for every day over a period

CREATE TABLE `tbl_calendar` (
  `date` date NOT NULL,
  PRIMARY KEY (`date`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci;

INSERT INTO `tbl_calendar` (`date`)
    VALUES
        ('2016-12-10'),
        ('2016-12-09'),
        ('2016-12-08'),
        ('2016-12-07'),
        ('2016-12-06'),
        ('2016-12-05'),
        ('2016-12-04'),
        ('2016-12-03'),
        ('2016-12-02'),
        ('2016-12-01')
 ;


And a table containing values, of different types, with values missing for random days where they have not been populated.

CREATE TABLE `tbl_values` (
  `value_id` int(11) NOT NULL AUTO_INCREMENT,
  `type_id` int(11) NOT NULL DEFAULT '0',
  `date` date DEFAULT NULL,
  `value` double(15,2) DEFAULT '0.00',
   PRIMARY KEY (`value_id`),
   KEY `type_id_date` (`type_id`,`date`)
) ENGINE=InnoDB AUTO_INCREMENT=1 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci;

INSERT INTO `tbl_values` (`type_id`, `date`, `value`)
VALUES
    (100, '2016-12-02', 1),
    (100, '2016-12-04', 2),
    (100, '2016-12-06', 3),
    (100, '2016-12-08', 4),
    (100, '2016-12-10', 5)
;


How can the values for the missing days be returned in a SELECT, using the most recent previous record for that type? here is what I have so far.

SELECT 
    v1.type,
    c.date,
    v1.value

FROM 
   tbl_calendar c

   LEFT JOIN tbl_values v1 ON (
            v1.type_id = 100 
        AND v1.date &lt;= c.date 
   )

   LEFT JOIN tbl_values v2 ON (
            v2.type_id = 100
        AND v2.date &lt; c.date
        AND v2.date &gt; o1.date 
   )

WHERE 
       v1.date = c.date 
    OR v2.date IS NULL


The problem with this query is that it returns the previous most recent records value when there is a value for that date, along with a record with the correct value.

Expected Output



a_vlad answer is correct in results, however poor on performance, which is expected. 

SELECT
    t1.date,
    (SELECT v1.type_id FROM tbl_values v1 where v1.date &lt;= t1.date ORDER BY v1.date desc limit 1) as `type`,
    (SELECT v1.`value` FROM tbl_values v1 where v1.date &lt;= t1.date     ORDER BY v1.date desc limit 1) as `value`

FROM tbl_calendar t1
HAVING `type` IS NOT NULL




The final solution that I used was to use a_vlad query to create a summary table. However, it turned out not to increase performance of the system (as previously the missing values were filled in in a PHP loop, which worked out to be as fast)
If I understand the question correctly you want the lag value where there is no direct value.

Permit me a little OCD.  Steer well clear of any table or field names that are reserved words in any of the ANSI or ODBC standards or MySQL reserved words.
I would ditch the tbl_ prefix as well.

I've renamed your date field to Perioddate

Try this

SELECT  v2.type_id,DT.PeriodDate, V2.my_value
FROM (
    SELECT C.PeriodDate,MAX(V1.PeriodDate) AS PrecedingDate
    FROM tbl_calendar AS C
        LEFT JOIN tbl_values AS V1
        ON C.PeriodDate&gt;=V1.PeriodDate
        AND V1.type_id = 100
    GROUP BY C.PeriodDate
) AS DT
    INNER JOIN  tbl_values AS V2
    ON DT.PrecedingDate = V2.PeriodDate
    AND V2.type_id = 100


The way it works is that the derived table builds up a list of dates and the highest date in the values table that is either less than or the same as the entry in the calendar table.  If there is no value the same then the highest date will be the preceding date. 

On the subject of indexes make sure that your most selective column comes first i.e. the PeriodDate column, followed by your type_id.

What does the auto_increment column give you apart from a surrogate key?
If PeriodDate and type_id should be unique then make this your primary key.

I don't know if the query optimiser in MySQL does anything special with unique keys but it certainly does in other DB platforms.