Amazon Redshift avoid recursive CTE for filling null values with previous

Question

I have found a pretty good solution to a common problem in SQL, right here: https://stackoverflow.com/a/3474775

My only problem is that Amazon Redshift does not support recursive CTE, is there any way to rewrite this portion of code differently and avoid the recursion on CleanCust?

/* Test Data & Table */
DECLARE @Customers TABLE
    (Dates datetime,
     Customer integer,
     Value integer) 

    INSERT  INTO @Customers
    VALUES  ('20100101', 1, 12),
        ('20100101', 2, NULL),
        ('20100101', 3, 32),
        ('20100101', 4, 42),
        ('20100101', 5, 15),
        ('20100102', 1, NULL),
        ('20100102', 2, NULL),
        ('20100102', 3, 39),
        ('20100102', 4, NULL),
        ('20100102', 5, 16),
        ('20100103', 1, 13),
        ('20100103', 2, 24),
        ('20100103', 3, NULL),
        ('20100103', 4, NULL),
        ('20100103', 5, 21),
        ('20100104', 1, 14),
        ('20100104', 2, NULL),
        ('20100104', 3, NULL),
        ('20100104', 4, 65),
        ('20100104', 5, 23) ;

/* CustCTE - This gives us a RowNum to allow us to build the recursive CTE CleanCust */
WITH    CustCTE
          AS (SELECT    Customer,
                        Value,
                        Dates,
                        ROW_NUMBER() OVER (PARTITION BY Customer ORDER BY Dates) RowNum
              FROM      @Customers),

/* CleanCust - A recursive CTE. This runs down the list of values for each customer, checking the Value column, if it is null it gets the previous non NULL value.*/
        CleanCust
          AS (SELECT    Customer,
                        ISNULL(Value, 0) Value, /* Ensure we start with no NULL values for each customer */
                        Dates,
                        RowNum
              FROM      CustCte cur
              WHERE     RowNum = 1
              UNION ALL
              SELECT    Curr.Customer,
                        ISNULL(Curr.Value, prev.Value) Value,
                        Curr.Dates,
                        Curr.RowNum
              FROM      CustCte curr
              INNER JOIN CleanCust prev ON curr.Customer = prev.Customer
                                           AND curr.RowNum = prev.RowNum + 1)

The desired output is below, in the Required column:

Date    Customer   Value   Required   Rule
20100101       1      12         12
20100101       2                  0   If no value assign 0
20100101       3      32         32
20100101       4      42         42
20100101       5      15         15
20100102       1                 12   Take last known value
20100102       2                  0   Take last known value
20100102       3      39         39
20100102       4                 42   Take last known value
20100102       5      16         16
20100103       1      13         13
20100103       2      24         24
20100103       3                 39   Take last known value
20100103       4                 42   Take last known value
20100103       5      21         21
20100104       1      14         14
20100104       2                 24   Take last known value
20100104       3                 39   Take last known value
20100104       4      65         65
20100104       5      23         23

Answer 1

Use a running sum to set groups based on the occurrence of null values. Then get the max value for that group.

select dates,customer,val,coalesce(max(val) over(partition by customer,grp),0) as required
from (select dates,customer,val,
      sum(case when val is null then 0 else 1 end) 
      over(partition by customer order by dates rows unbounded preceding) as grp
      from customers
     ) t