Ah, I guess I don't understand your problem then. So you're saying if you have a missing day in one of your data sets, you want to reuse the previous day's data for calculations on that row? If so, sort the two data sets by date, then move through both in parallel. Track the "current row" and "next row" for both data sets, and loop over a series of dates. For each data set, if the date of "next row" is equal to the date you're currently looking at, set "current row" to "next row" and read another item into "next row". Then perform calculations based on the each data set's "current row", which will either contain the data from the current day or from the last day for which data is available.

How to deal with a missing first row would have to be a special case.

Hope this helps; no time to write up any sample code right now.