How to fill missing dates by groups in a table in sql

You can do it like this without loops

SELECT p.date, COALESCE(a.value, 0) value, p.grp_no
  FROM
(
  SELECT grp_no, date
    FROM
  (
    SELECT grp_no, MIN(date) min_date, MAX(date) max_date
      FROM tableA
     GROUP BY grp_no
  ) q CROSS JOIN tableb b 
   WHERE b.date BETWEEN q.min_date AND q.max_date
) p LEFT JOIN TableA a
    ON p.grp_no = a.grp_no 
   AND p.date = a.date

The innermost subquery grabs min and max dates per group. Then cross join with TableB produces all possible dates within the min-max range per group. And finally outer select uses outer join with TableA and fills value column with 0 for dates that are missing in TableA.

Output:

|       DATE | VALUE | GRP_NO |
|------------|-------|--------|
| 2012-08-06 |     1 |      1 |
| 2012-08-07 |     0 |      1 |
| 2012-08-08 |     1 |      1 |
| 2012-08-09 |     0 |      1 |
| 2012-08-07 |     2 |      2 |
| 2012-08-08 |     1 |      2 |
| 2012-08-09 |     0 |      2 |
| 2012-08-10 |     0 |      2 |
| 2012-08-11 |     0 |      2 |
| 2012-08-12 |     3 |      2 |

Here is SQLFiddle demo