gap filling

#preparing data
DROP TABLE IF EXISTS `calendar`;
CREATE TABLE `calendar` (
  `date` date NOT NULL,
  PRIMARY KEY (`date`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8;
 
INSERT INTO `calendar` (`date`) VALUES ('2015-01-01'),('2015-01-02'),('2015-01-03'),('2015-01-04'),('2015-01-05'),('2015-01-06'),('2015-01-07'),('2015-01-08'),('2015-01-09'),('2015-01-10');
 
DROP TABLE IF EXISTS `prices`;
CREATE TABLE `prices` (
  `date` date NOT NULL,
  `price` varchar(45) DEFAULT NULL,
  PRIMARY KEY (`date`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8;
 
INSERT INTO `prices` (`date`, `price`) VALUES ('2015-01-01','1'),('2015-01-02','2'),('2015-01-08','5'),('2015-01-10','6');

#filling last 'dummy' row 
INSERT INTO `prices` (`date`, `price`) 
SELECT DATE_ADD(MAX(date), INTERVAL 1 DAY) as date, '0' AS price from `prices`;
 
#getting results
SELECT * FROM calendar ca 
LEFT JOIN
(SELECT date AS fdate, price, MIN(ndate) tdate FROM
	(SELECT c1.date, c1.price, c2.date AS ndate FROM prices AS c1 JOIN prices AS c2 ON c1.date < c2.date) AS subq
GROUP BY date, price
) AS subq2 
ON ca.date >= fdate AND ca.date < tdate;