I am trying to find all records that exist within a date range prior to an event occurring. In my table below, I want to pull all records that are 3 days or less from when the switch field changes from 0 to 1, ordered by date, partitioned by product. My solution does not work, it includes the first record when it should skip as it’s outside the 3 day window. I am scanning a table with millions of records, is there a way to reduce the complexity/cost while maintaining my desired results?
http://sqlfiddle.com/#!18/eebe7
CREATE TABLE productlist
    ([product] varchar(13), [switch] int, [switchday] date)
;
INSERT INTO productlist
    ([product], [switch], [switchday])
VALUES
    ('a', 0, '2019-12-28'),
    ('a', 0, '2020-01-02'),
    ('a', 1, '2020-01-03'),
    ('a', 0, '2020-01-06'),
    ('a', 0, '2020-01-07'),
    ('a', 1, '2020-01-09'),
    ('a', 1, '2020-01-10'),
    ('a', 1, '2020-01-11'),
    ('b', 1, '2020-01-01'),
    ('b', 0, '2020-01-02'),
    ('b', 0, '2020-01-03'),
    ('b', 1, '2020-01-04')
;  
my solution:
with switches as (
SELECT
  *,
  case when lead(switch) over (partition by product order by switchday)=1
    and switch=0 then 'first day switch'
    else null end as leadswitch
  from productlist
  ),
 switchdays as (
   select * from switches
   where leadswitch='first day switch'
   )
 select pl.*
 ,'lead'
 from productlist pl
 left join switchdays ss
 on pl.product=ss.product
 and pl.switchday = ss.switchday
 and datediff(day, pl.switchday, ss.switchday)<=3
 where pl.switch=0  
desired output, capturing records that occur within 3 days of a switch going from 0 to 1, for each product, ordered by date:
product switch switchday a 0 2020-01-02 lead a 0 2020-01-06 lead a 0 2020-01-07 lead b 0 2020-01-02 lead b 0 2020-01-03 lead
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Answer
If I understand correctly, you can just use lead() twice:
select pl.*
from (select pl.*,
             lead(switch) over (partition by product order by switchday) as next_switch_1,
             lead(switch, 2) over (partition by product order by switchday) as next_switch_2
      from productlist pl
     ) pl
where switch = 0 and
      1 in (next_switch_1, next_switch_2);
Here is a db<>fiddle.
EDIT (based on comment):
select pl.*
from (select pl.*,
             min(case when switch = 1 then switchdate end) over (partition by product order by switchdate desc) as next_switch_1_day
      from productlist pl
     ) pl
where switch = 0 and
      next_switch_one_day <= dateadd(day, 2, switchdate);