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GRUPO POR fechas consecutivas delimitadas por espacios

create table t ("date" date, "value" int);
insert into t ("date", "value") values
    ('2011-10-31', 2),
    ('2011-11-01', 8),
    ('2011-11-02', 10),
    ('2012-09-13', 1),
    ('2012-09-14', 4),
    ('2012-09-15', 5),
    ('2012-09-16', 20),
    ('2012-10-30', 10);

Versión más sencilla y económica:

select min("date"), max("date"), sum(value)
from (
    select
        "date", value,
        "date" - (dense_rank() over(order by "date"))::int g
    from t
) s
group by s.g
order by 1

Mi primer intento fue más complejo y costoso:

create temporary sequence s;
select min("date"), max("date"), sum(value)
from (
    select 
        "date", value, d,
        case 
            when lag("date", 1, null) over(order by s.d) is null and "date" is not null 
                then nextval('s')
            when lag("date", 1, null) over(order by s.d) is not null and "date" is not null 
                then lastval()
            else 0 
        end g
    from 
        t
        right join
        generate_series(
            (select min("date") from t)::date, 
            (select max("date") from t)::date + 1, 
            '1 day'
        ) s(d) on s.d::date = t."date"
) q
where g != 0
group by g
order by 1
;
drop sequence s;

La salida:

    min     |    max     | sum 
------------+------------+-----
 2011-10-31 | 2011-11-02 |  20
 2012-09-13 | 2012-09-16 |  30
 2012-10-30 | 2012-10-30 |  10
(3 rows)