Improve performance of the table pivoting in Clickhouse - pivot

I have a table containing the market data of 5,000 unique stocks. Each stock has 24 records a day and each record has 1,000 fields (factors). I want to pivot the table for cross-sectional analysis. You can find my script below.
I have two questions: (1) The current script is a bit complex. Is there a simpler implementation? (2) The execution takes 521 seconds. Any way to make it faster?
1.Create table
CREATE TABLE tb
(
tradeTime DateTime,
symbol String,
factor String,
value Float64
)
ENGINE = MergeTree
PARTITION BY toYYYYMMDD(tradeTime)
ORDER BY (symbol, tradeTime)
SETTINGS index_granularity = 8192
2.Insert test data
INSERT INTO tb SELECT
tradetime,
symbol,
untuple(factor)
FROM
(
SELECT
tradetime,
symbol
FROM
(
WITH toDateTime('2022-01-01 00:00:00') AS start
SELECT arrayJoin(timeSlots(start, toUInt32((22 * 23) * 3600), 3600)) AS tradetime
)
ARRAY JOIN arrayMap(x -> concat('symbol', toString(x)), range(0, 5000)) AS symbol
)
ARRAY JOIN arrayMap(x -> (concat('f', toString(x)), toFloat64(x) + toFloat64(0.1)), range(0, 1000)) AS factor
3.Finally, send the query
SELECT
tradeTime,
sumIf(value, factor = 'factor1') AS factor1,
sumIf(value, factor = 'factor2') AS factor2,
sumIf(value, factor = 'factor3') AS factor3,
sumIf(value, factor = 'factor4') AS factor4,
...// so many factors to list out
sumIf(value, factor = 'factor1000') AS factor1000
FROM tb
GROUP BY tradeTime,symbol
ORDER BY tradeTime,symbol ASC

Have you considered building a materialized view to solve this with the inserts into a SummingMergeTree ?

Related

Spark joins performance issue

I'm trying to merge historical and incremental data. As part of the incremental data, I'm getting deletes. Below is the case.
historical data - 100 records ( 20 columns, id is the key column)
incremental data - 10 records ( 20 columns, id is the key column)
Out of the 10 records in incremental data, only 5 will match with historical data.
Now I want 100 records in the final dataframe of which 95 records belong to historical data and 5 records belong to incremental data(wherever id column is match).
Update timestamp field is available in both historical and incremental data.
Below is the approach I tried.
DF1 - Historical Data
DF2 - Incremental Delete Dataset
DF3 = DF1 LEFTANTIJOIN DF2
DF4 = DF2 INNERJOIN DF1
DF5 = DF3 UNION DF4
However, I observed It has lot of performance issue as I'm running this join on billions of records. Any better way to do this?
you can use the cogroup operator combined with a user defined function to construct the different variations of the join.
Suppose we have these two RDDs as an example :
visits = sc.parallelize([("h", "1.2.3.4"), ("a", "3.4.5.6"), ("h","1.3.3.1")] )
pageNames = sc.parallelize([("h", "Home"), ("a", "About"), ("o", "Other")])
cg = visits.cogroup(pageNames).map(lambda x :(x[0], ( list(x[1][0]), list(x[1][1]))))
You can implement an inner join as such :
innerjoin = cg.flatMap(lambda x: J(x))
Where J is defined as such :
def J(x):
j=[]
k=x[0]
if x[1][0]!=[] and x[1][1]!=[]:
for l in x[1][0]:
for r in x[1][1]:
j.append((k,(l,r)))
return j
For a right outer join for example you just need to change the J function to an roJ function defined as such :
def roJ(x):
j=[]
k=x[0]
if x[1][0]!=[] and x[1][1]!=[]:
for l in x[1][0]:
for r in x[1][1]:
j.append((k,(l,r)))
elif x[1][1]!=[] :
for r in x[1][1]:
j.append((k, (None, r)))
return j
And call it like so :
rightouterjoin = cg.flatMap(lambda x: roJ(x))
And so on for other types of join you'd wish to implement
Performance issues are not just related to the size of your data. It depends on many other parameters like, the keys you used for partition, your partitioned file sizes and the cluster configuration you are running your job on. I would recommend you to go through the official documentation on Tuning your spark jobs and make necessary changes.
https://spark.apache.org/docs/latest/tuning.html
Below is the approach I did.
historical_data.as("a").join(
incr_data.as("b"),
$"a.id" === $"b.id", "full")
.select(historical_data.columns.map(f => expr(s"""case when a.id=b.id then b.${f} else a.${f} end as $f""")): _*)

PySpark DataFrame Code for an HiveQL that takes 3-4 hours

The following HiveQL code takes about 3 to 4 hours and I am trying effectively convert this into a pyspark data frame code. Any dataframe experts input is appreciated a lot.
INSERT overwrite table dlstage.DIBQtyRank_C11 PARTITION(fiscalyearmonth)
SELECT * FROM
(SELECT a.matnr, a.werks, a.periodstartdate, a.fiscalyear, a.fiscalmonth,b.dy_id, MaterialType,(COALESCE(a.salk3,0)) salk3,(COALESCE(a.lbkum,0)) lbkum, sum(a.valuatedquantity) AS valuatedquantity, sum(a.InventoryValue) AS InventoryValue,
rank() over (PARTITION by dy_id, werks, matnr order by a.max_date DESC) rnk, sum(stprs) stprs, max(peinh) peinh, fcurr,fiscalyearmonth
FROM dlstage.DIBmsegFinal a
LEFT JOIN dlaggr.dim_fiscalcalendar b ON a.periodstartdate=b.fmth_begin_dte WHERE a.max_date >= b.fmth_begin_dte AND a.max_date <= b.dy_id and
fiscalYearmonth = concat(fyr_id,lpad(fmth_nbr,2,0))
GROUP BY a.matnr, a.werks,dy_id, max_date, a.periodstartdate, a.fiscalyear, a.fiscalmonth, MaterialType, fcurr, COALESCE(a.salk3,0), COALESCE(a.lbkum,0),fiscalyearmonth) a
WHERE a.rnk=1 and a.fiscalYear = '%s'" %(year) + " and a.fiscalmonth ='%s'" %(mnth)

How to implement Slowly Changing Dimensions (SCD2) Type 2 in Spark

We want to implement SCD2 in Spark using SQL Join. i got reference from Github
https://gist.github.com/rampage644/cc4659edd11d9a288c1b
but it's not very clear.
Can anybody provide any example or reference to implement SCD2 in spark
Regards,
Manish
A little outdated in terms of newer Spark SQL, but here is an example
I trialed a la Ralph Kimball using Spark SQL, that worked and is thus
reliable. You can run it and it works - but file logic and such needs
to be added - this is the body of the ETL SCD2 logic based on 1.6
syntax but run in 2.x - it is not that hard but you will need to trace
through and generate test data and trace through each step:
Some pre-processing required before script initiates, save a copy of existing and copy existing to the DIM_CUSTOMER_EXISTING.
Write new output to DIM_CUSTOMER_NEW and then copy this to target, DIM_CUSTOMER_1 or DIM_CUSTOMER_2.
The feed can also be re-created or LOAD OVERWRITE.
^^^ NEED SOME BETTER SCRIPTING AROUND THIS. ^^^ The Type 2 dimension is simply only Type 2 values, not a mixed Type 1 & Type 2.
DUMPs that are accumulative can be in fact pre-processed to get the delta.
Use case assumes we can have N input for a person with a date validity / extract supplied.
SPARK 1.6 SQL based originally, not updated yet to SPARK 2.x SQL with nested correlated subquery support.
CUST_CODE cannot changes unless a stable Primary Key.
This approach handles no input, delta input, same input, all input, and can catch up and need not be run-date based.
^^^ Works best with deltas, as if pass all data and there is no change then still have make a dummy entry with all the same values else it will have gaps in key range
which means will not be able to link facts to dimensions in all cases. I.e. the discard logic works only in terms of a pure delta feed. All data can be passed but only
the current delta. Problem becomes difficult to solve in that we must then look for changes over different rows and expand date range, a little too complicated imho.
The dummy entries in the dimensions are not a huge issue. The problem is a little more difficult in such a less mutable environment, in KUDU it easier to solve.
Ideally there would be some sort of preprocessor that checks which fields have changed and only then passed on, but that may be a bridge too far.
HENCE IT IS A COMPROMISE ALGORITHM necessarily. ^^^
No Deletions processed.
Multi-step processing for SQL required in some cases. Gaps in key ranges difficult to avoid with set processing.
No out of order processing, that would mean re-processing all. Works on a whole date/day basis, if run more than once per day in batch then would need timestamp instead.
0.1 Any difference analysis on existimg dumps only possible if the dumps are accumulative. If they are transactional deltas only, then this is not required.
Care to be taken here.
0.2 If we want only the last update for a given date, then do that here by method of Partitioning and Ranking and filtering out.
These are all pre-processing steps as are the getting of the dimension data from which table.
0.3 Issue is that of small files, but that is not an issue here at xxx. RAW usage only as written to KUDU in a final step.
Actual coding:
import org.apache.spark.sql.SparkSession
val sparkSession = SparkSession
.builder
.master("local") // Not a good idea
.appName("Type 2 dimension update")
.config("spark.sql.crossJoin.enabled", "true") // Needed to add this
.getOrCreate()
spark.sql("drop table if exists DIM_CUSTOMER_EXISTING")
spark.sql("drop table if exists DIM_CUSTOMER_NEW")
spark.sql("drop table if exists FEED_CUSTOMER")
spark.sql("drop table if exists DIM_CUSTOMER_TEMP")
spark.sql("drop table if exists DIM_CUSTOMER_WORK")
spark.sql("drop table if exists DIM_CUSTOMER_WORK_2")
spark.sql("drop table if exists DIM_CUSTOMER_WORK_3")
spark.sql("drop table if exists DIM_CUSTOMER_WORK_4")
spark.sql("create table DIM_CUSTOMER_EXISTING (DWH_KEY int, CUST_CODE String, CUST_NAME String, ADDRESS_CITY String, SALARY int, VALID_FROM_DT String, VALID_TO_DT String) ROW FORMAT DELIMITED FIELDS TERMINATED BY ',' LINES TERMINATED BY '\n' STORED AS TEXTFILE LOCATION '/FileStore/tables/alhwkf661500326287094' ")
spark.sql("create table DIM_CUSTOMER_NEW (DWH_KEY int, CUST_CODE String, CUST_NAME String, ADDRESS_CITY String, SALARY int, VALID_FROM_DT String, VALID_TO_DT String) ROW FORMAT DELIMITED FIELDS TERMINATED BY ',' LINES TERMINATED BY '\n' STORED AS TEXTFILE LOCATION '/FileStore/tables/DIM_CUSTOMER_NEW_3' ")
spark.sql("CREATE TABLE FEED_CUSTOMER (CUST_CODE String, CUST_NAME String, ADDRESS_CITY String, SALARY int, VALID_DT String) ROW FORMAT DELIMITED FIELDS TERMINATED BY ',' LINES TERMINATED BY '\n' STORED AS TEXTFILE LOCATION '/FileStore/tables/mhiscfsv1500226290781' ")
// 1. Get maximum value in dimension, this differs to other RDD approach, issues in parallel? May be other way to be done! Check, get a DF here and this is the interchangability
val max_val = spark.sql("select max(dwh_key) from DIM_CUSTOMER_EXISTING")
//max_val.show()
val null_count = max_val.filter("max(DWH_KEY) is null").count()
var max_Dim_Key = 0;
if ( null_count == 1 ) {
max_Dim_Key = 0
} else {
max_Dim_Key = max_val.head().getInt(0)
}
//2. Cannot do simple difference processing. The values of certain fields could be flip-flopping over time. A too simple MINUS will not work well. Need to process relative to
// youngest existing record etc. and roll the transactions forward. Hence we will not do any sort of difference analysis between new dimension data and existing dimension
// data in any way.
// DO NOTHING.
//3. Capture new stuff to be inserted.
// Some records for a given business key can be linea recta inserted as there have been no mutations to consider at all as there is nothing in current Staging. Does not mean
// delete.
// Also, the older mutations need not be re-processed, only the youngest! The younger one may need closing off or not, need to decide if it is now
// copied across or subject to updating in this cycle, depends on the requirements.
// Older mutations copied across immediately.
// DELTA not always strictly speaking needed, but common definitions. Some ranking required.
spark.sql("""insert into DIM_CUSTOMER_NEW select *
from DIM_CUSTOMER_EXISTING
where CUST_CODE not in (select distinct CUST_CODE FROM FEED_CUSTOMER) """) // This does not need RANKing, DWH Key retained.
spark.sql("""create table DIM_CUSTOMER_TEMP as select *, dense_rank() over (partition by CUST_CODE order by VALID_FROM_DT desc) as RANK
from DIM_CUSTOMER_EXISTING """)
spark.sql("""insert into DIM_CUSTOMER_NEW select DWH_KEY, CUST_CODE, CUST_NAME, ADDRESS_CITY, SALARY, VALID_FROM_DT, VALID_TO_DT
from DIM_CUSTOMER_TEMP
where CUST_CODE in (select distinct CUST_CODE from FEED_CUSTOMER)
and RANK <> 1 """)
// For updating of youngest record in terms of SLCD, we use use AND RANK <> 1 to filter these out here as we want to close off the period in this record, but other younger
// records can be passed through immediately with their retained DWH Key.
//4. Combine Staging and those existing facts required. The result of this eventually will be stored in DIM_CUSTOMER_NEW which can be used for updating a final target.
// Issue here is that DWH Key not yet set and different columns. DWH key can be set last.
//4.1 Get records to process, the will have the status NEW.
spark.sql("""create table DIM_CUSTOMER_WORK (DWH_KEY int, CUST_CODE String, CUST_NAME String, ADDRESS_CITY String, SALARY int, VALID_FROM_DT String, VALID_TO_DT String, RECSTAT String) """)
spark.sql("""insert into DIM_CUSTOMER_WORK select 0, CUST_CODE, CUST_NAME, ADDRESS_CITY, SALARY, VALID_DT, '2099-12-31', "NEW"
from FEED_CUSTOMER """)
//4.2 Get youngest already existing dimension record to process in conjunction with newer values.
spark.sql("""insert into DIM_CUSTOMER_WORK select DWH_KEY, CUST_CODE, CUST_NAME, ADDRESS_CITY, SALARY, VALID_FROM_DT, VALID_TO_DT, "OLD"
from DIM_CUSTOMER_TEMP
where CUST_CODE in (select distinct CUST_CODE from FEED_CUSTOMER)
and RANK = 1 """)
// 5. ISSUE with first record in a set. It is not a delta or is used for making a delta, need to know what to do or bypass, depends on case.
// Here we are doing deltas, so first rec is a complete delta
// RECSTAT to be filtered out at end
// NEW, 1 = INSERT --> checked, is correct way, can do in others. No delta computation required
// OLD, 1 = DO NOTHING
// else do delta and INSERT
//5.1 RANK and JOIN to get before and after images in CDC format so that we can decide what needs to be closed off.
// Get the new DWH key values + offset, there may exist gaps eventually.
spark.sql(""" create table DIM_CUSTOMER_WORK_2 as select *, rank() over (partition by CUST_CODE order by VALID_FROM_DT asc) as rank FROM DIM_CUSTOMER_WORK """)
//DWH_KEY, CUST_CODE, CUST_NAME, BIRTH_CITY, SALARY,VALID_FROM_DT, VALID_TO_DT, "OLD"
spark.sql(""" create table DIM_CUSTOMER_WORK_3 as
select T1.DWH_KEY as T1_DWH_KEY, T1.CUST_CODE as T1_CUST_CODE, T1.rank as CURR_RANK, T2.rank as NEXT_RANK,
T1.VALID_FROM_DT as CURR_VALID_FROM_DT, T2.VALID_FROM_DT as NEXT_VALID_FROM_DT,
T1.VALID_TO_DT as CURR_VALID_TO_DT, T2.VALID_TO_DT as NEXT_VALID_TO_DT,
T1.CUST_NAME as CURR_CUST_NAME, T2.CUST_NAME as NEXT_CUST_NAME,
T1.SALARY as CURR_SALARY, T2.SALARY as NEXT_SALARY,
T1.ADDRESS_CITY as CURR_ADDRESS_CITY, T2.ADDRESS_CITY as NEXT_ADDRESS_CITY,
T1.RECSTAT as CURR_RECSTAT, T2.RECSTAT as NEXT_RECSTAT
from DIM_CUSTOMER_WORK_2 T1 LEFT OUTER JOIN DIM_CUSTOMER_WORK_2 T2
on T1.CUST_CODE = T2.CUST_CODE AND T2.rank = T1.rank + 1 """)
//5.2 Get the data for computing new Dimension Surrogate DWH Keys, must execute new query or could use DF's and RDS, RDDs, but chosen for SPARK SQL as aeasier to follow
spark.sql(s""" create table DIM_CUSTOMER_WORK_4 as
select *, row_number() OVER( ORDER BY T1_CUST_CODE) as ROW_NUMBER, '$max_Dim_Key' as DIM_OFFSET
from DIM_CUSTOMER_WORK_3 """)
//spark.sql("""SELECT * FROM DIM_CUSTOMER_WORK_4 """).show()
//Execute the above to see results, could not format here.
//5.3 Process accordingly and check if no change at all, if no change can get holes in the sequence numbers, that is not an issue. NB: NOT DOING THIS DUE TO COMPLICATIONS !!!
// See sample data above for decision-making on what to do. NOTE THE FACT THAT WE WOULD NEED A PRE_PROCCESOR TO CHECK IF FIELD OF INTEREST ACTUALLY CHANGED
// to get the best result.
// We could elaborate and record via an extra step if there were only two records per business key and if all the current and only next record fields were all the same,
// we could disregard the first and the second record. Will attempt that later as an extra optimization. As soon as there are more than two here, then this scheme packs up
// Some effort still needed.
//5.3.1 Records that just need to be closed off. The previous version gets an appropriate DATE - 1. Dates must not overlap.
// No check on whether data changed or not due to issues above.
spark.sql("""insert into DIM_CUSTOMER_NEW select T1_DWH_KEY, T1_CUST_CODE, CURR_CUST_NAME, CURR_ADDRESS_CITY, CURR_SALARY,
CURR_VALID_FROM_DT, cast(date_sub(cast(NEXT_VALID_FROM_DT as DATE), 1) as STRING)
from DIM_CUSTOMER_WORK_4
where CURR_RECSTAT = 'OLD' """)
//5.3.2 Records that are the last in the sequence must have high end 2099-12-31 set, which has already been done.
// No check on whether data changed or not due to issues above.
spark.sql("""insert into DIM_CUSTOMER_NEW select ROW_NUMBER + DIM_OFFSET, T1_CUST_CODE, CURR_CUST_NAME, CURR_ADDRESS_CITY, CURR_SALARY,
CURR_VALID_FROM_DT, CURR_VALID_TO_DT
from DIM_CUSTOMER_WORK_4
where NEXT_RANK is null """)
//5.3.3
spark.sql("""insert into DIM_CUSTOMER_NEW select ROW_NUMBER + DIM_OFFSET, T1_CUST_CODE, CURR_CUST_NAME, CURR_ADDRESS_CITY, CURR_SALARY,
CURR_VALID_FROM_DT, cast(date_sub(cast(NEXT_VALID_FROM_DT as DATE), 1) as STRING)
from DIM_CUSTOMER_WORK_4
where CURR_RECSTAT = 'NEW'
and NEXT_RANK is not null""")
spark.sql("""SELECT * FROM DIM_CUSTOMER_NEW """).show()
// So, the question is if we could have done without JOINing and just sorted due to gap processing. This was derived off the delta processing but it turned out a little
// different.
// Well we did need the JOIN for next date at least, so if we add some optimization it still holds.
// My logic applied here per different steps, may well be less steps, left as is.
//6. The copy / insert to get a new big target table version and re-compile views. Outside of this actual processing. Logic performed elsewhere.
// NOTE now that 2.x supports nested correlated sub-queries are supported, so would need to re-visit this at a later point, but can leave as is.
// KUDU means no more restating.
Sample data so you know what to generate for the examples:
+-------+---------+----------------+------------+------+-------------+-----------+
|DWH_KEY|CUST_CODE| CUST_NAME|ADDRESS_CITY|SALARY|VALID_FROM_DT|VALID_TO_DT|
+-------+---------+----------------+------------+------+-------------+-----------+
| 230| E222222| Pete Saunders| Leeds| 75000| 2013-03-09| 2099-12-31|
| 400| A048901| John Alexander| Calgary| 22000| 2015-03-24| 2017-10-22|
| 402| A048901| John Alexander| Wellington| 47000| 2017-10-23| 2099-12-31|
| 403| B787555| Mark de Wit|Johannesburg| 49500| 2017-10-02| 2099-12-31|
| 406| C999666| Daya Dumar| Mumbai| 50000| 2016-12-16| 2099-12-31|
| 404| C999666| Daya Dumar| Mumbai| 49000| 2016-11-11| 2016-12-14|
| 405| C999666| Daya Dumar| Mumbai| 50000| 2016-12-15| 2016-12-15|
| 300| A048901| John Alexander| Calgary| 15000| 2014-03-24| 2015-03-23|
+-------+---------+----------------+------------+------+-------------+-----------+
Here's the detailed implementation of slowly changing dimension type 2 in Spark (Data frame and SQL) using exclusive join approach.
Assuming that the source is sending a complete data file i.e. old, updated and new records.
Steps:
Load the recent file data to STG table
Select all the expired records from HIST table
1. select * from HIST_TAB where exp_dt != '2099-12-31'
Select all the records which are not changed from STG and HIST using inner join and filter on HIST.column = STG.column as below
2. select hist.* from HIST_TAB hist inner join STG_TAB stg on hist.key = stg.key where hist.column = stg.column
Select all the new and updated records which are changed from STG_TAB using exclusive left join with HIST_TAB and set expiry and effective date as below
3. select stg.*, eff_dt (yyyy-MM-dd), exp_dt (2099-12-31) from STG_TAB stg left join (select * from HIST_TAB where exp_dt = '2099-12-31') hist
on hist.key = stg.key where hist.key is null or hist.column != stg.column
Select all updated old records from the HIST table using exclusive left join with STG table and set their expiry date as shown below:
4. select hist.*, exp_dt(yyyy-MM-dd) from (select * from HIST_TAB where exp_dt = '2099-12-31') hist left join STG_TAB stg
on hist.key= stg.key where hist.key is null or hist.column!= stg.column
unionall queries from 1-4 and insert overwrite result to HIST table
More detailed implementation of SCD type 2 in Scala and Pyspark can be found here-
https://github.com/sahilbhange/spark-slowly-changing-dimension
Hope this helps!
scala spark: https://georgheiler.com/2020/11/19/sparkling-scd2/
NOTICE: this is not a full SCD2 - it assumes one table of events and it determines/ deduplicates valid_from/valid_to from them i.e. no merge/upsert is implemented
val df = Seq(("k1","foo", "2020-01-01"), ("k1","foo", "2020-02-01"), ("k1","baz", "2020-02-01"),
("k2","foo", "2019-01-01"), ("k2","foo", "2019-02-01"), ("k2","baz", "2019-02-01")).toDF("key", "value_1", "date").withColumn("date", to_date(col("date")))
df.show
+---+-------+----------+
|key|value_1| date|
+---+-------+----------+
| k1| foo|2020-01-01|
| k1| foo|2020-02-01|
| k1| baz|2020-02-01|
| k2| foo|2019-01-01|
| k2| foo|2019-02-01|
| k2| baz|2019-02-01|
+---+-------+----------+
df.printSchema
root
|-- key: string (nullable = true)
|-- value_1: string (nullable = true)
|-- date: date (nullable = true)
df.transform(deduplicateScd2(Seq("key"), Seq("date"), "date", Seq())).show
+---+-------+----------+----------+
|key|value_1|valid_from| valid_to|
+---+-------+----------+----------+
| k1| foo|2020-01-01|2020-02-01|
| k1| baz|2020-02-01|2020-11-18|
| k2| foo|2019-01-01|2019-02-01|
| k2| baz|2019-02-01|2020-11-18|
+---+-------+----------+----------+
import org.apache.spark.sql.DataFrame
import org.apache.spark.sql.expressions.Window
import org.apache.spark.sql.functions.col
import org.apache.spark.sql.functions.lag
import org.apache.spark.sql.functions.lead
import org.apache.spark.sql.functions.when
import org.apache.spark.sql.functions.current_date
def deduplicateScd2(
key: Seq[String],
sortChangingIgnored: Seq[String],
timeColumn: String,
columnsToIgnore: Seq[String]
)(df: DataFrame): DataFrame = {
val windowPrimaryKey = Window
.partitionBy(key.map(col): _*)
.orderBy(sortChangingIgnored.map(col): _*)
val columnsToCompare =
df.drop(key ++ sortChangingIgnored: _*).drop(columnsToIgnore: _*).columns
val nextDataChange = lead(timeColumn, 1).over(windowPrimaryKey)
val deduplicated = df
.withColumn(
"data_changes_start",
columnsToCompare
.map(e => {
val previous = lag(col(e), 1).over(windowPrimaryKey)
val self = col(e)
// 3 cases: 1.: start (previous is NULL), 2: in between, try to collapse 3: end (= next is null)
// first, filter to only start & end events (= updates/invalidations of records)
//self =!= previous or self =!= next or previous.isNull or next.isNull
self =!= previous or previous.isNull
})
.reduce(_ or _)
)
.withColumn(
"data_changes_end",
columnsToCompare
.map(e => {
val next = lead(col(e), 1).over(windowPrimaryKey)
val self = col(e)
// 3 cases: 1.: start (previous is NULL), 2: in between, try to collapse 3: end (= next is null)
// first, filter to only start & end events (= updates/invalidations of records)
self =!= next or next.isNull
})
.reduce(_ or _)
)
.filter(col("data_changes_start") or col("data_changes_end"))
.drop("data_changes")
deduplicated //.withColumn("valid_to", nextDataChange)
.withColumn(
"valid_to",
when(col("data_changes_end") === true, col(timeColumn))
.otherwise(nextDataChange)
)
.filter(col("data_changes_start") === true)
.withColumn(
"valid_to",
when(nextDataChange.isNull, current_date()).otherwise(col("valid_to"))
)
.withColumnRenamed(timeColumn, "valid_from")
.drop("data_changes_end", "data_changes_start")
}
}
Here an updated answer with MERGE.
Note it will not work with Spark Structured Streaming, but can be used with Spark Kafka Batch Integration.
// 0. Standard, start of program.
// Handles multiple business keys in a single run. DELTA tables.
// Schema evolution also handled.
import org.apache.spark.sql.SparkSession
import org.apache.spark.sql.functions._
import org.apache.spark.sql.types._
val sparkSession = SparkSession.builder
.master("local") // Not realistic
.appName("REF Zone History stuff and processing")
.enableHiveSupport() // Standard in Databricks.
.getOrCreate()
// 1. Read newer data to process in some way. Create tempView.
// In general we should have few rows to process, i.e. not at scale.
val dfA = spark.read.option("multiLine",false).json("/FileStore/tables/new_customers_json_multiple_alt3.txt") // New feed.
dfA.createOrReplaceTempView("newFeed")
// 2. First create the target for data at rest if it does not exist. Add an ASC col_key. Should only occur once.
val save_path = "/some_loc_fix/ref/atRest/data" // Make dynamic.
val table_name = "CUSTOMERS_AT_REST"
spark.sql("CREATE TABLE IF NOT EXISTS " + table_name + " LOCATION '" + save_path + "'" + " AS SELECT * from newFeed WHERE 1 = 0 " ) // Can also use limit 0 instead of WHERE 1 = 0.
// Add an ASC col_key column if it does not exist.
// I have in input valid_from_dt, but it could be different so we would need to add in reality as well. Mark to decide.
try {
spark.sql("ALTER TABLE " + table_name + " ADD COLUMNS (col_key BIGINT FIRST, valid_to_dt STRING) ")
} catch {
case unknown: Exception => {
None
}
}
// 3. Get maximum value for target. This is a necessity.
val max_val = spark.sql("select max(col_key) from " + table_name)
//max_val.show()
val null_count = max_val.filter("max(col_key) is null").count()
var max_Col_Key: BigInt = 0;
if ( null_count == 1 ) {
max_Col_Key = 0
} else {
max_Col_Key = max_val.head().getLong(0) // Long and BIGINT interoperable.
}
// 4.1 Create a temporary table for getting the youngest records from the existing data. table_name as variable, newFeed tempView as string. Then apply processing.
val dfB = spark.sql(" select O.* from (select A.cust_code, max(A.col_key) as max_col_key from " + table_name + " A where A.cust_code in (select B.cust_code from newFeed B ) group by A.cust_code ) Z, " + table_name + " O where O.col_key = Z.max_col_key ") // Most recent records.
// No tempView required.
// 4.2 Get the set of data to actually process. New feed + youngest records in feed.
val dfC =dfA.unionByName(dfB, true)
dfC.createOrReplaceTempView("cusToProcess")
// 4.3 RANK
val df1 = spark.sql("""select *, dense_rank() over (partition by CUST_CODE order by VALID_FROM_DT desc) as RANK from CusToProcess """)
df1.createOrReplaceTempView("CusToProcess2")
// 4.4 JOIN adjacent records & process closing off dates etc.
val df2 = spark.sql("""select A.*, B.rank as B_rank, cast(date_sub(cast(B.valid_from_dt as DATE), 1) as STRING) as untilMinus1
from CusToProcess2 A LEFT OUTER JOIN CusToProcess2 B
on A.cust_code = B.cust_code and A.RANK = B.RANK + 1 """)
val df3 = df2.drop("valid_to_dt").withColumn("valid_to_dt", $"untilMinus1").drop("untilMinus1").drop("B_rank")
val df4 = df3.withColumn("valid_to_dt", when($"valid_to_dt".isNull, lit("2099-12-31")).otherwise($"valid_to_dt")).drop("RANK")
df4.createOrReplaceTempView("CusToProcess3")
val df5 = spark.sql(s""" select *, row_number() OVER( ORDER BY cust_code ASC, valid_from_dt ASC) as ROW_NUMBER, '$max_Col_Key' as col_OFFSET
from CusToProcess3 """)
// Add new ASC col_key, gaps can result, not an issue must always be ascending.
val df6 = df5.withColumn("col_key", when($"col_key".isNull, ($"ROW_NUMBER" + $"col_OFFSET")).otherwise($"col_key"))
val df7 = df6.withColumn("col_key", col("col_key").cast(LongType)).drop("ROW_NUMBER").drop("col_OFFSET")
// 5. ACTUAL MERGE, is very simple.
// More than one Merge key possible? Need then to have a col_key if only one such possible.
df7.createOrReplaceTempView("CUST_DELTA")
spark.sql("SET spark.databricks.delta.schema.autoMerge.enabled = true")
spark.sql(""" MERGE INTO CUSTOMERS_AT_REST
USING CUST_DELTA
ON CUSTOMERS_AT_REST.col_key = CUST_DELTA.col_key
WHEN MATCHED THEN
UPDATE SET *
WHEN NOT MATCHED THEN
INSERT *
""")

Need to fetch n percentage of rows in u-sql query

Need help in writing u-sql query to fetch me top n percentage of rows.I have one dataset from which need to take total count of rows and take top 3% rows from dataset based on col1. Code which I have written is :
#count = SELECT Convert.ToInt32(COUNT(*)) AS cnt FROM #telData;
#count1=SELECT cnt/100 AS cnt1 FROM #count;
DECLARE #cnt int=SELECT Convert.ToInt32(cnt1*3) FROM #count1;
#EngineFailureData=
SELECT vin,accelerator_pedal_position,enginefailure=1
FROM #telData
ORDER BY accelerator_pedal_position DESC
FETCH #cnt ROWS;
#telData is my basic dataset.Thanks for help.
Some comments first:
FETCH currently only takes literals as arguments (https://msdn.microsoft.com/en-us/library/azure/mt621321.aspx)
#var = SELECT ... will assign the name #var to the rowset expression that starts with the SELECT. U-SQL (currently) does not provide you with stateful scalar variable assignment from query results. Instead you would use a CROSS JOIN or other JOIN to join the scalar value in.
Now to the solution:
To get the percentage, take a look at the ROW_NUMBER() and PERCENT_RANK() functions. For example, the following shows you how to use either to answer your question. Given the simpler code for PERCENT_RANK() (no need for the MAX() and CROSS JOIN), I would suggest that solution.
DECLARE #percentage double = 0.25; // 25%
#data = SELECT *
FROM (VALUES(1),(2),(3),(4),(5),(6),(7),(8),(9),(10),(11),(12),(13),(14),(15),(16),(17),(18),(19),(20)
) AS T(pos);
#data =
SELECT PERCENT_RANK() OVER(ORDER BY pos) AS p_rank,
ROW_NUMBER() OVER(ORDER BY pos) AS r_no,
pos
FROM #data;
#cut_off =
SELECT ((double) MAX(r_no)) * (1.0 - #percentage) AS max_r
FROM #data;
#r1 =
SELECT *
FROM #data CROSS JOIN #cut_off
WHERE ((double) r_no) > max_r;
#r2 =
SELECT *
FROM #data
WHERE p_rank >= 1.0 - #percentage;
OUTPUT #r1
TO "/output/top_perc1.csv"
ORDER BY p_rank DESC
USING Outputters.Csv();
OUTPUT #r2
TO "/output/top_perc2.csv"
ORDER BY p_rank DESC
USING Outputters.Csv();

postgresql insert rules for parallel transactions

We have a postgreql connection pool used by multithreaded application, that permanently inserts some records into big table. So, lets say we have 10 database connections, executing the same function, whcih inserts the record.
The trouble is, we have 10 records inserted as a result meanwhile it should be only 2-3 records inserted, if only transactions could see the records of each other (our function takes decision to do not insert the record according to the date of the last record found).
We can not afford table locking for func execution period.
We tried different tecniques to make the database apply our rules to new records immediately despite the fact they are created in parallel transactions, but havent succeeded yet.
So, I would be very grateful for any help or idea!
To be more specific, here is the code:
schm.events ( evtime TIMESTAMP, ref_id INTEGER, param INTEGER, type INTEGER);
record filter rule:
BEGIN
select count(*) into nCnt
from events e
where e.ref_id = ref_id and e.param = param and e.type = type
and e.evtime between (evtime - interval '10 seconds') and (evtime + interval '10 seconds')
if nCnt = 0 then
insert into schm.events values (evtime, ref_id, param, type);
end if;
END;
UPDATE (comment length is not enough unfortunately)
I've applied to production the unique index solution. The results are pretty acceptable, but the initial target has not been achieved.
The issue is, with the unique hash I can not control the interval between 2 records with sequential hash_codes.
Here is the code:
CREATE TABLE schm.events_hash (
hash_code bigint NOT NULL
);
CREATE UNIQUE INDEX ui_events_hash_hash_code ON its.events_hash
USING btree (hash_code);
--generate the hash codes data by partioning(splitting) evtime in 10 sec intervals:
INSERT into schm.events_hash
select distinct ( cast( trunc( extract(epoch from evtime) / 10 ) || cast( ref_id as TEXT) || cast( type as TEXT ) || cast( param as TEXT ) as bigint) )
from schm.events;
--and then in a concurrently executed function I insert sequentially:
begin
INSERT into schm.events_hash values ( cast( trunc( extract(epoch from evtime) / 10 ) || cast( ref_id as TEXT) || cast( type as TEXT ) || cast( param as TEXT ) as bigint) );
insert into schm.events values (evtime, ref_id, param, type);
end;
In that case, if evtime lies within hash-determined interval, only one record is being inserted.
The case is, we can skip records that refer to different determined intervals, but are close to each other (less than 60 sec interval).
insert into schm.events values ( '2013-07-22 19:32:37', '123', '10', '20' ); --inserted, test ok, (trunc( extract(epoch from cast('2013-07-22 19:32:37' as timestamp)) / 10 ) = 137450715 )
insert into schm.events values ( '2013-07-22 19:32:39', '123', '10', '20' ); --filtered out, test ok, (trunc( extract(epoch from cast('2013-07-22 19:32:39' as timestamp)) / 10 ) = 137450715 )
insert into schm.events values ( '2013-07-22 19:32:41', '123', '10', '20' ); --inserted, test fail, (trunc( extract(epoch from cast('2013-07-22 19:32:41' as timestamp)) / 10 ) = 137450716 )
I think there must be a way to modify the hash function to achieve the initial target, but havent found it yet. Maybe, there are some table constraint expressions, that are executed by the postgresql itself, out of the transaction?
About your only options are:
Using a unique index with a hack to collapse 20-second ranges to a single value;
Using advisory locking to control communication; or
SERIALIZABLE isolation and intentionally creating a mutual dependency between sessions. Not 100% sure this will be practical in your case.
What you really want is a dirty read, but PostgreSQL does not support dirty reads, so you're kind of stuck there.
You might land up needing a co-ordinator outside the database to manage your requirements.
Unique index
You can truncate your timestamps for the purpose of uniquenes checking, rounding them to regular boundaries so they jump in 20 second chunks. Then add them to a unique index on (chunk_time_seconds(evtime, 20), ref_id, param, type) .
Only one insert will succeed and the rest will fail with an error. You can trap the error in a BEGIN ... EXCEPTION block in PL/PgSQL, or preferably just handle it in the application.
I think a reasonable definition of chunk_time_seconds might be:
CREATE OR REPLACE FUNCTION chunk_time_seconds(t timestamptz, round_seconds integer)
RETURNS bigint
AS $$
SELECT floor(extract(epoch from t) / 20) * 20;
$$ LANGUAGE sql IMMUTABLE;
A starting point for advisory locking:
Advisory locks can be taken on a single bigint or a pair of 32-bit integers. Your key is bigger than that, it's three integers, so you can't directly use the simplest approach of:
IF pg_try_advisory_lock(ref_id, param) THEN
... do insert ...
END IF;
then after 10 seconds, on the same connection (but not necessarily in the same transaction) issue pg_advisory_unlock(ref_id_param).
It won't work because you must also filter on type and there's no three-integer-argument form of pg_advisory_lock. If you can turn param and type into smallints you could:
IF pg_try_advisory_lock(ref_id, param << 16 + type) THEN
but otherwise you're in a bit of a pickle. You could hash the values, of course, but then you run the (small) risk of incorrectly skipping an insert that should not be skipped in the case of a hash collision. There's no way to trigger a recheck because the conflicting rows aren't visible, so you can't use the usual solution of just comparing rows.
So ... if you can fit the key into 64 bits and your application can deal with the need to hold the lock for 10-20s before releasing it in the same connection, advisory locks will work for you and will be very low overhead.

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