I have a large PostgreSQL db table (Actually lots of partition tables divided up by yearly quarters) that for simplicity sake is defined something like
id bigint
ts (timestamp)
value (float)
For a particular set of ids what is an efficient way of finding the last timestamp in the table for each specified id ?
The table is indexed by (id, timestamp)
If I do something naive like
SELECT sensor_id, MAX(ts)
FROM sensor_values
WHERE ts >= (NOW() + INTERVAL '-100 days') :: TIMESTAMPTZ
GROUP BY 1;
Things are pretty slow.
Is there a way of perhaps narrowing down the times first by a binary search of one id
(I can assume the timestamps are similar for a particular set of ids)
I am accessing the db through psycopg so the solution can be in code or SQL if I am missing something easy to speed this up.
The explain for the query can be seen here. https://explain.depesz.com/s/PVqg
Any ideas appreciated.
So, I have a stream of data with this structure (I apologize it's in SQL)
CREATE TABLE github_events
(
event_id bigint,
event_type text,
event_public boolean,
repo_id bigint,
payload jsonb,
repo jsonb,
user_id bigint,
org jsonb,
created_at timestamp
);
In SQL, I would rollup this data up to a minute like this:
1.Create a roll-up table for this purpose:
CREATE TABLE github_events_rollup_minute
(
created_at timestamp,
event_count bigint
);
2.And populate with INSERT/SELECT:
INSERT INTO github_events_rollup_minute(
created_at,
event_count
)
SELECT
date_trunc('minute', created_at) AS created_at,
COUNT(*)the AS event_count
FROM github_events
GROUP BY 1;
In Apache Beam, I am trying to roll-up events to a minute, i.e. count the total number of events received in that minute as per event's timestamp field.
Timestamp(in YYYY-MM-DDThh:mm): event_count
So, later in the pipeline if we receive more events with the same overlapping timestamp (due to the event receiving delays as the customer might be offline), we just need to take the roll-up count and increment the count for that timestamp.
This will allow us to simply increment the count for YYYY-MM-DDThh:mm by event_count in the application.
Assuming, events might be delayed but they'll always have the timestamp field.
I would like to accomplish the same thing in Apache Beam. I am very new to Apache Beam, I feel that I am missing something in Beam that would allow me to accomplish this. I've read the Apache Beam Programming Guide multiple times.
Take a look at the sections on Windowing and Triggers. What you're describing is fixed-time windows with allowed late data. The general shape of the pipeline sounds like:
Read input github_events data
Window into fixed windows of 1 minute, allowing late data
Count events per-window
Output the result to github_events_rollup_minute
The WindowedWordCount example project demonstrates this pattern.
TLDR: I need to make several median aggregations on a large dataset for a webapp, but the performance is poor. Can my query be improved/is there a better DB than AWS Redshift for this use-case?
I'm working on a team project which involves on-demand aggregations of a large dataset for visualization through our web-app. We're using Amazon Redshift loaded with almost 1,000,000,000 rows, dist-key by date (we have data from 2014 up to today's date, with 900,000 data points being ingested every day) and sort-key by a unique id. The unique id has a possibly one-to-many relationship with other unique ids, for which the 'many' relationship can be thought as the id's 'children'.
Due to confidentiality, think of the table structures like this
TABLE NAME: meal_nutrition
DISTKEY(date),
SORTKEY(patient_id),
patient_name varchar,
calories integer,
fat integer,
carbohydrates integer,
protein integer,
cholesterol integer,
sodium integer,
calories integer
TABLE NAME: patient_hierarchy
DISTKEY(date date),
SORTKEY(patient_id integer),
parent_id integer,
child_id integer,
distance integer
Think of this as a world for which there's a hierarchy of doctors. Patients are encapsulated as both actual patients and the doctors themselves, for which doctors can be the patient of other doctors. Doctors can transfer ownership of patients/doctors at any time, so the hierarchy is constantly changing.
DOCTOR (id: 1)
/ \
PATIENT(id: 2) DOCTOR (id: 3)
/ \ \
P (id: 4) D (id: 8) D(id: 20)
/ \ / \ / \ \
................
One visualization that we're having trouble with (due to performance) is a time-series graph showing the day-to-day median of several metrics for which the default date-range must be 1 year. So in this example, we want the median of fats, carbohydrates, and proteins of all meals consumed by a patient/doctor and their 'children', given a patient_id. The query used would be:
SELECT patient_name,
date,
max(median_fats),
max(median_carbs),
max(median_proteins)
FROM (SELECT mn.date date,
ph.patient_name patient_name,
MEDIAN(fats) over (PARTITION BY date) AS median_fats,
MEDIAN(carbohydrates) over (PARTITION BY date) AS median_carbs,
MEDIAN(proteins) over (PARTITION BY date) AS median_proteins
FROM meal_nutrition mn
JOIN patient_hierarchy ph
ON (mn.patient_id = ph.child_id)
WHERE ph.date = (SELECT max(date) FROM patient_hierarchy)
AND ph.parent_id = ?
AND date >= '2016-12-17' and date <= '2017-12-17'
)
GROUP BY date, patient_name
The heaviest operations in this query are the sorts for the each of the medians (each requiring to sort ~200,000,000 rows), but we cannot avoid this. As a result, this query takes ~30s to complete, which translates to bad UX. Can the query I'm making be improved? Is there a better DB for this kind of use-case? Thanks!
As said in comments, sorting/distribution of your data is very important. If you get just one date slice of patient hierarchy all data you're using is on one node with distribution by date. It's better to distribute by meal_nutrition.patient_id and patient_hierarchy.child_id so data that is joined likely sits on the same node, and sort tables by date,patient_id and date,child_id respectively, so you can find the necessary date slices/ranges efficiently and then look up for patients efficiently.
As for the query itself, there are some options that you can try:
1) Approximate median like this:
SELECT mn.date date,
ph.patient_name patient_name,
APPROXIMATE PERCENTILE_DISC (0.5) WITHIN GROUP (ORDER BY fats) AS median_fats
FROM meal_nutrition mn
JOIN patient_hierarchy ph
ON (mn.patient_id = ph.child_id)
WHERE ph.date = (SELECT max(date) FROM patient_hierarchy)
AND ph.parent_id = ?
AND date >= '2016-12-17' and date <= '2017-12-17'
GROUP BY 1,2
Notes: this might not work if the memory stack is exceeded. Also, you have to have only one such function per subquery so you can't get fats, carbs and proteins in the same subquery but you can calculate them separately and then join. if this works you can then test the accuracy by running your 30s statement for a few IDs and comparing results.
2) Binning. First group by each value, or set reasonable bins, then find the group/bin that is in the middle of the distribution. That will be your median. One variable example would be:
WITH
groups as (
SELECT mn.date date,
ph.patient_name patient_name,
fats,
count(1)
FROM meal_nutrition mn
JOIN patient_hierarchy ph
ON (mn.patient_id = ph.child_id)
WHERE ph.date = (SELECT max(date) FROM patient_hierarchy)
AND ph.parent_id = ?
AND date >= '2016-12-17' and date <= '2017-12-17'
GROUP BY 1,2,3
)
,running_groups as (
SELECT *
,sum(count) over (partition by date, patient_name order by fats rows between unlimited preceding and current row) as running_total
,sum(count) (partition by date, patient_name) as total
FROM groups
)
,distance_from_median as (
SELECT *
,row_number() over (partition by date, patient_name order by abs(0.5-(1.0*running_total/total))) as distance_from_median
FROM running_groups
)
SELECT
date,
patient_name,
fats
WHERE distance_from_median=1
That would likely allow grouping values on each individual node and subsequent operations with bins will be more light weight and avoid sorting the raw sets. Again, you have to benchmark. The less unique values you have the higher your performance gain will be because you'll have a small number of bins out of a big number of raw values and sorting will be much cheaper. The result is accurate except the option with even number of distinct values (for 1,2,3,4 it would return 2, not 2.5) but this is solvable by adding another layer if it's critical. The main question is if the approach itself improves performance significantly.
3) Materialize calculation for every date/patient id. If your only parameter is patient and you always calculate medians for the last year you can run the query overnight into a summary table and query that one. It's better even if (1) or (2) helps to optimize performance. You can also copy the summary table to a Postgres instance after materializing and use it as the backend for your app, you'll have better ping (Redshift is good for materializing large amounts of data but not good as web app backend). It comes with the cost of maintaining data transfer job, so if materializing/optimization made a good enough job you can leave it in Redshift.
I'm really interested in getting feedback if you try any of suggested options, this is a good use case for Redshift.
In Python (pandas) I read from my database and then I use a pivot table to aggregate data each day. The raw data I am working on is about 2 million rows per day and it is per person and per 30 minutes. I am aggregating it to be daily instead so it is a lot smaller for visualization.
So in pandas, I would read each date into memory and aggregate it and then load it into a fresh table in postgres.
How can I do this directly in postgres? Can I loop through each unique report_date in my table, groupby, and then append it to another table? I am assuming doing it in postgres would be fast compared to reading it over a network in python, writing a temporary .csv file, and then writing it again over the network.
Here's an example: Suppose that you have a table
CREATE TABLE post (
posted_at timestamptz not null,
user_id integer not null,
score integer not null
);
representing the score various user have earned from posts they made in SO like forum. Then the following query
SELECT user_id, posted_at::date AS day, sum(score) AS score
FROM post
GROUP BY user_id, posted_at::date;
will aggregate the scores per user per day.
Note that this will consider that the day changes at 00:00 UTC (like SO does). If you want a different time, say midnight Paris time, then you can do it like so:
SELECT user_id, (posted_at AT TIME ZONE 'Europe/Paris')::date AS day, sum(score) AS score
FROM post
GROUP BY user_id, (posted_at AT TIME ZONE 'Europe/Paris')::date;
To have good performace for the above queries, you might want to create a (computed) index on (user_id, posted_at::date), or similarly for the second case.
I have two tables (agg_count_1 and agg_count_2) in Cassandra both with the same schema:
CREATE TABLE agg_count_1 (
pk_1 text,
pk_2 text,
pk_3 text,
window_start timestamp,
count counter,
PRIMARY KEY (( pk_1, pk_2, pk_3 ), window_start)
) WITH CLUSTERING ORDER BY ( window_start DESC )
window_start is a timestamp rounded to nearest 15 minutes which means its value is exactly the same in both tables however rows for some time windows may be missing.
I would like to efficiently (inner) join these two tables on the primary key to a third table with very much the same schema and store value of agg_count_1.counter to counter_1 and agg_count_2.counter to counter_2 columns:
CREATE TABLE agg_joined (
pk_1 text,
pk_2 text,
pk_3 text,
window_start timestamp,
int counter_1,
int counter_2,
PRIMARY KEY (( pk_1, pk_2, pk_3 ), window_start)
) WITH CLUSTERING ORDER BY ( window_start DESC )
This can be done in many ways using combination of Scala, Spark and Spark-Cassandra connector features. What is the recommended way?
I would appreciate to hear about solutions to avoid. Joins are in general expensive but I would expect this kind of "zipping" of time series should be fairly efficient if you (actually me) don't do anything wrong.
Based on Spark-Cassandra documentation using joinWithCassandraTable sounds suboptimal because it executes a single query for every partition:
joinWithCassandraTable utilizes the java drive to execute a single query for every partition required by the source RDD so no un-needed data will be requested or serialized.