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feat: Use ASOF JOIN in Snowflake offline store query #4850

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Merged
franciscojavierarceo merged 6 commits into from
Dec 23, 2024
Merged

feat: Use ASOF JOIN in Snowflake offline store query #4850

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da7b74a
Use ASOF JOIN in Snowflake offline store query
Dec 13, 2024
4b48655
Fix Snowflake query template for entityless feature views
Dec 19, 2024
3c0ca9b
Remove quotes on subquery in snowflake template
Dec 19, 2024
f37b52a
Use __subquery in Snowflake template for preparation
Dec 19, 2024
6b6c48e
Fix deduplication in Snowflake query string
Dec 19, 2024
089794c
Use event_timestamp in ttl cte
Dec 19, 2024
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Fix deduplication in Snowflake query string 
Signed-off-by: hkuepers <hanno.kuepers@ratepay.com>
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hkuepers committed Dec 19, 2024
commit 6b6c48e6bed9e2c51b8d29f1c0ee4341ddfb851f
24 changes: 15 additions & 9 deletions sdk/python/feast/infra/offline_stores/snowflake.py
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Original file line number Diff line number Diff line change
Expand Up @@ -771,20 +771,26 @@ def _get_entity_df_event_timestamp_range(
),

/*
3. If the `created_timestamp_column` has been set, we need to
deduplicate the data first. This is done by calculating the
`MAX(created_at_timestamp)` for each event_timestamp.
Otherwise, the ASOF JOIN can have unstable side effects
https://docs.snowflake.com/en/sql-reference/constructs/asof-join#expected-behavior-when-ties-exist-in-the-right-table
3. If the `created_timestamp_column` has been set, we need to
deduplicate the data first. This is done by calculating the
`MAX(created_at_timestamp)` for each event_timestamp and joining back on the subquery.
Otherwise, the ASOF JOIN can have unstable side effects
https://docs.snowflake.com/en/sql-reference/constructs/asof-join#expected-behavior-when-ties-exist-in-the-right-table
*/

{% if featureview.created_timestamp_column %}
"{{ featureview.name }}__dedup" AS (
SELECT
*,
MAX("created_timestamp") AS "created_timestamp"
SELECT *
FROM "{{ featureview.name }}__subquery"
GROUP BY {{ featureview.entities | map('tojson') | join(', ')}}{% if featureview.entities %},{% else %}{% endif %} "event_timestamp"
INNER JOIN (
SELECT
{{ featureview.entities | map('tojson') | join(', ')}}{% if featureview.entities %},{% else %}{% endif %}
"event_timestamp",
MAX("created_timestamp") AS "created_timestamp"
FROM "{{ featureview.name }}__subquery"
GROUP BY {{ featureview.entities | map('tojson') | join(', ')}}{% if featureview.entities %},{% else %}{% endif %} "event_timestamp"
)
USING({{ featureview.entities | map('tojson') | join(', ')}}{% if featureview.entities %},{% else %}{% endif %} "event_timestamp", "created_timestamp")
),
{% endif %}

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