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From Julian Hyde <jh...@apache.org>
Subject Re: Timestamps with different precision / Timedeltas
Date Wed, 13 Jul 2016 01:06:13 GMT
I'm talking about a fixed decimal type, not floating decimal. (Oracle
numbers are floating decimal. They have a few nice properties, but
they are variable width and can get quite large. I've seen one or two
systems that started with binary floating point numbers, which are
much worse for business computing, and then change to Java BigDecimal,
which gives the right answer but are horribly inefficient.)

A fixed decimal type has virtually zero computational overhead. It
just has a piece of metadata saying something like "every value in
this field is multiplied by 1 million" and leaves it to the client
program to do that multiplying.

My advice is to create a good fixed decimal type and lean on it heavily.

Julian


On Tue, Jul 12, 2016 at 5:46 PM, Jacques Nadeau <jacques@apache.org> wrote:
> Julian has some experience with the Oracle internals where the perfect
> numeric type solves many problems...  :D
>
>
>
> On Tue, Jul 12, 2016 at 5:43 PM, Wes McKinney <wesmckinn@gmail.com> wrote:
>
>> As one data point, none of the systems I work with use decimals for
>> representing timestamps (UNIX timestamps at some resolution, second /
>> milli / nano, is the most common), so having decimal as the default
>> storage class would cause a computational hardship. We may consider
>> incorporating the Timestamp storage type into the canonical metadata.
>>
>> - Wes
>>
>> On Tue, Jul 5, 2016 at 4:21 PM, Wes McKinney <wesmckinn@gmail.com> wrote:
>> > Is it worth doing a review of different file formats and database
>> > systems to decide on a timestamp implementation (int64 or int96 with
>> > some resolution seems to be quite popular as well)? At least in the
>> > Arrow C++ codebase, we need to add decimal handling logic anyway.
>> >
>> > On Mon, Jun 27, 2016 at 5:20 PM, Julian Hyde <jhyde@apache.org> wrote:
>> >> SQL allows timestamps to be stored with any precision (i.e. number of
>> digits after the decimal point) between 0 and 9. That strongly indicates to
>> me that the right implementation of timestamps is as (fixed point) decimal
>> values.
>> >>
>> >> Then devote your efforts to getting the decimal type working correctly.
>> >>
>> >>
>> >>> On Jun 27, 2016, at 3:16 PM, Wes McKinney <wesmckinn@gmail.com>
wrote:
>> >>>
>> >>> hi Uwe,
>> >>>
>> >>> Thanks for bringing this up. So far we've largely been skirting the
>> >>> "Logical Types Rabbit Hole", but it would be good to start a document
>> >>> collecting requirements for various logical types (e.g. timestamps)
so
>> >>> that we can attempt to achieve good solutions on the first try based
>> >>> on the experiences (good and bad) of other projects.
>> >>>
>> >>> In the IPC flatbuffers metadata spec that we drafted for discussion
/
>> >>> prototype implementation earlier this year [1], we do have a Timestamp
>> >>> logical type containing only a timezone optional field [2]. If you
>> >>> contrast this with Feather (which uses Arrow's physical memory layout,
>> >>> but custom metadata to suit Python/R needs), that has both a unit and
>> >>> timezone [3].
>> >>>
>> >>> Since there is little consensus in the units of timestamps (more
>> >>> consensus around the UNIX 1970-01-01 epoch, but not even 100%
>> >>> uniformity), I believe the best route would be to add a unit to the
>> >>> metadata to indicates second through nanosecond resolution. Same goes
>> >>> for a Time type.
>> >>>
>> >>> For example, Parquet has both milliseconds and microseconds (in
>> >>> Parquet 2.0). But earlier versions of Parquet don't have this at all
>> >>> [4]. Other systems like Hive and Impala are relying on their own table
>> >>> metadata to convert back and forth (e.g. embedding timestamps of
>> >>> whatever resolution in int64 or int96).
>> >>>
>> >>> For Python pandas that want to use Parquet files (via Arrow) in their
>> >>> workflow, we're stuck with a couple options:
>> >>>
>> >>> 1) Drop sub-microsecond nanos and store timestamps as TIMESTAMP_MICROS
>> >>> (or MILLIS? Not all Parquet readers may be aware of the new
>> >>> microsecond ConvertedType)
>> >>> 2) Store nanosecond timestamps as INT64 and add a bespoke entry to
>> >>> ColumnMetaData::key_value_metadata (it's better than nothing?).
>> >>>
>> >>> I see use cases for both of these -- for Option 1, you may care about
>> >>> interoperability with another system that uses Parquet. For Option 2,
>> >>> you may care about preserving the fidelity of your pandas data.
>> >>> Realistically, #1 seems like the best default option. It makes sense
>> >>> to offer #2 as an option.
>> >>>
>> >>> I don't think addressing time zones in the first pass is strictly
>> >>> necessary, but as long as we store timestamps as UTC, we can also put
>> >>> the time zone in the KeyValue metadata.
>> >>>
>> >>> I'm not sure about the Interval type -- let's create a JIRA and tackle
>> >>> that in a separate discussion. I agree that it merits inclusion as a
>> >>> logical type, but I'm not sure what storage representation makes the
>> >>> most sense (e.g. is is not clear to me why Parquet does not store the
>> >>> interval as an absolute number of milliseconds; perhaps to accommodate
>> >>> month-based intervals which may have different absolute lengths
>> >>> depending on where you start).
>> >>>
>> >>> Let me know what you think, and if others have thoughts I'd be
>> interested too.
>> >>>
>> >>> thanks,
>> >>> Wes
>> >>>
>> >>> [1]: https://github.com/apache/arrow/blob/master/format/Message.fbs
>> >>> [2] :
>> https://github.com/apache/arrow/blob/master/format/Message.fbs#L51
>> >>> [3]:
>> https://github.com/wesm/feather/blob/master/cpp/src/feather/metadata.fbs#L78
>> >>> [4]:
>> https://github.com/apache/parquet-format/blob/parquet-format-2.0.0/src/thrift/parquet.thrift
>> >>>
>> >>> On Tue, Jun 21, 2016 at 1:40 PM, Uwe Korn <uwelk@xhochy.com> wrote:
>> >>>> Hello,
>> >>>>
>> >>>> in addition to categoricals, we also miss at the moment a conversion
>> from
>> >>>> Timestamps in Pandas/NumPy to Arrow. Currently we only have two
>> (exact)
>> >>>> resolutions for them: DATE for days and TIMESTAMP for milliseconds.
As
>> >>>> https://docs.scipy.org/doc/numpy/reference/arrays.datetime.html
>> notes there
>> >>>> are several more. We do not need to cater for all but at least some
>> of them.
>> >>>> Therefore I have the following questions which I like to have solved
>> in some
>> >>>> form before implementing:
>> >>>>
>> >>>> * Do we want to cater for other resolutions?
>> >>>> * If we do not provide, e.g. nanosecond resolution (sadly the default
>> >>>>   in Pandas), do we cast with precision loss to the nearest match?
Or
>> >>>>   should we force the user to do it?
>> >>>> * Not so important for me at the moment: Do we want to support time
>> zones?
>> >>>>
>> >>>> My current objective is to have them for Parquet file writing. Sadly
>> this
>> >>>> has the same limitations. So the two main options seem to be
>> >>>>
>> >>>> * "roundtrip will only yield correct timezone and logical type if
we
>> >>>>   read with Arrow/Pandas again (as we use "proprietary" metadata
to
>> >>>>   encode it)"
>> >>>> * "we restrict us to milliseconds and days as resolution" (for the
>> >>>>   latter option, we need to decide how graceful we want to be in
the
>> >>>>   Pandas<->Arrow conversion).
>> >>>>
>> >>>> Further datatype we have not yet in Arrow but partly in Parquet
is
>> timedelta
>> >>>> (or INTERVAL in Parquet). Probably we need to add another logical
>> type to
>> >>>> Arrow to implement them. Open for suggestions here, too.
>> >>>>
>> >>>> Also in the Arrow spec there is TIME which seems to be the same
as
>> TIMESTAMP
>> >>>> (as far as the comments in the C++ code goes). Is there maybe some
>> >>>> distinction I'm missing?
>> >>>>
>> >>>> Cheers
>> >>>>
>> >>>> Uwe
>> >>>>
>> >>
>>

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