arrow-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Wes McKinney <wesmck...@gmail.com>
Subject Re: Timestamps with different precision / Timedeltas
Date Mon, 15 Aug 2016 08:12:53 GMT
Bumping this discussion. As part of finalizing a v1 Arrow spec (for
purposes of moving data between systems, at minimum) we should propose
timestamp metadata and physical memory representation that maximizes
interoperability with other systems. It seems like a fixed decimal
would meet this requirement as UNIX-like timestamps at some resolution
could pass unmodified with appropriate metadata.

We will also need decimal types in Arrow (at least to accommodate
common database representations and file formats like Parquet), so
this seems like a reasonable potential hierarchy of types:

Timestamp [logical type]
extends FixedDecimal [logical type]
extends FixedWidth [physical type]

I did a bit of internet searching but did not find a canonical
reference or implementation of fixed decimals; that would be helpful.

As an aside: for floating decimal numbers for numerical data we could
utilize an implementation like http://www.bytereef.org/mpdecimal/
which implements the spec described at
http://speleotrove.com/decimal/decarith.html

Thanks
Wes

On Thu, Jul 14, 2016 at 8:18 AM, Alex Samuel <alex@alexsamuel.net> wrote:
> Hi all,
>
> May I suggest that instead of fixed-point decimals, you consider a more
> general fixed-denominator rational representation, for times and other
> purposes? Powers of ten are convenient for humans, but powers of two more
> efficient. For some applications, the efficiency of bit operations over
> divmod is more useful than an exact representation of integral nanoseconds.
>
> std::chrono takes this approach. I'll also humbly point you at my own
> date/time library, https://github.com/alexhsamuel/cron (incomplete but
> basically working), which may provide ideas or useful code. It was intended
> for precisely this sort of application.
>
> Regards,
> Alex
>
>
> On Thu, Jul 14, 2016 at 10:27 AM Uwe Korn <uwelk@xhochy.com> wrote:
>
>> I agree with that having a Decimal type for timestamps is a nice
>> definition. Haying your time encoded as seconds or nanoseconds should be
>> the same as having a scale of the respective amount. But I would rather
>> avoid having a separate decimal physical type. Therefore I'd prefer the
>> parquet approach where decimal is only a logical type and backed by
>> either a bytearray, int32 or int64.
>>
>> Thus a more general timestamp could look like:
>>
>> * Decimals are logical types, physical types are the same as defined in
>> Parquet [1]
>> * Base unit for timestamps is seconds, you can get milliseconds and
>> nanoseconds by using a different scale. .(Note that seconds and so on
>> are all powers of ten, thus matching the specification of decimal scale
>> really good).
>> * Timestamp is just another logical type that is referring to Decimal
>> (and optionally may have a timezone) and signalling that we have a Time
>> and not just a "simple" decimal.
>> * For a first iteration, I would assume no timezone or UTC but not
>> include a metadata field. Once we're sure the implementation works, we
>> can add metadata about it.
>>
>> Timedeltas could be addressed in a similar way, just without the need
>> for a timezone.
>>
>> For my usages, I don't have the use-case for a larger than int64
>> timestamp and would like to have it exactly as such in my computation,
>> thus my preference for the Parquet way.
>>
>> Uwe
>>
>> [1]
>>
>> https://github.com/apache/parquet-format/blob/master/LogicalTypes.md#decimal
>>
>> On 13.07.16 03:06, Julian Hyde wrote:
>> > 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 flo
>
>
>> * Base unit for timestamps is seconds, you can get milliseconds and
>
> nanoseconds by using a different scale. .(Note that seconds and so on
>
> are all powers of ten, thus matching the specification of decimal scale
>
> really good).
>
> * Timestamp is just another logical type that is referring to Decimal
>
> (and optionally may have a timezone) and signalling that we have a Tim
>
> ating 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
>> >
>>
>>

Mime
View raw message