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fix: Use timestamp type when converting unixtimestamp feature type to…
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… arrow (feast-dev#2593)

* use timestamp

Signed-off-by: pyalex <moskalenko.alexey@gmail.com>

* add timezone to type definition

Signed-off-by: pyalex <moskalenko.alexey@gmail.com>
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pyalex authored and kevjumba committed Apr 28, 2022
1 parent 3ec943a commit a1c3ee3
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Showing 3 changed files with 109 additions and 83 deletions.
24 changes: 12 additions & 12 deletions go/types/typeconversion.go
Original file line number Diff line number Diff line change
Expand Up @@ -40,9 +40,9 @@ func ProtoTypeToArrowType(sample *types.Value) (arrow.DataType, error) {
case *types.Value_DoubleListVal:
return arrow.ListOf(arrow.PrimitiveTypes.Float64), nil
case *types.Value_UnixTimestampVal:
return arrow.FixedWidthTypes.Time32s, nil
return arrow.FixedWidthTypes.Timestamp_s, nil
case *types.Value_UnixTimestampListVal:
return arrow.ListOf(arrow.FixedWidthTypes.Time32s), nil
return arrow.ListOf(arrow.FixedWidthTypes.Timestamp_s), nil
default:
return nil,
fmt.Errorf("unsupported proto type in proto to arrow conversion: %s", sample.Val)
Expand Down Expand Up @@ -80,9 +80,9 @@ func ValueTypeEnumToArrowType(t types.ValueType_Enum) (arrow.DataType, error) {
case types.ValueType_DOUBLE_LIST:
return arrow.ListOf(arrow.PrimitiveTypes.Float64), nil
case types.ValueType_UNIX_TIMESTAMP:
return arrow.FixedWidthTypes.Time32s, nil
return arrow.FixedWidthTypes.Timestamp_s, nil
case types.ValueType_UNIX_TIMESTAMP_LIST:
return arrow.ListOf(arrow.FixedWidthTypes.Time32s), nil
return arrow.ListOf(arrow.FixedWidthTypes.Timestamp_s), nil
default:
return nil,
fmt.Errorf("unsupported value type enum in enum to arrow type conversion: %s", t)
Expand Down Expand Up @@ -119,9 +119,9 @@ func copyProtoValuesToArrowArray(builder array.Builder, values []*types.Value) e
for _, v := range values {
fieldBuilder.Append(v.GetDoubleVal())
}
case *array.Time32Builder:
case *array.TimestampBuilder:
for _, v := range values {
fieldBuilder.Append(arrow.Time32(v.GetUnixTimestampVal()))
fieldBuilder.Append(arrow.Timestamp(v.GetUnixTimestampVal()))
}
case *array.ListBuilder:
for _, list := range values {
Expand Down Expand Up @@ -157,9 +157,9 @@ func copyProtoValuesToArrowArray(builder array.Builder, values []*types.Value) e
for _, v := range list.GetDoubleListVal().GetVal() {
valueBuilder.Append(v)
}
case *array.Time32Builder:
case *array.TimestampBuilder:
for _, v := range list.GetUnixTimestampListVal().GetVal() {
valueBuilder.Append(arrow.Time32(v))
valueBuilder.Append(arrow.Timestamp(v))
}
}
}
Expand Down Expand Up @@ -227,10 +227,10 @@ func ArrowValuesToProtoValues(arr arrow.Array) ([]*types.Value, error) {
}
values = append(values,
&types.Value{Val: &types.Value_BoolListVal{BoolListVal: &types.BoolList{Val: vals}}})
case arrow.FixedWidthTypes.Time32s:
case arrow.FixedWidthTypes.Timestamp_s:
vals := make([]int64, int(offsets[idx])-pos)
for j := pos; j < int(offsets[idx]); j++ {
vals[j-pos] = int64(listValues.(*array.Time32).Value(j))
vals[j-pos] = int64(listValues.(*array.Timestamp).Value(j))
}

values = append(values,
Expand Down Expand Up @@ -278,11 +278,11 @@ func ArrowValuesToProtoValues(arr arrow.Array) ([]*types.Value, error) {
values = append(values,
&types.Value{Val: &types.Value_StringVal{StringVal: arr.(*array.String).Value(idx)}})
}
case arrow.FixedWidthTypes.Time32s:
case arrow.FixedWidthTypes.Timestamp_s:
for idx := 0; idx < arr.Len(); idx++ {
values = append(values,
&types.Value{Val: &types.Value_UnixTimestampVal{
UnixTimestampVal: int64(arr.(*array.Time32).Value(idx))}})
UnixTimestampVal: int64(arr.(*array.Timestamp).Value(idx))}})
}
default:
return nil, fmt.Errorf("unsupported arrow to proto conversion for type %s", arr.DataType())
Expand Down
80 changes: 9 additions & 71 deletions sdk/python/feast/embedded_go/online_features_service.py
Original file line number Diff line number Diff line change
Expand Up @@ -14,59 +14,17 @@
from feast.protos.feast.serving.ServingService_pb2 import GetOnlineFeaturesResponse
from feast.protos.feast.types import Value_pb2
from feast.repo_config import RepoConfig
from feast.types import from_value_type
from feast.value_type import ValueType

from .lib.embedded import DataTable, NewOnlineFeatureService, OnlineFeatureServiceConfig
from .lib.go import Slice_string
from .type_map import FEAST_TYPE_TO_ARROW_TYPE, arrow_array_to_array_of_proto

if TYPE_CHECKING:
from feast.feature_store import FeatureStore


ARROW_TYPE_TO_PROTO_FIELD = {
pa.int32(): "int32_val",
pa.int64(): "int64_val",
pa.float32(): "float_val",
pa.float64(): "double_val",
pa.bool_(): "bool_val",
pa.string(): "string_val",
pa.binary(): "bytes_val",
pa.time32("s"): "unix_timestamp_val",
}

ARROW_LIST_TYPE_TO_PROTO_FIELD = {
pa.int32(): "int32_list_val",
pa.int64(): "int64_list_val",
pa.float32(): "float_list_val",
pa.float64(): "double_list_val",
pa.bool_(): "bool_list_val",
pa.string(): "string_list_val",
pa.binary(): "bytes_list_val",
pa.time32("s"): "unix_timestamp_list_val",
}

ARROW_LIST_TYPE_TO_PROTO_LIST_CLASS = {
pa.int32(): Value_pb2.Int32List,
pa.int64(): Value_pb2.Int64List,
pa.float32(): Value_pb2.FloatList,
pa.float64(): Value_pb2.DoubleList,
pa.bool_(): Value_pb2.BoolList,
pa.string(): Value_pb2.StringList,
pa.binary(): Value_pb2.BytesList,
pa.time32("s"): Value_pb2.Int64List,
}

# used for entity types only
PROTO_TYPE_TO_ARROW_TYPE = {
ValueType.INT32: pa.int32(),
ValueType.INT64: pa.int64(),
ValueType.FLOAT: pa.float32(),
ValueType.DOUBLE: pa.float64(),
ValueType.STRING: pa.string(),
ValueType.BYTES: pa.binary(),
}


class EmbeddedOnlineFeatureServer:
def __init__(
self, repo_path: str, repo_config: RepoConfig, feature_store: "FeatureStore"
Expand Down Expand Up @@ -179,8 +137,10 @@ def _to_arrow(value, type_hint: Optional[ValueType]) -> pa.Array:
if isinstance(value, Value_pb2.RepeatedValue):
_proto_to_arrow(value)

if type_hint in PROTO_TYPE_TO_ARROW_TYPE:
return pa.array(value, PROTO_TYPE_TO_ARROW_TYPE[type_hint])
if type_hint:
feast_type = from_value_type(type_hint)
if feast_type in FEAST_TYPE_TO_ARROW_TYPE:
return pa.array(value, FEAST_TYPE_TO_ARROW_TYPE[feast_type])

return pa.array(value)

Expand Down Expand Up @@ -263,31 +223,9 @@ def record_batch_to_online_response(record_batch):
[Value_pb2.Value()] * len(record_batch.columns[idx])
)
else:
if isinstance(field.type, pa.ListType):
proto_list_class = ARROW_LIST_TYPE_TO_PROTO_LIST_CLASS[
field.type.value_type
]
proto_field_name = ARROW_LIST_TYPE_TO_PROTO_FIELD[field.type.value_type]

column = record_batch.columns[idx]
if field.type.value_type == pa.time32("s"):
column = column.cast(pa.list_(pa.int32()))

for v in column.tolist():
feature_vector.values.append(
Value_pb2.Value(**{proto_field_name: proto_list_class(val=v)})
)
else:
proto_field_name = ARROW_TYPE_TO_PROTO_FIELD[field.type]

column = record_batch.columns[idx]
if field.type == pa.time32("s"):
column = column.cast(pa.int32())

for v in column.tolist():
feature_vector.values.append(
Value_pb2.Value(**{proto_field_name: v})
)
feature_vector.values.extend(
arrow_array_to_array_of_proto(field.type, record_batch.columns[idx])
)

resp.results.append(feature_vector)
resp.metadata.feature_names.val.append(field.name)
Expand Down
88 changes: 88 additions & 0 deletions sdk/python/feast/embedded_go/type_map.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,88 @@
from typing import List

import pyarrow as pa
import pytz

from feast.protos.feast.types import Value_pb2
from feast.types import Array, PrimitiveFeastType

PA_TIMESTAMP_TYPE = pa.timestamp("s", tz=pytz.UTC)

ARROW_TYPE_TO_PROTO_FIELD = {
pa.int32(): "int32_val",
pa.int64(): "int64_val",
pa.float32(): "float_val",
pa.float64(): "double_val",
pa.bool_(): "bool_val",
pa.string(): "string_val",
pa.binary(): "bytes_val",
PA_TIMESTAMP_TYPE: "unix_timestamp_val",
}

ARROW_LIST_TYPE_TO_PROTO_FIELD = {
pa.int32(): "int32_list_val",
pa.int64(): "int64_list_val",
pa.float32(): "float_list_val",
pa.float64(): "double_list_val",
pa.bool_(): "bool_list_val",
pa.string(): "string_list_val",
pa.binary(): "bytes_list_val",
PA_TIMESTAMP_TYPE: "unix_timestamp_list_val",
}

ARROW_LIST_TYPE_TO_PROTO_LIST_CLASS = {
pa.int32(): Value_pb2.Int32List,
pa.int64(): Value_pb2.Int64List,
pa.float32(): Value_pb2.FloatList,
pa.float64(): Value_pb2.DoubleList,
pa.bool_(): Value_pb2.BoolList,
pa.string(): Value_pb2.StringList,
pa.binary(): Value_pb2.BytesList,
PA_TIMESTAMP_TYPE: Value_pb2.Int64List,
}

FEAST_TYPE_TO_ARROW_TYPE = {
PrimitiveFeastType.INT32: pa.int32(),
PrimitiveFeastType.INT64: pa.int64(),
PrimitiveFeastType.FLOAT32: pa.float32(),
PrimitiveFeastType.FLOAT64: pa.float64(),
PrimitiveFeastType.STRING: pa.string(),
PrimitiveFeastType.BYTES: pa.binary(),
PrimitiveFeastType.BOOL: pa.bool_(),
PrimitiveFeastType.UNIX_TIMESTAMP: pa.timestamp("s"),
Array(PrimitiveFeastType.INT32): pa.list_(pa.int32()),
Array(PrimitiveFeastType.INT64): pa.list_(pa.int64()),
Array(PrimitiveFeastType.FLOAT32): pa.list_(pa.float32()),
Array(PrimitiveFeastType.FLOAT64): pa.list_(pa.float64()),
Array(PrimitiveFeastType.STRING): pa.list_(pa.string()),
Array(PrimitiveFeastType.BYTES): pa.list_(pa.binary()),
Array(PrimitiveFeastType.BOOL): pa.list_(pa.bool_()),
Array(PrimitiveFeastType.UNIX_TIMESTAMP): pa.list_(pa.timestamp("s")),
}


def arrow_array_to_array_of_proto(
arrow_type: pa.DataType, arrow_array: pa.Array
) -> List[Value_pb2.Value]:
values = []
if isinstance(arrow_type, pa.ListType):
proto_list_class = ARROW_LIST_TYPE_TO_PROTO_LIST_CLASS[arrow_type.value_type]
proto_field_name = ARROW_LIST_TYPE_TO_PROTO_FIELD[arrow_type.value_type]

if arrow_type.value_type == PA_TIMESTAMP_TYPE:
arrow_array = arrow_array.cast(pa.list_(pa.int64()))

for v in arrow_array.tolist():
values.append(
Value_pb2.Value(**{proto_field_name: proto_list_class(val=v)})
)
else:
proto_field_name = ARROW_TYPE_TO_PROTO_FIELD[arrow_type]

if arrow_type == PA_TIMESTAMP_TYPE:
arrow_array = arrow_array.cast(pa.int64())

for v in arrow_array.tolist():
values.append(Value_pb2.Value(**{proto_field_name: v}))

return values

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