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430 lines
11 KiB
Markdown
430 lines
11 KiB
Markdown
---
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name: clickhouse-io
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description: ClickHouse database patterns, query optimization, analytics, and data engineering best practices for high-performance analytical workloads.
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---
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# ClickHouse 分析パターン
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高性能分析とデータエンジニアリングのためのClickHouse固有のパターン。
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## 概要
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ClickHouseは、オンライン分析処理(OLAP)用のカラム指向データベース管理システム(DBMS)です。大規模データセットに対する高速分析クエリに最適化されています。
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**主な機能:**
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- カラム指向ストレージ
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- データ圧縮
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- 並列クエリ実行
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- 分散クエリ
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- リアルタイム分析
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## テーブル設計パターン
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### MergeTreeエンジン(最も一般的)
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```sql
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CREATE TABLE markets_analytics (
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date Date,
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market_id String,
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market_name String,
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volume UInt64,
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trades UInt32,
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unique_traders UInt32,
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avg_trade_size Float64,
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created_at DateTime
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) ENGINE = MergeTree()
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PARTITION BY toYYYYMM(date)
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ORDER BY (date, market_id)
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SETTINGS index_granularity = 8192;
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```
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### ReplacingMergeTree(重複排除)
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```sql
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-- 重複がある可能性のあるデータ(複数のソースからなど)用
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CREATE TABLE user_events (
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event_id String,
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user_id String,
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event_type String,
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timestamp DateTime,
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properties String
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) ENGINE = ReplacingMergeTree()
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PARTITION BY toYYYYMM(timestamp)
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ORDER BY (user_id, event_id, timestamp)
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PRIMARY KEY (user_id, event_id);
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```
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### AggregatingMergeTree(事前集計)
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```sql
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-- 集計メトリクスの維持用
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CREATE TABLE market_stats_hourly (
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hour DateTime,
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market_id String,
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total_volume AggregateFunction(sum, UInt64),
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total_trades AggregateFunction(count, UInt32),
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unique_users AggregateFunction(uniq, String)
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) ENGINE = AggregatingMergeTree()
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PARTITION BY toYYYYMM(hour)
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ORDER BY (hour, market_id);
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-- 集計データのクエリ
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SELECT
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hour,
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market_id,
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sumMerge(total_volume) AS volume,
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countMerge(total_trades) AS trades,
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uniqMerge(unique_users) AS users
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FROM market_stats_hourly
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WHERE hour >= toStartOfHour(now() - INTERVAL 24 HOUR)
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GROUP BY hour, market_id
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ORDER BY hour DESC;
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```
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## クエリ最適化パターン
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### 効率的なフィルタリング
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```sql
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-- ✅ 良い: インデックス列を最初に使用
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SELECT *
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FROM markets_analytics
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WHERE date >= '2025-01-01'
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AND market_id = 'market-123'
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AND volume > 1000
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ORDER BY date DESC
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LIMIT 100;
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-- ❌ 悪い: インデックスのない列を最初にフィルタリング
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SELECT *
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FROM markets_analytics
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WHERE volume > 1000
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AND market_name LIKE '%election%'
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AND date >= '2025-01-01';
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```
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### 集計
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```sql
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-- ✅ 良い: ClickHouse固有の集計関数を使用
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SELECT
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toStartOfDay(created_at) AS day,
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market_id,
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sum(volume) AS total_volume,
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count() AS total_trades,
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uniq(trader_id) AS unique_traders,
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avg(trade_size) AS avg_size
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FROM trades
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WHERE created_at >= today() - INTERVAL 7 DAY
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GROUP BY day, market_id
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ORDER BY day DESC, total_volume DESC;
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-- ✅ パーセンタイルにはquantileを使用(percentileより効率的)
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SELECT
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quantile(0.50)(trade_size) AS median,
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quantile(0.95)(trade_size) AS p95,
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quantile(0.99)(trade_size) AS p99
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FROM trades
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WHERE created_at >= now() - INTERVAL 1 HOUR;
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```
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### ウィンドウ関数
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```sql
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-- 累計計算
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SELECT
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date,
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market_id,
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volume,
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sum(volume) OVER (
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PARTITION BY market_id
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ORDER BY date
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ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW
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) AS cumulative_volume
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FROM markets_analytics
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WHERE date >= today() - INTERVAL 30 DAY
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ORDER BY market_id, date;
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```
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## データ挿入パターン
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### 一括挿入(推奨)
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```typescript
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import { ClickHouse } from 'clickhouse'
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const clickhouse = new ClickHouse({
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url: process.env.CLICKHOUSE_URL,
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port: 8123,
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basicAuth: {
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username: process.env.CLICKHOUSE_USER,
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password: process.env.CLICKHOUSE_PASSWORD
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}
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})
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// ✅ バッチ挿入(効率的)
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async function bulkInsertTrades(trades: Trade[]) {
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const values = trades.map(trade => `(
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'${trade.id}',
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'${trade.market_id}',
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'${trade.user_id}',
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${trade.amount},
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'${trade.timestamp.toISOString()}'
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)`).join(',')
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await clickhouse.query(`
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INSERT INTO trades (id, market_id, user_id, amount, timestamp)
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VALUES ${values}
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`).toPromise()
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}
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// ❌ 個別挿入(低速)
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async function insertTrade(trade: Trade) {
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// ループ内でこれをしないでください!
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await clickhouse.query(`
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INSERT INTO trades VALUES ('${trade.id}', ...)
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`).toPromise()
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}
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```
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### ストリーミング挿入
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```typescript
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// 継続的なデータ取り込み用
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import { createWriteStream } from 'fs'
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import { pipeline } from 'stream/promises'
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async function streamInserts() {
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const stream = clickhouse.insert('trades').stream()
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for await (const batch of dataSource) {
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stream.write(batch)
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}
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await stream.end()
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}
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```
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## マテリアライズドビュー
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### リアルタイム集計
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```sql
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-- 時間別統計のマテリアライズドビューを作成
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CREATE MATERIALIZED VIEW market_stats_hourly_mv
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TO market_stats_hourly
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AS SELECT
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toStartOfHour(timestamp) AS hour,
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market_id,
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sumState(amount) AS total_volume,
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countState() AS total_trades,
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uniqState(user_id) AS unique_users
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FROM trades
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GROUP BY hour, market_id;
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-- マテリアライズドビューのクエリ
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SELECT
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hour,
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market_id,
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sumMerge(total_volume) AS volume,
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countMerge(total_trades) AS trades,
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uniqMerge(unique_users) AS users
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FROM market_stats_hourly
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WHERE hour >= now() - INTERVAL 24 HOUR
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GROUP BY hour, market_id;
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```
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## パフォーマンスモニタリング
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### クエリパフォーマンス
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```sql
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-- 低速クエリをチェック
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SELECT
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query_id,
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user,
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query,
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query_duration_ms,
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read_rows,
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read_bytes,
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memory_usage
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FROM system.query_log
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WHERE type = 'QueryFinish'
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AND query_duration_ms > 1000
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AND event_time >= now() - INTERVAL 1 HOUR
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ORDER BY query_duration_ms DESC
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LIMIT 10;
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```
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### テーブル統計
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```sql
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-- テーブルサイズをチェック
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SELECT
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database,
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table,
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formatReadableSize(sum(bytes)) AS size,
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sum(rows) AS rows,
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max(modification_time) AS latest_modification
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FROM system.parts
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WHERE active
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GROUP BY database, table
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ORDER BY sum(bytes) DESC;
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```
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## 一般的な分析クエリ
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### 時系列分析
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```sql
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-- 日次アクティブユーザー
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SELECT
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toDate(timestamp) AS date,
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uniq(user_id) AS daily_active_users
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FROM events
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WHERE timestamp >= today() - INTERVAL 30 DAY
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GROUP BY date
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ORDER BY date;
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-- リテンション分析
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SELECT
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signup_date,
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countIf(days_since_signup = 0) AS day_0,
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countIf(days_since_signup = 1) AS day_1,
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countIf(days_since_signup = 7) AS day_7,
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countIf(days_since_signup = 30) AS day_30
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FROM (
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SELECT
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user_id,
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min(toDate(timestamp)) AS signup_date,
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toDate(timestamp) AS activity_date,
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dateDiff('day', signup_date, activity_date) AS days_since_signup
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FROM events
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GROUP BY user_id, activity_date
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)
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GROUP BY signup_date
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ORDER BY signup_date DESC;
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```
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### ファネル分析
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```sql
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-- コンバージョンファネル
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SELECT
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countIf(step = 'viewed_market') AS viewed,
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countIf(step = 'clicked_trade') AS clicked,
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countIf(step = 'completed_trade') AS completed,
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round(clicked / viewed * 100, 2) AS view_to_click_rate,
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round(completed / clicked * 100, 2) AS click_to_completion_rate
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FROM (
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SELECT
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user_id,
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session_id,
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event_type AS step
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FROM events
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WHERE event_date = today()
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)
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GROUP BY session_id;
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```
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### コホート分析
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```sql
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-- サインアップ月別のユーザーコホート
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SELECT
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toStartOfMonth(signup_date) AS cohort,
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toStartOfMonth(activity_date) AS month,
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dateDiff('month', cohort, month) AS months_since_signup,
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count(DISTINCT user_id) AS active_users
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FROM (
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SELECT
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user_id,
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min(toDate(timestamp)) OVER (PARTITION BY user_id) AS signup_date,
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toDate(timestamp) AS activity_date
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FROM events
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)
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GROUP BY cohort, month, months_since_signup
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ORDER BY cohort, months_since_signup;
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```
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## データパイプラインパターン
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### ETLパターン
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```typescript
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// 抽出、変換、ロード
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async function etlPipeline() {
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// 1. ソースから抽出
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const rawData = await extractFromPostgres()
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// 2. 変換
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const transformed = rawData.map(row => ({
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date: new Date(row.created_at).toISOString().split('T')[0],
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market_id: row.market_slug,
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volume: parseFloat(row.total_volume),
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trades: parseInt(row.trade_count)
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}))
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// 3. ClickHouseにロード
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await bulkInsertToClickHouse(transformed)
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}
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// 定期的に実行
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setInterval(etlPipeline, 60 * 60 * 1000) // 1時間ごと
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```
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### 変更データキャプチャ(CDC)
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```typescript
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// PostgreSQLの変更をリッスンしてClickHouseに同期
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import { Client } from 'pg'
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const pgClient = new Client({ connectionString: process.env.DATABASE_URL })
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pgClient.query('LISTEN market_updates')
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pgClient.on('notification', async (msg) => {
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const update = JSON.parse(msg.payload)
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await clickhouse.insert('market_updates', [
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{
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market_id: update.id,
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event_type: update.operation, // INSERT, UPDATE, DELETE
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timestamp: new Date(),
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data: JSON.stringify(update.new_data)
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}
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])
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})
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```
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## ベストプラクティス
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### 1. パーティショニング戦略
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- 時間でパーティション化(通常は月または日)
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- パーティションが多すぎないようにする(パフォーマンスへの影響)
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- パーティションキーにはDATEタイプを使用
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### 2. ソートキー
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- 最も頻繁にフィルタリングされる列を最初に配置
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- カーディナリティを考慮(高カーディナリティを最初に)
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- 順序は圧縮に影響
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### 3. データタイプ
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- 最小の適切なタイプを使用(UInt32 vs UInt64)
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- 繰り返される文字列にはLowCardinalityを使用
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- カテゴリカルデータにはEnumを使用
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### 4. 避けるべき
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- SELECT *(列を指定)
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- FINAL(代わりにクエリ前にデータをマージ)
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- JOINが多すぎる(分析用に非正規化)
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- 小さな頻繁な挿入(代わりにバッチ処理)
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### 5. モニタリング
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- クエリパフォーマンスを追跡
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- ディスク使用量を監視
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- マージ操作をチェック
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- 低速クエリログをレビュー
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**注意**: ClickHouseは分析ワークロードに優れています。クエリパターンに合わせてテーブルを設計し、挿入をバッチ化し、リアルタイム集計にはマテリアライズドビューを活用します。
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