SQL Resolvers

If you want to skip ahead, you can find the full source code for this tutorial on GitHub.

A primary source of data for many companies is a SQL database. Chalk can automatically ingest data from SQL databases and map it to feature classes.

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Configuring SQL sources

In our example application, we have two databases: PostgreSQL and Snowflake. Our PostgreSQL database is the primary database used elsewhere in our codebase, and our Snowflake database is used for analytics, with tables populated from DBT views and batch jobs.

To configure our SQL sources in Chalk, we’ll create a datasources.py file that contains a SnowflakeSource and a PostgreSQLSource:

from chalk.sql import SnowflakeSource, PostgreSQLSource

snowflake = SnowflakeSource()
postgres = PostgreSQLSource()

These singleton variables can be used to query data in Python SQL resolvers. They’re also necessary before we can write any .chalk.sql files, as we’ll do below.

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Online data

Chalk’s preferred way to ingest data from SQL databases is to use SQL file resolvers. This allows us to write queries in the same language as our database, and to use the same tooling to test and debug them.

To create a SQL file resolver, we create a file in our project directory with the extension .chalk.sql. We can then write a SQL query in this file, and add metadata to the top of the file to tell Chalk how to ingest the data.

From our User feature class, we may want to resolve the name and email attributes from a PostgreSQL table. To do this, we can write the following SQL file resolver:

-- The features given to us by the user.
-- resolves: user
-- source: postgres
select
    id,
    full_name as name,
    email
from users;

The resolves key tells Chalk which feature class the columns in the select statement should be mapped to. Then, the target names of the query are compared against the names of the attributes on the feature class. If the names match after stripping underscores and lower-casing, the select target is mapped to the feature. In the example above, we aliased the full_name column to name, so it will be mapped to the name attribute on the User feature class. Chalk validates your SQL file resolvers when you run chalk apply.

The source key tells Chalk which integration to use to connect to the database. Since we have only one PostgreSQL database, we can reference the source as postgres. If we had multiple PostgreSQL databases, we can use named integrations to reference different databases.

Other comments in the SQL file resolver are indexed by Chalk and can be searched in the Chalk dashboard.

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Deploying!

Now that we’ve written a resolver, we can deploy our feature pipeline and query our data in realtime.

In testing, it can be helpful to deploy your feature pipeline to a branch, which allows you to test your changes without affecting the production feature pipeline. Branch deployments take only a few seconds to deploy.

$ chalk apply --branch tutorial
✓ Found resolvers
✓ Deployed branch

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Querying

Now that we’ve deployed our feature pipeline, we can query our data in realtime. One of the easiest ways to do this is from the Chalk CLI.

$ chalk query --in user.id=1 --out user.name --out user.email

user.name     "John Doe"
email         "john@doe.com"

This query will fetch the name and email attributes from the User feature class for the user with id=1, hitting the PostgreSQL database directly.

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Push-down filters

Note that in SQL file resolver that we wrote, we didn’t include a where clause. However, Chalk automatically pushes down filters to the database when querying features. So, the SQL that will execute against our PostgreSQL database will be:

select
  id,
  full_name as name,
  email
from users
where id = 1;

Chalk can also push down non-primary key filters to SQL databases. For example, to fetch all transactions for a user, Chalk will modify the SQL-resolver query to include a where clause:

select
  id,
  account_id,
  amount,
  status,
  date
from txns
where account_id = 38;

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Offline data

In addition to online data, we can also ingest data from SQL databases into Chalk’s offline store. Offline data won’t be queried in realtime, but can be used to train models and generate features.

For our Account feature class, we may want to ingest data from a Snowflake table. We can write a SQL file resolver to do this:

-- Incrementally ingest account data from Snowflake.
-- This comment will be searchable in the Chalk dashboard.
--
-- resolves: account
-- source: snowflake
-- type: offline
-- cron: 5m
-- incremental:
--   mode: row
--   lookback: 1h
select
    id,
    user_id,
    amount,
    updated_at
from accounts;

There are a few differences between this SQL file resolver and the one we wrote for the User feature class.

First, we’ve added a type key to the header. This tells Chalk that this resolver should be used to ingest data into the offline store. If we didn’t include this key, Chalk would assume that this resolver could be queried in realtime.

Second, we’ve added a cron key to the header. This tells Chalk to run this resolver on a schedule. In this case, we’re telling Chalk to run this resolver every 5 minutes.

Finally, we’ve added an incremental key to the header. This tells Chalk to only ingest new data from the database, and is helpful when you have an immutable events table. Also, notice the new updated_at column in the select statement. We’ll map that column to a FeatureTime attribute in our feature class:

from chalk.features import feature, features, FeatureTime

@features
class Account:
  id: int
  user_id: int
  amount: float
  updated_at: FeatureTime

Features with overridden observation timestamps are inserted into the offline store with the timestamp that you specify. The observation timestamp works like an “effective as of” timestamp. When you sample historical data, you can specify the observation timestamp at which you want to sample a feature value. Then, Chalk will return the most-recent feature value that was observed before that timestamp. This method of sampling ensures temporal consistency in your feature values.

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Reverse ETL

While our offline data is useful for training models and generating features, we may also want to use these values for serving production queries.

However, data warehouses like Snowflake and BigQuery are optimized for analytics and are not well-suited for transactional queries.

We can have Chalk reverse-ETL our offline data into our online store by setting the max_staleness and etl_offline_to_online keyword arguments on our @features decorator:

@features
@features(max_staleness="infinity", etl_offline_to_online=True)
class Account:
  id: int
  user_id: int
  amount: float
  updated_at: FeatureTime

The max_staleness keyword argument tells Chalk how stale a feature value can be before it should be refreshed. In this case, we’re telling Chalk that we’ll tolerate arbitrarily old feature values. However, we could also specify a max_staleness of 1h or 1d to tell Chalk not to serve feature values that are older than 1 hour or 1 day.

The etl_offline_to_online keyword argument tells Chalk to reverse-ETL our offline data into our online store. By default, data only enters the online store when it’s queried in realtime. However, by setting this keyword argument, we’re telling Chalk to reverse-ETL our offline data into our online store.