Window Functions
ClickHouse supports the standard grammar for defining windows and window functions. The following features are currently supported:
| Feature | Support or workaround |
|---|---|
ad hoc window specification (count(*) over (partition by id order by time desc)) | supported |
expressions involving window functions, e.g. (count(*) over ()) / 2) | supported |
WINDOW clause (select ... from table window w as (partition by id)) | supported |
ROWS frame | supported |
RANGE frame | supported, the default |
INTERVAL syntax for DateTime RANGE OFFSET frame | not supported, specify the number of seconds instead |
GROUPS frame | not supported |
Calculating aggregate functions over a frame (sum(value) over (order by time)) | all aggregate functions are supported |
rank(), dense_rank(), row_number() | supported |
lag/lead(value, offset) | Not supported. Workarounds: |
1) replace with any(value) over (.... rows between <offset> preceding and <offset> preceding), or following for lead | |
2) use lagInFrame/leadInFrame, which are analogous, but respect the window frame. To get behavior identical to lag/lead, use rows between unbounded preceding and unbounded following |
ClickHouse-specific Window Functions
nonNegativeDerivative(metric_column, timestamp_column[, INTERVAL X UNITS])
Finds non-negative derivative for given metric_column by timestamp_column.
INTERVAL can be omitted, default is INTERVAL 1 SECOND.
The computed value is the following for each row:
0for 1st row,- ${metrici - metric{i-1} \over timestampi - timestamp{i-1}} * interval$ for $i_th$ row.
References
GitHub Issues
The roadmap for the initial support of window functions is in this issue.
All GitHub issues related to window funtions have the comp-window-functions tag.
Tests
These tests contain the examples of the currently supported grammar:
https://github.com/ClickHouse/ClickHouse/blob/master/tests/performance/window_functions.xml
Postgres Docs
https://www.postgresql.org/docs/current/sql-select.html#SQL-WINDOW
https://www.postgresql.org/docs/devel/sql-expressions.html#SYNTAX-WINDOW-FUNCTIONS
https://www.postgresql.org/docs/devel/functions-window.html
https://www.postgresql.org/docs/devel/tutorial-window.html
MySQL Docs
https://dev.mysql.com/doc/refman/8.0/en/window-function-descriptions.html
https://dev.mysql.com/doc/refman/8.0/en/window-functions-usage.html
https://dev.mysql.com/doc/refman/8.0/en/window-functions-frames.html
Syntax
aggregate_function (column_name)
OVER ([[PARTITION BY grouping_column] [ORDER BY sorting_column]
[ROWS or RANGE expression_to_bound_rows_withing_the_group]] | [window_name])
FROM table_name
WINDOW window_name as ([[PARTITION BY grouping_column] [ORDER BY sorting_column])
PARTITION BY- defines how to break a resultset into groups.ORDER BY- defines how to order rows inside the group during calculation aggregate_function.ROWS or RANGE- defines bounds of a frame, aggregate_function is calculated within a frame.WINDOW- allows to reuse a window definition with multiple exressions.
Functions
These functions can be used only as a window function.
row_number() - Number the current row within its partition starting from 1.
first_value(x) - Return the first non-NULL value evaluated within its ordered frame.
last_value(x) - Return the last non-NULL value evaluated within its ordered frame.
nth_value(x, offset) - Return the first non-NULL value evaluated against the nth row (offset) in its ordered frame.
rank() - Rank the current row within its partition with gaps.
dense_rank() - Rank the current row within its partition without gaps.
lagInFrame(x) - Return a value evaluated at the row that is at a specified physical offset row before the current row within the ordered frame.
leadInFrame(x) - Return a value evaluated at the row that is offset rows after the current row within the ordered frame.
PARTITION
┌─────────────────┐ <-- UNBOUNDED PRECEDING (BEGINNING of the PARTITION)
│ │
│ │
│=================│ <-- N PRECEDING <─┐
│ N ROWS │ │ F
│ Before CURRENT │ │ R
│~~~~~~~~~~~~~~~~~│ <-- CURRENT ROW │ A
│ M ROWS │ │ M
│ After CURRENT │ │ E
│=================│ <-- M FOLLOWING <─┘
│ │
│ │
└─────────────────┘ <--- UNBOUNDED FOLLOWING (END of the PARTITION)
Examples
CREATE TABLE wf_partition
(
`part_key` UInt64,
`value` UInt64,
`order` UInt64
)
ENGINE = Memory;
INSERT INTO wf_partition FORMAT Values
(1,1,1), (1,2,2), (1,3,3), (2,0,0), (3,0,0);
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key) AS frame_values
FROM wf_partition
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1,2,3] │ <┐
│ 1 │ 2 │ 2 │ [1,2,3] │ │ 1-st group
│ 1 │ 3 │ 3 │ [1,2,3] │ <┘
│ 2 │ 0 │ 0 │ [0] │ <- 2-nd group
│ 3 │ 0 │ 0 │ [0] │ <- 3-d group
└──────────┴───────┴───────┴──────────────┘
CREATE TABLE wf_frame
(
`part_key` UInt64,
`value` UInt64,
`order` UInt64
)
ENGINE = Memory;
INSERT INTO wf_frame FORMAT Values
(1,1,1), (1,2,2), (1,3,3), (1,4,4), (1,5,5);
-- frame is bounded by bounds of a partition (BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key ORDER BY order ASC
Rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1,2,3,4,5] │
│ 1 │ 2 │ 2 │ [1,2,3,4,5] │
│ 1 │ 3 │ 3 │ [1,2,3,4,5] │
│ 1 │ 4 │ 4 │ [1,2,3,4,5] │
│ 1 │ 5 │ 5 │ [1,2,3,4,5] │
└──────────┴───────┴───────┴──────────────┘
-- short form - no bound expression, no order by
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1,2,3,4,5] │
│ 1 │ 2 │ 2 │ [1,2,3,4,5] │
│ 1 │ 3 │ 3 │ [1,2,3,4,5] │
│ 1 │ 4 │ 4 │ [1,2,3,4,5] │
│ 1 │ 5 │ 5 │ [1,2,3,4,5] │
└──────────┴───────┴───────┴──────────────┘
-- frame is bounded by the beggining of a partition and the current row
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key ORDER BY order ASC
Rows BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1] │
│ 1 │ 2 │ 2 │ [1,2] │
│ 1 │ 3 │ 3 │ [1,2,3] │
│ 1 │ 4 │ 4 │ [1,2,3,4] │
│ 1 │ 5 │ 5 │ [1,2,3,4,5] │
└──────────┴───────┴───────┴──────────────┘
-- short form (frame is bounded by the beggining of a partition and the current row)
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key ORDER BY order ASC) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1] │
│ 1 │ 2 │ 2 │ [1,2] │
│ 1 │ 3 │ 3 │ [1,2,3] │
│ 1 │ 4 │ 4 │ [1,2,3,4] │
│ 1 │ 5 │ 5 │ [1,2,3,4,5] │
└──────────┴───────┴───────┴──────────────┘
-- frame is bounded by the beggining of a partition and the current row, but order is backward
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key ORDER BY order DESC) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [5,4,3,2,1] │
│ 1 │ 2 │ 2 │ [5,4,3,2] │
│ 1 │ 3 │ 3 │ [5,4,3] │
│ 1 │ 4 │ 4 │ [5,4] │
│ 1 │ 5 │ 5 │ [5] │
└──────────┴───────┴───────┴──────────────┘
-- sliding frame - 1 PRECEDING ROW AND CURRENT ROW
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key ORDER BY order ASC
Rows BETWEEN 1 PRECEDING AND CURRENT ROW) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1] │
│ 1 │ 2 │ 2 │ [1,2] │
│ 1 │ 3 │ 3 │ [2,3] │
│ 1 │ 4 │ 4 │ [3,4] │
│ 1 │ 5 │ 5 │ [4,5] │
└──────────┴───────┴───────┴──────────────┘
-- sliding frame - Rows BETWEEN 1 PRECEDING AND UNBOUNDED FOLLOWING
SELECT
part_key,
value,
order,
groupArray(value) OVER (PARTITION BY part_key ORDER BY order ASC
Rows BETWEEN 1 PRECEDING AND UNBOUNDED FOLLOWING) AS frame_values
FROM wf_frame
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┐
│ 1 │ 1 │ 1 │ [1,2,3,4,5] │
│ 1 │ 2 │ 2 │ [1,2,3,4,5] │
│ 1 │ 3 │ 3 │ [2,3,4,5] │
│ 1 │ 4 │ 4 │ [3,4,5] │
│ 1 │ 5 │ 5 │ [4,5] │
└──────────┴───────┴───────┴──────────────┘
-- row_number does not respect the frame, so rn_1 = rn_2 = rn_3 != rn_4
SELECT
part_key,
value,
order,
groupArray(value) OVER w1 AS frame_values,
row_number() OVER w1 AS rn_1,
sum(1) OVER w1 AS rn_2,
row_number() OVER w2 AS rn_3,
sum(1) OVER w2 AS rn_4
FROM wf_frame
WINDOW
w1 AS (PARTITION BY part_key ORDER BY order DESC),
w2 AS (PARTITION BY part_key ORDER BY order DESC
Rows BETWEEN 1 PRECEDING AND CURRENT ROW)
ORDER BY
part_key ASC,
value ASC;
┌─part_key─┬─value─┬─order─┬─frame_values─┬─rn_1─┬─rn_2─┬─rn_3─┬─rn_4─┐
│ 1 │ 1 │ 1 │ [5,4,3,2,1] │ 5 │ 5 │ 5 │ 2 │
│ 1 │ 2 │ 2 │ [5,4,3,2] │ 4 │ 4 │ 4 │ 2 │
│ 1 │ 3 │ 3 │ [5,4,3] │ 3 │ 3 │ 3 │ 2 │
│ 1 │ 4 │ 4 │ [5,4] │ 2 │ 2 │ 2 │ 2 │
│ 1 │ 5 │ 5 │ [5] │ 1 │ 1 │ 1 │ 1 │
└──────────┴───────┴───────┴──────────────┴──────┴──────┴──────┴──────┘
-- first_value and last_value respect the frame
SELECT
groupArray(value) OVER w1 AS frame_values_1,
first_value(value) OVER w1 AS first_value_1,
last_value(value) OVER w1 AS last_value_1,
groupArray(value) OVER w2 AS frame_values_2,
first_value(value) OVER w2 AS first_value_2,
last_value(value) OVER w2 AS last_value_2
FROM wf_frame
WINDOW
w1 AS (PARTITION BY part_key ORDER BY order ASC),
w2 AS (PARTITION BY part_key ORDER BY order ASC Rows BETWEEN 1 PRECEDING AND CURRENT ROW)
ORDER BY
part_key ASC,
value ASC;
┌─frame_values_1─┬─first_value_1─┬─last_value_1─┬─frame_values_2─┬─first_value_2─┬─last_value_2─┐
│ [1] │ 1 │ 1 │ [1] │ 1 │ 1 │
│ [1,2] │ 1 │ 2 │ [1,2] │ 1 │ 2 │
│ [1,2,3] │ 1 │ 3 │ [2,3] │ 2 │ 3 │
│ [1,2,3,4] │ 1 │ 4 │ [3,4] │ 3 │ 4 │
│ [1,2,3,4,5] │ 1 │ 5 │ [4,5] │ 4 │ 5 │
└────────────────┴───────────────┴──────────────┴────────────────┴───────────────┴──────────────┘
-- second value within the frame
SELECT
groupArray(value) OVER w1 AS frame_values_1,
nth_value(value, 2) OVER w1 AS second_value
FROM wf_frame
WINDOW w1 AS (PARTITION BY part_key ORDER BY order ASC Rows BETWEEN 3 PRECEDING AND CURRENT ROW)
ORDER BY
part_key ASC,
value ASC
┌─frame_values_1─┬─second_value─┐
│ [1] │ 0 │
│ [1,2] │ 2 │
│ [1,2,3] │ 2 │
│ [1,2,3,4] │ 2 │
│ [2,3,4,5] │ 3 │
└────────────────┴──────────────┘
-- second value within the frame + Null for missing values
SELECT
groupArray(value) OVER w1 AS frame_values_1,
nth_value(toNullable(value), 2) OVER w1 AS second_value
FROM wf_frame
WINDOW w1 AS (PARTITION BY part_key ORDER BY order ASC Rows BETWEEN 3 PRECEDING AND CURRENT ROW)
ORDER BY
part_key ASC,
value ASC
┌─frame_values_1─┬─second_value─┐
│ [1] │ ᴺᵁᴸᴸ │
│ [1,2] │ 2 │
│ [1,2,3] │ 2 │
│ [1,2,3,4] │ 2 │
│ [2,3,4,5] │ 3 │
└────────────────┴──────────────┘
Real world examples
Maximum/total salary per department.
CREATE TABLE employees
(
`department` String,
`employee_name` String,
`salary` Float
)
ENGINE = Memory;
INSERT INTO employees FORMAT Values
('Finance', 'Jonh', 200),
('Finance', 'Joan', 210),
('Finance', 'Jean', 505),
('IT', 'Tim', 200),
('IT', 'Anna', 300),
('IT', 'Elen', 500);
SELECT
department,
employee_name AS emp,
salary,
max_salary_per_dep,
total_salary_per_dep,
round((salary / total_salary_per_dep) * 100, 2) AS `share_per_dep(%)`
FROM
(
SELECT
department,
employee_name,
salary,
max(salary) OVER wndw AS max_salary_per_dep,
sum(salary) OVER wndw AS total_salary_per_dep
FROM employees
WINDOW wndw AS (PARTITION BY department
rows BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING)
ORDER BY
department ASC,
employee_name ASC
);
┌─department─┬─emp──┬─salary─┬─max_salary_per_dep─┬─total_salary_per_dep─┬─share_per_dep(%)─┐
│ Finance │ Jean │ 505 │ 505 │ 915 │ 55.19 │
│ Finance │ Joan │ 210 │ 505 │ 915 │ 22.95 │
│ Finance │ Jonh │ 200 │ 505 │ 915 │ 21.86 │
│ IT │ Anna │ 300 │ 500 │ 1000 │ 30 │
│ IT │ Elen │ 500 │ 500 │ 1000 │ 50 │
│ IT │ Tim │ 200 │ 500 │ 1000 │ 20 │
└────────────┴──────┴────────┴────────────────────┴──────────────────────┴──────────────────┘
Cumulative sum.
CREATE TABLE events
(
`metric` String,
`ts` DateTime,
`value` Float
)
ENGINE = Memory
INSERT INTO warehouse VALUES
('sku38', '2020-01-01', 9),
('sku38', '2020-02-01', 1),
('sku38', '2020-03-01', -4),
('sku1', '2020-01-01', 1),
('sku1', '2020-02-01', 1),
('sku1', '2020-03-01', 1);
SELECT
item,
ts,
value,
sum(value) OVER (PARTITION BY item ORDER BY ts ASC) AS stock_balance
FROM warehouse
ORDER BY
item ASC,
ts ASC;
┌─item──┬──────────────────ts─┬─value─┬─stock_balance─┐
│ sku1 │ 2020-01-01 00:00:00 │ 1 │ 1 │
│ sku1 │ 2020-02-01 00:00:00 │ 1 │ 2 │
│ sku1 │ 2020-03-01 00:00:00 │ 1 │ 3 │
│ sku38 │ 2020-01-01 00:00:00 │ 9 │ 9 │
│ sku38 │ 2020-02-01 00:00:00 │ 1 │ 10 │
│ sku38 │ 2020-03-01 00:00:00 │ -4 │ 6 │
└───────┴─────────────────────┴───────┴───────────────┘
Moving / Sliding Average (per 3 rows)
CREATE TABLE sensors
(
`metric` String,
`ts` DateTime,
`value` Float
)
ENGINE = Memory;
insert into sensors values('cpu_temp', '2020-01-01 00:00:00', 87),
('cpu_temp', '2020-01-01 00:00:01', 77),
('cpu_temp', '2020-01-01 00:00:02', 93),
('cpu_temp', '2020-01-01 00:00:03', 87),
('cpu_temp', '2020-01-01 00:00:04', 87),
('cpu_temp', '2020-01-01 00:00:05', 87),
('cpu_temp', '2020-01-01 00:00:06', 87),
('cpu_temp', '2020-01-01 00:00:07', 87);
SELECT
metric,
ts,
value,
avg(value) OVER
(PARTITION BY metric ORDER BY ts ASC Rows BETWEEN 2 PRECEDING AND CURRENT ROW)
AS moving_avg_temp
FROM sensors
ORDER BY
metric ASC,
ts ASC;
┌─metric───┬──────────────────ts─┬─value─┬───moving_avg_temp─┐
│ cpu_temp │ 2020-01-01 00:00:00 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:00:01 │ 77 │ 82 │
│ cpu_temp │ 2020-01-01 00:00:02 │ 93 │ 85.66666666666667 │
│ cpu_temp │ 2020-01-01 00:00:03 │ 87 │ 85.66666666666667 │
│ cpu_temp │ 2020-01-01 00:00:04 │ 87 │ 89 │
│ cpu_temp │ 2020-01-01 00:00:05 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:00:06 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:00:07 │ 87 │ 87 │
└──────────┴─────────────────────┴───────┴───────────────────┘
Moving / Sliding Average (per 10 seconds)
SELECT
metric,
ts,
value,
avg(value) OVER (PARTITION BY metric ORDER BY ts
Range BETWEEN 10 PRECEDING AND CURRENT ROW) AS moving_avg_10_seconds_temp
FROM sensors
ORDER BY
metric ASC,
ts ASC;
┌─metric───┬──────────────────ts─┬─value─┬─moving_avg_10_seconds_temp─┐
│ cpu_temp │ 2020-01-01 00:00:00 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:01:10 │ 77 │ 77 │
│ cpu_temp │ 2020-01-01 00:02:20 │ 93 │ 93 │
│ cpu_temp │ 2020-01-01 00:03:30 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:04:40 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:05:50 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:06:00 │ 87 │ 87 │
│ cpu_temp │ 2020-01-01 00:07:10 │ 87 │ 87 │
└──────────┴─────────────────────┴───────┴────────────────────────────┘