---
name: clickhouse-io
description: ClickHouse数据库模式、查询优化、分析以及高性能分析工作负载的数据工程最佳实践。
origin: ECC
---

# ClickHouse 分析模式

用于高性能分析和数据工程的 ClickHouse 特定模式。

## 何时激活

* 设计 ClickHouse 表架构（MergeTree 引擎选择）
* 编写分析查询（聚合、窗口函数、连接）
* 优化查询性能（分区裁剪、投影、物化视图）
* 摄取大量数据（批量插入、Kafka 集成）
* 为分析目的从 PostgreSQL/MySQL 迁移到 ClickHouse
* 实现实时仪表板或时间序列分析

## 概述

ClickHouse 是一个用于在线分析处理 (OLAP) 的列式数据库管理系统 (DBMS)。它针对大型数据集上的快速分析查询进行了优化。

**关键特性:**

* 列式存储
* 数据压缩
* 并行查询执行
* 分布式查询
* 实时分析

## 表设计模式

### MergeTree 引擎 (最常用)

```sql
CREATE TABLE markets_analytics (
    date Date,
    market_id String,
    market_name String,
    volume UInt64,
    trades UInt32,
    unique_traders UInt32,
    avg_trade_size Float64,
    created_at DateTime
) ENGINE = MergeTree()
PARTITION BY toYYYYMM(date)
ORDER BY (date, market_id)
SETTINGS index_granularity = 8192;
```

### ReplacingMergeTree (去重)

```sql
-- For data that may have duplicates (e.g., from multiple sources)
CREATE TABLE user_events (
    event_id String,
    user_id String,
    event_type String,
    timestamp DateTime,
    properties String
) ENGINE = ReplacingMergeTree()
PARTITION BY toYYYYMM(timestamp)
ORDER BY (user_id, event_id, timestamp)
PRIMARY KEY (user_id, event_id);
```

### AggregatingMergeTree (预聚合)

```sql
-- For maintaining aggregated metrics
CREATE TABLE market_stats_hourly (
    hour DateTime,
    market_id String,
    total_volume AggregateFunction(sum, UInt64),
    total_trades AggregateFunction(count, UInt32),
    unique_users AggregateFunction(uniq, String)
) ENGINE = AggregatingMergeTree()
PARTITION BY toYYYYMM(hour)
ORDER BY (hour, market_id);

-- Query aggregated data
SELECT
    hour,
    market_id,
    sumMerge(total_volume) AS volume,
    countMerge(total_trades) AS trades,
    uniqMerge(unique_users) AS users
FROM market_stats_hourly
WHERE hour >= toStartOfHour(now() - INTERVAL 24 HOUR)
GROUP BY hour, market_id
ORDER BY hour DESC;
```

## 查询优化模式

### 高效过滤

```sql
-- PASS: GOOD: Use indexed columns first
SELECT *
FROM markets_analytics
WHERE date >= '2025-01-01'
  AND market_id = 'market-123'
  AND volume > 1000
ORDER BY date DESC
LIMIT 100;

-- FAIL: BAD: Filter on non-indexed columns first
SELECT *
FROM markets_analytics
WHERE volume > 1000
  AND market_name LIKE '%election%'
  AND date >= '2025-01-01';
```

### 聚合

```sql
-- PASS: GOOD: Use ClickHouse-specific aggregation functions
SELECT
    toStartOfDay(created_at) AS day,
    market_id,
    sum(volume) AS total_volume,
    count() AS total_trades,
    uniq(trader_id) AS unique_traders,
    avg(trade_size) AS avg_size
FROM trades
WHERE created_at >= today() - INTERVAL 7 DAY
GROUP BY day, market_id
ORDER BY day DESC, total_volume DESC;

-- PASS: Use quantile for percentiles (more efficient than percentile)
SELECT
    quantile(0.50)(trade_size) AS median,
    quantile(0.95)(trade_size) AS p95,
    quantile(0.99)(trade_size) AS p99
FROM trades
WHERE created_at >= now() - INTERVAL 1 HOUR;
```

### 窗口函数

```sql
-- Calculate running totals
SELECT
    date,
    market_id,
    volume,
    sum(volume) OVER (
        PARTITION BY market_id
        ORDER BY date
        ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW
    ) AS cumulative_volume
FROM markets_analytics
WHERE date >= today() - INTERVAL 30 DAY
ORDER BY market_id, date;
```

## 数据插入模式

### 批量插入 (推荐)

```typescript
import { ClickHouse } from 'clickhouse'

const clickhouse = new ClickHouse({
  url: process.env.CLICKHOUSE_URL,
  port: 8123,
  basicAuth: {
    username: process.env.CLICKHOUSE_USER,
    password: process.env.CLICKHOUSE_PASSWORD
  }
})

// PASS: Batch insert (efficient)
async function bulkInsertTrades(trades: Trade[]) {
  const values = trades.map(trade => `(
    '${trade.id}',
    '${trade.market_id}',
    '${trade.user_id}',
    ${trade.amount},
    '${trade.timestamp.toISOString()}'
  )`).join(',')

  await clickhouse.query(`
    INSERT INTO trades (id, market_id, user_id, amount, timestamp)
    VALUES ${values}
  `).toPromise()
}

// FAIL: Individual inserts (slow)
async function insertTrade(trade: Trade) {
  // Don't do this in a loop!
  await clickhouse.query(`
    INSERT INTO trades VALUES ('${trade.id}', ...)
  `).toPromise()
}
```

### 流式插入

```typescript
// For continuous data ingestion
import { createWriteStream } from 'fs'
import { pipeline } from 'stream/promises'

async function streamInserts() {
  const stream = clickhouse.insert('trades').stream()

  for await (const batch of dataSource) {
    stream.write(batch)
  }

  await stream.end()
}
```

## 物化视图

### 实时聚合

```sql
-- Create materialized view for hourly stats
CREATE MATERIALIZED VIEW market_stats_hourly_mv
TO market_stats_hourly
AS SELECT
    toStartOfHour(timestamp) AS hour,
    market_id,
    sumState(amount) AS total_volume,
    countState() AS total_trades,
    uniqState(user_id) AS unique_users
FROM trades
GROUP BY hour, market_id;

-- Query the materialized view
SELECT
    hour,
    market_id,
    sumMerge(total_volume) AS volume,
    countMerge(total_trades) AS trades,
    uniqMerge(unique_users) AS users
FROM market_stats_hourly
WHERE hour >= now() - INTERVAL 24 HOUR
GROUP BY hour, market_id;
```

## 性能监控

### 查询性能

```sql
-- Check slow queries
SELECT
    query_id,
    user,
    query,
    query_duration_ms,
    read_rows,
    read_bytes,
    memory_usage
FROM system.query_log
WHERE type = 'QueryFinish'
  AND query_duration_ms > 1000
  AND event_time >= now() - INTERVAL 1 HOUR
ORDER BY query_duration_ms DESC
LIMIT 10;
```

### 表统计信息

```sql
-- Check table sizes
SELECT
    database,
    table,
    formatReadableSize(sum(bytes)) AS size,
    sum(rows) AS rows,
    max(modification_time) AS latest_modification
FROM system.parts
WHERE active
GROUP BY database, table
ORDER BY sum(bytes) DESC;
```

## 常见分析查询

### 时间序列分析

```sql
-- Daily active users
SELECT
    toDate(timestamp) AS date,
    uniq(user_id) AS daily_active_users
FROM events
WHERE timestamp >= today() - INTERVAL 30 DAY
GROUP BY date
ORDER BY date;

-- Retention analysis
SELECT
    signup_date,
    countIf(days_since_signup = 0) AS day_0,
    countIf(days_since_signup = 1) AS day_1,
    countIf(days_since_signup = 7) AS day_7,
    countIf(days_since_signup = 30) AS day_30
FROM (
    SELECT
        user_id,
        min(toDate(timestamp)) AS signup_date,
        toDate(timestamp) AS activity_date,
        dateDiff('day', signup_date, activity_date) AS days_since_signup
    FROM events
    GROUP BY user_id, activity_date
)
GROUP BY signup_date
ORDER BY signup_date DESC;
```

### 漏斗分析

```sql
-- Conversion funnel
SELECT
    countIf(step = 'viewed_market') AS viewed,
    countIf(step = 'clicked_trade') AS clicked,
    countIf(step = 'completed_trade') AS completed,
    round(clicked / viewed * 100, 2) AS view_to_click_rate,
    round(completed / clicked * 100, 2) AS click_to_completion_rate
FROM (
    SELECT
        user_id,
        session_id,
        event_type AS step
    FROM events
    WHERE event_date = today()
)
GROUP BY session_id;
```

### 队列分析

```sql
-- User cohorts by signup month
SELECT
    toStartOfMonth(signup_date) AS cohort,
    toStartOfMonth(activity_date) AS month,
    dateDiff('month', cohort, month) AS months_since_signup,
    count(DISTINCT user_id) AS active_users
FROM (
    SELECT
        user_id,
        min(toDate(timestamp)) OVER (PARTITION BY user_id) AS signup_date,
        toDate(timestamp) AS activity_date
    FROM events
)
GROUP BY cohort, month, months_since_signup
ORDER BY cohort, months_since_signup;
```

## 数据流水线模式

### ETL 模式

```typescript
// Extract, Transform, Load
async function etlPipeline() {
  // 1. Extract from source
  const rawData = await extractFromPostgres()

  // 2. Transform
  const transformed = rawData.map(row => ({
    date: new Date(row.created_at).toISOString().split('T')[0],
    market_id: row.market_slug,
    volume: parseFloat(row.total_volume),
    trades: parseInt(row.trade_count)
  }))

  // 3. Load to ClickHouse
  await bulkInsertToClickHouse(transformed)
}

// Run periodically
setInterval(etlPipeline, 60 * 60 * 1000)  // Every hour
```

### 变更数据捕获 (CDC)

```typescript
// Listen to PostgreSQL changes and sync to ClickHouse
import { Client } from 'pg'

const pgClient = new Client({ connectionString: process.env.DATABASE_URL })

pgClient.query('LISTEN market_updates')

pgClient.on('notification', async (msg) => {
  const update = JSON.parse(msg.payload)

  await clickhouse.insert('market_updates', [
    {
      market_id: update.id,
      event_type: update.operation,  // INSERT, UPDATE, DELETE
      timestamp: new Date(),
      data: JSON.stringify(update.new_data)
    }
  ])
})
```

## 最佳实践

### 1. 分区策略

* 按时间分区 (通常是月或日)
* 避免过多分区 (影响性能)
* 对分区键使用 DATE 类型

### 2. 排序键

* 将最常过滤的列放在前面
* 考虑基数 (高基数优先)
* 排序影响压缩

### 3. 数据类型

* 使用最合适的较小类型 (UInt32 对比 UInt64)
* 对重复字符串使用 LowCardinality
* 对分类数据使用 Enum

### 4. 避免

* SELECT \* (指定列)
* FINAL (改为在查询前合并数据)
* 过多的 JOIN (分析场景下进行反规范化)
* 频繁的小批量插入 (改为批量)

### 5. 监控

* 跟踪查询性能
* 监控磁盘使用情况
* 检查合并操作
* 查看慢查询日志

**记住**: ClickHouse 擅长分析工作负载。根据查询模式设计表，批量插入，并利用物化视图进行实时聚合。
