feat: add ASOF join logical semantics

datafusion/core/src/physical_planner.rs

@@ -43,7 +43,8 @@ use crate::physical_plan::explain::ExplainExec;
 use crate::physical_plan::filter::FilterExecBuilder;
 use crate::physical_plan::joins::utils as join_utils;
 use crate::physical_plan::joins::{
-    CrossJoinExec, HashJoinExec, NestedLoopJoinExec, PartitionMode, SortMergeJoinExec,
+    AsOfJoinExec, AsOfMatchExpr, CrossJoinExec, HashJoinExec, NestedLoopJoinExec,
+    PartitionMode, SortMergeJoinExec,
 };
 use crate::physical_plan::limit::{GlobalLimitExec, LocalLimitExec};
 use crate::physical_plan::projection::{ProjectionExec, ProjectionExpr};
@@ -93,8 +94,8 @@ use datafusion_expr::physical_planning_context::{
 use datafusion_expr::utils::{expr_to_columns, split_conjunction};
 use datafusion_expr::{
     Analyze, BinaryExpr, DescribeTable, DmlStatement, Explain, ExplainFormat, Extension,
-    FetchType, Filter, JoinType, Operator, RecursiveQuery, SkipType, StringifiedPlan,
-    WindowFrame, WindowFrameBound, WriteOp,
+    FetchType, Filter, JoinConstraint, JoinType, Operator, RecursiveQuery, SkipType,
+    StringifiedPlan, WindowFrame, WindowFrameBound, WriteOp,
 };
 use datafusion_physical_expr::aggregate::{
     AggregateFunctionExpr, LoweredAggregate, LoweredAggregateBuilder,
@@ -1860,6 +1861,67 @@ impl DefaultPhysicalPlanner {
                     join
                 }
             }
+            LogicalPlan::AsOfJoin(join) => {
+                let [physical_left, physical_right] = children.two()?;
+                let join_on = join
+                    .on
+                    .iter()
+                    .map(|(left, right)| {
+                        Ok((
+                            create_physical_expr(
+                                left,
+                                join.left.schema(),
+                                execution_props,
+                                planning_ctx,
+                            )?,
+                            create_physical_expr(
+                                right,
+                                join.right.schema(),
+                                execution_props,
+                                planning_ctx,
+                            )?,
+                        ))
+                    })
+                    .collect::<Result<join_utils::JoinOn>>()?;
+                let match_condition = AsOfMatchExpr::new(
+                    create_physical_expr(
+                        &join.match_condition.left,
+                        join.left.schema(),
+                        execution_props,
+                        planning_ctx,
+                    )?,
+                    join.match_condition.op,
+                    create_physical_expr(
+                        &join.match_condition.right,
+                        join.right.schema(),
+                        execution_props,
+                        planning_ctx,
+                    )?,
+                );
+                let omitted_right = if join.join_constraint == JoinConstraint::Using {
+                    join.on
+                        .iter()
+                        .map(|(_, right)| {
+                            let column = right.get_as_join_column().ok_or_else(|| {
+                                internal_datafusion_err!("ASOF USING key is not a column")
+                            })?;
+                            join.right.schema().index_of_column(column)
+                        })
+                        .collect::<Result<HashSet<_>>>()?
+                } else {
+                    HashSet::new()
+                };
+                let right_output_indices = (0..join.right.schema().fields().len())
+                    .filter(|index| !omitted_right.contains(index))
+                    .collect();
+                Arc::new(AsOfJoinExec::try_new(
+                    physical_left,
+                    physical_right,
+                    join_on,
+                    match_condition,
+                    right_output_indices,
+                )?)
+            }
             LogicalPlan::RecursiveQuery(RecursiveQuery {
                 name,
                 is_distinct,
@@ -2359,6 +2421,7 @@ fn extract_dml_filters(
             | LogicalPlan::Sort(_)
             | LogicalPlan::Union(_)
             | LogicalPlan::Join(_)
+            | LogicalPlan::AsOfJoin(_)
             | LogicalPlan::Repartition(_)
             | LogicalPlan::Aggregate(_)
             | LogicalPlan::Window(_)

datafusion/core/tests/physical_optimizer/filter_pushdown.rs

@@ -55,6 +55,7 @@ use datafusion_physical_plan::{
     coalesce_partitions::CoalescePartitionsExec,
     collect,
     filter::{FilterExec, FilterExecBuilder},
+    joins::{AsOfJoinExec, AsOfMatchExpr},
     projection::ProjectionExec,
     repartition::RepartitionExec,
     sorts::sort::SortExec,
@@ -123,6 +124,47 @@ fn test_pushdown_volatile_functions_not_allowed() {
     );
 }
 
+#[test]
+fn test_asof_join_pushes_only_left_filters() {
+    let left = TestScanBuilder::new(schema()).with_support(true).build();
+    let right = TestScanBuilder::new(schema()).with_support(true).build();
+    let join = Arc::new(
+        AsOfJoinExec::try_new(
+            left,
+            right,
+            vec![(col("a", &schema()).unwrap(), col("a", &schema()).unwrap())],
+            AsOfMatchExpr::new(
+                col("b", &schema()).unwrap(),
+                Operator::GtEq,
+                col("b", &schema()).unwrap(),
+            ),
+            vec![0, 1, 2],
+        )
+        .unwrap(),
+    );
+    let left_filter = Arc::new(BinaryExpr::new(
+        Arc::new(Column::new("c", 2)),
+        Operator::Gt,
+        Arc::new(Literal::new(ScalarValue::Float64(Some(0.0)))),
+    )) as Arc<dyn PhysicalExpr>;
+    let right_filter = Arc::new(BinaryExpr::new(
+        Arc::new(Column::new("c", 5)),
+        Operator::Gt,
+        Arc::new(Literal::new(ScalarValue::Float64(Some(0.0)))),
+    )) as Arc<dyn PhysicalExpr>;
+    let predicate = Arc::new(BinaryExpr::new(left_filter, Operator::And, right_filter));
+    let plan = Arc::new(FilterExec::try_new(predicate, join).unwrap());
+    let mut config = ConfigOptions::default();
+    config.execution.parquet.pushdown_filters = true;
+    let optimized = FilterPushdown::new().optimize(plan, &config).unwrap();
+    let formatted = format_plan_for_test(&optimized);
+
+    assert!(formatted.contains("FilterExec: c@5 > 0"), "{formatted}");
+    assert!(formatted.contains("AsOfJoinExec:"), "{formatted}");
+    assert!(formatted.contains("predicate=c@2 > 0"), "{formatted}");
+    assert_eq!(formatted.matches("predicate=").count(), 1, "{formatted}");
+}
+
 /// Show that we can use config options to determine how to do pushdown.
 #[test]
 fn test_pushdown_into_scan_with_config_options() {

datafusion/expr/src/logical_plan/builder.rs

@@ -31,10 +31,10 @@ use crate::expr_rewriter::{
     rewrite_sort_cols_by_aggs,
 };
 use crate::logical_plan::{
-    Aggregate, Analyze, Distinct, DistinctOn, EmptyRelation, Explain, Filter, Join,
-    JoinConstraint, JoinType, Limit, LogicalPlan, Partitioning, PlanType, Prepare,
-    Projection, Repartition, Sort, SubqueryAlias, TableScanBuilder, Union, Unnest,
-    Values, Window,
+    Aggregate, Analyze, AsOfJoin, AsOfMatch, Distinct, DistinctOn, EmptyRelation,
+    Explain, Filter, Join, JoinConstraint, JoinType, Limit, LogicalPlan, Partitioning,
+    PlanType, Prepare, Projection, Repartition, Sort, SubqueryAlias, TableScanBuilder,
+    Union, Unnest, Values, Window,
 };
 use crate::select_expr::SelectExpr;
 use crate::utils::{
@@ -1007,6 +1007,68 @@ impl LogicalPlanBuilder {
         )
     }
 
+    /// Apply a left-preserving ASOF join using equality expressions and one
+    /// ordered match condition.
+    pub fn asof_join(
+        self,
+        right: LogicalPlan,
+        on: Vec<(Expr, Expr)>,
+        match_condition: AsOfMatch,
+    ) -> Result<Self> {
+        self.asof_join_with_constraint(right, on, match_condition, JoinConstraint::On)
+    }
+
+    /// Apply a left-preserving ASOF join using `USING` equality keys.
+    pub fn asof_join_using(
+        self,
+        right: LogicalPlan,
+        using_keys: Vec<Column>,
+        match_condition: AsOfMatch,
+    ) -> Result<Self> {
+        let on = using_keys
+            .into_iter()
+            .map(|key| {
+                let left = Self::normalize(&self.plan, key.clone())?;
+                let right = Self::normalize(&right, key)?;
+                Ok((Expr::Column(left), Expr::Column(right)))
+            })
+            .collect::<Result<_>>()?;
+        self.asof_join_with_constraint(right, on, match_condition, JoinConstraint::Using)
+    }
+
+    fn asof_join_with_constraint(
+        self,
+        right: LogicalPlan,
+        on: Vec<(Expr, Expr)>,
+        match_condition: AsOfMatch,
+        join_constraint: JoinConstraint,
+    ) -> Result<Self> {
+        let normalize = |expr, schema: &DFSchema| {
+            normalize_col_with_schemas_and_ambiguity_check(expr, &[&[schema]], &[])
+        };
+        let on = on
+            .into_iter()
+            .map(|(left, right_expr)| {
+                Ok((
+                    normalize(left, self.plan.schema())?,
+                    normalize(right_expr, right.schema())?,
+                ))
+            })
+            .collect::<Result<_>>()?;
+        let match_condition = AsOfMatch {
+            left: normalize(match_condition.left, self.plan.schema())?,
+            op: match_condition.op,
+            right: normalize(match_condition.right, right.schema())?,
+        };
+        Ok(Self::new(LogicalPlan::AsOfJoin(AsOfJoin::try_new(
+            self.plan,
+            Arc::new(right),
+            on,
+            match_condition,
+            join_constraint,
+        )?)))
+    }
+
     pub(crate) fn normalize(plan: &LogicalPlan, column: Column) -> Result<Column> {
         if column.relation.is_some() {
             // column is already normalized
@@ -1776,6 +1838,43 @@ pub fn build_join_schema(
     dfschema.with_functional_dependencies(func_dependencies)
 }
 
+/// Creates the schema for a left-preserving ASOF join.
+///
+/// `ON` emits all left fields followed by nullable right fields. `USING` emits
+/// each equality key once by omitting the corresponding right field.
+pub fn build_asof_join_schema(
+    left: &DFSchema,
+    right: &DFSchema,
+    on: &[(Expr, Expr)],
+    join_constraint: JoinConstraint,
+) -> Result<DFSchema> {
+    let omitted_right_indices = if join_constraint == JoinConstraint::Using {
+        on.iter()
+            .map(|(_, right_expr)| {
+                let column = right_expr.get_as_join_column().ok_or_else(|| {
+                    plan_datafusion_err!("ASOF USING keys must be columns")
+                })?;
+                right.index_of_column(column)
+            })
+            .collect::<Result<HashSet<_>>>()?
+    } else {
+        HashSet::new()
+    };
+
+    let full_schema = build_join_schema(left, right, &JoinType::Left)?;
+    let left_len = left.fields().len();
+    let fields = full_schema
+        .iter()
+        .enumerate()
+        .filter(|(index, _)| {
+            *index < left_len || !omitted_right_indices.contains(&(*index - left_len))
+        })
+        .map(|(_, (qualifier, field))| (qualifier.cloned(), Arc::clone(field)))
+        .collect();
+    DFSchema::new_with_metadata(fields, full_schema.metadata().clone())?
+        .with_functional_dependencies(left.functional_dependencies().clone())
+}
+
 /// (Re)qualify the sides of a join if needed, i.e. if the columns from one side would otherwise
 /// conflict with the columns from the other.
 /// This is especially useful for queries that come as Substrait, since Substrait doesn't currently allow specifying

datafusion/expr/src/logical_plan/display.rs

@@ -21,10 +21,10 @@ use std::collections::HashMap;
 use std::fmt;
 
 use crate::{
-    Aggregate, DescribeTable, Distinct, DistinctOn, DmlStatement, Expr, Filter, Join,
-    Limit, LogicalPlan, Partitioning, Projection, RecursiveQuery, Repartition, Sort,
-    Subquery, SubqueryAlias, TableProviderFilterPushDown, TableScan, Unnest, Values,
-    Window, expr_vec_fmt,
+    Aggregate, AsOfJoin, DescribeTable, Distinct, DistinctOn, DmlStatement, Expr, Filter,
+    Join, Limit, LogicalPlan, Partitioning, Projection, RecursiveQuery, Repartition,
+    Sort, Subquery, SubqueryAlias, TableProviderFilterPushDown, TableScan, Unnest,
+    Values, Window, expr_vec_fmt,
 };
 
 use crate::dml::CopyTo;
@@ -493,6 +493,21 @@ impl<'a, 'b> PgJsonVisitor<'a, 'b> {
                     "Filter": format!("{}", filter_expr)
                 })
             }
+            LogicalPlan::AsOfJoin(AsOfJoin {
+                on,
+                match_condition,
+                join_constraint,
+                ..
+            }) => {
+                let join_expr: Vec<String> =
+                    on.iter().map(|(l, r)| format!("{l} = {r}")).collect();
+                json!({
+                    "Node Type": "AsOf Join",
+                    "Join Constraint": format!("{join_constraint:?}"),
+                    "Join Keys": join_expr.join(", "),
+                    "Match Condition": match_condition.to_string(),
+                })
+            }
             LogicalPlan::Repartition(Repartition {
                 partitioning_scheme,
                 ..

datafusion/expr/src/logical_plan/mod.rs

@@ -28,8 +28,8 @@ pub mod tree_node;
 
 pub use builder::{
     LogicalPlanBuilder, LogicalPlanBuilderOptions, LogicalTableSource, UNNAMED_TABLE,
-    build_join_schema, requalify_sides_if_needed, table_scan, union,
-    wrap_projection_for_join_if_necessary,
+    build_asof_join_schema, build_join_schema, requalify_sides_if_needed, table_scan,
+    union, wrap_projection_for_join_if_necessary,
 };
 pub use ddl::{
     CreateCatalog, CreateCatalogSchema, CreateExternalTable, CreateFunction,
@@ -41,12 +41,12 @@ pub use dml::{
     WriteOp,
 };
 pub use plan::{
-    Aggregate, Analyze, ColumnUnnestList, DescribeTable, Distinct, DistinctOn,
-    EmptyRelation, Explain, ExplainOption, Extension, FetchType, Filter, Join,
-    JoinConstraint, JoinType, Limit, LogicalPlan, Partitioning, PlanType, Projection,
-    RangePartitioning, RecursiveQuery, Repartition, SkipType, Sort, StringifiedPlan,
-    Subquery, SubqueryAlias, TableScan, TableScanBuilder, ToStringifiedPlan, Union,
-    Unnest, Values, Window, projection_schema,
+    Aggregate, Analyze, AsOfJoin, AsOfMatch, ColumnUnnestList, DescribeTable, Distinct,
+    DistinctOn, EmptyRelation, Explain, ExplainOption, Extension, FetchType, Filter,
+    Join, JoinConstraint, JoinType, Limit, LogicalPlan, Partitioning, PlanType,
+    Projection, RangePartitioning, RecursiveQuery, Repartition, SkipType, Sort,
+    StringifiedPlan, Subquery, SubqueryAlias, TableScan, TableScanBuilder,
+    ToStringifiedPlan, Union, Unnest, Values, Window, projection_schema,
 };
 pub use statement::{
     Deallocate, Execute, Prepare, ResetVariable, SetVariable, Statement,