feat: Add snowflake online store (#2902)

* feat: Add snowflake online store

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

* lint/format

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

* removing missing testing env variables

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

* test offline store first

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

* snowflake online test fixes

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

* format

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

* fix snowflake testing (#2903)

Signed-off-by: Miles Adkins <miles.adkins@snowflake.com>

sdk/python/feast/infra/online_stores/snowflake.py

@@ -0,0 +1,232 @@
+import itertools
+import os
+from binascii import hexlify
+from datetime import datetime
+from pathlib import Path
+from typing import Any, Callable, Dict, List, Optional, Sequence, Tuple
+
+import pandas as pd
+import pytz
+from pydantic import Field
+from pydantic.schema import Literal
+
+from feast import Entity, FeatureView
+from feast.infra.key_encoding_utils import serialize_entity_key
+from feast.infra.online_stores.online_store import OnlineStore
+from feast.infra.utils.snowflake_utils import get_snowflake_conn, write_pandas_binary
+from feast.protos.feast.types.EntityKey_pb2 import EntityKey as EntityKeyProto
+from feast.protos.feast.types.Value_pb2 import Value as ValueProto
+from feast.repo_config import FeastConfigBaseModel, RepoConfig
+from feast.usage import log_exceptions_and_usage
+
+
+class SnowflakeOnlineStoreConfig(FeastConfigBaseModel):
+    """ Online store config for Snowflake """
+
+    type: Literal["snowflake.online"] = "snowflake.online"
+    """ Online store type selector"""
+
+    config_path: Optional[str] = (
+        Path(os.environ["HOME"]) / ".snowsql/config"
+    ).__str__()
+    """ Snowflake config path -- absolute path required (Can't use ~)"""
+
+    account: Optional[str] = None
+    """ Snowflake deployment identifier -- drop .snowflakecomputing.com"""
+
+    user: Optional[str] = None
+    """ Snowflake user name """
+
+    password: Optional[str] = None
+    """ Snowflake password """
+
+    role: Optional[str] = None
+    """ Snowflake role name"""
+
+    warehouse: Optional[str] = None
+    """ Snowflake warehouse name """
+
+    database: Optional[str] = None
+    """ Snowflake database name """
+
+    schema_: Optional[str] = Field("PUBLIC", alias="schema")
+    """ Snowflake schema name """
+
+    class Config:
+        allow_population_by_field_name = True
+
+
+class SnowflakeOnlineStore(OnlineStore):
+    @log_exceptions_and_usage(online_store="snowflake")
+    def online_write_batch(
+        self,
+        config: RepoConfig,
+        table: FeatureView,
+        data: List[
+            Tuple[EntityKeyProto, Dict[str, ValueProto], datetime, Optional[datetime]]
+        ],
+        progress: Optional[Callable[[int], Any]],
+    ) -> None:
+        assert isinstance(config.online_store, SnowflakeOnlineStoreConfig)
+
+        dfs = [None] * len(data)
+        for i, (entity_key, values, timestamp, created_ts) in enumerate(data):
+
+            df = pd.DataFrame(
+                columns=[
+                    "entity_feature_key",
+                    "entity_key",
+                    "feature_name",
+                    "value",
+                    "event_ts",
+                    "created_ts",
+                ],
+                index=range(0, len(values)),
+            )
+
+            timestamp = _to_naive_utc(timestamp)
+            if created_ts is not None:
+                created_ts = _to_naive_utc(created_ts)
+
+            for j, (feature_name, val) in enumerate(values.items()):
+                df.loc[j, "entity_feature_key"] = serialize_entity_key(
+                    entity_key
+                ) + bytes(feature_name, encoding="utf-8")
+                df.loc[j, "entity_key"] = serialize_entity_key(entity_key)
+                df.loc[j, "feature_name"] = feature_name
+                df.loc[j, "value"] = val.SerializeToString()
+                df.loc[j, "event_ts"] = timestamp
+                df.loc[j, "created_ts"] = created_ts
+
+            dfs[i] = df
+            if progress:
+                progress(1)
+
+        if dfs:
+            agg_df = pd.concat(dfs)
+
+            with get_snowflake_conn(config.online_store, autocommit=False) as conn:
+
+                write_pandas_binary(conn, agg_df, f"{config.project}_{table.name}")
+
+                query = f"""
+                    INSERT OVERWRITE INTO "{config.online_store.database}"."{config.online_store.schema_}"."{config.project}_{table.name}"
+                        SELECT
+                            "entity_feature_key",
+                            "entity_key",
+                            "feature_name",
+                            "value",
+                            "event_ts",
+                            "created_ts"
+                        FROM
+                          (SELECT
+                              *,
+                              ROW_NUMBER() OVER(PARTITION BY "entity_key","feature_name" ORDER BY "event_ts" DESC, "created_ts" DESC) AS "_feast_row"
+                          FROM
+                              "{config.online_store.database}"."{config.online_store.schema_}"."{config.project}_{table.name}")
+                        WHERE
+                            "_feast_row" = 1;
+                """
+
+                conn.cursor().execute(query)
+
+        return None
+
+    @log_exceptions_and_usage(online_store="snowflake")
+    def online_read(
+        self,
+        config: RepoConfig,
+        table: FeatureView,
+        entity_keys: List[EntityKeyProto],
+        requested_features: List[str],
+    ) -> List[Tuple[Optional[datetime], Optional[Dict[str, ValueProto]]]]:
+        assert isinstance(config.online_store, SnowflakeOnlineStoreConfig)
+
+        result: List[Tuple[Optional[datetime], Optional[Dict[str, ValueProto]]]] = []
+
+        with get_snowflake_conn(config.online_store) as conn:
+
+            df = (
+                conn.cursor()
+                .execute(
+                    f"""
+                SELECT
+                    "entity_key", "feature_name", "value", "event_ts"
+                FROM
+                    "{config.online_store.database}"."{config.online_store.schema_}"."{config.project}_{table.name}"
+                WHERE
+                    "entity_feature_key" IN ({','.join([('TO_BINARY('+hexlify(serialize_entity_key(combo[0])+bytes(combo[1], encoding='utf-8')).__str__()[1:]+")") for combo in itertools.product(entity_keys,requested_features)])})
+            """,
+                )
+                .fetch_pandas_all()
+            )
+
+        for entity_key in entity_keys:
+            entity_key_bin = serialize_entity_key(entity_key)
+            res = {}
+            res_ts = None
+            for index, row in df[df["entity_key"] == entity_key_bin].iterrows():
+                val = ValueProto()
+                val.ParseFromString(row["value"])
+                res[row["feature_name"]] = val
+                res_ts = row["event_ts"].to_pydatetime()
+
+            if not res:
+                result.append((None, None))
+            else:
+                result.append((res_ts, res))
+        return result
+
+    @log_exceptions_and_usage(online_store="snowflake")
+    def update(
+        self,
+        config: RepoConfig,
+        tables_to_delete: Sequence[FeatureView],
+        tables_to_keep: Sequence[FeatureView],
+        entities_to_delete: Sequence[Entity],
+        entities_to_keep: Sequence[Entity],
+        partial: bool,
+    ):
+        assert isinstance(config.online_store, SnowflakeOnlineStoreConfig)
+
+        with get_snowflake_conn(config.online_store) as conn:
+
+            for table in tables_to_keep:
+
+                conn.cursor().execute(
+                    f"""CREATE TABLE IF NOT EXISTS "{config.online_store.database}"."{config.online_store.schema_}"."{config.project}_{table.name}" (
+                        "entity_feature_key" BINARY,
+                        "entity_key" BINARY,
+                        "feature_name" VARCHAR,
+                        "value" BINARY,
+                        "event_ts" TIMESTAMP,
+                        "created_ts" TIMESTAMP
+                        )"""
+                )
+
+            for table in tables_to_delete:
+
+                conn.cursor().execute(
+                    f'DROP TABLE IF EXISTS "{config.online_store.database}"."{config.online_store.schema_}"."{config.project}_{table.name}"'
+                )
+
+    def teardown(
+        self,
+        config: RepoConfig,
+        tables: Sequence[FeatureView],
+        entities: Sequence[Entity],
+    ):
+        assert isinstance(config.online_store, SnowflakeOnlineStoreConfig)
+
+        with get_snowflake_conn(config.online_store) as conn:
+
+            for table in tables:
+                query = f'DROP TABLE IF EXISTS "{config.online_store.database}"."{config.online_store.schema_}"."{config.project}_{table.name}"'
+                conn.cursor().execute(query)
+
+
+def _to_naive_utc(ts: datetime):
+    if ts.tzinfo is None:
+        return ts
+    else:
+        return ts.astimezone(pytz.utc).replace(tzinfo=None)