ClickHouse 分析パターン
高性能アナリティクスとデータエンジニアリングのための ClickHouse 特有パターン。
概要
ClickHouse はオンライン分析処理(OLAP)向けの列指向 DBMS。大規模データに対する高速分析クエリに最適化されている。
主な特徴:
- •列指向ストレージ
- •データ圧縮
- •並列クエリ実行
- •分散クエリ
- •リアルタイム分析
テーブル設計パターン
MergeTree エンジン(最も一般的)
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(重複排除)
sql
-- 重複しうるデータ向け(複数ソース等)
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(事前集計)
sql
-- 集計指標の保持
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);
-- 集計データのクエリ
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;
クエリ最適化パターン
効率的なフィルタリング
sql
-- ✅ GOOD: インデックス列を優先 SELECT * FROM markets_analytics WHERE date >= '2025-01-01' AND market_id = 'market-123' AND volume > 1000 ORDER BY date DESC LIMIT 100; -- ❌ BAD: 非インデックス列から絞る SELECT * FROM markets_analytics WHERE volume > 1000 AND market_name LIKE '%election%' AND date >= '2025-01-01';
集計
sql
-- ✅ GOOD: ClickHouse 固有の集計関数を使用
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;
-- ✅ パーセンタイルは quantile を使用(percentile より効率)
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;
ウィンドウ関数
sql
-- 累積合計
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;
データ投入パターン
バルクインサート(推奨)
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,
},
});
// ✅ バッチ挿入(効率的)
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 ${values}
`,
)
.toPromise();
}
// ❌ 個別挿入(遅い)
async function insertTrade(trade: Trade) {
// ループでやらないこと!
await clickhouse
.query(
`
INSERT INTO trades VALUES ('${trade.id}', ...)
`,
)
.toPromise();
}
ストリーミングインサート
typescript
// 継続的なデータ取り込み
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();
}
マテリアライズドビュー
リアルタイム集計
sql
-- 1 時間集計のマテビュー
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;
-- マテビューのクエリ
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;
パフォーマンス監視
クエリ性能
sql
-- 遅いクエリの確認
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;
テーブル統計
sql
-- テーブルサイズ確認
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;
代表的な分析クエリ
時系列分析
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;
-- リテンション分析
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;
ファネル分析
sql
-- コンバージョンファネル
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;
コホート分析
sql
-- 登録月別コホート
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;
データパイプラインパターン
ETL パターン
typescript
// Extract, Transform, Load
async function etlPipeline() {
// 1. ソースから抽出
const rawData = await extractFromPostgres();
// 2. 変換
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. ClickHouse にロード
await bulkInsertToClickHouse(transformed);
}
// 定期実行
setInterval(etlPipeline, 60 * 60 * 1000); // 毎時
変更データキャプチャ(CDC)
typescript
// PostgreSQL の変更を ClickHouse へ同期
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),
},
]);
});
ベストプラクティス
1. パーティショニング戦略
- •時間でパーティション(通常は月/日)
- •パーティションが多すぎると性能低下
- •DATE 型をパーティションキーに使う
2. ソートキー
- •よく絞り込む列を先に
- •カーディナリティ(高いほど先)
- •順序は圧縮効率に影響
3. データ型
- •適切に小さい型を使う(UInt32 vs UInt64)
- •文字列の繰り返しには LowCardinality
- •カテゴリには Enum
4. 避けること
- •SELECT *(必要列だけ)
- •FINAL(事前にマージ)
- •JOIN の多用(分析は非正規化)
- •小さい頻繁な挿入(バッチ化)
5. 監視
- •クエリ性能を追跡
- •ディスク使用量を監視
- •マージ操作を確認
- •スロークエリログをレビュー
覚えておくこと: ClickHouse は分析ワークロードに強い。 クエリパターンに合わせてテーブル設計し、挿入はバッチ、マテビューで リアルタイム集計を活用する。