Creating a Date Range in Apache Spark Using Scala

Sometimes when dealing with data in Spark you may find yourself needing to join data against a large date range. I have encountered this when needing take a sparsely populated table (in terms of the dates) and fill in any missing entries with some sensible value, be it a default value (using the na functions) or a previous dates value (using a windowing function).

Take for example the following example table:

Date Stock
2019-01-01 0
2019-01-12 10
2019-01-14 9
2019-01-15 8
2019-01-20 10
2019-01-25 7
2019-01-31 5

If we wanted to fill in the gaps in the dates here we’d need a date range between the minimum and maximum dates within this table: 2019-01-01 to 2019-01-31.

Let’s represent this in some Spark Scala code to help illustrate:

val sparseData = spark.sparkContext.parallelize(Seq(
  ("2019-01-01", 0),
  ("2019-01-12", 10),
  ("2019-01-14", 9),
  ("2019-01-15", 8),
  ("2019-01-20", 10),
  ("2019-01-25", 7),
  ("2019-01-31", 5)
)).toDF("date", "stock")
  .withColumn("date", col("date").cast(DateType))

val minMax = sparseData.select("date")
  .agg(min("date").as("min"), max("date").as("max"))

That minMax DataFrame here will look like:

min max
2019-01-01 2019-01-31

Now we want to create a DataFrame containing all the dates between min and max, our date range.
One simple way of doing this is to create a UDF (User Defined Function) that will produce a collection of dates between 2 values and then make use of the explode function in Spark to create the rows (see the functions documentation for details).

The following Scala code will create a sequence of java.sql.Date types between 2 dates. Note that I have used the newer java.time classes here and converted between them as I am more comfortable with these classes:

import java.sql.Date
import java.time.{Duration, LocalDate}

/**
 * Create a sequence containing all dates between from and to
 * @param dateFrom The date from
 * @param dateTo The date to
 * @return A Seq containing all dates in the given range
 */
def getDateRange(
    dateFrom: Date,
    dateTo: Date
): Seq[Date] = {
  val daysBetween = Duration
    .between(
      dateFrom.toLocalDate.atStartOfDay(),
      dateTo.toLocalDate.atStartOfDay()
    )
    .toDays

  val newRows = Seq.newBuilder[Date]
  // get all intermediate dates
  for (day <- 0L to daysBetween) {
    val date = Date.valueOf(dateFrom.toLocalDate.plusDays(day))
    newRows += date
  }
  newRows.result()
}

With this function we can create a UDF to use:

val dateRangeUDF = udf(getDateRange _, ArrayType(DateType))

What this UDF will do is create an array column containing all the dates between within the given range:

val minMaxWithRange = minMax.withColumn(
  "range",
  dateRangeUDF(col("min"), col("max"))
  )

This will look something like this (I have truncated the range column to make it easier to see):

min max range
2019-01-01 2019-01-31 2019-01-01, 2019-01-02, … 2019-01-30, 2019-01-31

Each entry in the range array will also be typed correctly as a date.

With this array we can make use of the built in spark function explode to create rows for us:

val allDates = minMaxWithRange
  .withColumn("date", explode(col("range")))
  .drop("range", "min", "max")

This will produce a DataFrame that looks like the following, with all the dates between 2019-01-01 and 2019-01-31:

date
2019-01-01
2019-01-02
2019-01-30
2019-01-31

We can then join on this with our original DataFrame:

val joined = sparseData.join(allDates, Seq("date"), "outer")
  .sort("date")
// A sort might be needed if you want your data to remain ordered by date

And proceed to do any filling logic we want for the missing fields.
For example filling them with 0s:

joined.na.fill(0, Seq("stock"))

Or filling them with previous known values, essentially stretching the data along to make a dense table:

import org.apache.spark.sql.expressions.Window

val window = Window
  // Note this windows over all the data as a single partition
  .orderBy("date")
  .rowsBetween(Window.unboundedPreceding, Window.currentRow)
val filled = joined.withColumn(
  "stock",
  when(
    col("stock").isNull,
    last("stock", ignoreNulls = true).over(window)
    )
    .otherwise(col("stock"))
)

Hopefully this post is useful to anyone curious about stretching a data set or creating a date range in Apache Spark using Scala.
There are likely alternative methods to doing this, especially in Python where you can potentially make use of external libraries like Pandas to create a range and then send it to Spark to use.
You may even be able to use Spark Native functions which would avoid any potential performance issues with using a UDF.

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