Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and financial AI safety & governance
Tag: Data Engineering
This blog post continues the Delta Lake table write joruney into the parquet file write internal. As described in the last blog post, a ParquetOutputWriter instance is created and call the Parquet API for writing a partitoin of the Spark SQL dataframe into Parquet file. From this point on, the Delta table write journey steps … Continue reading Parquet for Spark Deep Dive (2) – Parquet Write Internal
In this blog post, I am going to explore the full delta table writing journey, from Spark SQL Dataframe to the underneath Parquet files. The diagram above shows the whole journey of a table writing operation (some steps have been simplified or abstracted in order to make the whole table writing journey presentable in the … Continue reading Parquet for Spark Deep Dive (1) – Table Writing Journey Overview
Microsoft claims Azure Storage providing both high availability and strong consistency. It sounds good but obviously violates the CAP theorem as the 'P' (network partitioning) is not avoidable in the real world. In theory, you can only achieve either high availability or strong consistency in a distributed storage system. I have done a bit of … Continue reading How Azure Storage Cheats Over the CAP Theorem
Databricks is not cheap, especially when I need to use it for my personal R&D work (where unfortunately money has to be taken from my own pocket). Therefore, I have been developing in a dockerised Spark environment since a while ago and I found this way actually works well. Here I list the steps to set … Continue reading Setup a Dockerised Spark Development Environment with VS code and Docker
Firstly, I need to clarify that what I am discussing in this blog post is only with ADF Mapping Data Flow instead of the whole ADF service. I am not going to challenge ADF’s role as the superb orchestration service in the Azure data ecosystem. In fact, I love ADF. At the control flow level, … Continue reading Why I Prefer Hand-Coded Transformations over ADF Mapping Data Flow
This is the second post of my Data Quality Improvement blog series. This blog post discusses the data profiling tasks that I think are relevant to data quality improvement use cases. For anyone who has ever worked with data, she or he must has already done some sort of data profiling, either using a commercial … Continue reading Data Quality Improvement – Data Profiling
Spark dataframe provides the repartition function to partition the dataframe by a specified column and/or a specified number of partitions. However, for some use cases, the repartition function doesn't work in the way as required. For example, in the previous blog post, Handling Embarrassing Parallel Workload with PySpark Pandas UDF, we want to repartition the traveller dataframe so … Continue reading Create Custom Partitioner for Spark Dataframe
In this blog post, I will introduce two configuration-driven Azure Data Factory pipeline patterns I have used in my previous projects, including the Source-Sink pattern and the Key-Value pattern. The Source-Sink pattern is primarily used for parameterising and configuring the data movement activities, with the source location and sink location of the data movement configured in a … Continue reading Configuration-Driven Azure Data Factory Pipelines
Introduction In the previous post, I walked through the approach to handle embarrassing parallel workload with Databricks notebook workflows. However, as all the parallel workloads are running on a single node (the cluster driver), that approach is only able to scale up to a certain point depending on the capability of the driver vm and … Continue reading Handling Embarrassing Parallel Workload with PySpark Pandas UDF
Introduction Embarrassing Parallel refers to the problem where little or no effort is needed to separate the problem into parallel tasks, and there is no dependency for communication needed between the parallel tasks. Embarrassing parallel problem is very common with some typical examples like group-by analyses, simulations, optimisations, cross-validations or feature selections. Normally, an Embarrassing … Continue reading Handling Embarrassing Parallel Workload with Databricks Notebook Workflows
Data Ninjago (Financial Data Architecture) 
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