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name: cc-skill-clickhouse-io description: "ClickHouse 数据库模式、查询优化、分析和数据工程最佳实践，用于高性能分析工作负载。" risk: unknown source: community date_added: "2026-02-27"

ClickHouse 分析模式

ClickHouse 特定的高性能分析和数据工程模式。

概述

ClickHouse 是面向列的数据库管理系统（DBMS），用于在线分析处理（OLAP）。它针对大数据集上的快速分析查询进行了优化。

核心特性：

• 列式存储
• 数据压缩
• 并行查询执行
• 分布式查询
• 实时分析

表设计模式

MergeTree 引擎（最常用）

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（去重）

-- 用于可能有重复的数据（如来自多个源）
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（预聚合）

-- 用于维护聚合指标
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);

-- 查询聚合数据
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;

查询优化模式

高效过滤

-- ✅ 好：先使用索引列
SELECT *
FROM markets_analytics
WHERE date >= '2025-01-01'
  AND market_id = 'market-123'
  AND volume > 1000
ORDER BY date DESC
LIMIT 100;

-- ❌ 差：先过滤非索引列
SELECT *
FROM markets_analytics
WHERE volume > 1000
  AND market_name LIKE '%election%'
  AND date >= '2025-01-01';

聚合

-- ✅ 好：使用 ClickHouse 特定的聚合函数
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;

-- ✅ 使用 quantile 计算百分位数（比 percentile 更高效）
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;

窗口函数

-- 计算累计总量
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;

数据插入模式

批量插入（推荐）

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
  }
})

// ✅ 批量插入（高效）
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()
}

// ❌ 单条插入（慢）
async function insertTrade(trade: Trade) {
  // 不要在循环中这样做！
  await clickhouse.query(\`
    INSERT INTO trades VALUES ('\${trade.id}', ...)
  \`).toPromise()
}

流式插入

// 用于持续数据摄取
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()
}

物化视图

实时聚合

-- 创建每小时统计的物化视图
CREATE MATERIALIZED VIEW market_stats_hourly