I have the following schema
tick_by_tick_schema = StructType([
StructField('localSymbol', StringType()),
StructField('time', StringType()),
StructField('open', StringType()),
StructField('previous_price', StringType()),
StructField('tickByTicks', ArrayType(StructType([
StructField('price', StringType()),
StructField('size', StringType()),
StructField('specialConditions', StringType()),
])))
])
and I have the following dataframe (in spark structured streaming):
+-----------+--------------------------------+--------------+----------------------------------------------------+
|localSymbol|time |previous_price|tickByTicks |
+-----------+--------------------------------+--------------+----------------------------------------------------+
|BABA |2021-06-10 19:25:38.154245+00:00|213.76 |[{213.75, 100, }] |
|BABA |2021-06-10 19:25:38.155229+00:00|213.76 |[{213.75, 100, }, {213.78, 100, }, {213.78, 200, }] |
|BABA |2021-06-10 19:25:39.662033+00:00|213.73 |[{213.72, 100, }] |
|BABA |2021-06-10 19:25:39.662655+00:00|213.72 |[{213.72, 100, }, {213.73, 100, }] |
+-----------+--------------------------------+--------------+----------------------------------------------------+
I would like to create two columns depending on the next logic:
Column_low: WHEN tickByTicks.price < previous_price THEN sum(tickByTicks.size)
Column_high: when tickByTicks.price > previous_price THEN sum(tickByTicks.size)
the result will be:
+-----------+--------------------------------+--------------+----------------------------------------------------+----------+-----------+
|localSymbol|time |previous_price|tickByTicks |Column_low|Column_high|
+-----------+--------------------------------+--------------+----------------------------------------------------+----------+-----------+
|BABA |2021-06-10 19:25:38.154245+00:00|213.76 |[{213.75, 100, }] |100 |0 |
|BABA |2021-06-10 19:25:38.155229+00:00|213.76 |[{213.75, 100, }, {213.78, 100, }, {213.78, 200, }] |100 |300 |
|BABA |2021-06-10 19:25:39.662033+00:00|213.73 |[{213.72, 100, }] |100 |0 |
|BABA |2021-06-10 19:25:39.662655+00:00|213.72 |[{213.72, 100, }, {213.73, 100, }] |0 |100 |
+-----------+--------------------------------+--------------+----------------------------------------------------+----------+-----------+
I have tried to do something similar but I have not achieved the expected result
tick_by_tick_data_processed = kafka_df_structured_with_tick_by_tick_data_values.select(
f.col('localSymbol'),
f.col('time'),
f.col('previous_price'),
f.col('tickByTicks'),
f.expr("aggregate(filter(tickByTicks.size, x -> x > previous_price), 0D, (x, acc) -> acc + x)")
).show(30,False)
I can't test my solution, but I think this may work:
tick_by_tick_data_processed = kafka_df_structured_with_tick_by_tick_data_values.select(
f.col('localSymbol'),
f.col('time'),
f.col('previous_price'),
f.col('tickByTicks'),
f.expr("aggregate(tickByTicks, 0D, (acc, tick) -> IF(tick.price < previous_price, acc + tick.size, acc))").alias("Column_low"),
f.expr("aggregate(tickByTicks, 0D, (acc, tick) -> IF(tick.price > previous_price, acc + tick.size, acc))").alias("Column_high"))