给出由Spark Structured Streaming编写的实现代码
时间: 2024-02-18 22:04:39 浏览: 227
Spark Streaming编程模型
好的,以下是使用Spark Structured Streaming实现你所述分析流程的代码示例:
```python
from pyspark.sql import SparkSession
from pyspark.sql.functions import *
from pyspark.sql.types import *
# 创建SparkSession
spark = SparkSession.builder.appName("dj30_analysis").getOrCreate()
# 设定流的输入数据源,这里使用Kafka作为数据源
df = spark.readStream.format("kafka") \
.option("kafka.bootstrap.servers", "localhost:9092") \
.option("subscribe", "dj30_data") \
.load()
# 解析数据
schema = StructType() \
.add("symbol", StringType()) \
.add("date", StringType()) \
.add("price", DoubleType())
df_parsed = df.selectExpr("CAST(value AS STRING)") \
.select(from_json("value", schema).alias("data")) \
.select("data.*")
# 计算移动平均线
dj30sum = df_parsed.groupBy("symbol", window("date", "10 days")) \
.agg(sum("price").alias("dj30sum"))
dj30ct = df_parsed.groupBy("symbol", window("date", "10 days")) \
.agg(count("price").alias("dj30ct"))
dj30avg = dj30sum.join(dj30ct, ["symbol", "window"]) \
.withColumn("dj30avg", col("dj30sum") / col("dj30ct"))
# 比较移动平均线,产生买卖信号
dj30avg_10 = dj30avg.filter(col("window.end") == "10 days") \
.withColumnRenamed("dj30avg", "dj30avg_10")
dj30avg_40 = dj30avg.filter(col("window.end") == "40 days") \
.withColumnRenamed("dj30avg", "dj30avg_40")
dj30_signal = dj30avg_10.join(dj30avg_40, "symbol") \
.filter(col("dj30avg_10") > col("dj30avg_40")) \
.withColumn("signal", lit("buy")) \
.select("symbol", "window.end", "signal")
dj30_signal = dj30_signal.union(dj30avg_10.join(dj30avg_40, "symbol") \
.filter(col("dj30avg_10") < col("dj30avg_40")) \
.withColumn("signal", lit("sell")) \
.select("symbol", "window.end", "signal"))
# 将结果写入目标存储
query = dj30_signal.writeStream \
.format("console") \
.outputMode("append") \
.start()
query.awaitTermination()
```
这段代码中,我们首先读取了Kafka作为数据源的流,并解析了数据,然后使用窗口函数和聚合函数计算了移动平均线。接下来,我们比较了短期移动平均线和长期移动平均线,产生了买卖信号。最后,我们将结果写入到控制台中。你可以根据自己的需求修改输出方式,比如将结果写入到Kafka或HDFS中。
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