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Associação do conjunto SQLAlchemy para conjuntos muito grandes


Nesse caso extremo, é melhor pensar primeiro qual é a solução SQL recomendada e depois implementá-la no SQLAlchemy – mesmo usando SQL bruto, se necessário. Uma dessas soluções é criar uma tabela temporária para key_set dados e preenchê-los.

Para testar algo como sua configuração, criei o seguinte modelo
class Table(Base):
    __tablename__ = 'mytable'
    my_key = Column(Integer, primary_key=True)

e o preencheu com 20.000.000 de linhas:
In [1]: engine.execute("""
   ...:     insert into mytable
   ...:     select generate_series(1, 20000001)
   ...:     """)

Também criei alguns auxiliares para testar diferentes combinações de tabelas temporárias, preenchimento e consultas. Observe que as consultas usam a tabela Core, para contornar o ORM e seu maquinário – a contribuição para os tempos seria constante de qualquer maneira:
# testdb is just your usual SQLAlchemy imports, and some
# preconfigured engine options.
from testdb import *
from sqlalchemy.ext.compiler import compiles
from sqlalchemy.sql.expression import Executable, ClauseElement
from io import StringIO
from itertools import product

class Table(Base):
    __tablename__ = "mytable"
    my_key = Column(Integer, primary_key=True)

def with_session(f):
    def wrapper(*a, **kw):
        session = Session(bind=engine)
        try:
            return f(session, *a, **kw)

        finally:
            session.close()
    return wrapper

def all(_, query):
    return query.all()

def explain(analyze=False):
    def cont(session, query):
        results = session.execute(Explain(query.statement, analyze))
        return [l for l, in results]

    return cont

class Explain(Executable, ClauseElement):
    def __init__(self, stmt, analyze=False):
        self.stmt = stmt
        self.analyze = analyze

@compiles(Explain)
def visit_explain(element, compiler, **kw):
    stmt = "EXPLAIN "

    if element.analyze:
        stmt += "ANALYZE "

    stmt += compiler.process(element.stmt, **kw)
    return stmt

def create_tmp_tbl_w_insert(session, key_set, unique=False):
    session.execute("CREATE TEMPORARY TABLE x (k INTEGER NOT NULL)")
    x = table("x", column("k"))
    session.execute(x.insert().values([(k,) for k in key_set]))

    if unique:
        session.execute("CREATE UNIQUE INDEX ON x (k)")

    session.execute("ANALYZE x")
    return x

def create_tmp_tbl_w_copy(session, key_set, unique=False):
    session.execute("CREATE TEMPORARY TABLE x (k INTEGER NOT NULL)")
    # This assumes that the string representation of the Python values
    # is a valid representation for Postgresql as well. If this is not
    # the case, `cur.mogrify()` should be used.
    file = StringIO("".join([f"{k}\n" for k in key_set]))
    # HACK ALERT, get the DB-API connection object
    with session.connection().connection.connection.cursor() as cur:
        cur.copy_from(file, "x")

    if unique:
        session.execute("CREATE UNIQUE INDEX ON x (k)")

    session.execute("ANALYZE x")
    return table("x", column("k"))

tmp_tbl_factories = {
    "insert": create_tmp_tbl_w_insert,
    "insert (uniq)": lambda session, key_set: create_tmp_tbl_w_insert(session, key_set, unique=True),
    "copy": create_tmp_tbl_w_copy,
    "copy (uniq)": lambda session, key_set: create_tmp_tbl_w_copy(session, key_set, unique=True),
}

query_factories = {
    "in": lambda session, _, x: session.query(Table.__table__).
        filter(Table.my_key.in_(x.select().as_scalar())),
    "exists": lambda session, _, x: session.query(Table.__table__).
        filter(exists().where(x.c.k == Table.my_key)),
    "join": lambda session, _, x: session.query(Table.__table__).
        join(x, x.c.k == Table.my_key)
}

tests = {
    "test in": (
        lambda _s, _ks: None,
        lambda session, key_set, _: session.query(Table.__table__).
            filter(Table.my_key.in_(key_set))
    ),
    "test in expanding": (
        lambda _s, _kw: None,
        lambda session, key_set, _: session.query(Table.__table__).
            filter(Table.my_key.in_(bindparam('key_set', key_set, expanding=True)))
    ),
    **{
        f"test {ql} w/ {tl}": (tf, qf)
        for (tl, tf), (ql, qf)
        in product(tmp_tbl_factories.items(), query_factories.items())
    }
}

@with_session
def run_test(session, key_set, tmp_tbl_factory, query_factory, *, cont=all):
    x = tmp_tbl_factory(session, key_set)
    return cont(session, query_factory(session, key_set, x))

Para pequenos conjuntos de chaves, o simples IN a consulta que você tem é tão rápida quanto as outras, mas usando um key_set de 100.000 as soluções mais envolvidas começam a ganhar:
In [10]: for test, steps in tests.items():
    ...:     print(f"{test:<28}", end=" ")
    ...:     %timeit -r2 -n2 run_test(range(100000), *steps)
    ...:     
test in                      2.21 s ± 7.31 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test in expanding            630 ms ± 929 µs per loop (mean ± std. dev. of 2 runs, 2 loops each)
test in w/ insert            1.83 s ± 3.73 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test exists w/ insert        1.83 s ± 3.99 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test join w/ insert          1.86 s ± 3.76 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test in w/ insert (uniq)     1.87 s ± 6.67 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test exists w/ insert (uniq) 1.84 s ± 125 µs per loop (mean ± std. dev. of 2 runs, 2 loops each)
test join w/ insert (uniq)   1.85 s ± 2.8 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test in w/ copy              246 ms ± 1.18 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test exists w/ copy          243 ms ± 2.31 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test join w/ copy            258 ms ± 3.05 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test in w/ copy (uniq)       261 ms ± 1.39 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test exists w/ copy (uniq)   267 ms ± 8.24 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)
test join w/ copy (uniq)     264 ms ± 1.16 ms per loop (mean ± std. dev. of 2 runs, 2 loops each)

Aumentando o key_set para 1.000.000:
In [11]: for test, steps in tests.items():
    ...:     print(f"{test:<28}", end=" ")
    ...:     %timeit -r2 -n1 run_test(range(1000000), *steps)
    ...:     
test in                      23.8 s ± 158 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test in expanding            6.96 s ± 3.02 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test in w/ insert            19.6 s ± 79.3 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test exists w/ insert        20.1 s ± 114 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test join w/ insert          19.5 s ± 7.93 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test in w/ insert (uniq)     19.5 s ± 45.4 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test exists w/ insert (uniq) 19.6 s ± 73.6 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test join w/ insert (uniq)   20 s ± 57.5 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test in w/ copy              2.53 s ± 49.9 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test exists w/ copy          2.56 s ± 1.96 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test join w/ copy            2.61 s ± 26.8 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test in w/ copy (uniq)       2.63 s ± 3.79 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)
test exists w/ copy (uniq)   2.61 s ± 916 µs per loop (mean ± std. dev. of 2 runs, 1 loop each)
test join w/ copy (uniq)     2.6 s ± 5.31 ms per loop (mean ± std. dev. of 2 runs, 1 loop each)

Conjunto de chaves de 10.000.000, COPY soluções apenas, já que os outros comeram toda a minha RAM e estavam passando por swap antes de serem mortos, sugerindo que nunca terminariam nesta máquina:
In [12]: for test, steps in tests.items():
    ...:     if "copy" in test:
    ...:         print(f"{test:<28}", end=" ")
    ...:         %timeit -r1 -n1 run_test(range(10000000), *steps)
    ...:     
test in w/ copy              28.9 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)
test exists w/ copy          29.3 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)
test join w/ copy            29.7 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)
test in w/ copy (uniq)       28.3 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)
test exists w/ copy (uniq)   27.5 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)
test join w/ copy (uniq)     28.4 s ± 0 ns per loop (mean ± std. dev. of 1 run, 1 loop each)

Portanto, para pequenos conjuntos de chaves (~ 100.000 ou menos), não importa muito o que você usa, embora use a expansão bindparam é um vencedor claro em relação à facilidade de uso, mas para conjuntos muito maiores, você pode considerar usar uma tabela temporária e COPY .

É notável que para grandes conjuntos os planos de consulta são idênticos, se estiver usando o índice exclusivo:
In [13]: print(*run_test(range(10000000),
    ...:                 tmp_tbl_factories["copy (uniq)"],
    ...:                 query_factories["in"],
    ...:                 cont=explain()), sep="\n")
Merge Join  (cost=45.44..760102.11 rows=9999977 width=4)
  Merge Cond: (mytable.my_key = x.k)
  ->  Index Only Scan using mytable_pkey on mytable  (cost=0.44..607856.88 rows=20000096 width=4)
  ->  Index Only Scan using x_k_idx on x  (cost=0.43..303939.09 rows=9999977 width=4)

In [14]: print(*run_test(range(10000000),
    ...:                 tmp_tbl_factories["copy (uniq)"],
    ...:                 query_factories["exists"],
    ...:                 cont=explain()), sep="\n")
Merge Join  (cost=44.29..760123.36 rows=9999977 width=4)
  Merge Cond: (mytable.my_key = x.k)
  ->  Index Only Scan using mytable_pkey on mytable  (cost=0.44..607856.88 rows=20000096 width=4)
  ->  Index Only Scan using x_k_idx on x  (cost=0.43..303939.09 rows=9999977 width=4)

In [15]: print(*run_test(range(10000000),
    ...:                 tmp_tbl_factories["copy (uniq)"],
    ...:                 query_factories["join"],
    ...:                 cont=explain()), sep="\n")
Merge Join  (cost=39.06..760113.29 rows=9999977 width=4)
  Merge Cond: (mytable.my_key = x.k)
  ->  Index Only Scan using mytable_pkey on mytable  (cost=0.44..607856.88 rows=20000096 width=4)
  ->  Index Only Scan using x_k_idx on x  (cost=0.43..303939.09 rows=9999977 width=4)

Como as tabelas de teste são meio artificiais, ele é capaz de usar apenas varreduras de índice.

Finalmente, aqui estão os horários para o método "pedestre", para uma comparação aproximada:
In [3]: for ksl in [100000, 1000000]:
   ...:     %time [session.query(Table).get(k) for k in range(ksl)]
   ...:     session.rollback()
   ...:     
CPU times: user 1min, sys: 1.76 s, total: 1min 1s
Wall time: 1min 13s
CPU times: user 9min 48s, sys: 17.3 s, total: 10min 5s
Wall time: 12min 1s

O problema é que usar Query.get() necessariamente inclui o ORM, enquanto as comparações originais não. Ainda assim, deve ser um tanto óbvio que as viagens de ida e volta separadas para o banco de dados custam caro, mesmo ao usar um banco de dados local.