feat: Event timestamps response (feast-dev#2355)

* ability to get event timestamps from online response

Signed-off-by: Vitaly Sergeyev <vsergeyev@better.com>

* fix event timestamp bugs

Signed-off-by: Vitaly Sergeyev <vsergeyev@better.com>

* python formatting

Signed-off-by: Vitaly Sergeyev <vsergeyev@better.com>

* optional param to retrieve event_timestamp in online_reponse

Signed-off-by: Vitaly Sergeyev <vsergeyev@better.com>

* formatting

Signed-off-by: Vitaly Sergeyev <vsergeyev@better.com>

* renaming param

Signed-off-by: Vitaly Sergeyev <vsergeyev@better.com>

sdk/python/feast/feature_store.py

@@ -1508,10 +1508,10 @@ def _read_from_online_store(
 
         # Each row is a set of features for a given entity key. We only need to convert
         # the data to Protobuf once.
-        row_ts_proto = Timestamp()
         null_value = Value()
         read_row_protos = []
         for read_row in read_rows:
+            row_ts_proto = Timestamp()
             row_ts, feature_data = read_row
             if row_ts is not None:
                 row_ts_proto.FromDatetime(row_ts)

sdk/python/feast/infra/online_stores/redis.py

@@ -27,6 +27,7 @@
     Union,
 )
 
+import pytz
 from google.protobuf.timestamp_pb2 import Timestamp
 from pydantic import StrictStr
 from pydantic.typing import Literal
@@ -302,5 +303,5 @@ def _get_features_for_entity(
         if not res:
             return None, None
         else:
-            timestamp = datetime.fromtimestamp(res_ts.seconds)
+            timestamp = datetime.fromtimestamp(res_ts.seconds, tz=pytz.utc)
             return timestamp, res

sdk/python/feast/online_response.py

@@ -20,10 +20,12 @@
 from feast.protos.feast.serving.ServingService_pb2 import GetOnlineFeaturesResponse
 from feast.type_map import feast_value_type_to_python_type
 
+TIMESTAMP_POSTFIX: str = "__ts"
+
 
 class OnlineResponse:
     """
-    Defines a online response in feast.
+    Defines an online response in feast.
     """
 
     def __init__(self, online_response_proto: GetOnlineFeaturesResponse):
@@ -44,9 +46,12 @@ def __init__(self, online_response_proto: GetOnlineFeaturesResponse):
                     del result.event_timestamps[idx]
                 break
 
-    def to_dict(self) -> Dict[str, Any]:
+    def to_dict(self, include_event_timestamps: bool = False) -> Dict[str, Any]:
         """
         Converts GetOnlineFeaturesResponse features into a dictionary form.
+
+        Args:
+        is_with_event_timestamps: bool Optionally include feature timestamps in the dictionary
         """
         response: Dict[str, List[Any]] = {}
 
@@ -58,11 +63,22 @@ def to_dict(self) -> Dict[str, Any]:
                 else:
                     response[feature_ref].append(native_type_value)
 
+                if include_event_timestamps:
+                    event_ts = result.event_timestamps[idx].seconds
+                    timestamp_ref = feature_ref + TIMESTAMP_POSTFIX
+                    if timestamp_ref not in response:
+                        response[timestamp_ref] = [event_ts]
+                    else:
+                        response[timestamp_ref].append(event_ts)
+
         return response
 
-    def to_df(self) -> pd.DataFrame:
+    def to_df(self, include_event_timestamps: bool = False) -> pd.DataFrame:
         """
         Converts GetOnlineFeaturesResponse features into Panda dataframe form.
+
+        Args:
+        is_with_event_timestamps: bool Optionally include feature timestamps in the dataframe
         """
 
-        return pd.DataFrame(self.to_dict())
+        return pd.DataFrame(self.to_dict(include_event_timestamps))

sdk/python/tests/integration/online_store/test_universal_online.py

@@ -18,6 +18,7 @@
     FeatureNameCollisionError,
     RequestDataNotFoundInEntityRowsException,
 )
+from feast.online_response import TIMESTAMP_POSTFIX
 from feast.wait import wait_retry_backoff
 from tests.integration.feature_repos.repo_configuration import (
     Environment,
@@ -322,6 +323,70 @@ def get_online_features_dict(
     return dict1
 
 
+@pytest.mark.integration
+@pytest.mark.universal
+@pytest.mark.parametrize("full_feature_names", [True, False], ids=lambda v: str(v))
+def test_online_retrieval_with_event_timestamps(
+    environment, universal_data_sources, full_feature_names
+):
+    fs = environment.feature_store
+    entities, datasets, data_sources = universal_data_sources
+    feature_views = construct_universal_feature_views(data_sources)
+
+    fs.apply([driver(), feature_views.driver, feature_views.global_fv])
+
+    # fake data to ingest into Online Store
+    data = {
+        "driver_id": [1, 2],
+        "conv_rate": [0.5, 0.3],
+        "acc_rate": [0.6, 0.4],
+        "avg_daily_trips": [4, 5],
+        "event_timestamp": [
+            pd.to_datetime(1646263500, utc=True, unit="s"),
+            pd.to_datetime(1646263600, utc=True, unit="s"),
+        ],
+        "created": [
+            pd.to_datetime(1646263500, unit="s"),
+            pd.to_datetime(1646263600, unit="s"),
+        ],
+    }
+    df_ingest = pd.DataFrame(data)
+
+    # directly ingest data into the Online Store
+    fs.write_to_online_store("driver_stats", df_ingest)
+
+    response = fs.get_online_features(
+        features=[
+            "driver_stats:avg_daily_trips",
+            "driver_stats:acc_rate",
+            "driver_stats:conv_rate",
+        ],
+        entity_rows=[{"driver": 1}, {"driver": 2}],
+    )
+    df = response.to_df(True)
+    assertpy.assert_that(len(df)).is_equal_to(2)
+    assertpy.assert_that(df["driver_id"].iloc[0]).is_equal_to(1)
+    assertpy.assert_that(df["driver_id"].iloc[1]).is_equal_to(2)
+    assertpy.assert_that(df["avg_daily_trips" + TIMESTAMP_POSTFIX].iloc[0]).is_equal_to(
+        1646263500
+    )
+    assertpy.assert_that(df["avg_daily_trips" + TIMESTAMP_POSTFIX].iloc[1]).is_equal_to(
+        1646263600
+    )
+    assertpy.assert_that(df["acc_rate" + TIMESTAMP_POSTFIX].iloc[0]).is_equal_to(
+        1646263500
+    )
+    assertpy.assert_that(df["acc_rate" + TIMESTAMP_POSTFIX].iloc[1]).is_equal_to(
+        1646263600
+    )
+    assertpy.assert_that(df["conv_rate" + TIMESTAMP_POSTFIX].iloc[0]).is_equal_to(
+        1646263500
+    )
+    assertpy.assert_that(df["conv_rate" + TIMESTAMP_POSTFIX].iloc[1]).is_equal_to(
+        1646263600
+    )
+
+
 @pytest.mark.integration
 @pytest.mark.universal
 @pytest.mark.parametrize("full_feature_names", [True, False], ids=lambda v: str(v))