HKUDS/Vibe-Trading · warning · SkipAlpha

{alpha_id}: panel missing extras {missing_extra}

Error message

{alpha_id}: panel missing extras {missing_extra}

What it means

Same pre-flight check as the columns check, but for meta['extras_required'] — additional panel keys an alpha needs beyond core OHLCV columns (e.g. benchmark returns, cap, dividends). Missing extras raise SkipAlpha.

Source

Thrown at agent/src/factors/registry.py:337

        }

    def compute(self, alpha_id: str, panel: dict[str, pd.DataFrame]) -> pd.DataFrame:
        """Lazy-import the alpha module and run its ``compute(panel)``.

        Raises:
            KeyError: alpha_id unknown.
            SkipAlpha: required column / sector tag absent in panel.
            RegistryError: import/compute failed or output failed sanity checks.
        """
        alpha = self.get(alpha_id)
        meta = alpha.meta

        missing = [c for c in meta.get("columns_required", []) if c not in panel]
        if missing:
            raise SkipAlpha(f"{alpha_id}: panel missing required columns {missing}")
        missing_extra = [c for c in meta.get("extras_required", []) if c not in panel]
        if missing_extra:
            raise SkipAlpha(f"{alpha_id}: panel missing extras {missing_extra}")
        if meta.get("requires_sector") and "sector" not in panel:
            raise SkipAlpha(f"{alpha_id}: panel missing sector tag")

        try:
            module = self._load_module(alpha)
        except Exception as exc:  # noqa: BLE001 — isolate import failure
            raise RegistryError(f"{alpha_id}: import failed: {exc}") from exc

        compute_fn = getattr(module, "compute", None)
        if compute_fn is None:
            raise RegistryError(f"{alpha_id}: module has no compute() function")

        try:
            result = compute_fn(panel)
        except Exception as exc:  # noqa: BLE001 — isolate compute failure
            raise RegistryError(f"{alpha_id}: compute() raised: {exc}") from exc

        return self._validate_output(alpha_id, result, panel)

View on GitHub (pinned to 80ffdda44c)

Solutions

1. Supply the declared extra key(s) in the panel
2. Inspect registry.get(alpha_id).meta['extras_required'] to know what to build
3. Skip such alphas when the extra dataset is unavailable

Example fix

# before
panel = {'close': close, 'open': open, ...}
# after
panel = {'close': close, 'open': open, ..., 'benchmark': benchmark_returns}

extras = registry.get(alpha_id).meta.get('extras_required', [])
if not all(e in panel for e in extras): skip(alpha_id)

def has_extras(panel: dict, meta: dict) -> bool:
    return all(e in panel for e in meta.get('extras_required', []))

try:
    out = registry.compute(aid, panel)
except SkipAlpha:
    continue

When it happens

Trigger: compute(alpha_id, panel) where the alpha declares extras_required (like 'benchmark') and the panel dict does not include that key.

Common situations: Running Alpha101 alphas that need 'benchmark' returns without supplying an index/benchmark series; panels built from a minimal loader without extra datasets.

Related errors

• {alpha_id}: panel missing required columns {missing}
• {alpha_id}: panel missing sector tag
• panel missing 'close' — cannot derive forward returns
• {path}: layout={layout!r} needs metric=... -- a wide table h
• {path}: layout={layout!r} needs currency=... -- a wide table

AI-assisted analysis of HKUDS/Vibe-Trading@80ffdda44c (2026-08-28). Data as JSON: /api/errors/c183667312b83594. Report an issue: GitHub.