microsoft/qlib · error · ValueError

calendar does not exist: {self.calendar_path}

Error message

calendar does not exist: {self.calendar_path}

What it means

Raised by CollectorFutureCalendar.calendar_list (scripts/data_collector/future_calendar_collector.py:45) when <qlib_dir>/calendars/day.txt does not exist. The future-calendar collector works by merging new exchange trading dates into the existing day calendar, so a pre-existing qlib data directory with a valid calendars/day.txt is a hard prerequisite. Its absence means the qlib_dir argument does not point at an initialized qlib data directory.

Source

Thrown at scripts/data_collector/future_calendar_collector.py:45

            qlib data directory
        start_date
            start date
        end_date
            end date
        """
        self.qlib_dir = Path(qlib_dir).expanduser().absolute()
        self.calendar_path = self.qlib_dir.joinpath("calendars/day.txt")
        self.future_path = self.qlib_dir.joinpath("calendars/day_future.txt")
        self._calendar_list = self.calendar_list
        _latest_date = self._calendar_list[-1]
        self.start_date = _latest_date if start_date is None else pd.Timestamp(start_date)
        self.end_date = _latest_date + pd.Timedelta(days=365 * 2) if end_date is None else pd.Timestamp(end_date)

    @property
    def calendar_list(self) -> List[pd.Timestamp]:
        # load old calendar
        if not self.calendar_path.exists():
            raise ValueError(f"calendar does not exist: {self.calendar_path}")
        calendar_df = pd.read_csv(self.calendar_path, header=None)
        calendar_df.columns = ["date"]
        calendar_df["date"] = pd.to_datetime(calendar_df["date"])
        return calendar_df["date"].to_list()

    def _format_datetime(self, datetime_d: [str, pd.Timestamp]):
        datetime_d = pd.Timestamp(datetime_d)
        return datetime_d.strftime(self.calendar_format)

    def write_calendar(self, calendar: Iterable):
        calendars_list = [self._format_datetime(x) for x in sorted(set(self.calendar_list + calendar))]
        np.savetxt(self.future_path, calendars_list, fmt="%s", encoding="utf-8")

    @abc.abstractmethod
    def collector(self) -> Iterable[pd.Timestamp]:
        """

        Returns

View on GitHub (pinned to 79633dd950)

Solutions

1. Point --qlib_dir at an existing qlib data directory containing calendars/day.txt (default ~/.qlib/qlib_data/cn_data).
2. If no data dir exists yet, first download or bootstrap one (get_data.py or scripts/dump_bin.py) so calendars/day.txt is created.
3. Verify with: ls <qlib_dir>/calendars/day.txt before running the collector.

Example fix

# before
run(qlib_dir='./cn_data', region='cn')  # empty dir, no calendars/day.txt

# after
import os
assert os.path.exists(os.path.expanduser('~/.qlib/qlib_data/cn_data/calendars/day.txt')), 'run dump_bin first'
run(qlib_dir='~/.qlib/qlib_data/cn_data', region='cn')

from pathlib import Path
qlib_dir = Path(qlib_dir).expanduser()
if not (qlib_dir / 'calendars' / 'day.txt').exists():
    raise SystemExit(f'{qlib_dir} is not an initialized qlib data dir (calendars/day.txt missing); run dump_bin or download data first')

When it happens

Trigger: Running `python future_calendar_collector.py collect --qlib_dir <dir> --region cn` where <dir> lacks calendars/day.txt — e.g. a fresh/empty directory, a typo in the path, or pointing at the qlib source tree instead of the data directory (~/.qlib/qlib_data/cn_data).

Common situations: First-time users who have not yet run `dump_bin.py`/downloaded cn_data before trying to extend the calendar; passing a relative path that resolves differently from the script's cwd (the code does Path(...).expanduser().absolute(), not resolve()); moving/renaming a data directory.

Related errors

• This type of input {rtype} is not supported
• User data for {} already exists
• No file is found.
• can't find a freq from {self.support_freq} that can resample
• This recorder is not saved in the local file system.

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/428f2704098dde16. Report an issue: GitHub.