microsoft/qlib · error · ValueError

Cannot find file {}

Error message

Cannot find file {}

What it means

Raised by load_instance in qlib/contrib/online/utils.py when the pickle file path passed in does not exist. load_instance deserializes user strategies and models for the online manager, and the user's account folder is expected to contain strategy_<id>.pickle and model_<id>.pickle; a missing file aborts the load before unpickling.

Source

Thrown at qlib/contrib/online/utils.py:32

from ...utils import get_next_trading_date
from ...utils.pickle_utils import restricted_pickle_load
from ...backtest.exchange import Exchange

log = get_module_logger("utils")


def load_instance(file_path):
    """
    load a pickle file
        Parameter
           file_path : string / pathlib.Path()
                path of file to be loaded
        :return
            An instance loaded from file
    """
    file_path = pathlib.Path(file_path)
    if not file_path.exists():
        raise ValueError("Cannot find file {}".format(file_path))
    with file_path.open("rb") as fr:
        instance = restricted_pickle_load(fr)
    return instance


def save_instance(instance, file_path):
    """
    save(dump) an instance to a pickle file
        Parameter
            instance :
                data to be dumped
            file_path : string / pathlib.Path()
                path of file to be dumped
    """
    file_path = pathlib.Path(file_path)
    with file_path.open("wb") as fr:
        pickle.dump(instance, fr, C.dump_protocol_version)

View on GitHub (pinned to 79633dd950)

Solutions

1. Inspect the user folder and confirm both strategy_<id>.pickle and model_<id>.pickle exist before load_users().
2. If pickles are missing, re-create the user via add_user (with its original config) or restore the files from backup.
3. Guard your wrapper: check file_path.exists() before calling load_instance and surface which file is missing.

Example fix

# before
inst = load_instance(user_path / "strategy_u1.pickle")  # ValueError: Cannot find file ...

# after
fp = user_path / "strategy_u1.pickle"
if not fp.exists():
    raise FileNotFoundError(f"missing pickle: {fp}; re-add the user")
inst = load_instance(fp)

import pathlib

required = [
    user_path / f"strategy_{user_id}.pickle",
    user_path / f"model_{user_id}.pickle",
]
missing = [p for p in required if not p.is_file()]
if missing:
    raise FileNotFoundError(f"user {user_id} incomplete, missing: {missing}")
inst = load_instance(required[0])

try:
    inst = load_instance(fp)
except ValueError as e:
    if "Cannot find file" in str(e):
        raise FileNotFoundError(fp) from e
    raise

When it happens

Trigger: UserManager.create_user/load_users reaching load_instance for a user folder that lacks strategy_*.pickle or model_*.pickle (deleted, never saved via save_user_data, or partially created); or any direct call to load_instance with a bad path.

Common situations: User data folder corrupted or incompletely written (crash between account save and pickle save); manually pruning files inside user folders; moving/renaming user directories so the constructed file name no longer matches.

Related errors

• Cannot find config file {}
• Cannot find user data {}
• No file starting with '{filename_without_suffix}' found
• Can't find the BASE_CONFIG file: {base_config_path}
• User {} has been loaded

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/8ec25f1bdf0a6859. Report an issue: GitHub.