microsoft/qlib · error · ValueError

cannot support {self.interval}

Error message

cannot support {self.interval}

What it means

Raised by YahooCollector.get_data (scripts/data_collector/yahoo/collector.py:191) when self.interval is neither INTERVAL_1d nor INTERVAL_1min at fetch time. In the normal flow this is unreachable because init_datetime (error 595) already validated the interval during construction — reaching it means the interval attribute was mutated after init or a subclass bypassed the parent __init__/init_datetime.

Source

Thrown at scripts/data_collector/yahoo/collector.py:191

            try:
                _result = _get_simple(start_datetime, end_datetime)
            except ValueError as e:
                pass
        elif interval == self.INTERVAL_1min:
            _res = []
            _start = self.start_datetime
            while _start < self.end_datetime:
                _tmp_end = min(_start + pd.Timedelta(days=7), self.end_datetime)
                try:
                    _resp = _get_simple(_start, _tmp_end)
                    _res.append(_resp)
                except ValueError as e:
                    pass
                _start = _tmp_end
            if _res:
                _result = pd.concat(_res, sort=False).sort_values(["symbol", "date"])
        else:
            raise ValueError(f"cannot support {self.interval}")
        return pd.DataFrame() if _result is None else _result

    def collector_data(self):
        """collector data"""
        super(YahooCollector, self).collector_data()
        self.download_index_data()

    @abc.abstractmethod
    def download_index_data(self):
        """download index data"""
        raise NotImplementedError("rewrite download_index_data")


class YahooCollectorCN(YahooCollector, ABC):
    def get_instrument_list(self):
        logger.info("get HS stock symbols......")
        symbols = get_hs_stock_symbols()
        logger.info(f"get {len(symbols)} symbols.")

View on GitHub (pinned to 79633dd950)

Solutions

1. Do not mutate collector.interval after construction — create a new collector with the desired interval.
2. Ensure subclasses call super().__init__(...) so init_datetime validates the interval (error 595 fires early with a clearer stack).
3. Keep interval within {'1d', '1min'}.

Example fix

# before
collector.interval = '1h'  # mutation after init
df = collector.get_data(...)

# after
collector = type(collector)(..., interval='1d', ...)  # rebuild with valid interval
df = collector.get_data(...)

assert collector.interval in (collector.INTERVAL_1d, collector.INTERVAL_1min), f'interval mutated to unsupported value: {collector.interval}'

def collector_interval_ok(collector) -> bool:
    return collector.interval in (collector.INTERVAL_1d, collector.INTERVAL_1min)

When it happens

Trigger: Assigning collector.interval = '1h' after construction and then calling get_data; a subclass overriding __init__ or init_datetime so the 595 check never ran; direct instantiation of a partially-initialized object.

Common situations: Custom subclasses or scripts that tweak interval for retries; refactors that skip super().__init__; usually indicates a programming bug in user code rather than a data condition.

Related errors

• interval error: {self.interval}
• Invalid mount path: {mount_path}!
• This type of input is not supported
• Implement reward calculation recipe in `reward()`.
• Seed iterator for training is not available.

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/28c37e7d3e57263b. Report an issue: GitHub.