microsoft/qlib · error · ValueError

freq {freq} is not supported

Error message

freq {freq} is not supported

What it means

Error "freq {freq} is not supported" thrown in microsoft/qlib.

Source

Thrown at qlib/utils/resam.py:98

    from ..data.data import D  # pylint: disable=C0415

    try:
        _result = D.features(instruments, fields, start_time, end_time, freq=freq, disk_cache=disk_cache)
        _freq = freq
    except (ValueError, KeyError) as value_key_e:
        _, norm_freq = Freq.parse(freq)
        if norm_freq in [Freq.NORM_FREQ_MONTH, Freq.NORM_FREQ_WEEK, Freq.NORM_FREQ_DAY]:
            try:
                _result = D.features(instruments, fields, start_time, end_time, freq="day", disk_cache=disk_cache)
                _freq = "day"
            except (ValueError, KeyError):
                _result = D.features(instruments, fields, start_time, end_time, freq="1min", disk_cache=disk_cache)
                _freq = "1min"
        elif norm_freq == Freq.NORM_FREQ_MINUTE:
            _result = D.features(instruments, fields, start_time, end_time, freq="1min", disk_cache=disk_cache)
            _freq = "1min"
        else:
            raise ValueError(f"freq {freq} is not supported") from value_key_e
    return _result, _freq


def resam_ts_data(
    ts_feature: Union[pd.DataFrame, pd.Series],
    start_time: Union[str, pd.Timestamp] = None,
    end_time: Union[str, pd.Timestamp] = None,
    method: Union[str, Callable] = "last",
    method_kwargs: dict = {},
):
    """
    Resample value from time-series data

        - If `feature` has MultiIndex[instrument, datetime], apply the `method` to each instrument data with datetime in [start_time, end_time]
            Example:

            .. code-block::

View on GitHub (pinned to 79633dd950)

Solutions

1. Pass a supported frequency string for resampling.
2. Check the freq value for typos and convert it to a supported unit (min/day/week/month).

When it happens

Trigger: This error is raised at qlib/utils/resam.py:98 when the guard condition fails: "freq {freq} is not supported". It triggers when the code path receives input or a state that violates the precondition checked at this point — e.g. an unimplemented abstract method being called, an unsupported argument type/value, or an invalid configuration. To avoid it, satisfy the documented precondition before this call: implement the required method in your subclass, or pass a supported value of the expected type as described by the message.

Common situations: See trigger scenarios.

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/df06dbbb23e550ef. Report an issue: GitHub.