microsoft/qlib · error · ValueError

If normalize 1min, the qlib_data_1d_dir parameter must be se

Error message

If normalize 1min, the qlib_data_1d_dir parameter must be set: --qlib_data_1d_dir <user qlib 1d data >, Reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#automatic-update-of-daily-frequency-datafrom-yahoo-finance

What it means

Error "If normalize 1min, the qlib_data_1d_dir parameter must be set: --qlib_data_1d_dir <user qlib 1d data >, Reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#automatic-update-of-daily-frequency-datafrom-yahoo-finance" thrown in microsoft/qlib.

Source

Thrown at scripts/data_collector/yahoo/collector.py:833

        end_date: str
            if not None, normalize the last date saved (including end_date); if None, it will ignore this parameter; by default None
        qlib_data_1d_dir: str
            if interval==1min, qlib_data_1d_dir cannot be None, normalize 1min needs to use 1d data;

                qlib_data_1d can be obtained like this:
                    $ python scripts/get_data.py qlib_data --target_dir <qlib_data_1d_dir> --interval 1d
                    $ python scripts/data_collector/yahoo/collector.py update_data_to_bin --qlib_data_1d_dir <qlib_data_1d_dir> --trading_date 2021-06-01
                or:
                    download 1d data, reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#1d-from-yahoo

        Examples
        ---------
            $ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region cn --interval 1d
            $ python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/cn_data --source_dir ~/.qlib/stock_data/source_cn_1min --normalize_dir ~/.qlib/stock_data/normalize_cn_1min --region CN --interval 1min
        """
        if self.interval.lower() == "1min":
            if qlib_data_1d_dir is None or not Path(qlib_data_1d_dir).expanduser().exists():
                raise ValueError(
                    "If normalize 1min, the qlib_data_1d_dir parameter must be set: --qlib_data_1d_dir <user qlib 1d data >, Reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#automatic-update-of-daily-frequency-datafrom-yahoo-finance"
                )
        super(Run, self).normalize_data(
            date_field_name, symbol_field_name, end_date=end_date, qlib_data_1d_dir=qlib_data_1d_dir
        )

    def normalize_data_1d_extend(
        self, old_qlib_data_dir, date_field_name: str = "date", symbol_field_name: str = "symbol"
    ):
        """normalize data extend; extending yahoo qlib data(from: https://github.com/microsoft/qlib/tree/main/scripts#download-cn-data)

        Notes
        -----
            Steps to extend yahoo qlib data:

                1. download qlib data: https://github.com/microsoft/qlib/tree/main/scripts#download-cn-data; save to <dir1>

                2. collector source data: https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#collector-data; save to <dir2>

View on GitHub (pinned to 79633dd950)

Solutions

1. Pass --qlib_data_1d_dir pointing to your qlib daily data directory when normalizing 1min data.
2. Run without 1min normalization if you do not have daily qlib data.

When it happens

Trigger: This error is raised at scripts/data_collector/yahoo/collector.py:833 when the guard condition fails: "qlib_data_1d_dir parameter must be set when normalizing 1min data". 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/627b41c8a4e25b02. Report an issue: GitHub.