microsoft/qlib · error · NotImplementedError

Please implement the `get_all_stock` method

Error message

Please implement the `get_all_stock` method

What it means

high_performance_ds.py defines an abstract base for quote storage (used by Exchange when the data fits its vectorized backends). get_all_stock is deliberately unimplemented: every concrete storage class must override it to enumerate stock codes. Hitting this NotImplementedError means a base/abstract instance was used where a concrete implementation was expected.

Source

Thrown at qlib/backtest/high_performance_ds.py:36

from ..utils.index_data import IndexData, SingleData
from ..utils.resam import resam_ts_data, ts_data_last
from ..utils.time import Freq, is_single_value


class BaseQuote:
    def __init__(self, quote_df: pd.DataFrame, freq: str) -> None:
        self.logger = get_module_logger("online operator", level=logging.INFO)

    def get_all_stock(self) -> Iterable:
        """return all stock codes

        Return
        ------
        Iterable
            all stock codes
        """

        raise NotImplementedError(f"Please implement the `get_all_stock` method")

    def get_data(
        self,
        stock_id: str,
        start_time: Union[pd.Timestamp, str],
        end_time: Union[pd.Timestamp, str],
        field: Union[str],
        method: Optional[str] = None,
    ) -> Union[None, int, float, bool, IndexData]:
        """get the specific field of stock data during start time and end_time,
           and apply method to the data.

           Example:
            .. code-block::
                                        $close      $volume
                instrument  datetime
                SH600000    2010-01-04  86.778313   16162960.0
                            2010-01-05  87.433578   28117442.0

View on GitHub (pinned to 79633dd950)

Solutions

1. Use a provided concrete backend instead of the base class (the repo ships numpy/vectorized implementations in the same module)
2. If subclassing, implement get_all_stock to return an iterable of all stock ids in your quote_df
3. After upgrading qlib, re-check the base class for newly abstracted methods your subclass must provide

Example fix

# before
class MyQuote(BaseQuoteClass):  # get_all_stock not overridden -> NotImplementedError
    ...
# after
class MyQuote(BaseQuoteClass):
    def get_all_stock(self):
        return self.quote_df.index.get_level_values(0).unique()

quote = MyQuote(quote_df, freq)
assert type(quote).get_all_stock is not BaseQuoteClass.get_all_stock, 'get_all_stock not implemented'
exch = Exchange(freq=freq, quote_df=quote_df)

def implements_get_all_stock(cls) -> bool:
    return 'get_all_stock' in cls.__dict__ or any('get_all_stock' in c.__dict__ for c in cls.__mro__[1:-1])

When it happens

Trigger: Instantiating the base quote class directly, or a custom subclass that overrides get_data but not get_all_stock; Exchange then calls get_all_stock during limit/suspension checks and the stub raises.

Common situations: Writing a custom high-performance quote backend without implementing the full interface; version upgrades that added abstract methods to the base class, breaking older third-party subclasses.

Related errors

• Please implement the `get_data` method
• Please implement the `__init__` method
• Subclass of SeriesDFilter must reimplement `getFilterSeries`
• Subclass of FeatureStorage must implement `data` method
• Subclass of FeatureStorage must implement `start_index` meth

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/052db7c2bf5aafa5. Report an issue: GitHub.