microsoft/qlib · error · NotImplementedError

Please implement the 'get_index_data' method

Error message

Please implement the 'get_index_data' method

What it means

Error "Please implement the 'get_index_data' method" thrown in microsoft/qlib.

Source

Thrown at qlib/backtest/high_performance_ds.py:393

        """

        raise NotImplementedError(f"Please implement the 'get_metric_series' method")

    def get_index_data(self, metric: str) -> SingleData:
        """get one metric with the format of SingleData

        Parameters
        ----------
        metric : str
            the metric name.

        Return
        ------
        IndexData.Series
            one metric with the format of SingleData
        """

        raise NotImplementedError(f"Please implement the 'get_index_data' method")

    @staticmethod
    def sum_all_indicators(
        order_indicator: BaseOrderIndicator,
        indicators: List[BaseOrderIndicator],
        metrics: Union[str, List[str]],
        fill_value: float = 0,
    ) -> None:
        """sum indicators with the same metrics.
        and assign to the order_indicator(BaseOrderIndicator).
        NOTE: indicators could be a empty list when orders in lower level all fail.

        Parameters
        ----------
        order_indicator : BaseOrderIndicator
            the order indicator to assign.
        indicators : List[BaseOrderIndicator]
            the list of all inner indicators.

View on GitHub (pinned to 79633dd950)

Solutions

  1. Implement the `get_index_data` method in your subclass before calling it.
  2. Use a concrete class that provides `get_index_data` instead of the abstract base.

When it happens

Trigger: This error is raised at qlib/backtest/high_performance_ds.py:393 when the guard condition fails: "Please implement the 'get_index_data' method". 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/98b12671121a24ab. Report an issue: GitHub.