microsoft/qlib · error · NotImplementedError

Please implement the `__len__` method

Error message

Please implement the `__len__` method

What it means

BaseSingleMetric.__len__ is abstract: the base class defines the protocol (returning the number of stocks in the metric vector) but raises NotImplementedError. SingleMetric implements it. Calling len() on a raw BaseSingleMetric — including implicitly via iteration, list(), or emptiness checks — raises this error.

Source

Thrown at qlib/backtest/high_performance_ds.py:258

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

    def __mul__(self, other: Union[BaseSingleMetric, int, float]) -> BaseSingleMetric:
        raise NotImplementedError(f"Please implement the `__mul__` method")

    def __truediv__(self, other: Union[BaseSingleMetric, int, float]) -> BaseSingleMetric:
        raise NotImplementedError(f"Please implement the `__truediv__` method")

    def __eq__(self, other: object) -> BaseSingleMetric:
        raise NotImplementedError(f"Please implement the `__eq__` method")

    def __gt__(self, other: Union[BaseSingleMetric, int, float]) -> BaseSingleMetric:
        raise NotImplementedError(f"Please implement the `__gt__` method")

    def __lt__(self, other: Union[BaseSingleMetric, int, float]) -> BaseSingleMetric:
        raise NotImplementedError(f"Please implement the `__lt__` method")

    def __len__(self) -> int:
        raise NotImplementedError(f"Please implement the `__len__` method")

    def sum(self) -> float:
        raise NotImplementedError(f"Please implement the `sum` method")

    def mean(self) -> float:
        raise NotImplementedError(f"Please implement the `mean` method")

    def count(self) -> int:
        """Return the count of the single metric, NaN is not included."""

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

    def abs(self) -> BaseSingleMetric:
        raise NotImplementedError(f"Please implement the `abs` method")

    @property
    def empty(self) -> bool:
        """If metric is empty, return True."""

View on GitHub (pinned to 79633dd950)

Solutions

1. Use SingleMetric, where __len__ returns the length of the underlying stock-indexed Series
2. Implement __len__(self) in your subclass (e.g. return len(self.storage))
3. For emptiness checks use the .empty property contract instead of len() == 0

Example fix

# before
n = len(BaseSingleMetric(s))
# after
from qlib.backtest.high_performance_ds import SingleMetric
n = len(SingleMetric(s))

from qlib.backtest.high_performance_ds import BaseSingleMetric
assert type(m).__len__ is not BaseSingleMetric.__len__, "object does not implement __len__"

def supports_len(m) -> bool:
    from qlib.backtest.high_performance_ds import BaseSingleMetric
    return isinstance(m, BaseSingleMetric) and type(m).__len__ is not BaseSingleMetric.__len__

When it happens

Trigger: len(m), list(m), `for s in m`, or bool(m) on a bare BaseSingleMetric; report code counting covered stocks; subclasses that store data but forget to define __len__.

Common situations: Coverage checks like len(metric) vs universe size; converting metrics to lists in logging; generic Python builtins (any/all/iter) that call __len__/__iter__ indirectly.

Related errors

• Please implement the `__init__` method
• Please implement the `__add__` method
• Please implement the `__sub__` method
• Please implement the `__rsub__` method
• Please implement the `__mul__` method

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/43b6d9599ad65eed. Report an issue: GitHub.