microsoft/qlib · error · NotImplementedError

Please implement the `__lt__` method

Error message

Please implement the `__lt__` method

What it means

BaseSingleMetric.__lt__ is the abstract less-than operator, designed to yield an element-wise boolean metric. The base class only declares it and raises NotImplementedError; SingleMetric (line 436) implements it. Using < on a raw BaseSingleMetric instance triggers the error.

Source

Thrown at qlib/backtest/high_performance_ds.py:255

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

    def __rsub__(self, other: Union[BaseSingleMetric, int, float]) -> BaseSingleMetric:
        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")

View on GitHub (pinned to 79633dd950)

Solutions

1. Use SingleMetric for less-than comparisons
2. Implement __lt__ in your subclass mirroring SingleMetric (element-wise, returns the metric type)
3. Extract the underlying Series via .storage for sorting/min operations

Example fix

# before
exit_mask = BaseSingleMetric(drawdown) < -0.1
# after
from qlib.backtest.high_performance_ds import SingleMetric
exit_mask = SingleMetric(drawdown) < -0.1

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

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

When it happens

Trigger: m < threshold, m1 < m2, or sorted(metrics) where m is a bare BaseSingleMetric; stop-loss checks (price < stop_level); risk filters (exposure < limit); subclasses that implement __gt__ but not __lt__.

Common situations: Building sell/exit masks from metric thresholds; min()/sorted() over metric objects invoking __lt__; partial implementations in custom metric backends.

Related errors

• Please implement the `__gt__` 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/16a3d016e7647954. Report an issue: GitHub.