microsoft/qlib · error · ValueError

raw freq must be higher than sampling freq

Error message

raw freq must be higher than sampling freq

What it means

Error "raw freq must be higher than sampling freq" thrown in microsoft/qlib.

Source

Thrown at qlib/utils/resam.py:49

    -------
    np.ndarray
        The calendar with frequency freq_sam
    """
    if region is None:
        region = C["region"]

    freq_raw = Freq(freq_raw)
    freq_sam = Freq(freq_sam)
    if not len(calendar_raw):
        return calendar_raw

    # if freq_sam is xminute, divide each trading day into several bars evenly
    if freq_sam.base == Freq.NORM_FREQ_MINUTE:
        if freq_raw.base != Freq.NORM_FREQ_MINUTE:
            raise ValueError("when sampling minute calendar, freq of raw calendar must be minute or min")
        else:
            if freq_raw.count > freq_sam.count:
                raise ValueError("raw freq must be higher than sampling freq")
        _calendar_minute = np.unique(list(map(lambda x: cal_sam_minute(x, freq_sam.count, region), calendar_raw)))
        return _calendar_minute

    # else, convert the raw calendar into day calendar, and divide the whole calendar into several bars evenly
    else:
        _calendar_day = np.unique(list(map(lambda x: pd.Timestamp(x.year, x.month, x.day, 0, 0, 0), calendar_raw)))
        if freq_sam.base == Freq.NORM_FREQ_DAY:
            return _calendar_day[:: freq_sam.count]

        elif freq_sam.base == Freq.NORM_FREQ_WEEK:
            _day_in_week = np.array(list(map(lambda x: x.dayofweek, _calendar_day)))
            _calendar_week = _calendar_day[np.ediff1d(_day_in_week, to_begin=-1) < 0]
            return _calendar_week[:: freq_sam.count]

        elif freq_sam.base == Freq.NORM_FREQ_MONTH:
            _day_in_month = np.array(list(map(lambda x: x.day, _calendar_day)))
            _calendar_month = _calendar_day[np.ediff1d(_day_in_month, to_begin=-1) < 0]
            return _calendar_month[:: freq_sam.count]

View on GitHub (pinned to 79633dd950)

Solutions

1. Use a raw frequency higher (finer) than the target sampling frequency, e.g. raw 'min' to sample 'day'.
2. Swap raw and target frequencies: you cannot upsample from a coarser frequency.

When it happens

Trigger: This error is raised at qlib/utils/resam.py:49 when the guard condition fails: "raw freq must be higher than sampling freq". 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/df7fbc0fe5fdff06. Report an issue: GitHub.