microsoft/qlib · error · NotImplementedError

Subclass of FeatureStorage must implement `write` method

Error message

Subclass of FeatureStorage must implement `write` method

What it means

FeatureStorage.write (qlib/data/storage/storage.py:352) is the abstract method that persists a data_array starting at a given index (appending when index is None, filling gaps with NaN, ignoring empty arrays). The base class raises NotImplementedError; each backend must define how values are serialized. Calling write() without a concrete subclass implementation triggers this error.

Source

Thrown at qlib/data/storage/storage.py:352

                    5   6
                    6   6
                    7   7
                    8   np.nan
                    9   8

            >>> self.write([1, np.nan], index=3)

                feature:
                    3   1
                    4   np.nan
                    5   6
                    6   6
                    7   7
                    8   np.nan
                    9   8

        """
        raise NotImplementedError("Subclass of FeatureStorage must implement `write` method")

    def rebase(self, start_index: int = None, end_index: int = None):
        """Rebase the start_index and end_index of the FeatureStorage.

        start_index and end_index are closed intervals: [start_index, end_index]

        Examples
        ---------

            .. code-block::

                    feature:
                        3   4
                        4   5
                        5   6


                >>> self.rebase(start_index=4)

View on GitHub (pinned to 79633dd950)

Solutions

1. Use FileFeatureStorage (or another concrete backend) from the storage factory for writing
2. Implement write(data_array, index=None) in your subclass honoring the documented semantics (append, NaN gap fill, skip empty arrays)
3. Check the storage class returned by get_storage(...) with isinstance/cls name before writing
4. Register your custom backend properly with the storage factory so the correct class is instantiated

Example fix

// before
storage = FeatureStorage(instrument, field, freq)
storage.write(np.arange(10), index=0)  # NotImplementedError

// after
from qlib.data.storage.file_storage import FileFeatureStorage
storage = FileFeatureStorage(instrument, field, freq)
storage.write(np.arange(10), index=0)

from qlib.data.storage.storage import FeatureStorage
assert type(storage).write is not FeatureStorage.write, 'write not implemented'

def is_writable_storage(storage) -> bool:
    return type(storage).write is not FeatureStorage.write

try:
    storage.write(arr, index=idx)
except NotImplementedError as e:
    raise TypeError(f'cannot write via {type(storage).__name__}; use a concrete backend') from e

When it happens

Trigger: Calling storage.write(data_array, index) or storage.write(data_array) on the base class; custom backend missing the write() override; dump scripts (e.g. dump_bin.py data writing) that use the storage factory but receive the wrong class.

Common situations: Implementing a new storage backend and finishing read paths first; subclassing FeatureStorage for tests/stubs; mismatches where a factory or config selects an unregistered storage class.

Related errors

• Subclass of FeatureStorage must implement `data` method
• Subclass of FeatureStorage must implement `start_index` meth
• Subclass of FeatureStorage must implement `end_index` method
• Subclass of FeatureStorage must implement `clear` method
• Please implement the `get_all_stock` method

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/70486e965c8011c9. Report an issue: GitHub.