microsoft/qlib · error · NotImplementedError

Subclass of InstrumentStorage must implement `data` method

Error message

Subclass of InstrumentStorage must implement `data` method

What it means

Error "Subclass of InstrumentStorage must implement `data` method" thrown in microsoft/qlib.

Source

Thrown at qlib/data/storage/storage.py:49

        ------
        ValueError
            If the data(storage) does not exist, raise ValueError
        '''
        raise NotImplementedError("Subclass of CalendarStorage must implement `data` method")


class UserInstrumentStorage(InstrumentStorage):

    @property
    def data(self) -> Dict[InstKT, InstVT]:
        '''get all data

        Raises
        ------
        ValueError
            If the data(storage) does not exist, raise ValueError
        '''
        raise NotImplementedError("Subclass of InstrumentStorage must implement `data` method")


class UserFeatureStorage(FeatureStorage):

    def __getitem__(self, s: slice) -> pd.Series:
        '''x.__getitem__(slice(start: int, stop: int, step: int)) <==> x[start:stop:step]

        Returns
        -------
            pd.Series(values, index=pd.RangeIndex(start, len(values))

        Notes
        -------
        if data(storage) does not exist:
            if isinstance(i, int):
                return (None, None)
            if isinstance(i,  slice):
                # return empty pd.Series

View on GitHub (pinned to 79633dd950)

Solutions

1. Implement the `data` method in your InstrumentStorage subclass.
2. Use the built-in FileInstrumentStorage which implements `data`.

When it happens

Trigger: This error is raised at qlib/data/storage/storage.py:49 when the guard condition fails: "Subclass of InstrumentStorage must implement `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/b1fba786ad715909. Report an issue: GitHub.