microsoft/qlib · error · NotImplementedError

This function must be implemented in your newly defined feat

Error message

This function must be implemented in your newly defined feature

What it means

Error "This function must be implemented in your newly defined feature" thrown in microsoft/qlib.

Source

Thrown at qlib/data/base.py:207

            return H["f"][cache_key]
        if start_index is not None and end_index is not None and start_index > end_index:
            raise ValueError("Invalid index range: {} {}".format(start_index, end_index))
        try:
            series = self._load_internal(instrument, start_index, end_index, *args)
        except Exception as e:
            get_module_logger("data").debug(
                f"Loading data error: instrument={instrument}, expression={str(self)}, "
                f"start_index={start_index}, end_index={end_index}, args={args}. "
                f"error info: {str(e)}"
            )
            raise
        series.name = str(self)
        H["f"][cache_key] = series
        return series

    @abc.abstractmethod
    def _load_internal(self, instrument, start_index, end_index, *args) -> pd.Series:
        raise NotImplementedError("This function must be implemented in your newly defined feature")

    @abc.abstractmethod
    def get_longest_back_rolling(self):
        """Get the longest length of historical data the feature has accessed

        This is designed for getting the needed range of the data to calculate
        the features in specific range at first.  However, situations like
        Ref(Ref($close, -1), 1) can not be handled rightly.

        So this will only used for detecting the length of historical data needed.
        """
        # TODO: forward operator like Ref($close, -1) is not supported yet.
        raise NotImplementedError("This function must be implemented in your newly defined feature")

    @abc.abstractmethod
    def get_extended_window_size(self):
        """get_extend_window_size

View on GitHub (pinned to 79633dd950)

Solutions

1. Implement the `_load` (loading) function in your newly defined Feature/Expression subclass.
2. Refer to existing Expression subclasses in qlib/data/base.py for the required implementation pattern.

When it happens

Trigger: This error is raised at qlib/data/base.py:207 when the guard condition fails: "This function must be implemented in your newly defined feature". 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/6b34a4a2bb88aa01. Report an issue: GitHub.