microsoft/qlib · error · NotImplementedError

This type of input is not supported

Error message

This type of input is not supported

What it means

TradeDecision-related analysis in report.py (_get_base_vol_pri, the source of all base prices for PA/aggrotor-style analysis) selects the price source from pa_config['price']: only 'deal_price' is implemented, so any other value raises NotImplementedError('This type of input is not supported'). (The same message appears again a few lines down if get_deal_price returns an unexpected type.)

Source

Thrown at qlib/backtest/report.py:413

        agg = pa_config.get("agg", "twap").lower()
        price = pa_config.get("price", "deal_price").lower()

        if decision.trade_range is not None:
            trade_start_time, trade_end_time = decision.trade_range.clip_time_range(
                start_time=trade_start_time,
                end_time=trade_end_time,
            )

        if price == "deal_price":
            price_s = trade_exchange.get_deal_price(
                inst,
                trade_start_time,
                trade_end_time,
                direction=direction,
                method=None,
            )
        else:
            raise NotImplementedError(f"This type of input is not supported")

        # if there is no stock data during the time period
        if price_s is None:
            return None, None

        if isinstance(price_s, (int, float, np.number)):
            price_s = idd.SingleData(price_s, [trade_start_time])
        elif isinstance(price_s, idd.SingleData):
            pass
        else:
            raise NotImplementedError(f"This type of input is not supported")

        # NOTE: there are some zeros in the trading price. These cases are known meaningless
        # for aligning the previous logic, remove it.
        # remove zero and negative values.
        assert isinstance(price_s, idd.SingleData)
        price_s = price_s.loc[(price_s > 1e-08).data.astype(bool)]
        # NOTE ~(price_s < 1e-08) is different from price_s >= 1e-8

View on GitHub (pinned to 79633dd950)

Solutions

1. Set pa_config['price'] = 'deal_price' (case-insensitive) or omit it — 'deal_price' is the default
2. If you need another price, compute it yourself against exchange.get_deal_price-like data instead of this API
3. Update qlib if a newer release adds the price source you need

Example fix

# before
pa_config = {"agg": "twap", "price": "close"}

# after
pa_config = {"agg": "twap", "price": "deal_price"}

price = pa_config.get("price", "deal_price").lower()
assert price == "deal_price", f"unsupported price source {price!r}; only 'deal_price' is implemented"

def is_supported_price(pa_config: dict) -> bool:
    return pa_config.get("price", "deal_price").lower() == "deal_price"

try:
    _get_base_vol_pri(...)
except NotImplementedError:
    pa_config = {**pa_config, "price": "deal_price"}  # retry with the supported source

When it happens

Trigger: Passing pa_config with price='close', 'vwap', 'twap_price' etc. into the trade-analysis flow that calls _get_base_vol_pri; the key is lowercased before comparison, so 'Deal_Price' is fine but any non-deal_price name fails.

Common situations: Trying to analyze orders against raw close/vwap prices (unsupported in this build); copying pa_config from older/newer qlib examples where more price sources existed; misspelling 'deal_price'.

Related errors

• trade_calendar is necessary for getting TradeRangeByTime.
• The decision didn't provide an index range
• There is no trade_range in this case
• This type of input {rtype} is not supported
• Please implement the `get_data` method

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/88833a958f3894b4. Report an issue: GitHub.