microsoft/qlib · error · TypeError

ts_feature should be pd.DataFrame/Series, not {type(ts_featu

Error message

ts_feature should be pd.DataFrame/Series, not {type(ts_feature)}

What it means

Error "ts_feature should be pd.DataFrame/Series, not {type(ts_feature)}" thrown in microsoft/qlib.

Source

Thrown at qlib/utils/resam.py:235

        - if last is True, get the last valid value
        - else, get the first valid value

    Returns
    -------
    Nan | float
        the first/last valid value
    """
    return series.ffill().iloc[-1] if last else series.bfill().iloc[0]


def _ts_data_valid(ts_feature, last=False):
    """get the first/last not nan value of pd.Series|DataFrame with single level index"""
    if isinstance(ts_feature, pd.DataFrame):
        return ts_feature.apply(lambda column: get_valid_value(column, last=last))
    elif isinstance(ts_feature, pd.Series):
        return get_valid_value(ts_feature, last=last)
    else:
        raise TypeError(f"ts_feature should be pd.DataFrame/Series, not {type(ts_feature)}")


ts_data_last = partial(_ts_data_valid, last=True)
ts_data_first = partial(_ts_data_valid, last=False)

View on GitHub (pinned to 79633dd950)

Solutions

1. Pass ts_feature as a pd.DataFrame or pd.Series.
2. Convert your input with pd.DataFrame(...) or pd.Series(...) before calling the resample function.

When it happens

Trigger: This error is raised at qlib/utils/resam.py:235 when the guard condition fails: "ts_feature should be pd.DataFrame/Series". 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/c31452d3763fe933. Report an issue: GitHub.