microsoft/qlib · error · ValueError

Unsupported file format: {suffix}

Error message

Unsupported file format: {suffix}

What it means

Error "Unsupported file format: {suffix}" thrown in microsoft/qlib.

Source

Thrown at scripts/dump_bin.py:50

    Returns
    -------
    pd.DataFrame
    """
    file_path = Path(file_path).expanduser()
    suffix = file_path.suffix.lower()

    keep_keys = {".csv": ("low_memory",)}
    kept_kwargs = {}
    for k in keep_keys.get(suffix, []):
        if k in kwargs:
            kept_kwargs[k] = kwargs[k]

    if suffix == ".csv":
        return pd.read_csv(file_path, **kept_kwargs)
    elif suffix == ".parquet":
        return pd.read_parquet(file_path, **kept_kwargs)
    else:
        raise ValueError(f"Unsupported file format: {suffix}")


class DumpDataBase:
    INSTRUMENTS_START_FIELD = "start_datetime"
    INSTRUMENTS_END_FIELD = "end_datetime"
    CALENDARS_DIR_NAME = "calendars"
    FEATURES_DIR_NAME = "features"
    INSTRUMENTS_DIR_NAME = "instruments"
    DUMP_FILE_SUFFIX = ".bin"
    DAILY_FORMAT = "%Y-%m-%d"
    HIGH_FREQ_FORMAT = "%Y-%m-%d %H:%M:%S"
    INSTRUMENTS_SEP = "\t"
    INSTRUMENTS_FILE_NAME = "all.txt"

    UPDATE_MODE = "update"
    ALL_MODE = "all"

    def __init__(

View on GitHub (pinned to 79633dd950)

Solutions

1. Use a supported file format (e.g. .csv) as input to dump_bin.py.
2. Convert your data file to a supported format before dumping.

When it happens

Trigger: This error is raised at scripts/dump_bin.py:50 when the guard condition fails: "Unsupported file format: {suffix}". 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/22292a157a23679e. Report an issue: GitHub.