microsoft/qlib · error · ValueError

Unsupported freq: {freq}

Error message

Unsupported freq: {freq}

What it means

Raised by generate_qlib_calendar in the future trading date collector when freq is neither 'day' nor '1min'. Daily calendars are written as-is; 1min calendars are expanded from the daily list; any other frequency string is unsupported.

Source

Thrown at scripts/data_collector/contrib/future_trading_date_collector/future_trading_date_collector.py:45

    return pd.read_csv(calendar_path, header=None)


def write_calendar_to_qlib(qlib_dir: Path, date_list: List[str], freq: str = "day"):
    calendar_path = str(qlib_dir.joinpath("calendars").joinpath(f"{freq}_future.txt"))

    np.savetxt(calendar_path, date_list, fmt="%s", encoding="utf-8")
    logger.info(f"write future calendars success: {calendar_path}")


def generate_qlib_calendar(date_list: List[str], freq: str) -> List[str]:
    print(freq)
    if freq == "day":
        return date_list
    elif freq == "1min":
        date_list = generate_minutes_calendar_from_daily(date_list, freq=freq).tolist()
        return list(map(lambda x: pd.Timestamp(x).strftime("%Y-%m-%d %H:%M:%S"), date_list))
    else:
        raise ValueError(f"Unsupported freq: {freq}")


def future_calendar_collector(qlib_dir: [str, Path], freq: str = "day"):
    """get future calendar

    Parameters
    ----------
    qlib_dir: str or Path
        qlib data directory
    freq: str
        value from ["day", "1min"], by default day
    """
    qlib_dir = Path(qlib_dir).expanduser().resolve()
    if not qlib_dir.exists():
        raise FileNotFoundError(str(qlib_dir))

    lg = bs.login()
    if lg.error_code != "0":

View on GitHub (pinned to 79633dd950)

Solutions

1. Use freq=day or freq=1min only.
2. If you passed 1d for daily data, switch to day.
3. For other frequencies you must implement calendar generation yourself (extend generate_qlib_calendar).

Example fix

# before
python future_trading_date_collector.py --qlib_dir ~/.qlib/qlib_data/future_data --freq 1d

# after
python future_trading_date_collector.py --qlib_dir ~/.qlib/qlib_data/future_data --freq day

assert freq in ("day", "1min"), f"freq must be 'day' or '1min', got {freq!r}"

When it happens

Trigger: Running future_trading_date_collector.py with --freq 5min, --freq 1d (note: the accepted daily value is 'day', not '1d'), or any typo.

Common situations: Users assuming qlib interval naming ('1d') applies here, but the script expects 'day'; passing a freq value copied from another collector's CLI; automated pipelines parameterizing freq from config that includes unsupported values.

Related errors

• This type of input {rtype} is not supported
• can't find a freq from {self.support_freq} that can resample
• This type of input is not supported
• The segment is out of valid calendar
• source_dir and target_dir cannot be None

AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/8681af57e9064500. Report an issue: GitHub.