microsoft/qlib · error · ValueError

Us calendar is not supported

Error message

Us calendar is not supported

What it means

Raised unconditionally by CollectorFutureCalendarUS.collector (scripts/data_collector/future_calendar_collector.py:91). The US future-calendar branch is an explicit TODO stub: run(qlib_dir, region='us') dispatches to this class and immediately raises ValueError because no US calendar source has been implemented. There is no runtime condition that avoids it — it is a hard not-implemented marker.

Source

Thrown at scripts/data_collector/future_calendar_collector.py:91

        if lg.error_code != "0":
            raise ValueError(f"login respond error_msg: {lg.error_msg}")
        rs = bs.query_trade_dates(
            start_date=self._format_datetime(self.start_date), end_date=self._format_datetime(self.end_date)
        )
        if rs.error_code != "0":
            raise ValueError(f"query_trade_dates respond error_msg: {rs.error_msg}")
        data_list = []
        while (rs.error_code == "0") & rs.next():
            data_list.append(rs.get_row_data())
        calendar = pd.DataFrame(data_list, columns=rs.fields)
        calendar["is_trading_day"] = calendar["is_trading_day"].astype(int)
        return pd.to_datetime(calendar[calendar["is_trading_day"] == 1]["calendar_date"]).to_list()


class CollectorFutureCalendarUS(CollectorFutureCalendar):
    def collector(self) -> Iterable[pd.Timestamp]:
        # TODO: US future calendar
        raise ValueError("Us calendar is not supported")


def run(qlib_dir: Union[str, Path], region: str = "cn", start_date: str = None, end_date: str = None):
    """Collect future calendar(day)

    Parameters
    ----------
    qlib_dir:
        qlib data directory
    region:
        cn/CN or us/US
    start_date
        start date
    end_date
        end date

    Examples
    -------

View on GitHub (pinned to 79633dd950)

Solutions

1. Use region='cn' — only the CN collector is implemented.
2. For US calendars, source trading dates elsewhere (e.g. exchange holiday lists or another data vendor) and append them to calendars/day_future.txt yourself via the write_calendar pattern.
3. If you must extend the tool, subclass CollectorFutureCalendar and implement collector() for US before calling run().

Example fix

# before
run(qlib_dir='~/.qlib/qlib_data/us_data', region='us')  # raises immediately

# after
run(qlib_dir='~/.qlib/qlib_data/cn_data', region='cn')

if region.lower() == 'us':
    raise SystemExit('US future calendar collection is not implemented; only region=cn is supported')

When it happens

Trigger: Calling run(qlib_dir, region='us'|'US') in scripts/data_collector/future_calendar_collector.py, or instantiating and calling .collector() on CollectorFutureCalendarUS.

Common situations: Users assuming feature parity between cn/us regions because the CLI accepts region='us'; automated pipelines iterating over both regions hitting the stub.

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AI-assisted analysis of microsoft/qlib@79633dd950 (2026-08-15). Data as JSON: /api/errors/5959ef6b6b95c3c5. Report an issue: GitHub.