Frequency format error in US data

[CordyChen]

Hi! I am loading the data collected from:

python scripts/get_data.py qlib_data --target_dir /Volumes/KediPrivate/Project KQuant/data/DAILY/us_data --region us --interval 1d

and when i am checking the stock data, an error occured: freq format is not supported, the freq should be like (n)month/mon, (n)week/w, (n)day/d, (n)minute/min

import qlib
from qlib.data import D
from qlib.config import REG_US

provider_uri = "/Volumes/KediPrivate/Project KQuant/data/DAILY/us_data"
qlib.init(provider_uri=provider_uri, region=REG_US)

try:
    
    calendar = D.calendar(start_time='2010-01-01', end_time='2019-12-31', freq='day')
    print(f"日历读取成功！共计 {len(calendar)} 个交易日。")

    instruments = D.list_instruments(D.instruments('all'))
    print(f"股票池读取成功！识别到 {len(instruments)} 只股票。")
    sample_stocks = ['aapl', 'nvda']
    print(f"样例股票: {sample_stocks}")


    if sample_stocks:

        target_stock = sample_stocks[0]
        df = D.features([target_stock], ['$close', '$volume'],
                        start_time='2019-01-01',
                        freq='day')

        if df.empty:
            print(f"警告：读取了 {target_stock}，但返回结果为空。请检查数据时间范围。")
        else:
            print(f"数据解析成功！[{target_stock}] 最近 5 行数据：")
            print(df.tail())
    else:
        print("错误：股票池中没有找到任何股票。")
except Exception as e:
    print(f"验证失败！错误信息：\n{e}")

[SunsetWolf]

Hi, @CordyChen , Based on the error message you shared (freq format is not supported ...), this exception is raised by Qlib when the frequency validation fails.

I checked the relevant code path and its creation history, and when freq="day" is used, it should not trigger this exception. I also tested the code you provided on the latest main branch, and it runs correctly. The same applies when installing the latest pyqlib via pip—the code works as expected.

Given this, it seems likely that the code producing the error is not exactly the same as the snippet you shared, or it may be running against a different Qlib version.