ValueError: freq format is not supported when using D.calendar with freq='day' #2028
Description
❓ Questions and Help
Hi, I am encountering an error when trying to build a stock pool using the released CN data (investment_data releases).
from pathlib import Path
from qlib.config import REG_CN
import qlib
from qlib.data import D
ROOT_DIR = Path(__file__).resolve().parents[1]
PROVIDER_URI = str(ROOT_DIR / "qlib_bin")
print(f"Using qlib data dir: {PROVIDER_URI}")
qlib.init(
provider_uri=PROVIDER_URI,
region=REG_CN,
)
start_date = "2012-01-01"
end_date = "2024-12-31"
trade_calendar = D.calendar(start_time=start_date, end_time=end_date, freq="day")
stock_instruments = D.instruments("all")
stock_list = D.list_instruments(
instruments=stock_instruments, start_time=start_date, end_time=end_date
)Error Message
ValueError: freq format is not supported, the freq should be like (n)month/mon, (n)week/w, (n)day/d, (n)minute/min