ValueError: freq format is not supported when using D.calendar with freq='day'

❓ 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

Start with the qlib.data D.calendar entry point and reproduce the provided example using the released CN data, focusing on the freq="day" argument. Trace where the frequency format is validated and compare it with the formats accepted by the calendar API. Done means the reported calendar call has defined, tested behavior for the supplied input.