@quantbrasil/cli 0.1.0-beta.13 → 0.1.0-beta.14

package/README.md

@@ -84,6 +84,11 @@ quantbrasil screening indicators
 quantbrasil screening run --system acoes-mais-liquidas --query-file ./screening.json
 quantbrasil screening run --watchlist 93 --query-file ./screening.json --limit 25
 cat ./screening.json | quantbrasil screening run --holding 182 --query-file -
+quantbrasil backtests strategies
+quantbrasil backtests info ifr2
+quantbrasil backtests run ifr2 PETR4 --timeframe D1 --from 2025-01-01 --to 2026-01-01
+quantbrasil backtests run ifr2 PRIO3 --timeframe D1 --param rsi=15
+quantbrasil backtests run ifr2 PETR4 --timeframe D1 --param rsi=30 --param window=2 --json
 ```
 
 Example `screening.json`:

package/dist/cli/index.d.ts

@@ -1,7 +1,9 @@
 import { Command } from "commander";
+import { runBacktestsInfoCommand, runBacktestsRunCommand, runBacktestsStrategiesCommand } from "../commands/backtests.js";
 import { type CapabilitiesCommandIO, runCapabilitiesCommand } from "../commands/capabilities.js";
 import { runCointegrationPairCommand } from "../commands/cointegration.js";
 import { runMarketAssetsCommand, runMarketPriceCommand } from "../commands/market.js";
+import { runAssetNewsCommand } from "../commands/news.js";
 import { runInitCommand } from "../commands/init.js";
 import { runHoldingCreateCommand, runHoldingBetaCommand, runHoldingGetCommand, runHoldingHistoricalReturnCommand, runHoldingListCommand, runHoldingRenameCommand, runHoldingSetPositionsCommand, runHoldingSetTargetsCommand, runHoldingVarCommand, runWatchlistAddAssetsCommand, runWatchlistCreateCommand, runWatchlistGetCommand, runWatchlistListCommand, runWatchlistRemoveAssetsCommand, runWatchlistRenameCommand } from "../commands/portfolios.js";
 import { runRankingsCurrentCommand, runRankingsListCommand, runRankingsReturnCommand } from "../commands/rankings.js";
@@ -28,9 +30,11 @@ export declare function createCliProgram(options?: CliProgramOptions): Command;
 export declare function run(argv?: string[], options?: CliRunOptions): Promise<void>;
 export { runAuthLoginCommand, runAuthLogoutCommand, runAuthWhoamiCommand, } from "../commands/auth.js";
 export { runAssetOverviewCommand } from "../commands/assets.js";
+export { runBacktestsInfoCommand, runBacktestsRunCommand, runBacktestsStrategiesCommand, };
 export { runCapabilitiesCommand, runStatusCommand };
 export { runInitCommand };
 export { runMarketAssetsCommand, runMarketPriceCommand };
+export { runAssetNewsCommand };
 export { runRankingsCurrentCommand, runRankingsListCommand, runRankingsReturnCommand, };
 export { runCointegrationPairCommand };
 export { runScreeningIndicatorsCommand, runScreeningRunCommand, runScreeningUniversesCommand, };

package/dist/cli/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/cli/index.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,OAAO,EAAE,MAAM,WAAW,CAAC;AAUpC,OAAO,EAGL,uBAAuB,EACvB,sBAAsB,EACtB,6BAA6B,EAC9B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EACL,KAAK,qBAAqB,EAE1B,sBAAsB,EACvB,MAAM,6BAA6B,CAAC;AACrC,OAAO,EAGL,2BAA2B,EAC5B,MAAM,8BAA8B,CAAC;AACtC,OAAO,EAGL,sBAAsB,EACtB,qBAAqB,EACtB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAGL,mBAAmB,EACpB,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAGL,cAAc,EACf,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAGL,uBAAuB,EACvB,qBAAqB,EACrB,oBAAoB,EACpB,iCAAiC,EACjC,qBAAqB,EACrB,uBAAuB,EACvB,6BAA6B,EAC7B,2BAA2B,EAC3B,oBAAoB,EACpB,4BAA4B,EAC5B,yBAAyB,EACzB,sBAAsB,EACtB,uBAAuB,EACvB,+BAA+B,EAC/B,yBAAyB,EAC1B,MAAM,2BAA2B,CAAC;AACnC,OAAO,EAGL,yBAAyB,EACzB,sBAAsB,EACtB,wBAAwB,EACzB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EAGL,6BAA6B,EAC7B,sBAAsB,EACtB,4BAA4B,EAC7B,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAGL,uBAAuB,EACxB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAGL,gBAAgB,EACjB,MAAM,uBAAuB,CAAC;AAC/B,OAAO,EAEL,gBAAgB,EAEhB,KAAK,mBAAmB,EACzB,MAAM,uBAAuB,CAAC;AAO/B,OAAO,EAAqB,KAAK,cAAc,EAAE,MAAM,eAAe,CAAC;AAQvE,MAAM,WAAW,iBAAiB;IAChC,EAAE,CAAC,EAAE,qBAAqB,CAAC;IAC3B,GAAG,CAAC,EAAE,MAAM,CAAC,UAAU,CAAC;IACxB,KAAK,CAAC,EAAE,OAAO,KAAK,CAAC;IACrB,MAAM,CAAC,EAAE,CAAC,WAAW,EAAE,MAAM,KAAK,OAAO,CAAC,MAAM,CAAC,CAAC;IAClD,GAAG,CAAC,EAAE,IAAI,CAAC;IACX,MAAM,CAAC,EAAE,cAAc,CAAC;IACxB,uBAAuB,CAAC,EAAE,OAAO,CAAC;IAClC,mBAAmB,CAAC,EAAE,mBAAmB,CAAC;IAC1C,cAAc,CAAC,EAAE,MAAM,CAAC;CACzB;AAED,MAAM,WAAW,aAAc,SAAQ,iBAAiB;IACtD,MAAM,CAAC,EAAE,cAAc,CAAC;CACzB;AAED,wBAAgB,gBAAgB,CAAC,OAAO,GAAE,iBAAsB,GAAG,OAAO,CAkGzE;AAeD,wBAAsB,GAAG,CACvB,IAAI,WAAe,EACnB,OAAO,GAAE,aAAkB,GAC1B,OAAO,CAAC,IAAI,CAAC,CA8Bf;AAoCD,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EACpB,oBAAoB,GACrB,MAAM,qBAAqB,CAAC;AAC7B,OAAO,EAAE,uBAAuB,EAAE,MAAM,uBAAuB,CAAC;AAChE,OAAO,EACL,uBAAuB,EACvB,sBAAsB,EACtB,6BAA6B,GAC9B,CAAC;AACF,OAAO,EAAE,sBAAsB,EAAE,gBAAgB,EAAE,CAAC;AACpD,OAAO,EAAE,cAAc,EAAE,CAAC;AAC1B,OAAO,EAAE,sBAAsB,EAAE,qBAAqB,EAAE,CAAC;AACzD,OAAO,EAAE,mBAAmB,EAAE,CAAC;AAC/B,OAAO,EACL,yBAAyB,EACzB,sBAAsB,EACtB,wBAAwB,GACzB,CAAC;AACF,OAAO,EAAE,2BAA2B,EAAE,CAAC;AACvC,OAAO,EACL,6BAA6B,EAC7B,sBAAsB,EACtB,4BAA4B,GAC7B,CAAC;AACF,OAAO,EACL,qBAAqB,EACrB,uBAAuB,EACvB,oBAAoB,EACpB,iCAAiC,EACjC,qBAAqB,EACrB,uBAAuB,EACvB,6BAA6B,EAC7B,2BAA2B,EAC3B,oBAAoB,EACpB,4BAA4B,EAC5B,yBAAyB,EACzB,sBAAsB,EACtB,uBAAuB,EACvB,+BAA+B,EAC/B,yBAAyB,GAC1B,CAAC;AACF,OAAO,EAAE,uBAAuB,EAAE,CAAC;AACnC,OAAO,EAAE,gBAAgB,EAAE,CAAC"}

package/dist/cli/index.js

@@ -2,9 +2,11 @@ import { createRequire } from "node:module";
 import { Command } from "commander";
 import { registerAssetsCommands, } from "../commands/assets.js";
 import { registerAuthCommands, runAuthWhoamiCommand, } from "../commands/auth.js";
+import { registerBacktestsCommands, runBacktestsInfoCommand, runBacktestsRunCommand, runBacktestsStrategiesCommand, } from "../commands/backtests.js";
 import { registerCapabilitiesCommand, runCapabilitiesCommand, } from "../commands/capabilities.js";
 import { registerCointegrationCommands, runCointegrationPairCommand, } from "../commands/cointegration.js";
 import { registerMarketCommands, runMarketAssetsCommand, runMarketPriceCommand, } from "../commands/market.js";
+import { registerNewsCommands, runAssetNewsCommand, } from "../commands/news.js";
 import { registerInitCommand, runInitCommand, } from "../commands/init.js";
 import { registerPortfoliosCommands, runHoldingCreateCommand, runHoldingBetaCommand, runHoldingGetCommand, runHoldingHistoricalReturnCommand, runHoldingListCommand, runHoldingRenameCommand, runHoldingSetPositionsCommand, runHoldingSetTargetsCommand, runHoldingVarCommand, runWatchlistAddAssetsCommand, runWatchlistCreateCommand, runWatchlistGetCommand, runWatchlistListCommand, runWatchlistRemoveAssetsCommand, runWatchlistRenameCommand, } from "../commands/portfolios.js";
 import { registerRankingsCommands, runRankingsCurrentCommand, runRankingsListCommand, runRankingsReturnCommand, } from "../commands/rankings.js";
@@ -29,11 +31,21 @@ export function createCliProgram(options = {}) {
         env: options.env,
         fetch: options.fetch,
     };
+    const backtestsContext = {
+        io: options.io,
+        env: options.env,
+        fetch: options.fetch,
+    };
     const marketContext = {
         io: options.io,
         env: options.env,
         fetch: options.fetch,
     };
+    const newsContext = {
+        io: options.io,
+        env: options.env,
+        fetch: options.fetch,
+    };
     const initContext = {
         io: options.io,
         env: options.env,
@@ -89,8 +101,10 @@ export function createCliProgram(options = {}) {
     registerAuthCommands(program, authContext);
     registerWhoamiCommand(program, authContext);
     registerAssetsCommands(program, assetsContext);
+    registerBacktestsCommands(program, backtestsContext);
     registerInitCommand(program, initContext);
     registerMarketCommands(program, marketContext);
+    registerNewsCommands(program, newsContext);
     registerPortfoliosCommands(program, portfoliosContext);
     registerRankingsCommands(program, rankingsContext);
     registerCointegrationCommands(program, cointegrationContext);
@@ -159,9 +173,11 @@ function isCommanderDisplayExit(error) {
 }
 export { runAuthLoginCommand, runAuthLogoutCommand, runAuthWhoamiCommand, } from "../commands/auth.js";
 export { runAssetOverviewCommand } from "../commands/assets.js";
+export { runBacktestsInfoCommand, runBacktestsRunCommand, runBacktestsStrategiesCommand, };
 export { runCapabilitiesCommand, runStatusCommand };
 export { runInitCommand };
 export { runMarketAssetsCommand, runMarketPriceCommand };
+export { runAssetNewsCommand };
 export { runRankingsCurrentCommand, runRankingsListCommand, runRankingsReturnCommand, };
 export { runCointegrationPairCommand };
 export { runScreeningIndicatorsCommand, runScreeningRunCommand, runScreeningUniversesCommand, };

package/dist/commands/backtests.d.ts

@@ -0,0 +1,132 @@
+import { Command } from "commander";
+import type { JsonValue } from "../vendor/core/index.js";
+import { type CliInvokeContext } from "../cli/client.js";
+import { type TerminalWriter } from "../cli/terminal.js";
+export interface BacktestsCommandIO {
+    stdout: TerminalWriter;
+}
+export interface BacktestsStrategiesCommandOptions {
+    json?: boolean;
+}
+export interface BacktestsInfoCommandOptions {
+    json?: boolean;
+}
+export interface BacktestsRunCommandOptions {
+    timeframe?: string;
+    from?: string;
+    to?: string;
+    param?: string[];
+    paramsJson?: string;
+    capital?: string;
+    maxRisk?: string;
+    contracts?: string;
+    json?: boolean;
+}
+export type BacktestParameterValue = string | number | boolean;
+export interface BacktestParameterOptionOut {
+    [key: string]: JsonValue;
+    value: string;
+    label: string;
+}
+export interface BacktestParameterOut {
+    [key: string]: JsonValue;
+    name: string;
+    label: string;
+    type: "boolean" | "enum" | "integer" | "number" | "string";
+    required: boolean;
+    default: BacktestParameterValue | null;
+    description: string;
+    format: "time" | null;
+    value_hint: string | null;
+    agent_guidance: string | null;
+    options: BacktestParameterOptionOut[] | null;
+}
+export interface BacktestStrategyOut {
+    [key: string]: JsonValue;
+    id: string;
+    label: string;
+    family: string;
+    description: string;
+    selection_guidance: string;
+    timeframe_guidance: string;
+    side: "long" | "short";
+    allowed_timeframes: string[];
+    requires_timeframe: boolean;
+    fixed_risk: boolean;
+    day_trade_only: boolean;
+    blocked_in_crypto: boolean;
+    default_parameters: Record<string, BacktestParameterValue>;
+    parameters: BacktestParameterOut[];
+}
+export interface BacktestStrategiesResponse {
+    [key: string]: JsonValue;
+    ok: boolean;
+    strategies: BacktestStrategyOut[];
+    total: number;
+}
+export interface BacktestStrategyResponse {
+    [key: string]: JsonValue;
+    ok: boolean;
+    strategy: BacktestStrategyOut;
+}
+export interface ScorePercentiles {
+    [key: string]: JsonValue;
+    percentile_5: number | null;
+    percentile_25: number | null;
+    percentile_50: number | null;
+    percentile_75: number | null;
+    percentile_95: number | null;
+}
+export interface SaveBacktestResponse {
+    [key: string]: JsonValue;
+    id: number | null;
+    setup_id: number;
+    timeframe_id: string;
+    strategy_id: string;
+    ticker: string;
+    asset_type: string;
+    can_monitor: boolean;
+    start_date: string;
+    end_date: string;
+    initial_capital: number;
+    parameters: Record<string, JsonValue>;
+    score: number | null;
+    score_percentiles: ScorePercentiles | null;
+    suspicious: boolean;
+    num_operations: number;
+    num_gains: number | null;
+    pct_gains: number;
+    avg_gains: number | null;
+    avg_losses: number | null;
+    avg_candles: number | null;
+    profit_factor: number | null;
+    pct_profit: number;
+    drawdown: number;
+    ev: number;
+    trade_history: JsonValue[];
+    best_win_streak: number | null;
+    worst_loss_streak: number | null;
+}
+export interface BacktestRunResponse {
+    [key: string]: JsonValue;
+    ok: boolean;
+    summary_markdown: string;
+    backtest: SaveBacktestResponse;
+}
+export interface BacktestsCommandContext extends CliInvokeContext {
+    io?: BacktestsCommandIO;
+}
+type JsonRecord = {
+    [key: string]: JsonValue;
+};
+export declare function registerBacktestsCommands(program: Command, context?: BacktestsCommandContext): void;
+export declare function runBacktestsStrategiesCommand(options: BacktestsStrategiesCommandOptions, context?: BacktestsCommandContext): Promise<void>;
+export declare function runBacktestsInfoCommand(strategyId: string, options: BacktestsInfoCommandOptions, context?: BacktestsCommandContext): Promise<void>;
+export declare function runBacktestsRunCommand(strategyId: string, ticker: string, options: BacktestsRunCommandOptions, context?: BacktestsCommandContext): Promise<void>;
+export declare function buildBacktestsInfoInput(strategyId: string): JsonRecord;
+export declare function buildBacktestsRunInput(strategyId: string, ticker: string, options: BacktestsRunCommandOptions): JsonRecord;
+export declare function formatBacktestStrategiesHuman(data: BacktestStrategiesResponse, theme?: import("../cli/terminal.js").TerminalTheme): string;
+export declare function formatBacktestStrategyHuman(data: BacktestStrategyResponse, theme?: import("../cli/terminal.js").TerminalTheme): string;
+export declare function formatBacktestRunHuman(data: BacktestRunResponse, theme?: import("../cli/terminal.js").TerminalTheme): string;
+export {};
+//# sourceMappingURL=backtests.d.ts.map

package/dist/commands/backtests.d.ts.map

@@ -0,0 +1 @@
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