reportify-sdk 0.1.0 → 0.2.0

package/dist/index.d.mts

@@ -426,6 +426,220 @@ declare class DocsModule {
     searchChunks(query: string, options?: ChunkSearchOptions): Promise<Chunk[]>;
 }
 
+/**
+ * Quant Module
+ *
+ * Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+ */
+
+interface IndicatorParams {
+    symbols: string[];
+    indicators: string[];
+    startDate?: string;
+    endDate?: string;
+    interval?: '1d' | '1w' | '1m';
+    params?: Record<string, unknown>;
+}
+interface IndicatorDefinition {
+    name: string;
+    description: string;
+    category: string;
+    parameters: Array<{
+        name: string;
+        type: string;
+        default?: unknown;
+        description: string;
+    }>;
+}
+interface FactorParams {
+    symbols: string[];
+    factors: string[];
+    startDate?: string;
+    endDate?: string;
+    frequency?: 'daily' | 'weekly' | 'monthly';
+}
+interface FactorDefinition {
+    name: string;
+    category: string;
+    description: string;
+}
+interface QuoteParams {
+    symbols: string[];
+    fields?: string[];
+}
+interface QuoteHistoryParams {
+    symbols: string[];
+    startDate?: string;
+    endDate?: string;
+    interval?: '1d' | '1w' | '1m';
+    adjust?: 'forward' | 'backward' | 'none';
+    limit?: number;
+}
+interface BacktestStrategy {
+    type: string;
+    universe: string[];
+    rebalance?: 'daily' | 'weekly' | 'monthly' | 'quarterly';
+    [key: string]: unknown;
+}
+interface BacktestParams {
+    strategy: BacktestStrategy;
+    startDate: string;
+    endDate: string;
+    initialCapital?: number;
+    benchmark?: string;
+}
+interface BacktestMetrics {
+    totalReturn: number;
+    annualizedReturn: number;
+    sharpeRatio: number;
+    maxDrawdown: number;
+    winRate: number;
+    volatility: number;
+}
+interface BacktestResult {
+    backtestId: string;
+    status: 'pending' | 'running' | 'completed' | 'failed';
+    metrics?: BacktestMetrics;
+    error?: string;
+}
+interface IndicatorData {
+    date: string;
+    symbol: string;
+    [key: string]: unknown;
+}
+interface FactorData {
+    date: string;
+    symbol: string;
+    [key: string]: unknown;
+}
+interface QuoteData {
+    symbol: string;
+    price: number;
+    change: number;
+    changePercent: number;
+    volume: number;
+    high: number;
+    low: number;
+    open: number;
+    previousClose: number;
+    marketCap?: number;
+    timestamp: number;
+}
+interface TradeData {
+    date: string;
+    symbol: string;
+    action: 'buy' | 'sell';
+    quantity: number;
+    price: number;
+    value: number;
+}
+interface ReturnData {
+    date: string;
+    portfolioValue: number;
+    dailyReturn: number;
+    cumulativeReturn: number;
+    benchmarkReturn?: number;
+}
+/**
+ * Quantitative analysis module
+ *
+ * @example
+ * ```typescript
+ * const indicators = await client.quant.indicators({
+ *   symbols: ['US:AAPL'],
+ *   indicators: ['ma', 'rsi'],
+ *   params: { ma_period: 20 }
+ * });
+ * ```
+ */
+declare class QuantModule {
+    private client;
+    constructor(client: Reportify);
+    /**
+     * Get technical indicators for given symbols
+     *
+     * @param params - Indicator parameters
+     * @returns Array of indicator data
+     */
+    indicators(params: IndicatorParams): Promise<IndicatorData[]>;
+    /**
+     * Get list of available technical indicators
+     */
+    indicatorList(): Promise<IndicatorDefinition[]>;
+    /**
+     * Get factor data for given symbols
+     *
+     * @param params - Factor parameters
+     * @returns Array of factor data
+     */
+    factors(params: FactorParams): Promise<FactorData[]>;
+    /**
+     * Get list of available factors
+     */
+    factorList(): Promise<FactorDefinition[]>;
+    /**
+     * Get factor exposure for given symbols
+     *
+     * @param symbols - Stock symbols
+     * @param date - Specific date (optional)
+     */
+    factorExposure(symbols: string[], date?: string): Promise<FactorData[]>;
+    /**
+     * Get real-time quotes for given symbols
+     *
+     * @param params - Quote parameters
+     * @returns Array of quote data
+     */
+    quotes(params: QuoteParams): Promise<QuoteData[]>;
+    /**
+     * Get historical quotes data
+     *
+     * @param params - History parameters
+     * @returns Array of historical OHLCV data
+     */
+    quotesHistory(params: QuoteHistoryParams): Promise<IndicatorData[]>;
+    /**
+     * Run a backtest for a given strategy
+     *
+     * @param params - Backtest parameters
+     * @returns Backtest result with job ID and metrics
+     *
+     * @example
+     * ```typescript
+     * const result = await client.quant.backtest({
+     *   strategy: {
+     *     type: 'momentum',
+     *     universe: ['US:AAPL', 'US:MSFT', 'US:GOOGL'],
+     *     rebalance: 'monthly',
+     *     top_n: 2
+     *   },
+     *   startDate: '2020-01-01',
+     *   endDate: '2024-01-01',
+     *   benchmark: 'US:SPY'
+     * });
+     * ```
+     */
+    backtest(params: BacktestParams): Promise<BacktestResult>;
+    /**
+     * Get backtest result by ID
+     *
+     * @param backtestId - Backtest job ID
+     */
+    backtestResult(backtestId: string): Promise<BacktestResult>;
+    /**
+     * Get backtest return series
+     *
+     * @param backtestId - Backtest job ID
+     */
+    backtestReturns(backtestId: string): Promise<ReturnData[]>;
+    /**
+     * Get backtest trade history
+     *
+     * @param backtestId - Backtest job ID
+     */
+    backtestTrades(backtestId: string): Promise<TradeData[]>;
+}
+
 /**
  * Reportify Client
  *
@@ -454,6 +668,7 @@ declare class Reportify {
     readonly timeline: TimelineModule;
     readonly kb: KBModule;
     readonly docs: DocsModule;
+    readonly quant: QuantModule;
     constructor(config: ReportifyConfig);
     /**
      * Make an HTTP request to the API
@@ -502,4 +717,4 @@ declare class Reportify {
     searchTranscripts(query: string, options?: SearchOptions): Promise<Document[]>;
 }
 
-export { APIError, AuthenticationError, type Chunk, type CompanyInfo, type CompanyOverview, DocsModule, type Document, type EarningsEvent, type FinancialStatement, type IPOEvent, type IPOStatus, type Interval, KBModule, type KBSearchOptions, type Market, NotFoundError, type PaginatedResponse, type Period, type PriceAdjust, type PriceData, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type SearchOptions, type Shareholder, type StockInfo, StockModule, TimelineModule, type TimelineOptions };
+export { APIError, AuthenticationError, type BacktestMetrics, type BacktestParams, type BacktestResult, type BacktestStrategy, type Chunk, type CompanyInfo, type CompanyOverview, DocsModule, type Document, type EarningsEvent, type FactorData, type FactorDefinition, type FactorParams, type FinancialStatement, type IPOEvent, type IPOStatus, type IndicatorData, type IndicatorDefinition, type IndicatorParams, type Interval, KBModule, type KBSearchOptions, type Market, NotFoundError, type PaginatedResponse, type Period, type PriceAdjust, type PriceData, QuantModule, type Quote, type QuoteData, type QuoteHistoryParams, type QuoteParams, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ReturnData, type SearchOptions, type Shareholder, type StockInfo, StockModule, TimelineModule, type TimelineOptions, type TradeData };

package/dist/index.d.ts

@@ -426,6 +426,220 @@ declare class DocsModule {
     searchChunks(query: string, options?: ChunkSearchOptions): Promise<Chunk[]>;
 }
 
+/**
+ * Quant Module
+ *
+ * Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+ */
+
+interface IndicatorParams {
+    symbols: string[];
+    indicators: string[];
+    startDate?: string;
+    endDate?: string;
+    interval?: '1d' | '1w' | '1m';
+    params?: Record<string, unknown>;
+}
+interface IndicatorDefinition {
+    name: string;
+    description: string;
+    category: string;
+    parameters: Array<{
+        name: string;
+        type: string;
+        default?: unknown;
+        description: string;
+    }>;
+}
+interface FactorParams {
+    symbols: string[];
+    factors: string[];
+    startDate?: string;
+    endDate?: string;
+    frequency?: 'daily' | 'weekly' | 'monthly';
+}
+interface FactorDefinition {
+    name: string;
+    category: string;
+    description: string;
+}
+interface QuoteParams {
+    symbols: string[];
+    fields?: string[];
+}
+interface QuoteHistoryParams {
+    symbols: string[];
+    startDate?: string;
+    endDate?: string;
+    interval?: '1d' | '1w' | '1m';
+    adjust?: 'forward' | 'backward' | 'none';
+    limit?: number;
+}
+interface BacktestStrategy {
+    type: string;
+    universe: string[];
+    rebalance?: 'daily' | 'weekly' | 'monthly' | 'quarterly';
+    [key: string]: unknown;
+}
+interface BacktestParams {
+    strategy: BacktestStrategy;
+    startDate: string;
+    endDate: string;
+    initialCapital?: number;
+    benchmark?: string;
+}
+interface BacktestMetrics {
+    totalReturn: number;
+    annualizedReturn: number;
+    sharpeRatio: number;
+    maxDrawdown: number;
+    winRate: number;
+    volatility: number;
+}
+interface BacktestResult {
+    backtestId: string;
+    status: 'pending' | 'running' | 'completed' | 'failed';
+    metrics?: BacktestMetrics;
+    error?: string;
+}
+interface IndicatorData {
+    date: string;
+    symbol: string;
+    [key: string]: unknown;
+}
+interface FactorData {
+    date: string;
+    symbol: string;
+    [key: string]: unknown;
+}
+interface QuoteData {
+    symbol: string;
+    price: number;
+    change: number;
+    changePercent: number;
+    volume: number;
+    high: number;
+    low: number;
+    open: number;
+    previousClose: number;
+    marketCap?: number;
+    timestamp: number;
+}
+interface TradeData {
+    date: string;
+    symbol: string;
+    action: 'buy' | 'sell';
+    quantity: number;
+    price: number;
+    value: number;
+}
+interface ReturnData {
+    date: string;
+    portfolioValue: number;
+    dailyReturn: number;
+    cumulativeReturn: number;
+    benchmarkReturn?: number;
+}
+/**
+ * Quantitative analysis module
+ *
+ * @example
+ * ```typescript
+ * const indicators = await client.quant.indicators({
+ *   symbols: ['US:AAPL'],
+ *   indicators: ['ma', 'rsi'],
+ *   params: { ma_period: 20 }
+ * });
+ * ```
+ */
+declare class QuantModule {
+    private client;
+    constructor(client: Reportify);
+    /**
+     * Get technical indicators for given symbols
+     *
+     * @param params - Indicator parameters
+     * @returns Array of indicator data
+     */
+    indicators(params: IndicatorParams): Promise<IndicatorData[]>;
+    /**
+     * Get list of available technical indicators
+     */
+    indicatorList(): Promise<IndicatorDefinition[]>;
+    /**
+     * Get factor data for given symbols
+     *
+     * @param params - Factor parameters
+     * @returns Array of factor data
+     */
+    factors(params: FactorParams): Promise<FactorData[]>;
+    /**
+     * Get list of available factors
+     */
+    factorList(): Promise<FactorDefinition[]>;
+    /**
+     * Get factor exposure for given symbols
+     *
+     * @param symbols - Stock symbols
+     * @param date - Specific date (optional)
+     */
+    factorExposure(symbols: string[], date?: string): Promise<FactorData[]>;
+    /**
+     * Get real-time quotes for given symbols
+     *
+     * @param params - Quote parameters
+     * @returns Array of quote data
+     */
+    quotes(params: QuoteParams): Promise<QuoteData[]>;
+    /**
+     * Get historical quotes data
+     *
+     * @param params - History parameters
+     * @returns Array of historical OHLCV data
+     */
+    quotesHistory(params: QuoteHistoryParams): Promise<IndicatorData[]>;
+    /**
+     * Run a backtest for a given strategy
+     *
+     * @param params - Backtest parameters
+     * @returns Backtest result with job ID and metrics
+     *
+     * @example
+     * ```typescript
+     * const result = await client.quant.backtest({
+     *   strategy: {
+     *     type: 'momentum',
+     *     universe: ['US:AAPL', 'US:MSFT', 'US:GOOGL'],
+     *     rebalance: 'monthly',
+     *     top_n: 2
+     *   },
+     *   startDate: '2020-01-01',
+     *   endDate: '2024-01-01',
+     *   benchmark: 'US:SPY'
+     * });
+     * ```
+     */
+    backtest(params: BacktestParams): Promise<BacktestResult>;
+    /**
+     * Get backtest result by ID
+     *
+     * @param backtestId - Backtest job ID
+     */
+    backtestResult(backtestId: string): Promise<BacktestResult>;
+    /**
+     * Get backtest return series
+     *
+     * @param backtestId - Backtest job ID
+     */
+    backtestReturns(backtestId: string): Promise<ReturnData[]>;
+    /**
+     * Get backtest trade history
+     *
+     * @param backtestId - Backtest job ID
+     */
+    backtestTrades(backtestId: string): Promise<TradeData[]>;
+}
+
 /**
  * Reportify Client
  *
@@ -454,6 +668,7 @@ declare class Reportify {
     readonly timeline: TimelineModule;
     readonly kb: KBModule;
     readonly docs: DocsModule;
+    readonly quant: QuantModule;
     constructor(config: ReportifyConfig);
     /**
      * Make an HTTP request to the API
@@ -502,4 +717,4 @@ declare class Reportify {
     searchTranscripts(query: string, options?: SearchOptions): Promise<Document[]>;
 }
 
-export { APIError, AuthenticationError, type Chunk, type CompanyInfo, type CompanyOverview, DocsModule, type Document, type EarningsEvent, type FinancialStatement, type IPOEvent, type IPOStatus, type Interval, KBModule, type KBSearchOptions, type Market, NotFoundError, type PaginatedResponse, type Period, type PriceAdjust, type PriceData, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type SearchOptions, type Shareholder, type StockInfo, StockModule, TimelineModule, type TimelineOptions };
+export { APIError, AuthenticationError, type BacktestMetrics, type BacktestParams, type BacktestResult, type BacktestStrategy, type Chunk, type CompanyInfo, type CompanyOverview, DocsModule, type Document, type EarningsEvent, type FactorData, type FactorDefinition, type FactorParams, type FinancialStatement, type IPOEvent, type IPOStatus, type IndicatorData, type IndicatorDefinition, type IndicatorParams, type Interval, KBModule, type KBSearchOptions, type Market, NotFoundError, type PaginatedResponse, type Period, type PriceAdjust, type PriceData, QuantModule, type Quote, type QuoteData, type QuoteHistoryParams, type QuoteParams, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ReturnData, type SearchOptions, type Shareholder, type StockInfo, StockModule, TimelineModule, type TimelineOptions, type TradeData };

package/dist/index.js

@@ -25,6 +25,7 @@ __export(index_exports, {
   DocsModule: () => DocsModule,
   KBModule: () => KBModule,
   NotFoundError: () => NotFoundError,
+  QuantModule: () => QuantModule,
   RateLimitError: () => RateLimitError,
   Reportify: () => Reportify,
   ReportifyError: () => ReportifyError,
@@ -455,6 +456,171 @@ var DocsModule = class {
   }
 };
 
+// src/quant.ts
+var QuantModule = class {
+  constructor(client) {
+    this.client = client;
+  }
+  // ===========================================================================
+  // Indicators
+  // ===========================================================================
+  /**
+   * Get technical indicators for given symbols
+   *
+   * @param params - Indicator parameters
+   * @returns Array of indicator data
+   */
+  async indicators(params) {
+    const response = await this.client.post("/v2/quant/indicators", {
+      symbols: params.symbols,
+      indicators: params.indicators,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      interval: params.interval || "1d",
+      params: params.params
+    });
+    return response.data || [];
+  }
+  /**
+   * Get list of available technical indicators
+   */
+  async indicatorList() {
+    const response = await this.client.get("/v2/quant/indicators");
+    return response.indicators || [];
+  }
+  // ===========================================================================
+  // Factors
+  // ===========================================================================
+  /**
+   * Get factor data for given symbols
+   *
+   * @param params - Factor parameters
+   * @returns Array of factor data
+   */
+  async factors(params) {
+    const response = await this.client.post("/v2/quant/factors", {
+      symbols: params.symbols,
+      factors: params.factors,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      frequency: params.frequency || "daily"
+    });
+    return response.data || [];
+  }
+  /**
+   * Get list of available factors
+   */
+  async factorList() {
+    const response = await this.client.get("/v2/quant/factors");
+    return response.factors || [];
+  }
+  /**
+   * Get factor exposure for given symbols
+   *
+   * @param symbols - Stock symbols
+   * @param date - Specific date (optional)
+   */
+  async factorExposure(symbols, date) {
+    const response = await this.client.post("/v2/quant/factors/exposure", {
+      symbols,
+      date
+    });
+    return response.data || [];
+  }
+  // ===========================================================================
+  // Quotes
+  // ===========================================================================
+  /**
+   * Get real-time quotes for given symbols
+   *
+   * @param params - Quote parameters
+   * @returns Array of quote data
+   */
+  async quotes(params) {
+    const response = await this.client.post("/v2/quant/quotes", {
+      symbols: params.symbols,
+      fields: params.fields
+    });
+    return response.data || [];
+  }
+  /**
+   * Get historical quotes data
+   *
+   * @param params - History parameters
+   * @returns Array of historical OHLCV data
+   */
+  async quotesHistory(params) {
+    const response = await this.client.post("/v2/quant/quotes/history", {
+      symbols: params.symbols,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      interval: params.interval || "1d",
+      adjust: params.adjust || "forward",
+      limit: params.limit || 100
+    });
+    return response.data || [];
+  }
+  // ===========================================================================
+  // Backtest
+  // ===========================================================================
+  /**
+   * Run a backtest for a given strategy
+   *
+   * @param params - Backtest parameters
+   * @returns Backtest result with job ID and metrics
+   *
+   * @example
+   * ```typescript
+   * const result = await client.quant.backtest({
+   *   strategy: {
+   *     type: 'momentum',
+   *     universe: ['US:AAPL', 'US:MSFT', 'US:GOOGL'],
+   *     rebalance: 'monthly',
+   *     top_n: 2
+   *   },
+   *   startDate: '2020-01-01',
+   *   endDate: '2024-01-01',
+   *   benchmark: 'US:SPY'
+   * });
+   * ```
+   */
+  async backtest(params) {
+    return this.client.post("/v2/quant/backtest", {
+      strategy: params.strategy,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      initial_capital: params.initialCapital || 1e6,
+      benchmark: params.benchmark
+    });
+  }
+  /**
+   * Get backtest result by ID
+   *
+   * @param backtestId - Backtest job ID
+   */
+  async backtestResult(backtestId) {
+    return this.client.get(`/v2/quant/backtest/${backtestId}`);
+  }
+  /**
+   * Get backtest return series
+   *
+   * @param backtestId - Backtest job ID
+   */
+  async backtestReturns(backtestId) {
+    const response = await this.client.get(`/v2/quant/backtest/${backtestId}/returns`);
+    return response.data || [];
+  }
+  /**
+   * Get backtest trade history
+   *
+   * @param backtestId - Backtest job ID
+   */
+  async backtestTrades(backtestId) {
+    const response = await this.client.get(`/v2/quant/backtest/${backtestId}/trades`);
+    return response.data || [];
+  }
+};
+
 // src/types.ts
 var ReportifyError = class extends Error {
   statusCode;
@@ -501,6 +667,7 @@ var Reportify = class {
   timeline;
   kb;
   docs;
+  quant;
   constructor(config) {
     if (!config.apiKey) {
       throw new AuthenticationError("API key is required");
@@ -512,6 +679,7 @@ var Reportify = class {
     this.timeline = new TimelineModule(this);
     this.kb = new KBModule(this);
     this.docs = new DocsModule(this);
+    this.quant = new QuantModule(this);
   }
   /**
    * Make an HTTP request to the API
@@ -665,6 +833,7 @@ var Reportify = class {
   DocsModule,
   KBModule,
   NotFoundError,
+  QuantModule,
   RateLimitError,
   Reportify,
   ReportifyError,

package/dist/index.mjs

@@ -420,6 +420,171 @@ var DocsModule = class {
   }
 };
 
+// src/quant.ts
+var QuantModule = class {
+  constructor(client) {
+    this.client = client;
+  }
+  // ===========================================================================
+  // Indicators
+  // ===========================================================================
+  /**
+   * Get technical indicators for given symbols
+   *
+   * @param params - Indicator parameters
+   * @returns Array of indicator data
+   */
+  async indicators(params) {
+    const response = await this.client.post("/v2/quant/indicators", {
+      symbols: params.symbols,
+      indicators: params.indicators,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      interval: params.interval || "1d",
+      params: params.params
+    });
+    return response.data || [];
+  }
+  /**
+   * Get list of available technical indicators
+   */
+  async indicatorList() {
+    const response = await this.client.get("/v2/quant/indicators");
+    return response.indicators || [];
+  }
+  // ===========================================================================
+  // Factors
+  // ===========================================================================
+  /**
+   * Get factor data for given symbols
+   *
+   * @param params - Factor parameters
+   * @returns Array of factor data
+   */
+  async factors(params) {
+    const response = await this.client.post("/v2/quant/factors", {
+      symbols: params.symbols,
+      factors: params.factors,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      frequency: params.frequency || "daily"
+    });
+    return response.data || [];
+  }
+  /**
+   * Get list of available factors
+   */
+  async factorList() {
+    const response = await this.client.get("/v2/quant/factors");
+    return response.factors || [];
+  }
+  /**
+   * Get factor exposure for given symbols
+   *
+   * @param symbols - Stock symbols
+   * @param date - Specific date (optional)
+   */
+  async factorExposure(symbols, date) {
+    const response = await this.client.post("/v2/quant/factors/exposure", {
+      symbols,
+      date
+    });
+    return response.data || [];
+  }
+  // ===========================================================================
+  // Quotes
+  // ===========================================================================
+  /**
+   * Get real-time quotes for given symbols
+   *
+   * @param params - Quote parameters
+   * @returns Array of quote data
+   */
+  async quotes(params) {
+    const response = await this.client.post("/v2/quant/quotes", {
+      symbols: params.symbols,
+      fields: params.fields
+    });
+    return response.data || [];
+  }
+  /**
+   * Get historical quotes data
+   *
+   * @param params - History parameters
+   * @returns Array of historical OHLCV data
+   */
+  async quotesHistory(params) {
+    const response = await this.client.post("/v2/quant/quotes/history", {
+      symbols: params.symbols,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      interval: params.interval || "1d",
+      adjust: params.adjust || "forward",
+      limit: params.limit || 100
+    });
+    return response.data || [];
+  }
+  // ===========================================================================
+  // Backtest
+  // ===========================================================================
+  /**
+   * Run a backtest for a given strategy
+   *
+   * @param params - Backtest parameters
+   * @returns Backtest result with job ID and metrics
+   *
+   * @example
+   * ```typescript
+   * const result = await client.quant.backtest({
+   *   strategy: {
+   *     type: 'momentum',
+   *     universe: ['US:AAPL', 'US:MSFT', 'US:GOOGL'],
+   *     rebalance: 'monthly',
+   *     top_n: 2
+   *   },
+   *   startDate: '2020-01-01',
+   *   endDate: '2024-01-01',
+   *   benchmark: 'US:SPY'
+   * });
+   * ```
+   */
+  async backtest(params) {
+    return this.client.post("/v2/quant/backtest", {
+      strategy: params.strategy,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      initial_capital: params.initialCapital || 1e6,
+      benchmark: params.benchmark
+    });
+  }
+  /**
+   * Get backtest result by ID
+   *
+   * @param backtestId - Backtest job ID
+   */
+  async backtestResult(backtestId) {
+    return this.client.get(`/v2/quant/backtest/${backtestId}`);
+  }
+  /**
+   * Get backtest return series
+   *
+   * @param backtestId - Backtest job ID
+   */
+  async backtestReturns(backtestId) {
+    const response = await this.client.get(`/v2/quant/backtest/${backtestId}/returns`);
+    return response.data || [];
+  }
+  /**
+   * Get backtest trade history
+   *
+   * @param backtestId - Backtest job ID
+   */
+  async backtestTrades(backtestId) {
+    const response = await this.client.get(`/v2/quant/backtest/${backtestId}/trades`);
+    return response.data || [];
+  }
+};
+
 // src/types.ts
 var ReportifyError = class extends Error {
   statusCode;
@@ -466,6 +631,7 @@ var Reportify = class {
   timeline;
   kb;
   docs;
+  quant;
   constructor(config) {
     if (!config.apiKey) {
       throw new AuthenticationError("API key is required");
@@ -477,6 +643,7 @@ var Reportify = class {
     this.timeline = new TimelineModule(this);
     this.kb = new KBModule(this);
     this.docs = new DocsModule(this);
+    this.quant = new QuantModule(this);
   }
   /**
    * Make an HTTP request to the API
@@ -629,6 +796,7 @@ export {
   DocsModule,
   KBModule,
   NotFoundError,
+  QuantModule,
   RateLimitError,
   Reportify,
   ReportifyError,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.1.0",
+  "version": "0.2.0",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",