reportify-sdk 0.1.0 → 0.2.1

package/dist/index.d.mts

@@ -426,6 +426,280 @@ declare class DocsModule {
     searchChunks(query: string, options?: ChunkSearchOptions): Promise<Chunk[]>;
 }
 
+/**
+ * Quant Module
+ *
+ * Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+ * Based on Mai-language syntax compatible with TongDaXin/TongHuaShun.
+ */
+
+type StockMarket = 'cn' | 'hk' | 'us';
+interface IndicatorMeta {
+    name: string;
+    description: string;
+    fields: string[];
+}
+interface IndicatorComputeParams {
+    symbols: string[];
+    formula: string;
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface IndicatorData {
+    symbol: string;
+    date: string;
+    [key: string]: unknown;
+}
+interface FactorMeta {
+    name: string;
+    type: 'variable' | 'function';
+    level: 0 | 1 | 2;
+    description: string;
+}
+interface FactorComputeParams {
+    symbols: string[];
+    formula: string;
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface ScreenParams {
+    formula: string;
+    market?: StockMarket;
+    checkDate?: string;
+    symbols?: string[];
+}
+interface ScreenedStock {
+    symbol: string;
+    close: number;
+    factor_value?: number | boolean;
+}
+interface OHLCVParams {
+    symbol: string;
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface BatchOHLCVParams {
+    symbols: string[];
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface OHLCVData {
+    symbol: string;
+    date: string;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    [key: string]: unknown;
+}
+interface BacktestParams {
+    symbol: string;
+    formula: string;
+    startDate: string;
+    endDate: string;
+    market?: StockMarket;
+    initialCash?: number;
+    commission?: number;
+    stopLoss?: number;
+    sizerPercent?: number;
+    autoClose?: boolean;
+}
+interface BacktestResult {
+    success: boolean;
+    initial_cash: number;
+    final_cash: number;
+    total_return: number;
+    total_return_pct: number;
+    max_drawdown: number;
+    profit_factor: number;
+    win_rate: number;
+    total_trades: number;
+    trades: Array<{
+        date: string;
+        action: 'buy' | 'sell';
+        price: number;
+        quantity: number;
+        value: number;
+        pnl?: number;
+    }>;
+}
+/**
+ * Quantitative analysis module
+ *
+ * @example
+ * ```typescript
+ * // Compute RSI indicator
+ * const data = await client.quant.computeIndicators({
+ *   symbols: ['000001'],
+ *   formula: 'RSI(14)'
+ * });
+ *
+ * // Screen stocks by formula
+ * const stocks = await client.quant.screen({
+ *   formula: 'RSI(14) < 30'
+ * });
+ * ```
+ */
+declare class QuantModule {
+    private client;
+    constructor(client: Reportify);
+    /**
+     * Get list of available technical indicators
+     *
+     * @returns Array of indicator definitions
+     *
+     * @example
+     * ```typescript
+     * const indicators = await client.quant.listIndicators();
+     * indicators.forEach(ind => {
+     *   console.log(`${ind.name}: ${ind.description}`);
+     *   console.log(`  Fields: ${ind.fields.join(', ')}`);
+     * });
+     * ```
+     */
+    listIndicators(): Promise<IndicatorMeta[]>;
+    /**
+     * Compute indicator values for given symbols
+     *
+     * @param params - Indicator computation parameters
+     * @returns Array of indicator data
+     *
+     * @example
+     * ```typescript
+     * // RSI indicator
+     * const data = await client.quant.computeIndicators({
+     *   symbols: ['000001'],
+     *   formula: 'RSI(14)'
+     * });
+     *
+     * // MACD indicator
+     * const data = await client.quant.computeIndicators({
+     *   symbols: ['000001'],
+     *   formula: 'MACD()'
+     * });
+     * ```
+     */
+    computeIndicators(params: IndicatorComputeParams): Promise<IndicatorData[]>;
+    /**
+     * Get list of available factors (variables and functions)
+     *
+     * @returns Array of factor definitions organized by level
+     */
+    listFactors(): Promise<FactorMeta[]>;
+    /**
+     * Compute factor values for given symbols
+     *
+     * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
+     *
+     * @param params - Factor computation parameters
+     * @returns Array of factor data
+     *
+     * @example
+     * ```typescript
+     * // Simple indicator
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'RSI(14)'
+     * });
+     *
+     * // MACD DIF line
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'MACD().dif'
+     * });
+     *
+     * // Close above 20-day MA
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'CLOSE > MA(20)'
+     * });
+     * ```
+     */
+    computeFactors(params: FactorComputeParams): Promise<IndicatorData[]>;
+    /**
+     * Screen stocks based on factor formula
+     *
+     * @param params - Screening parameters
+     * @returns Array of stocks that passed the filter
+     *
+     * @example
+     * ```typescript
+     * // RSI oversold
+     * const stocks = await client.quant.screen({
+     *   formula: 'RSI(14) < 30'
+     * });
+     *
+     * // Golden cross
+     * const stocks = await client.quant.screen({
+     *   formula: 'CROSS(MA(5), MA(10))'
+     * });
+     *
+     * // Uptrend
+     * const stocks = await client.quant.screen({
+     *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
+     * });
+     * ```
+     */
+    screen(params: ScreenParams): Promise<ScreenedStock[]>;
+    /**
+     * Get OHLCV daily data for a single symbol
+     *
+     * @param params - OHLCV parameters
+     * @returns Array of OHLCV data
+     *
+     * @example
+     * ```typescript
+     * const data = await client.quant.ohlcv({
+     *   symbol: '000001',
+     *   startDate: '2024-01-01'
+     * });
+     * ```
+     */
+    ohlcv(params: OHLCVParams): Promise<OHLCVData[]>;
+    /**
+     * Get OHLCV data for multiple symbols
+     *
+     * @param params - Batch OHLCV parameters
+     * @returns Array of OHLCV data sorted by date (descending), then by symbol
+     *
+     * @example
+     * ```typescript
+     * const data = await client.quant.ohlcvBatch({
+     *   symbols: ['000001', '600519'],
+     *   startDate: '2024-01-01'
+     * });
+     * ```
+     */
+    ohlcvBatch(params: BatchOHLCVParams): Promise<OHLCVData[]>;
+    /**
+     * Execute strategy backtest
+     *
+     * @param params - Backtest parameters
+     * @returns Backtest results
+     *
+     * @example
+     * ```typescript
+     * const result = await client.quant.backtest({
+     *   symbol: '000001',
+     *   formula: 'CROSS(MA(5), MA(20))',  // Golden cross buy signal
+     *   startDate: '2023-01-01',
+     *   endDate: '2024-01-01',
+     *   initialCash: 100000
+     * });
+     *
+     * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+     * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
+     * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
+     * ```
+     */
+    backtest(params: BacktestParams): Promise<BacktestResult>;
+}
+
 /**
  * Reportify Client
  *
@@ -454,6 +728,7 @@ 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 +777,4 @@ 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 BacktestParams, type BacktestResult, type BatchOHLCVParams, type Chunk, type CompanyInfo, type CompanyOverview, DocsModule, type Document, type EarningsEvent, type FactorComputeParams, type FactorMeta, type FinancialStatement, type IPOEvent, type IPOStatus, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type Interval, KBModule, type KBSearchOptions, type Market, NotFoundError, type OHLCVData, type OHLCVParams, type PaginatedResponse, type Period, type PriceAdjust, type PriceData, QuantModule, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ScreenParams, type ScreenedStock, type SearchOptions, type Shareholder, type StockInfo, type StockMarket, StockModule, TimelineModule, type TimelineOptions };

package/dist/index.d.ts

@@ -426,6 +426,280 @@ declare class DocsModule {
     searchChunks(query: string, options?: ChunkSearchOptions): Promise<Chunk[]>;
 }
 
+/**
+ * Quant Module
+ *
+ * Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+ * Based on Mai-language syntax compatible with TongDaXin/TongHuaShun.
+ */
+
+type StockMarket = 'cn' | 'hk' | 'us';
+interface IndicatorMeta {
+    name: string;
+    description: string;
+    fields: string[];
+}
+interface IndicatorComputeParams {
+    symbols: string[];
+    formula: string;
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface IndicatorData {
+    symbol: string;
+    date: string;
+    [key: string]: unknown;
+}
+interface FactorMeta {
+    name: string;
+    type: 'variable' | 'function';
+    level: 0 | 1 | 2;
+    description: string;
+}
+interface FactorComputeParams {
+    symbols: string[];
+    formula: string;
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface ScreenParams {
+    formula: string;
+    market?: StockMarket;
+    checkDate?: string;
+    symbols?: string[];
+}
+interface ScreenedStock {
+    symbol: string;
+    close: number;
+    factor_value?: number | boolean;
+}
+interface OHLCVParams {
+    symbol: string;
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface BatchOHLCVParams {
+    symbols: string[];
+    market?: StockMarket;
+    startDate?: string;
+    endDate?: string;
+}
+interface OHLCVData {
+    symbol: string;
+    date: string;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    [key: string]: unknown;
+}
+interface BacktestParams {
+    symbol: string;
+    formula: string;
+    startDate: string;
+    endDate: string;
+    market?: StockMarket;
+    initialCash?: number;
+    commission?: number;
+    stopLoss?: number;
+    sizerPercent?: number;
+    autoClose?: boolean;
+}
+interface BacktestResult {
+    success: boolean;
+    initial_cash: number;
+    final_cash: number;
+    total_return: number;
+    total_return_pct: number;
+    max_drawdown: number;
+    profit_factor: number;
+    win_rate: number;
+    total_trades: number;
+    trades: Array<{
+        date: string;
+        action: 'buy' | 'sell';
+        price: number;
+        quantity: number;
+        value: number;
+        pnl?: number;
+    }>;
+}
+/**
+ * Quantitative analysis module
+ *
+ * @example
+ * ```typescript
+ * // Compute RSI indicator
+ * const data = await client.quant.computeIndicators({
+ *   symbols: ['000001'],
+ *   formula: 'RSI(14)'
+ * });
+ *
+ * // Screen stocks by formula
+ * const stocks = await client.quant.screen({
+ *   formula: 'RSI(14) < 30'
+ * });
+ * ```
+ */
+declare class QuantModule {
+    private client;
+    constructor(client: Reportify);
+    /**
+     * Get list of available technical indicators
+     *
+     * @returns Array of indicator definitions
+     *
+     * @example
+     * ```typescript
+     * const indicators = await client.quant.listIndicators();
+     * indicators.forEach(ind => {
+     *   console.log(`${ind.name}: ${ind.description}`);
+     *   console.log(`  Fields: ${ind.fields.join(', ')}`);
+     * });
+     * ```
+     */
+    listIndicators(): Promise<IndicatorMeta[]>;
+    /**
+     * Compute indicator values for given symbols
+     *
+     * @param params - Indicator computation parameters
+     * @returns Array of indicator data
+     *
+     * @example
+     * ```typescript
+     * // RSI indicator
+     * const data = await client.quant.computeIndicators({
+     *   symbols: ['000001'],
+     *   formula: 'RSI(14)'
+     * });
+     *
+     * // MACD indicator
+     * const data = await client.quant.computeIndicators({
+     *   symbols: ['000001'],
+     *   formula: 'MACD()'
+     * });
+     * ```
+     */
+    computeIndicators(params: IndicatorComputeParams): Promise<IndicatorData[]>;
+    /**
+     * Get list of available factors (variables and functions)
+     *
+     * @returns Array of factor definitions organized by level
+     */
+    listFactors(): Promise<FactorMeta[]>;
+    /**
+     * Compute factor values for given symbols
+     *
+     * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
+     *
+     * @param params - Factor computation parameters
+     * @returns Array of factor data
+     *
+     * @example
+     * ```typescript
+     * // Simple indicator
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'RSI(14)'
+     * });
+     *
+     * // MACD DIF line
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'MACD().dif'
+     * });
+     *
+     * // Close above 20-day MA
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'CLOSE > MA(20)'
+     * });
+     * ```
+     */
+    computeFactors(params: FactorComputeParams): Promise<IndicatorData[]>;
+    /**
+     * Screen stocks based on factor formula
+     *
+     * @param params - Screening parameters
+     * @returns Array of stocks that passed the filter
+     *
+     * @example
+     * ```typescript
+     * // RSI oversold
+     * const stocks = await client.quant.screen({
+     *   formula: 'RSI(14) < 30'
+     * });
+     *
+     * // Golden cross
+     * const stocks = await client.quant.screen({
+     *   formula: 'CROSS(MA(5), MA(10))'
+     * });
+     *
+     * // Uptrend
+     * const stocks = await client.quant.screen({
+     *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
+     * });
+     * ```
+     */
+    screen(params: ScreenParams): Promise<ScreenedStock[]>;
+    /**
+     * Get OHLCV daily data for a single symbol
+     *
+     * @param params - OHLCV parameters
+     * @returns Array of OHLCV data
+     *
+     * @example
+     * ```typescript
+     * const data = await client.quant.ohlcv({
+     *   symbol: '000001',
+     *   startDate: '2024-01-01'
+     * });
+     * ```
+     */
+    ohlcv(params: OHLCVParams): Promise<OHLCVData[]>;
+    /**
+     * Get OHLCV data for multiple symbols
+     *
+     * @param params - Batch OHLCV parameters
+     * @returns Array of OHLCV data sorted by date (descending), then by symbol
+     *
+     * @example
+     * ```typescript
+     * const data = await client.quant.ohlcvBatch({
+     *   symbols: ['000001', '600519'],
+     *   startDate: '2024-01-01'
+     * });
+     * ```
+     */
+    ohlcvBatch(params: BatchOHLCVParams): Promise<OHLCVData[]>;
+    /**
+     * Execute strategy backtest
+     *
+     * @param params - Backtest parameters
+     * @returns Backtest results
+     *
+     * @example
+     * ```typescript
+     * const result = await client.quant.backtest({
+     *   symbol: '000001',
+     *   formula: 'CROSS(MA(5), MA(20))',  // Golden cross buy signal
+     *   startDate: '2023-01-01',
+     *   endDate: '2024-01-01',
+     *   initialCash: 100000
+     * });
+     *
+     * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+     * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
+     * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
+     * ```
+     */
+    backtest(params: BacktestParams): Promise<BacktestResult>;
+}
+
 /**
  * Reportify Client
  *
@@ -454,6 +728,7 @@ 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 +777,4 @@ 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 BacktestParams, type BacktestResult, type BatchOHLCVParams, type Chunk, type CompanyInfo, type CompanyOverview, DocsModule, type Document, type EarningsEvent, type FactorComputeParams, type FactorMeta, type FinancialStatement, type IPOEvent, type IPOStatus, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type Interval, KBModule, type KBSearchOptions, type Market, NotFoundError, type OHLCVData, type OHLCVParams, type PaginatedResponse, type Period, type PriceAdjust, type PriceData, QuantModule, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ScreenParams, type ScreenedStock, type SearchOptions, type Shareholder, type StockInfo, type StockMarket, StockModule, TimelineModule, type TimelineOptions };

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 +456,234 @@ var DocsModule = class {
   }
 };
 
+// src/quant.ts
+var QuantModule = class {
+  constructor(client) {
+    this.client = client;
+  }
+  // ===========================================================================
+  // Indicators
+  // ===========================================================================
+  /**
+   * Get list of available technical indicators
+   *
+   * @returns Array of indicator definitions
+   *
+   * @example
+   * ```typescript
+   * const indicators = await client.quant.listIndicators();
+   * indicators.forEach(ind => {
+   *   console.log(`${ind.name}: ${ind.description}`);
+   *   console.log(`  Fields: ${ind.fields.join(', ')}`);
+   * });
+   * ```
+   */
+  async listIndicators() {
+    return this.client.get("/v1/quant/indicators");
+  }
+  /**
+   * Compute indicator values for given symbols
+   *
+   * @param params - Indicator computation parameters
+   * @returns Array of indicator data
+   *
+   * @example
+   * ```typescript
+   * // RSI indicator
+   * const data = await client.quant.computeIndicators({
+   *   symbols: ['000001'],
+   *   formula: 'RSI(14)'
+   * });
+   *
+   * // MACD indicator
+   * const data = await client.quant.computeIndicators({
+   *   symbols: ['000001'],
+   *   formula: 'MACD()'
+   * });
+   * ```
+   */
+  async computeIndicators(params) {
+    const response = await this.client.post("/v1/quant/indicators/compute", {
+      symbols: params.symbols,
+      formula: params.formula,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  // ===========================================================================
+  // Factors
+  // ===========================================================================
+  /**
+   * Get list of available factors (variables and functions)
+   *
+   * @returns Array of factor definitions organized by level
+   */
+  async listFactors() {
+    return this.client.get("/v1/quant/factors");
+  }
+  /**
+   * Compute factor values for given symbols
+   *
+   * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
+   *
+   * @param params - Factor computation parameters
+   * @returns Array of factor data
+   *
+   * @example
+   * ```typescript
+   * // Simple indicator
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'RSI(14)'
+   * });
+   *
+   * // MACD DIF line
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'MACD().dif'
+   * });
+   *
+   * // Close above 20-day MA
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'CLOSE > MA(20)'
+   * });
+   * ```
+   */
+  async computeFactors(params) {
+    const response = await this.client.post("/v1/quant/factors/compute", {
+      symbols: params.symbols,
+      formula: params.formula,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  /**
+   * Screen stocks based on factor formula
+   *
+   * @param params - Screening parameters
+   * @returns Array of stocks that passed the filter
+   *
+   * @example
+   * ```typescript
+   * // RSI oversold
+   * const stocks = await client.quant.screen({
+   *   formula: 'RSI(14) < 30'
+   * });
+   *
+   * // Golden cross
+   * const stocks = await client.quant.screen({
+   *   formula: 'CROSS(MA(5), MA(10))'
+   * });
+   *
+   * // Uptrend
+   * const stocks = await client.quant.screen({
+   *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
+   * });
+   * ```
+   */
+  async screen(params) {
+    const response = await this.client.post("/v1/quant/factors/screen", {
+      formula: params.formula,
+      market: params.market || "cn",
+      check_date: params.checkDate,
+      symbols: params.symbols
+    });
+    return response.datas || [];
+  }
+  // ===========================================================================
+  // Quotes
+  // ===========================================================================
+  /**
+   * Get OHLCV daily data for a single symbol
+   *
+   * @param params - OHLCV parameters
+   * @returns Array of OHLCV data
+   *
+   * @example
+   * ```typescript
+   * const data = await client.quant.ohlcv({
+   *   symbol: '000001',
+   *   startDate: '2024-01-01'
+   * });
+   * ```
+   */
+  async ohlcv(params) {
+    const response = await this.client.get("/v1/quant/quotes/ohlcv", {
+      symbol: params.symbol,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  /**
+   * Get OHLCV data for multiple symbols
+   *
+   * @param params - Batch OHLCV parameters
+   * @returns Array of OHLCV data sorted by date (descending), then by symbol
+   *
+   * @example
+   * ```typescript
+   * const data = await client.quant.ohlcvBatch({
+   *   symbols: ['000001', '600519'],
+   *   startDate: '2024-01-01'
+   * });
+   * ```
+   */
+  async ohlcvBatch(params) {
+    const response = await this.client.post("/v1/quant/quotes/ohlcv/batch", {
+      symbols: params.symbols,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  // ===========================================================================
+  // Backtest
+  // ===========================================================================
+  /**
+   * Execute strategy backtest
+   *
+   * @param params - Backtest parameters
+   * @returns Backtest results
+   *
+   * @example
+   * ```typescript
+   * const result = await client.quant.backtest({
+   *   symbol: '000001',
+   *   formula: 'CROSS(MA(5), MA(20))',  // Golden cross buy signal
+   *   startDate: '2023-01-01',
+   *   endDate: '2024-01-01',
+   *   initialCash: 100000
+   * });
+   *
+   * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+   * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
+   * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
+   * ```
+   */
+  async backtest(params) {
+    return this.client.post("/v1/quant/backtest", {
+      symbol: params.symbol,
+      formula: params.formula,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      market: params.market || "cn",
+      initial_cash: params.initialCash ?? 1e5,
+      commission: params.commission ?? 0,
+      stop_loss: params.stopLoss ?? 0,
+      sizer_percent: params.sizerPercent ?? 99,
+      auto_close: params.autoClose ?? true
+    });
+  }
+};
+
 // src/types.ts
 var ReportifyError = class extends Error {
   statusCode;
@@ -501,6 +730,7 @@ var Reportify = class {
   timeline;
   kb;
   docs;
+  quant;
   constructor(config) {
     if (!config.apiKey) {
       throw new AuthenticationError("API key is required");
@@ -512,6 +742,7 @@ 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 +896,7 @@ var Reportify = class {
   DocsModule,
   KBModule,
   NotFoundError,
+  QuantModule,
   RateLimitError,
   Reportify,
   ReportifyError,

package/dist/index.mjs

@@ -420,6 +420,234 @@ var DocsModule = class {
   }
 };
 
+// src/quant.ts
+var QuantModule = class {
+  constructor(client) {
+    this.client = client;
+  }
+  // ===========================================================================
+  // Indicators
+  // ===========================================================================
+  /**
+   * Get list of available technical indicators
+   *
+   * @returns Array of indicator definitions
+   *
+   * @example
+   * ```typescript
+   * const indicators = await client.quant.listIndicators();
+   * indicators.forEach(ind => {
+   *   console.log(`${ind.name}: ${ind.description}`);
+   *   console.log(`  Fields: ${ind.fields.join(', ')}`);
+   * });
+   * ```
+   */
+  async listIndicators() {
+    return this.client.get("/v1/quant/indicators");
+  }
+  /**
+   * Compute indicator values for given symbols
+   *
+   * @param params - Indicator computation parameters
+   * @returns Array of indicator data
+   *
+   * @example
+   * ```typescript
+   * // RSI indicator
+   * const data = await client.quant.computeIndicators({
+   *   symbols: ['000001'],
+   *   formula: 'RSI(14)'
+   * });
+   *
+   * // MACD indicator
+   * const data = await client.quant.computeIndicators({
+   *   symbols: ['000001'],
+   *   formula: 'MACD()'
+   * });
+   * ```
+   */
+  async computeIndicators(params) {
+    const response = await this.client.post("/v1/quant/indicators/compute", {
+      symbols: params.symbols,
+      formula: params.formula,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  // ===========================================================================
+  // Factors
+  // ===========================================================================
+  /**
+   * Get list of available factors (variables and functions)
+   *
+   * @returns Array of factor definitions organized by level
+   */
+  async listFactors() {
+    return this.client.get("/v1/quant/factors");
+  }
+  /**
+   * Compute factor values for given symbols
+   *
+   * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
+   *
+   * @param params - Factor computation parameters
+   * @returns Array of factor data
+   *
+   * @example
+   * ```typescript
+   * // Simple indicator
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'RSI(14)'
+   * });
+   *
+   * // MACD DIF line
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'MACD().dif'
+   * });
+   *
+   * // Close above 20-day MA
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'CLOSE > MA(20)'
+   * });
+   * ```
+   */
+  async computeFactors(params) {
+    const response = await this.client.post("/v1/quant/factors/compute", {
+      symbols: params.symbols,
+      formula: params.formula,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  /**
+   * Screen stocks based on factor formula
+   *
+   * @param params - Screening parameters
+   * @returns Array of stocks that passed the filter
+   *
+   * @example
+   * ```typescript
+   * // RSI oversold
+   * const stocks = await client.quant.screen({
+   *   formula: 'RSI(14) < 30'
+   * });
+   *
+   * // Golden cross
+   * const stocks = await client.quant.screen({
+   *   formula: 'CROSS(MA(5), MA(10))'
+   * });
+   *
+   * // Uptrend
+   * const stocks = await client.quant.screen({
+   *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
+   * });
+   * ```
+   */
+  async screen(params) {
+    const response = await this.client.post("/v1/quant/factors/screen", {
+      formula: params.formula,
+      market: params.market || "cn",
+      check_date: params.checkDate,
+      symbols: params.symbols
+    });
+    return response.datas || [];
+  }
+  // ===========================================================================
+  // Quotes
+  // ===========================================================================
+  /**
+   * Get OHLCV daily data for a single symbol
+   *
+   * @param params - OHLCV parameters
+   * @returns Array of OHLCV data
+   *
+   * @example
+   * ```typescript
+   * const data = await client.quant.ohlcv({
+   *   symbol: '000001',
+   *   startDate: '2024-01-01'
+   * });
+   * ```
+   */
+  async ohlcv(params) {
+    const response = await this.client.get("/v1/quant/quotes/ohlcv", {
+      symbol: params.symbol,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  /**
+   * Get OHLCV data for multiple symbols
+   *
+   * @param params - Batch OHLCV parameters
+   * @returns Array of OHLCV data sorted by date (descending), then by symbol
+   *
+   * @example
+   * ```typescript
+   * const data = await client.quant.ohlcvBatch({
+   *   symbols: ['000001', '600519'],
+   *   startDate: '2024-01-01'
+   * });
+   * ```
+   */
+  async ohlcvBatch(params) {
+    const response = await this.client.post("/v1/quant/quotes/ohlcv/batch", {
+      symbols: params.symbols,
+      market: params.market || "cn",
+      start_date: params.startDate,
+      end_date: params.endDate
+    });
+    return response.datas || [];
+  }
+  // ===========================================================================
+  // Backtest
+  // ===========================================================================
+  /**
+   * Execute strategy backtest
+   *
+   * @param params - Backtest parameters
+   * @returns Backtest results
+   *
+   * @example
+   * ```typescript
+   * const result = await client.quant.backtest({
+   *   symbol: '000001',
+   *   formula: 'CROSS(MA(5), MA(20))',  // Golden cross buy signal
+   *   startDate: '2023-01-01',
+   *   endDate: '2024-01-01',
+   *   initialCash: 100000
+   * });
+   *
+   * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+   * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
+   * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
+   * ```
+   */
+  async backtest(params) {
+    return this.client.post("/v1/quant/backtest", {
+      symbol: params.symbol,
+      formula: params.formula,
+      start_date: params.startDate,
+      end_date: params.endDate,
+      market: params.market || "cn",
+      initial_cash: params.initialCash ?? 1e5,
+      commission: params.commission ?? 0,
+      stop_loss: params.stopLoss ?? 0,
+      sizer_percent: params.sizerPercent ?? 99,
+      auto_close: params.autoClose ?? true
+    });
+  }
+};
+
 // src/types.ts
 var ReportifyError = class extends Error {
   statusCode;
@@ -466,6 +694,7 @@ var Reportify = class {
   timeline;
   kb;
   docs;
+  quant;
   constructor(config) {
     if (!config.apiKey) {
       throw new AuthenticationError("API key is required");
@@ -477,6 +706,7 @@ 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 +859,7 @@ export {
   DocsModule,
   KBModule,
   NotFoundError,
+  QuantModule,
   RateLimitError,
   Reportify,
   ReportifyError,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.1.0",
+  "version": "0.2.1",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",