reportify-sdk 0.2.1 → 0.2.2

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Files changed (5) hide show
  1. package/dist/index.d.mts +26 -4
  2. package/dist/index.d.ts +26 -4
  3. package/dist/index.js +33 -6
  4. package/dist/index.mjs +33 -6
  5. package/package.json +1 -1
package/dist/index.d.mts CHANGED
@@ -498,16 +498,18 @@ interface OHLCVData {
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  [key: string]: unknown;
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  }
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  interface BacktestParams {
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- symbol: string;
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- formula: string;
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  startDate: string;
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  endDate: string;
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+ symbol: string;
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  market?: StockMarket;
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+ entryFormula: string;
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+ exitFormula?: string;
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  initialCash?: number;
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  commission?: number;
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  stopLoss?: number;
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  sizerPercent?: number;
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  autoClose?: boolean;
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+ labels?: Record<string, string>;
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  }
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  interface BacktestResult {
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  success: boolean;
@@ -684,17 +686,37 @@ declare class QuantModule {
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  *
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  * @example
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  * ```typescript
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+ * // Simple golden cross strategy
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  * const result = await client.quant.backtest({
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- * symbol: '000001',
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- * formula: 'CROSS(MA(5), MA(20))', // Golden cross buy signal
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  * startDate: '2023-01-01',
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  * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
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  * initialCash: 100000
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  * });
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  *
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  * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
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  * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
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  * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
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+ *
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+ * // Strategy with entry and exit signals
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+ * const result2 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
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+ * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
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+ * });
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+ *
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+ * // With custom labels for analysis
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+ * const result3 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'RSI(14) < 30',
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+ * exitFormula: 'RSI(14) > 70',
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+ * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
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+ * });
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  * ```
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  */
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  backtest(params: BacktestParams): Promise<BacktestResult>;
package/dist/index.d.ts CHANGED
@@ -498,16 +498,18 @@ interface OHLCVData {
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  [key: string]: unknown;
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  }
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  interface BacktestParams {
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- symbol: string;
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- formula: string;
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  startDate: string;
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  endDate: string;
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+ symbol: string;
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  market?: StockMarket;
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+ entryFormula: string;
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+ exitFormula?: string;
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  initialCash?: number;
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  commission?: number;
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  stopLoss?: number;
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  sizerPercent?: number;
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  autoClose?: boolean;
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+ labels?: Record<string, string>;
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  }
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  interface BacktestResult {
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  success: boolean;
@@ -684,17 +686,37 @@ declare class QuantModule {
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  *
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  * @example
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  * ```typescript
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+ * // Simple golden cross strategy
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  * const result = await client.quant.backtest({
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- * symbol: '000001',
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- * formula: 'CROSS(MA(5), MA(20))', // Golden cross buy signal
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  * startDate: '2023-01-01',
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  * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
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  * initialCash: 100000
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  * });
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  *
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  * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
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  * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
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  * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
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+ *
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+ * // Strategy with entry and exit signals
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+ * const result2 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
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+ * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
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+ * });
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+ *
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+ * // With custom labels for analysis
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+ * const result3 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'RSI(14) < 30',
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+ * exitFormula: 'RSI(14) > 70',
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+ * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
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+ * });
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  * ```
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  */
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  backtest(params: BacktestParams): Promise<BacktestResult>;
package/dist/index.js CHANGED
@@ -655,32 +655,59 @@ var QuantModule = class {
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  *
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  * @example
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  * ```typescript
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+ * // Simple golden cross strategy
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  * const result = await client.quant.backtest({
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- * symbol: '000001',
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- * formula: 'CROSS(MA(5), MA(20))', // Golden cross buy signal
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  * startDate: '2023-01-01',
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  * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
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  * initialCash: 100000
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  * });
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  *
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  * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
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  * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
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  * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
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+ *
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+ * // Strategy with entry and exit signals
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+ * const result2 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
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+ * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
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+ * });
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+ *
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+ * // With custom labels for analysis
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+ * const result3 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'RSI(14) < 30',
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+ * exitFormula: 'RSI(14) > 70',
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+ * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
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+ * });
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  * ```
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  */
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  async backtest(params) {
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- return this.client.post("/v1/quant/backtest", {
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- symbol: params.symbol,
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- formula: params.formula,
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+ const body = {
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  start_date: params.startDate,
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  end_date: params.endDate,
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+ symbol: params.symbol,
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  market: params.market || "cn",
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+ entry_formula: params.entryFormula,
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  initial_cash: params.initialCash ?? 1e5,
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  commission: params.commission ?? 0,
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  stop_loss: params.stopLoss ?? 0,
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  sizer_percent: params.sizerPercent ?? 99,
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  auto_close: params.autoClose ?? true
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- });
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+ };
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+ if (params.exitFormula !== void 0) {
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+ body.exit_formula = params.exitFormula;
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+ }
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+ if (params.labels !== void 0) {
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+ body.labels = params.labels;
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+ }
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+ return this.client.post("/v1/quant/backtest", body);
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  }
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  };
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package/dist/index.mjs CHANGED
@@ -619,32 +619,59 @@ var QuantModule = class {
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  *
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  * @example
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  * ```typescript
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+ * // Simple golden cross strategy
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  * const result = await client.quant.backtest({
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- * symbol: '000001',
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- * formula: 'CROSS(MA(5), MA(20))', // Golden cross buy signal
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  * startDate: '2023-01-01',
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  * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
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  * initialCash: 100000
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  * });
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  *
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  * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
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  * console.log(`Max Drawdown: ${(result.max_drawdown * 100).toFixed(2)}%`);
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  * console.log(`Win Rate: ${(result.win_rate * 100).toFixed(2)}%`);
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+ *
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+ * // Strategy with entry and exit signals
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+ * const result2 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
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+ * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
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+ * });
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+ *
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+ * // With custom labels for analysis
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+ * const result3 = await client.quant.backtest({
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+ * startDate: '2023-01-01',
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+ * endDate: '2024-01-01',
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+ * symbol: '000001',
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+ * entryFormula: 'RSI(14) < 30',
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+ * exitFormula: 'RSI(14) > 70',
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+ * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
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+ * });
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  * ```
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  */
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  async backtest(params) {
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- return this.client.post("/v1/quant/backtest", {
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- symbol: params.symbol,
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- formula: params.formula,
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+ const body = {
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  start_date: params.startDate,
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  end_date: params.endDate,
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+ symbol: params.symbol,
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  market: params.market || "cn",
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+ entry_formula: params.entryFormula,
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  initial_cash: params.initialCash ?? 1e5,
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  commission: params.commission ?? 0,
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  stop_loss: params.stopLoss ?? 0,
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  sizer_percent: params.sizerPercent ?? 99,
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  auto_close: params.autoClose ?? true
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- });
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+ };
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+ if (params.exitFormula !== void 0) {
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+ body.exit_formula = params.exitFormula;
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+ }
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+ if (params.labels !== void 0) {
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+ body.labels = params.labels;
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+ }
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+ return this.client.post("/v1/quant/backtest", body);
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  }
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  };
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package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "reportify-sdk",
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- "version": "0.2.1",
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+ "version": "0.2.2",
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  "description": "TypeScript SDK for Reportify API - Financial data and document search",
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  "main": "dist/index.js",
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  "module": "dist/index.mjs",