reportify-sdk 0.3.1 → 0.3.3

package/dist/index.d.mts

@@ -744,19 +744,6 @@ interface OHLCVData {
     volume: number;
     [key: string]: unknown;
 }
-type FinancialType = 'income' | 'cashflow' | 'balancesheet' | 'equity';
-interface FinancialsParams {
-    financialType: FinancialType;
-    symbol: string;
-    market?: StockMarket;
-    startYear?: number;
-    endYear?: number;
-}
-interface FinancialData {
-    symbol: string;
-    report_period: string;
-    [key: string]: unknown;
-}
 interface BacktestParams {
     startDate: string;
     endDate: string;
@@ -813,6 +800,8 @@ declare class QuantModule {
     /**
      * Get list of available technical indicators
      *
+     * All indicators are functions and require parentheses when used (e.g., MA(20), RSI(14), MACD()).
+     *
      * @returns Array of indicator definitions
      *
      * @example
@@ -828,6 +817,10 @@ declare class QuantModule {
     /**
      * Compute indicator values for given symbols
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
+     * - Functions (with parentheses): MA(20), RSI(14), MACD(), etc.
+     *
      * @param params - Indicator computation parameters
      * @returns Array of indicator data
      *
@@ -844,12 +837,22 @@ declare class QuantModule {
      *   symbols: ['000001'],
      *   formula: 'MACD()'
      * });
+     *
+     * // Standard deviation
+     * const data = await client.quant.computeIndicators({
+     *   symbols: ['000001'],
+     *   formula: 'STD(CLOSE, 20)'
+     * });
      * ```
      */
     computeIndicators(params: IndicatorComputeParams): Promise<IndicatorData[]>;
     /**
      * Get list of available factors (variables and functions)
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @returns Array of factor definitions organized by level
      */
     listFactors(): Promise<FactorMeta[]>;
@@ -858,6 +861,10 @@ declare class QuantModule {
      *
      * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @param params - Factor computation parameters
      * @returns Array of factor data
      *
@@ -880,12 +887,22 @@ declare class QuantModule {
      *   symbols: ['000001'],
      *   formula: 'CLOSE > MA(20)'
      * });
+     *
+     * // Fundamental factors (note: functions require parentheses)
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'PE()'
+     * });
      * ```
      */
     computeFactors(params: FactorComputeParams): Promise<IndicatorData[]>;
     /**
      * Screen stocks based on factor formula
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @param params - Screening parameters
      * @returns Array of stocks that passed the filter
      *
@@ -905,6 +922,11 @@ declare class QuantModule {
      * const stocks = await client.quant.screen({
      *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
      * });
+     *
+     * // Fundamental screening (note: functions require parentheses)
+     * const stocks = await client.quant.screen({
+     *   formula: '(PE() < 20) & (ROE() > 0.15)'
+     * });
      * ```
      */
     screen(params: ScreenParams): Promise<ScreenedStock[]>;
@@ -938,40 +960,13 @@ declare class QuantModule {
      * ```
      */
     ohlcvBatch(params: BatchOHLCVParams): Promise<OHLCVData[]>;
-    /**
-     * Get historical financial statement data for a single symbol
-     *
-     * @param params - Financials parameters
-     * @returns Array of financial data sorted by report period
-     *
-     * @example
-     * ```typescript
-     * // Get income statement
-     * const data = await client.quant.financials({
-     *   financialType: 'income',
-     *   symbol: '000001'
-     * });
-     *
-     * // Get balance sheet for specific years
-     * const data = await client.quant.financials({
-     *   financialType: 'balancesheet',
-     *   symbol: '600519',
-     *   startYear: 2020,
-     *   endYear: 2024
-     * });
-     *
-     * // Get cash flow statement for HK stock
-     * const data = await client.quant.financials({
-     *   financialType: 'cashflow',
-     *   symbol: '00700',
-     *   market: 'hk'
-     * });
-     * ```
-     */
-    financials(params: FinancialsParams): Promise<FinancialData[]>;
     /**
      * Execute strategy backtest
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @param params - Backtest parameters
      * @returns Backtest results
      *
@@ -999,11 +994,19 @@ declare class QuantModule {
      *   exitFormula: 'CROSSDOWN(MA(5), MA(20))'  // Sell signal
      * });
      *
-     * // With custom labels for analysis
+     * // Fundamental screening backtest (note: functions require parentheses)
      * const result3 = await client.quant.backtest({
      *   startDate: '2023-01-01',
      *   endDate: '2024-01-01',
      *   symbol: '000001',
+     *   entryFormula: '(PE() < 20) & (ROE() > 0.15)'
+     * });
+     *
+     * // With custom labels for analysis
+     * const result4 = await client.quant.backtest({
+     *   startDate: '2023-01-01',
+     *   endDate: '2024-01-01',
+     *   symbol: '000001',
      *   entryFormula: 'RSI(14) < 30',
      *   exitFormula: 'RSI(14) > 70',
      *   labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
@@ -1548,4 +1551,4 @@ declare class Reportify {
     getBytes(path: string): Promise<ArrayBuffer>;
 }
 
-export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CompanyInfo, type CompanyOverview, type Concept, type ConceptDoc, type ConceptEvent, type ConceptFeed, type ConceptStock, ConceptsModule, type DocsListOptions, DocsModule, type Document, type DocumentInput, type EarningsEvent, type EarningsSearchOptions, type FactorComputeParams, type FactorMeta, type FinancialData, type FinancialStatement, type FinancialType, type FinancialsParams, type FollowedCompany, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Market, NotFoundError, type OHLCVData, type OHLCVParams, type PaginatedResponse, type Period, type PriceData, QuantModule, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ScreenParams, type ScreenedStock, SearchModule, type SearchOptions, type Shareholder, type ShareholderType, type StockInfo, type StockMarket, StockModule, TimelineModule, type TimelineOptions, type UploadDocRequest, UserModule };
+export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CompanyInfo, type CompanyOverview, type Concept, type ConceptDoc, type ConceptEvent, type ConceptFeed, type ConceptStock, ConceptsModule, type DocsListOptions, DocsModule, type Document, type DocumentInput, type EarningsEvent, type EarningsSearchOptions, type FactorComputeParams, type FactorMeta, type FinancialStatement, type FollowedCompany, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Market, NotFoundError, type OHLCVData, type OHLCVParams, type PaginatedResponse, type Period, type PriceData, QuantModule, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ScreenParams, type ScreenedStock, SearchModule, type SearchOptions, type Shareholder, type ShareholderType, type StockInfo, type StockMarket, StockModule, TimelineModule, type TimelineOptions, type UploadDocRequest, UserModule };

package/dist/index.d.ts

@@ -744,19 +744,6 @@ interface OHLCVData {
     volume: number;
     [key: string]: unknown;
 }
-type FinancialType = 'income' | 'cashflow' | 'balancesheet' | 'equity';
-interface FinancialsParams {
-    financialType: FinancialType;
-    symbol: string;
-    market?: StockMarket;
-    startYear?: number;
-    endYear?: number;
-}
-interface FinancialData {
-    symbol: string;
-    report_period: string;
-    [key: string]: unknown;
-}
 interface BacktestParams {
     startDate: string;
     endDate: string;
@@ -813,6 +800,8 @@ declare class QuantModule {
     /**
      * Get list of available technical indicators
      *
+     * All indicators are functions and require parentheses when used (e.g., MA(20), RSI(14), MACD()).
+     *
      * @returns Array of indicator definitions
      *
      * @example
@@ -828,6 +817,10 @@ declare class QuantModule {
     /**
      * Compute indicator values for given symbols
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
+     * - Functions (with parentheses): MA(20), RSI(14), MACD(), etc.
+     *
      * @param params - Indicator computation parameters
      * @returns Array of indicator data
      *
@@ -844,12 +837,22 @@ declare class QuantModule {
      *   symbols: ['000001'],
      *   formula: 'MACD()'
      * });
+     *
+     * // Standard deviation
+     * const data = await client.quant.computeIndicators({
+     *   symbols: ['000001'],
+     *   formula: 'STD(CLOSE, 20)'
+     * });
      * ```
      */
     computeIndicators(params: IndicatorComputeParams): Promise<IndicatorData[]>;
     /**
      * Get list of available factors (variables and functions)
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @returns Array of factor definitions organized by level
      */
     listFactors(): Promise<FactorMeta[]>;
@@ -858,6 +861,10 @@ declare class QuantModule {
      *
      * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @param params - Factor computation parameters
      * @returns Array of factor data
      *
@@ -880,12 +887,22 @@ declare class QuantModule {
      *   symbols: ['000001'],
      *   formula: 'CLOSE > MA(20)'
      * });
+     *
+     * // Fundamental factors (note: functions require parentheses)
+     * const data = await client.quant.computeFactors({
+     *   symbols: ['000001'],
+     *   formula: 'PE()'
+     * });
      * ```
      */
     computeFactors(params: FactorComputeParams): Promise<IndicatorData[]>;
     /**
      * Screen stocks based on factor formula
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @param params - Screening parameters
      * @returns Array of stocks that passed the filter
      *
@@ -905,6 +922,11 @@ declare class QuantModule {
      * const stocks = await client.quant.screen({
      *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
      * });
+     *
+     * // Fundamental screening (note: functions require parentheses)
+     * const stocks = await client.quant.screen({
+     *   formula: '(PE() < 20) & (ROE() > 0.15)'
+     * });
      * ```
      */
     screen(params: ScreenParams): Promise<ScreenedStock[]>;
@@ -938,40 +960,13 @@ declare class QuantModule {
      * ```
      */
     ohlcvBatch(params: BatchOHLCVParams): Promise<OHLCVData[]>;
-    /**
-     * Get historical financial statement data for a single symbol
-     *
-     * @param params - Financials parameters
-     * @returns Array of financial data sorted by report period
-     *
-     * @example
-     * ```typescript
-     * // Get income statement
-     * const data = await client.quant.financials({
-     *   financialType: 'income',
-     *   symbol: '000001'
-     * });
-     *
-     * // Get balance sheet for specific years
-     * const data = await client.quant.financials({
-     *   financialType: 'balancesheet',
-     *   symbol: '600519',
-     *   startYear: 2020,
-     *   endYear: 2024
-     * });
-     *
-     * // Get cash flow statement for HK stock
-     * const data = await client.quant.financials({
-     *   financialType: 'cashflow',
-     *   symbol: '00700',
-     *   market: 'hk'
-     * });
-     * ```
-     */
-    financials(params: FinancialsParams): Promise<FinancialData[]>;
     /**
      * Execute strategy backtest
      *
+     * Variables vs Functions:
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+     * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+     *
      * @param params - Backtest parameters
      * @returns Backtest results
      *
@@ -999,11 +994,19 @@ declare class QuantModule {
      *   exitFormula: 'CROSSDOWN(MA(5), MA(20))'  // Sell signal
      * });
      *
-     * // With custom labels for analysis
+     * // Fundamental screening backtest (note: functions require parentheses)
      * const result3 = await client.quant.backtest({
      *   startDate: '2023-01-01',
      *   endDate: '2024-01-01',
      *   symbol: '000001',
+     *   entryFormula: '(PE() < 20) & (ROE() > 0.15)'
+     * });
+     *
+     * // With custom labels for analysis
+     * const result4 = await client.quant.backtest({
+     *   startDate: '2023-01-01',
+     *   endDate: '2024-01-01',
+     *   symbol: '000001',
      *   entryFormula: 'RSI(14) < 30',
      *   exitFormula: 'RSI(14) > 70',
      *   labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
@@ -1548,4 +1551,4 @@ declare class Reportify {
     getBytes(path: string): Promise<ArrayBuffer>;
 }
 
-export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CompanyInfo, type CompanyOverview, type Concept, type ConceptDoc, type ConceptEvent, type ConceptFeed, type ConceptStock, ConceptsModule, type DocsListOptions, DocsModule, type Document, type DocumentInput, type EarningsEvent, type EarningsSearchOptions, type FactorComputeParams, type FactorMeta, type FinancialData, type FinancialStatement, type FinancialType, type FinancialsParams, type FollowedCompany, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Market, NotFoundError, type OHLCVData, type OHLCVParams, type PaginatedResponse, type Period, type PriceData, QuantModule, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ScreenParams, type ScreenedStock, SearchModule, type SearchOptions, type Shareholder, type ShareholderType, type StockInfo, type StockMarket, StockModule, TimelineModule, type TimelineOptions, type UploadDocRequest, UserModule };
+export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CompanyInfo, type CompanyOverview, type Concept, type ConceptDoc, type ConceptEvent, type ConceptFeed, type ConceptStock, ConceptsModule, type DocsListOptions, DocsModule, type Document, type DocumentInput, type EarningsEvent, type EarningsSearchOptions, type FactorComputeParams, type FactorMeta, type FinancialStatement, type FollowedCompany, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Market, NotFoundError, type OHLCVData, type OHLCVParams, type PaginatedResponse, type Period, type PriceData, QuantModule, type Quote, RateLimitError, Reportify, type ReportifyConfig, ReportifyError, type ScreenParams, type ScreenedStock, SearchModule, type SearchOptions, type Shareholder, type ShareholderType, type StockInfo, type StockMarket, StockModule, TimelineModule, type TimelineOptions, type UploadDocRequest, UserModule };

package/dist/index.js

@@ -663,6 +663,8 @@ var QuantModule = class {
   /**
    * Get list of available technical indicators
    *
+   * All indicators are functions and require parentheses when used (e.g., MA(20), RSI(14), MACD()).
+   *
    * @returns Array of indicator definitions
    *
    * @example
@@ -680,6 +682,10 @@ var QuantModule = class {
   /**
    * Compute indicator values for given symbols
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
+   * - Functions (with parentheses): MA(20), RSI(14), MACD(), etc.
+   *
    * @param params - Indicator computation parameters
    * @returns Array of indicator data
    *
@@ -696,6 +702,12 @@ var QuantModule = class {
    *   symbols: ['000001'],
    *   formula: 'MACD()'
    * });
+   *
+   * // Standard deviation
+   * const data = await client.quant.computeIndicators({
+   *   symbols: ['000001'],
+   *   formula: 'STD(CLOSE, 20)'
+   * });
    * ```
    */
   async computeIndicators(params) {
@@ -714,6 +726,10 @@ var QuantModule = class {
   /**
    * Get list of available factors (variables and functions)
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @returns Array of factor definitions organized by level
    */
   async listFactors() {
@@ -724,6 +740,10 @@ var QuantModule = class {
    *
    * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @param params - Factor computation parameters
    * @returns Array of factor data
    *
@@ -746,6 +766,12 @@ var QuantModule = class {
    *   symbols: ['000001'],
    *   formula: 'CLOSE > MA(20)'
    * });
+   *
+   * // Fundamental factors (note: functions require parentheses)
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'PE()'
+   * });
    * ```
    */
   async computeFactors(params) {
@@ -761,6 +787,10 @@ var QuantModule = class {
   /**
    * Screen stocks based on factor formula
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @param params - Screening parameters
    * @returns Array of stocks that passed the filter
    *
@@ -780,6 +810,11 @@ var QuantModule = class {
    * const stocks = await client.quant.screen({
    *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
    * });
+   *
+   * // Fundamental screening (note: functions require parentheses)
+   * const stocks = await client.quant.screen({
+   *   formula: '(PE() < 20) & (ROE() > 0.15)'
+   * });
    * ```
    */
   async screen(params) {
@@ -841,56 +876,15 @@ var QuantModule = class {
     return response.datas || [];
   }
   // ===========================================================================
-  // Financials
-  // ===========================================================================
-  /**
-   * Get historical financial statement data for a single symbol
-   *
-   * @param params - Financials parameters
-   * @returns Array of financial data sorted by report period
-   *
-   * @example
-   * ```typescript
-   * // Get income statement
-   * const data = await client.quant.financials({
-   *   financialType: 'income',
-   *   symbol: '000001'
-   * });
-   *
-   * // Get balance sheet for specific years
-   * const data = await client.quant.financials({
-   *   financialType: 'balancesheet',
-   *   symbol: '600519',
-   *   startYear: 2020,
-   *   endYear: 2024
-   * });
-   *
-   * // Get cash flow statement for HK stock
-   * const data = await client.quant.financials({
-   *   financialType: 'cashflow',
-   *   symbol: '00700',
-   *   market: 'hk'
-   * });
-   * ```
-   */
-  async financials(params) {
-    const response = await this.client.get(
-      `/v1/quant/financials/${params.financialType}`,
-      {
-        symbol: params.symbol,
-        market: params.market || "cn",
-        start_year: params.startYear,
-        end_year: params.endYear
-      }
-    );
-    return response.datas || [];
-  }
-  // ===========================================================================
   // Backtest
   // ===========================================================================
   /**
    * Execute strategy backtest
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @param params - Backtest parameters
    * @returns Backtest results
    *
@@ -918,11 +912,19 @@ var QuantModule = class {
    *   exitFormula: 'CROSSDOWN(MA(5), MA(20))'  // Sell signal
    * });
    *
-   * // With custom labels for analysis
+   * // Fundamental screening backtest (note: functions require parentheses)
    * const result3 = await client.quant.backtest({
    *   startDate: '2023-01-01',
    *   endDate: '2024-01-01',
    *   symbol: '000001',
+   *   entryFormula: '(PE() < 20) & (ROE() > 0.15)'
+   * });
+   *
+   * // With custom labels for analysis
+   * const result4 = await client.quant.backtest({
+   *   startDate: '2023-01-01',
+   *   endDate: '2024-01-01',
+   *   symbol: '000001',
    *   entryFormula: 'RSI(14) < 30',
    *   exitFormula: 'RSI(14) > 70',
    *   labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
@@ -1709,7 +1711,7 @@ var Reportify = class {
         headers: {
           Authorization: `Bearer ${this.apiKey}`,
           "Content-Type": "application/json",
-          "User-Agent": "reportify-sdk-js/0.3.1"
+          "User-Agent": "reportify-sdk-js/0.3.3"
         },
         body: options.body ? JSON.stringify(options.body) : void 0,
         signal: controller.signal
@@ -1770,7 +1772,7 @@ var Reportify = class {
       headers: {
         Authorization: `Bearer ${this.apiKey}`,
         "Content-Type": "application/json",
-        "User-Agent": "reportify-sdk-typescript/0.3.1"
+        "User-Agent": "reportify-sdk-typescript/0.3.3"
       }
     });
     if (!response.ok) {

package/dist/index.mjs

@@ -621,6 +621,8 @@ var QuantModule = class {
   /**
    * Get list of available technical indicators
    *
+   * All indicators are functions and require parentheses when used (e.g., MA(20), RSI(14), MACD()).
+   *
    * @returns Array of indicator definitions
    *
    * @example
@@ -638,6 +640,10 @@ var QuantModule = class {
   /**
    * Compute indicator values for given symbols
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
+   * - Functions (with parentheses): MA(20), RSI(14), MACD(), etc.
+   *
    * @param params - Indicator computation parameters
    * @returns Array of indicator data
    *
@@ -654,6 +660,12 @@ var QuantModule = class {
    *   symbols: ['000001'],
    *   formula: 'MACD()'
    * });
+   *
+   * // Standard deviation
+   * const data = await client.quant.computeIndicators({
+   *   symbols: ['000001'],
+   *   formula: 'STD(CLOSE, 20)'
+   * });
    * ```
    */
   async computeIndicators(params) {
@@ -672,6 +684,10 @@ var QuantModule = class {
   /**
    * Get list of available factors (variables and functions)
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @returns Array of factor definitions organized by level
    */
   async listFactors() {
@@ -682,6 +698,10 @@ var QuantModule = class {
    *
    * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @param params - Factor computation parameters
    * @returns Array of factor data
    *
@@ -704,6 +724,12 @@ var QuantModule = class {
    *   symbols: ['000001'],
    *   formula: 'CLOSE > MA(20)'
    * });
+   *
+   * // Fundamental factors (note: functions require parentheses)
+   * const data = await client.quant.computeFactors({
+   *   symbols: ['000001'],
+   *   formula: 'PE()'
+   * });
    * ```
    */
   async computeFactors(params) {
@@ -719,6 +745,10 @@ var QuantModule = class {
   /**
    * Screen stocks based on factor formula
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @param params - Screening parameters
    * @returns Array of stocks that passed the filter
    *
@@ -738,6 +768,11 @@ var QuantModule = class {
    * const stocks = await client.quant.screen({
    *   formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
    * });
+   *
+   * // Fundamental screening (note: functions require parentheses)
+   * const stocks = await client.quant.screen({
+   *   formula: '(PE() < 20) & (ROE() > 0.15)'
+   * });
    * ```
    */
   async screen(params) {
@@ -799,56 +834,15 @@ var QuantModule = class {
     return response.datas || [];
   }
   // ===========================================================================
-  // Financials
-  // ===========================================================================
-  /**
-   * Get historical financial statement data for a single symbol
-   *
-   * @param params - Financials parameters
-   * @returns Array of financial data sorted by report period
-   *
-   * @example
-   * ```typescript
-   * // Get income statement
-   * const data = await client.quant.financials({
-   *   financialType: 'income',
-   *   symbol: '000001'
-   * });
-   *
-   * // Get balance sheet for specific years
-   * const data = await client.quant.financials({
-   *   financialType: 'balancesheet',
-   *   symbol: '600519',
-   *   startYear: 2020,
-   *   endYear: 2024
-   * });
-   *
-   * // Get cash flow statement for HK stock
-   * const data = await client.quant.financials({
-   *   financialType: 'cashflow',
-   *   symbol: '00700',
-   *   market: 'hk'
-   * });
-   * ```
-   */
-  async financials(params) {
-    const response = await this.client.get(
-      `/v1/quant/financials/${params.financialType}`,
-      {
-        symbol: params.symbol,
-        market: params.market || "cn",
-        start_year: params.startYear,
-        end_year: params.endYear
-      }
-    );
-    return response.datas || [];
-  }
-  // ===========================================================================
   // Backtest
   // ===========================================================================
   /**
    * Execute strategy backtest
    *
+   * Variables vs Functions:
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+   * - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+   *
    * @param params - Backtest parameters
    * @returns Backtest results
    *
@@ -876,11 +870,19 @@ var QuantModule = class {
    *   exitFormula: 'CROSSDOWN(MA(5), MA(20))'  // Sell signal
    * });
    *
-   * // With custom labels for analysis
+   * // Fundamental screening backtest (note: functions require parentheses)
    * const result3 = await client.quant.backtest({
    *   startDate: '2023-01-01',
    *   endDate: '2024-01-01',
    *   symbol: '000001',
+   *   entryFormula: '(PE() < 20) & (ROE() > 0.15)'
+   * });
+   *
+   * // With custom labels for analysis
+   * const result4 = await client.quant.backtest({
+   *   startDate: '2023-01-01',
+   *   endDate: '2024-01-01',
+   *   symbol: '000001',
    *   entryFormula: 'RSI(14) < 30',
    *   exitFormula: 'RSI(14) > 70',
    *   labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
@@ -1667,7 +1669,7 @@ var Reportify = class {
         headers: {
           Authorization: `Bearer ${this.apiKey}`,
           "Content-Type": "application/json",
-          "User-Agent": "reportify-sdk-js/0.3.1"
+          "User-Agent": "reportify-sdk-js/0.3.3"
         },
         body: options.body ? JSON.stringify(options.body) : void 0,
         signal: controller.signal
@@ -1728,7 +1730,7 @@ var Reportify = class {
       headers: {
         Authorization: `Bearer ${this.apiKey}`,
         "Content-Type": "application/json",
-        "User-Agent": "reportify-sdk-typescript/0.3.1"
+        "User-Agent": "reportify-sdk-typescript/0.3.3"
       }
     });
     if (!response.ok) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.3.1",
+  "version": "0.3.3",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",