reportify-sdk 0.3.2 → 0.3.4

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (6) hide show
  1. package/README.md +3 -3
  2. package/dist/index.d.mts +55 -8
  3. package/dist/index.d.ts +55 -8
  4. package/dist/index.js +57 -10
  5. package/dist/index.mjs +57 -10
  6. package/package.json +1 -1
package/README.md CHANGED
@@ -114,7 +114,7 @@ const macd = await client.quant.computeIndicators({
114
114
 
115
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  // Screen stocks by formula
116
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  const oversold = await client.quant.screen({ formula: 'RSI(14) < 30' });
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- const goldenCross = await client.quant.screen({ formula: 'CROSS(MA(5), MA(20))' });
117
+ const goldenCross = await client.quant.screen({ formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))' });
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  // Get OHLCV data
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  const ohlcv = await client.quant.ohlcv({ symbol: '000001', startDate: '2024-01-01' });
@@ -125,8 +125,8 @@ const result = 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',
128
- entryFormula: 'CROSS(MA(5), MA(20))',
129
- exitFormula: 'CROSSDOWN(MA(5), MA(20))'
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+ entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',
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+ exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'
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  });
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  console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
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  ```
package/dist/index.d.mts CHANGED
@@ -800,6 +800,8 @@ declare class QuantModule {
800
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  /**
801
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  * Get list of available technical indicators
802
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  *
803
+ * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
804
+ *
803
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  * @returns Array of indicator definitions
804
806
  *
805
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  * @example
@@ -815,6 +817,10 @@ declare class QuantModule {
815
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  /**
816
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  * Compute indicator values for given symbols
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  *
820
+ * Variables vs Functions:
821
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
822
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
823
+ *
818
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  * @param params - Indicator computation parameters
819
825
  * @returns Array of indicator data
820
826
  *
@@ -831,12 +837,22 @@ declare class QuantModule {
831
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  * symbols: ['000001'],
832
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  * formula: 'MACD()'
833
839
  * });
840
+ *
841
+ * // Standard deviation
842
+ * const data = await client.quant.computeIndicators({
843
+ * symbols: ['000001'],
844
+ * formula: 'STD(CLOSE, 20)'
845
+ * });
834
846
  * ```
835
847
  */
836
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  computeIndicators(params: IndicatorComputeParams): Promise<IndicatorData[]>;
837
849
  /**
838
850
  * Get list of available factors (variables and functions)
839
851
  *
852
+ * Variables vs Functions:
853
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
854
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
855
+ *
840
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  * @returns Array of factor definitions organized by level
841
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  */
842
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  listFactors(): Promise<FactorMeta[]>;
@@ -845,6 +861,10 @@ declare class QuantModule {
845
861
  *
846
862
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
847
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  *
864
+ * Variables vs Functions:
865
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
866
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
867
+ *
848
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  * @param params - Factor computation parameters
849
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  * @returns Array of factor data
850
870
  *
@@ -865,7 +885,13 @@ declare class QuantModule {
865
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  * // Close above 20-day MA
866
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  * const data = await client.quant.computeFactors({
867
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  * symbols: ['000001'],
868
- * formula: 'CLOSE > MA(20)'
888
+ * formula: 'CLOSE > MA(CLOSE, 20)'
889
+ * });
890
+ *
891
+ * // Fundamental factors (note: functions require parentheses)
892
+ * const data = await client.quant.computeFactors({
893
+ * symbols: ['000001'],
894
+ * formula: 'PE()'
869
895
  * });
870
896
  * ```
871
897
  */
@@ -873,6 +899,10 @@ declare class QuantModule {
873
899
  /**
874
900
  * Screen stocks based on factor formula
875
901
  *
902
+ * Variables vs Functions:
903
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
904
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
905
+ *
876
906
  * @param params - Screening parameters
877
907
  * @returns Array of stocks that passed the filter
878
908
  *
@@ -885,12 +915,17 @@ declare class QuantModule {
885
915
  *
886
916
  * // Golden cross
887
917
  * const stocks = await client.quant.screen({
888
- * formula: 'CROSS(MA(5), MA(10))'
918
+ * formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
889
919
  * });
890
920
  *
891
921
  * // Uptrend
892
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  * const stocks = await client.quant.screen({
893
- * formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
923
+ * formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
924
+ * });
925
+ *
926
+ * // Fundamental screening (note: functions require parentheses)
927
+ * const stocks = await client.quant.screen({
928
+ * formula: '(PE() < 20) & (ROE() > 0.15)'
894
929
  * });
895
930
  * ```
896
931
  */
@@ -928,6 +963,10 @@ declare class QuantModule {
928
963
  /**
929
964
  * Execute strategy backtest
930
965
  *
966
+ * Variables vs Functions:
967
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
968
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
969
+ *
931
970
  * @param params - Backtest parameters
932
971
  * @returns Backtest results
933
972
  *
@@ -938,7 +977,7 @@ declare class QuantModule {
938
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  * startDate: '2023-01-01',
939
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  * endDate: '2024-01-01',
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  * symbol: '000001',
941
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
980
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
942
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  * initialCash: 100000
943
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  * });
944
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  *
@@ -951,18 +990,26 @@ declare class QuantModule {
951
990
  * startDate: '2023-01-01',
952
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  * endDate: '2024-01-01',
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992
  * symbol: '000001',
954
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
955
- * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
993
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
994
+ * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
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  * });
957
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  *
958
- * // With custom labels for analysis
997
+ * // Fundamental screening backtest (note: functions require parentheses)
959
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  * const result3 = await client.quant.backtest({
960
999
  * startDate: '2023-01-01',
961
1000
  * endDate: '2024-01-01',
962
1001
  * symbol: '000001',
1002
+ * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
1003
+ * });
1004
+ *
1005
+ * // With custom labels for analysis
1006
+ * const result4 = await client.quant.backtest({
1007
+ * startDate: '2023-01-01',
1008
+ * endDate: '2024-01-01',
1009
+ * symbol: '000001',
963
1010
  * entryFormula: 'RSI(14) < 30',
964
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  * exitFormula: 'RSI(14) > 70',
965
- * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
1012
+ * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
966
1013
  * });
967
1014
  * ```
968
1015
  */
package/dist/index.d.ts CHANGED
@@ -800,6 +800,8 @@ declare class QuantModule {
800
800
  /**
801
801
  * Get list of available technical indicators
802
802
  *
803
+ * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
804
+ *
803
805
  * @returns Array of indicator definitions
804
806
  *
805
807
  * @example
@@ -815,6 +817,10 @@ declare class QuantModule {
815
817
  /**
816
818
  * Compute indicator values for given symbols
817
819
  *
820
+ * Variables vs Functions:
821
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
822
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
823
+ *
818
824
  * @param params - Indicator computation parameters
819
825
  * @returns Array of indicator data
820
826
  *
@@ -831,12 +837,22 @@ declare class QuantModule {
831
837
  * symbols: ['000001'],
832
838
  * formula: 'MACD()'
833
839
  * });
840
+ *
841
+ * // Standard deviation
842
+ * const data = await client.quant.computeIndicators({
843
+ * symbols: ['000001'],
844
+ * formula: 'STD(CLOSE, 20)'
845
+ * });
834
846
  * ```
835
847
  */
836
848
  computeIndicators(params: IndicatorComputeParams): Promise<IndicatorData[]>;
837
849
  /**
838
850
  * Get list of available factors (variables and functions)
839
851
  *
852
+ * Variables vs Functions:
853
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
854
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
855
+ *
840
856
  * @returns Array of factor definitions organized by level
841
857
  */
842
858
  listFactors(): Promise<FactorMeta[]>;
@@ -845,6 +861,10 @@ declare class QuantModule {
845
861
  *
846
862
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
847
863
  *
864
+ * Variables vs Functions:
865
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
866
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
867
+ *
848
868
  * @param params - Factor computation parameters
849
869
  * @returns Array of factor data
850
870
  *
@@ -865,7 +885,13 @@ declare class QuantModule {
865
885
  * // Close above 20-day MA
866
886
  * const data = await client.quant.computeFactors({
867
887
  * symbols: ['000001'],
868
- * formula: 'CLOSE > MA(20)'
888
+ * formula: 'CLOSE > MA(CLOSE, 20)'
889
+ * });
890
+ *
891
+ * // Fundamental factors (note: functions require parentheses)
892
+ * const data = await client.quant.computeFactors({
893
+ * symbols: ['000001'],
894
+ * formula: 'PE()'
869
895
  * });
870
896
  * ```
871
897
  */
@@ -873,6 +899,10 @@ declare class QuantModule {
873
899
  /**
874
900
  * Screen stocks based on factor formula
875
901
  *
902
+ * Variables vs Functions:
903
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
904
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
905
+ *
876
906
  * @param params - Screening parameters
877
907
  * @returns Array of stocks that passed the filter
878
908
  *
@@ -885,12 +915,17 @@ declare class QuantModule {
885
915
  *
886
916
  * // Golden cross
887
917
  * const stocks = await client.quant.screen({
888
- * formula: 'CROSS(MA(5), MA(10))'
918
+ * formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
889
919
  * });
890
920
  *
891
921
  * // Uptrend
892
922
  * const stocks = await client.quant.screen({
893
- * formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
923
+ * formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
924
+ * });
925
+ *
926
+ * // Fundamental screening (note: functions require parentheses)
927
+ * const stocks = await client.quant.screen({
928
+ * formula: '(PE() < 20) & (ROE() > 0.15)'
894
929
  * });
895
930
  * ```
896
931
  */
@@ -928,6 +963,10 @@ declare class QuantModule {
928
963
  /**
929
964
  * Execute strategy backtest
930
965
  *
966
+ * Variables vs Functions:
967
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
968
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
969
+ *
931
970
  * @param params - Backtest parameters
932
971
  * @returns Backtest results
933
972
  *
@@ -938,7 +977,7 @@ declare class QuantModule {
938
977
  * startDate: '2023-01-01',
939
978
  * endDate: '2024-01-01',
940
979
  * symbol: '000001',
941
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
980
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
942
981
  * initialCash: 100000
943
982
  * });
944
983
  *
@@ -951,18 +990,26 @@ declare class QuantModule {
951
990
  * startDate: '2023-01-01',
952
991
  * endDate: '2024-01-01',
953
992
  * symbol: '000001',
954
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
955
- * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
993
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
994
+ * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
956
995
  * });
957
996
  *
958
- * // With custom labels for analysis
997
+ * // Fundamental screening backtest (note: functions require parentheses)
959
998
  * const result3 = await client.quant.backtest({
960
999
  * startDate: '2023-01-01',
961
1000
  * endDate: '2024-01-01',
962
1001
  * symbol: '000001',
1002
+ * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
1003
+ * });
1004
+ *
1005
+ * // With custom labels for analysis
1006
+ * const result4 = await client.quant.backtest({
1007
+ * startDate: '2023-01-01',
1008
+ * endDate: '2024-01-01',
1009
+ * symbol: '000001',
963
1010
  * entryFormula: 'RSI(14) < 30',
964
1011
  * exitFormula: 'RSI(14) > 70',
965
- * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
1012
+ * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
966
1013
  * });
967
1014
  * ```
968
1015
  */
package/dist/index.js CHANGED
@@ -663,6 +663,8 @@ var QuantModule = class {
663
663
  /**
664
664
  * Get list of available technical indicators
665
665
  *
666
+ * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
667
+ *
666
668
  * @returns Array of indicator definitions
667
669
  *
668
670
  * @example
@@ -680,6 +682,10 @@ var QuantModule = class {
680
682
  /**
681
683
  * Compute indicator values for given symbols
682
684
  *
685
+ * Variables vs Functions:
686
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
687
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
688
+ *
683
689
  * @param params - Indicator computation parameters
684
690
  * @returns Array of indicator data
685
691
  *
@@ -696,6 +702,12 @@ var QuantModule = class {
696
702
  * symbols: ['000001'],
697
703
  * formula: 'MACD()'
698
704
  * });
705
+ *
706
+ * // Standard deviation
707
+ * const data = await client.quant.computeIndicators({
708
+ * symbols: ['000001'],
709
+ * formula: 'STD(CLOSE, 20)'
710
+ * });
699
711
  * ```
700
712
  */
701
713
  async computeIndicators(params) {
@@ -714,6 +726,10 @@ var QuantModule = class {
714
726
  /**
715
727
  * Get list of available factors (variables and functions)
716
728
  *
729
+ * Variables vs Functions:
730
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
731
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
732
+ *
717
733
  * @returns Array of factor definitions organized by level
718
734
  */
719
735
  async listFactors() {
@@ -724,6 +740,10 @@ var QuantModule = class {
724
740
  *
725
741
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
726
742
  *
743
+ * Variables vs Functions:
744
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
745
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
746
+ *
727
747
  * @param params - Factor computation parameters
728
748
  * @returns Array of factor data
729
749
  *
@@ -744,7 +764,13 @@ var QuantModule = class {
744
764
  * // Close above 20-day MA
745
765
  * const data = await client.quant.computeFactors({
746
766
  * symbols: ['000001'],
747
- * formula: 'CLOSE > MA(20)'
767
+ * formula: 'CLOSE > MA(CLOSE, 20)'
768
+ * });
769
+ *
770
+ * // Fundamental factors (note: functions require parentheses)
771
+ * const data = await client.quant.computeFactors({
772
+ * symbols: ['000001'],
773
+ * formula: 'PE()'
748
774
  * });
749
775
  * ```
750
776
  */
@@ -761,6 +787,10 @@ var QuantModule = class {
761
787
  /**
762
788
  * Screen stocks based on factor formula
763
789
  *
790
+ * Variables vs Functions:
791
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
792
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
793
+ *
764
794
  * @param params - Screening parameters
765
795
  * @returns Array of stocks that passed the filter
766
796
  *
@@ -773,12 +803,17 @@ var QuantModule = class {
773
803
  *
774
804
  * // Golden cross
775
805
  * const stocks = await client.quant.screen({
776
- * formula: 'CROSS(MA(5), MA(10))'
806
+ * formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
777
807
  * });
778
808
  *
779
809
  * // Uptrend
780
810
  * const stocks = await client.quant.screen({
781
- * formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
811
+ * formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
812
+ * });
813
+ *
814
+ * // Fundamental screening (note: functions require parentheses)
815
+ * const stocks = await client.quant.screen({
816
+ * formula: '(PE() < 20) & (ROE() > 0.15)'
782
817
  * });
783
818
  * ```
784
819
  */
@@ -846,6 +881,10 @@ var QuantModule = class {
846
881
  /**
847
882
  * Execute strategy backtest
848
883
  *
884
+ * Variables vs Functions:
885
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
886
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
887
+ *
849
888
  * @param params - Backtest parameters
850
889
  * @returns Backtest results
851
890
  *
@@ -856,7 +895,7 @@ var QuantModule = class {
856
895
  * startDate: '2023-01-01',
857
896
  * endDate: '2024-01-01',
858
897
  * symbol: '000001',
859
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
898
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
860
899
  * initialCash: 100000
861
900
  * });
862
901
  *
@@ -869,18 +908,26 @@ var QuantModule = class {
869
908
  * startDate: '2023-01-01',
870
909
  * endDate: '2024-01-01',
871
910
  * symbol: '000001',
872
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
873
- * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
911
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
912
+ * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
874
913
  * });
875
914
  *
876
- * // With custom labels for analysis
915
+ * // Fundamental screening backtest (note: functions require parentheses)
877
916
  * const result3 = await client.quant.backtest({
878
917
  * startDate: '2023-01-01',
879
918
  * endDate: '2024-01-01',
880
919
  * symbol: '000001',
920
+ * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
921
+ * });
922
+ *
923
+ * // With custom labels for analysis
924
+ * const result4 = await client.quant.backtest({
925
+ * startDate: '2023-01-01',
926
+ * endDate: '2024-01-01',
927
+ * symbol: '000001',
881
928
  * entryFormula: 'RSI(14) < 30',
882
929
  * exitFormula: 'RSI(14) > 70',
883
- * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
930
+ * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
884
931
  * });
885
932
  * ```
886
933
  */
@@ -1664,7 +1711,7 @@ var Reportify = class {
1664
1711
  headers: {
1665
1712
  Authorization: `Bearer ${this.apiKey}`,
1666
1713
  "Content-Type": "application/json",
1667
- "User-Agent": "reportify-sdk-js/0.3.2"
1714
+ "User-Agent": "reportify-sdk-js/0.3.4"
1668
1715
  },
1669
1716
  body: options.body ? JSON.stringify(options.body) : void 0,
1670
1717
  signal: controller.signal
@@ -1725,7 +1772,7 @@ var Reportify = class {
1725
1772
  headers: {
1726
1773
  Authorization: `Bearer ${this.apiKey}`,
1727
1774
  "Content-Type": "application/json",
1728
- "User-Agent": "reportify-sdk-typescript/0.3.2"
1775
+ "User-Agent": "reportify-sdk-typescript/0.3.4"
1729
1776
  }
1730
1777
  });
1731
1778
  if (!response.ok) {
package/dist/index.mjs CHANGED
@@ -621,6 +621,8 @@ var QuantModule = class {
621
621
  /**
622
622
  * Get list of available technical indicators
623
623
  *
624
+ * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
625
+ *
624
626
  * @returns Array of indicator definitions
625
627
  *
626
628
  * @example
@@ -638,6 +640,10 @@ var QuantModule = class {
638
640
  /**
639
641
  * Compute indicator values for given symbols
640
642
  *
643
+ * Variables vs Functions:
644
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
645
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
646
+ *
641
647
  * @param params - Indicator computation parameters
642
648
  * @returns Array of indicator data
643
649
  *
@@ -654,6 +660,12 @@ var QuantModule = class {
654
660
  * symbols: ['000001'],
655
661
  * formula: 'MACD()'
656
662
  * });
663
+ *
664
+ * // Standard deviation
665
+ * const data = await client.quant.computeIndicators({
666
+ * symbols: ['000001'],
667
+ * formula: 'STD(CLOSE, 20)'
668
+ * });
657
669
  * ```
658
670
  */
659
671
  async computeIndicators(params) {
@@ -672,6 +684,10 @@ var QuantModule = class {
672
684
  /**
673
685
  * Get list of available factors (variables and functions)
674
686
  *
687
+ * Variables vs Functions:
688
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
689
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
690
+ *
675
691
  * @returns Array of factor definitions organized by level
676
692
  */
677
693
  async listFactors() {
@@ -682,6 +698,10 @@ var QuantModule = class {
682
698
  *
683
699
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
684
700
  *
701
+ * Variables vs Functions:
702
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
703
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
704
+ *
685
705
  * @param params - Factor computation parameters
686
706
  * @returns Array of factor data
687
707
  *
@@ -702,7 +722,13 @@ var QuantModule = class {
702
722
  * // Close above 20-day MA
703
723
  * const data = await client.quant.computeFactors({
704
724
  * symbols: ['000001'],
705
- * formula: 'CLOSE > MA(20)'
725
+ * formula: 'CLOSE > MA(CLOSE, 20)'
726
+ * });
727
+ *
728
+ * // Fundamental factors (note: functions require parentheses)
729
+ * const data = await client.quant.computeFactors({
730
+ * symbols: ['000001'],
731
+ * formula: 'PE()'
706
732
  * });
707
733
  * ```
708
734
  */
@@ -719,6 +745,10 @@ var QuantModule = class {
719
745
  /**
720
746
  * Screen stocks based on factor formula
721
747
  *
748
+ * Variables vs Functions:
749
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
750
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
751
+ *
722
752
  * @param params - Screening parameters
723
753
  * @returns Array of stocks that passed the filter
724
754
  *
@@ -731,12 +761,17 @@ var QuantModule = class {
731
761
  *
732
762
  * // Golden cross
733
763
  * const stocks = await client.quant.screen({
734
- * formula: 'CROSS(MA(5), MA(10))'
764
+ * formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
735
765
  * });
736
766
  *
737
767
  * // Uptrend
738
768
  * const stocks = await client.quant.screen({
739
- * formula: '(CLOSE > MA(20)) & (MA(20) > MA(60))'
769
+ * formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
770
+ * });
771
+ *
772
+ * // Fundamental screening (note: functions require parentheses)
773
+ * const stocks = await client.quant.screen({
774
+ * formula: '(PE() < 20) & (ROE() > 0.15)'
740
775
  * });
741
776
  * ```
742
777
  */
@@ -804,6 +839,10 @@ var QuantModule = class {
804
839
  /**
805
840
  * Execute strategy backtest
806
841
  *
842
+ * Variables vs Functions:
843
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
844
+ * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
845
+ *
807
846
  * @param params - Backtest parameters
808
847
  * @returns Backtest results
809
848
  *
@@ -814,7 +853,7 @@ var QuantModule = class {
814
853
  * startDate: '2023-01-01',
815
854
  * endDate: '2024-01-01',
816
855
  * symbol: '000001',
817
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy when MA5 crosses above MA20
856
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
818
857
  * initialCash: 100000
819
858
  * });
820
859
  *
@@ -827,18 +866,26 @@ var QuantModule = class {
827
866
  * startDate: '2023-01-01',
828
867
  * endDate: '2024-01-01',
829
868
  * symbol: '000001',
830
- * entryFormula: 'CROSS(MA(5), MA(20))', // Buy signal
831
- * exitFormula: 'CROSSDOWN(MA(5), MA(20))' // Sell signal
869
+ * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
870
+ * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
832
871
  * });
833
872
  *
834
- * // With custom labels for analysis
873
+ * // Fundamental screening backtest (note: functions require parentheses)
835
874
  * const result3 = await client.quant.backtest({
836
875
  * startDate: '2023-01-01',
837
876
  * endDate: '2024-01-01',
838
877
  * symbol: '000001',
878
+ * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
879
+ * });
880
+ *
881
+ * // With custom labels for analysis
882
+ * const result4 = await client.quant.backtest({
883
+ * startDate: '2023-01-01',
884
+ * endDate: '2024-01-01',
885
+ * symbol: '000001',
839
886
  * entryFormula: 'RSI(14) < 30',
840
887
  * exitFormula: 'RSI(14) > 70',
841
- * labels: { rsi: 'RSI(14)', ma20: 'MA(20)' }
888
+ * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
842
889
  * });
843
890
  * ```
844
891
  */
@@ -1622,7 +1669,7 @@ var Reportify = class {
1622
1669
  headers: {
1623
1670
  Authorization: `Bearer ${this.apiKey}`,
1624
1671
  "Content-Type": "application/json",
1625
- "User-Agent": "reportify-sdk-js/0.3.2"
1672
+ "User-Agent": "reportify-sdk-js/0.3.4"
1626
1673
  },
1627
1674
  body: options.body ? JSON.stringify(options.body) : void 0,
1628
1675
  signal: controller.signal
@@ -1683,7 +1730,7 @@ var Reportify = class {
1683
1730
  headers: {
1684
1731
  Authorization: `Bearer ${this.apiKey}`,
1685
1732
  "Content-Type": "application/json",
1686
- "User-Agent": "reportify-sdk-typescript/0.3.2"
1733
+ "User-Agent": "reportify-sdk-typescript/0.3.4"
1687
1734
  }
1688
1735
  });
1689
1736
  if (!response.ok) {
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "reportify-sdk",
3
- "version": "0.3.2",
3
+ "version": "0.3.4",
4
4
  "description": "TypeScript SDK for Reportify API - Financial data and document search",
5
5
  "main": "dist/index.js",
6
6
  "module": "dist/index.mjs",