reportify-sdk 0.3.24 → 0.3.25

package/dist/index.d.mts

@@ -255,6 +255,10 @@ interface FollowedCompany {
     logo?: string;
     followedAt?: number;
 }
+interface BatchOHLCVOutput {
+    datas: Array<Record<string, unknown>>;
+    metadata: Record<string, unknown>;
+}
 declare class ReportifyError extends Error {
     statusCode?: number;
     constructor(message: string, statusCode?: number);
@@ -723,16 +727,20 @@ interface OHLCVData {
 interface BacktestParams {
     startDate: string;
     endDate: string;
-    symbol: string;
+    symbols?: string[];
+    filterFormula?: string;
     market?: StockMarket;
-    entryFormula: string;
+    entryFormula?: string;
+    strategyCode?: string;
     exitFormula?: string;
     initialCash?: number;
     commission?: number;
     stopLoss?: number;
-    sizerPercent?: number;
+    positionSize?: number;
+    maxPositions?: number;
+    minVolume?: number;
     autoClose?: boolean;
-    labels?: Record<string, string>;
+    signalFactors?: Record<string, string>;
 }
 interface Kline1mParams {
     symbol: string;
@@ -768,14 +776,23 @@ interface BacktestResult {
     profit_factor: number;
     win_rate: number;
     total_trades: number;
+    winning_trades: number;
+    losing_trades: number;
     trades: Array<{
-        date: string;
-        action: 'buy' | 'sell';
-        price: number;
-        quantity: number;
-        value: number;
-        pnl?: number;
+        id: number;
+        symbol: string | null;
+        type: string;
+        entry_date: string;
+        exit_date: string;
+        entry_price: number;
+        exit_price: number;
+        size: number;
+        net_pnl: number;
+        return_pct: number;
+        cumulative_pnl: number;
     }>;
+    portfolio_value: Record<string, number>;
+    error_msg: string | null;
 }
 /**
  * Quantitative analysis module
@@ -1036,6 +1053,8 @@ declare class QuantModule {
      * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
      *
      * @param params - Backtest parameters
+     * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
+     * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
      * @returns Backtest results
      *
      * @example
@@ -1044,7 +1063,7 @@ declare class QuantModule {
      * const result = await client.quant.backtest({
      *   startDate: '2023-01-01',
      *   endDate: '2024-01-01',
-     *   symbol: '000001',
+     *   symbols: ['000001'],
      *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy when MA5 crosses above MA20
      *   initialCash: 100000
      * });
@@ -1057,27 +1076,28 @@ declare class QuantModule {
      * const result2 = await client.quant.backtest({
      *   startDate: '2023-01-01',
      *   endDate: '2024-01-01',
-     *   symbol: '000001',
+     *   symbols: ['000001'],
      *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy signal
      *   exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'  // Sell signal
      * });
      *
-     * // Fundamental screening backtest (note: functions require parentheses)
-     * const result3 = await client.quant.backtest({
+     * // With custom python strategy code using signalFactors
+     * const customStrategy = `
+     * def handle_data(context, datas):
+     *     for data in datas:
+     *         symbol = data.name
+     *         if not context.portfolio.get_position(symbol):
+     *             if data.pe < 20 and data.rsi < 30:  # Use pre-calculated factors
+     *                 context.order_target_percent(symbol, 0.2)
+     *         elif data.rsi > 70:
+     *             context.order_target_percent(symbol, 0)
+     * `;
+     * const result5 = 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(CLOSE, 20)' }
+     *   symbols: ['000001'],
+     *   signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
+     *   strategyCode: customStrategy
      * });
      * ```
      */
@@ -1927,4 +1947,4 @@ declare class Reportify {
     getBytes(path: string): Promise<ArrayBuffer>;
 }
 
-export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BatchKline1mParams, type BatchMinuteParams, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CommodityData, type CommodityType, 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, FollowingModule, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Kline1mParams, MacroModule, type Market, type MinuteParams, 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 BatchKline1mParams, type BatchMinuteParams, type BatchOHLCVOutput, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CommodityData, type CommodityType, 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, FollowingModule, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Kline1mParams, MacroModule, type Market, type MinuteParams, 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

@@ -255,6 +255,10 @@ interface FollowedCompany {
     logo?: string;
     followedAt?: number;
 }
+interface BatchOHLCVOutput {
+    datas: Array<Record<string, unknown>>;
+    metadata: Record<string, unknown>;
+}
 declare class ReportifyError extends Error {
     statusCode?: number;
     constructor(message: string, statusCode?: number);
@@ -723,16 +727,20 @@ interface OHLCVData {
 interface BacktestParams {
     startDate: string;
     endDate: string;
-    symbol: string;
+    symbols?: string[];
+    filterFormula?: string;
     market?: StockMarket;
-    entryFormula: string;
+    entryFormula?: string;
+    strategyCode?: string;
     exitFormula?: string;
     initialCash?: number;
     commission?: number;
     stopLoss?: number;
-    sizerPercent?: number;
+    positionSize?: number;
+    maxPositions?: number;
+    minVolume?: number;
     autoClose?: boolean;
-    labels?: Record<string, string>;
+    signalFactors?: Record<string, string>;
 }
 interface Kline1mParams {
     symbol: string;
@@ -768,14 +776,23 @@ interface BacktestResult {
     profit_factor: number;
     win_rate: number;
     total_trades: number;
+    winning_trades: number;
+    losing_trades: number;
     trades: Array<{
-        date: string;
-        action: 'buy' | 'sell';
-        price: number;
-        quantity: number;
-        value: number;
-        pnl?: number;
+        id: number;
+        symbol: string | null;
+        type: string;
+        entry_date: string;
+        exit_date: string;
+        entry_price: number;
+        exit_price: number;
+        size: number;
+        net_pnl: number;
+        return_pct: number;
+        cumulative_pnl: number;
     }>;
+    portfolio_value: Record<string, number>;
+    error_msg: string | null;
 }
 /**
  * Quantitative analysis module
@@ -1036,6 +1053,8 @@ declare class QuantModule {
      * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
      *
      * @param params - Backtest parameters
+     * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
+     * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
      * @returns Backtest results
      *
      * @example
@@ -1044,7 +1063,7 @@ declare class QuantModule {
      * const result = await client.quant.backtest({
      *   startDate: '2023-01-01',
      *   endDate: '2024-01-01',
-     *   symbol: '000001',
+     *   symbols: ['000001'],
      *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy when MA5 crosses above MA20
      *   initialCash: 100000
      * });
@@ -1057,27 +1076,28 @@ declare class QuantModule {
      * const result2 = await client.quant.backtest({
      *   startDate: '2023-01-01',
      *   endDate: '2024-01-01',
-     *   symbol: '000001',
+     *   symbols: ['000001'],
      *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy signal
      *   exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'  // Sell signal
      * });
      *
-     * // Fundamental screening backtest (note: functions require parentheses)
-     * const result3 = await client.quant.backtest({
+     * // With custom python strategy code using signalFactors
+     * const customStrategy = `
+     * def handle_data(context, datas):
+     *     for data in datas:
+     *         symbol = data.name
+     *         if not context.portfolio.get_position(symbol):
+     *             if data.pe < 20 and data.rsi < 30:  # Use pre-calculated factors
+     *                 context.order_target_percent(symbol, 0.2)
+     *         elif data.rsi > 70:
+     *             context.order_target_percent(symbol, 0)
+     * `;
+     * const result5 = 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(CLOSE, 20)' }
+     *   symbols: ['000001'],
+     *   signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
+     *   strategyCode: customStrategy
      * });
      * ```
      */
@@ -1927,4 +1947,4 @@ declare class Reportify {
     getBytes(path: string): Promise<ArrayBuffer>;
 }
 
-export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BatchKline1mParams, type BatchMinuteParams, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CommodityData, type CommodityType, 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, FollowingModule, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Kline1mParams, MacroModule, type Market, type MinuteParams, 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 BatchKline1mParams, type BatchMinuteParams, type BatchOHLCVOutput, type BatchOHLCVParams, type Calendar, type Channel, ChannelsModule, type ChatCompletionOptions, type ChatCompletionResponse, type ChatMode, ChatModule, type Chunk, type ChunkSearchOptions, type CommodityData, type CommodityType, 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, FollowingModule, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, type IndicatorComputeParams, type IndicatorData, type IndicatorMeta, type IndustryConstituent, KBModule, type KBSearchOptions, type Kline1mParams, MacroModule, type Market, type MinuteParams, 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

@@ -947,6 +947,8 @@ var QuantModule = class {
    * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
    *
    * @param params - Backtest parameters
+   * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
+   * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
    * @returns Backtest results
    *
    * @example
@@ -955,7 +957,7 @@ var QuantModule = class {
    * const result = await client.quant.backtest({
    *   startDate: '2023-01-01',
    *   endDate: '2024-01-01',
-   *   symbol: '000001',
+   *   symbols: ['000001'],
    *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy when MA5 crosses above MA20
    *   initialCash: 100000
    * });
@@ -968,27 +970,28 @@ var QuantModule = class {
    * const result2 = await client.quant.backtest({
    *   startDate: '2023-01-01',
    *   endDate: '2024-01-01',
-   *   symbol: '000001',
+   *   symbols: ['000001'],
    *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy signal
    *   exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'  // Sell signal
    * });
    *
-   * // 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({
+   * // With custom python strategy code using signalFactors
+   * const customStrategy = `
+   * def handle_data(context, datas):
+   *     for data in datas:
+   *         symbol = data.name
+   *         if not context.portfolio.get_position(symbol):
+   *             if data.pe < 20 and data.rsi < 30:  # Use pre-calculated factors
+   *                 context.order_target_percent(symbol, 0.2)
+   *         elif data.rsi > 70:
+   *             context.order_target_percent(symbol, 0)
+   * `;
+   * const result5 = 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(CLOSE, 20)' }
+   *   symbols: ['000001'],
+   *   signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
+   *   strategyCode: customStrategy
    * });
    * ```
    */
@@ -996,20 +999,32 @@ var QuantModule = class {
     const body = {
       start_date: params.startDate,
       end_date: params.endDate,
-      symbol: params.symbol,
       market: params.market || "cn",
-      entry_formula: params.entryFormula,
       initial_cash: params.initialCash ?? 1e5,
       commission: params.commission ?? 0,
       stop_loss: params.stopLoss ?? 0,
-      sizer_percent: params.sizerPercent ?? 99,
+      position_size: params.positionSize ?? 0.2,
+      max_positions: params.maxPositions ?? 5,
+      min_volume: params.minVolume ?? 100,
       auto_close: params.autoClose ?? true
     };
+    if (params.symbols !== void 0) {
+      body.symbols = params.symbols;
+    }
+    if (params.filterFormula !== void 0) {
+      body.filter_formula = params.filterFormula;
+    }
+    if (params.entryFormula !== void 0) {
+      body.entry_formula = params.entryFormula;
+    }
+    if (params.strategyCode !== void 0) {
+      body.strategy_code = params.strategyCode;
+    }
     if (params.exitFormula !== void 0) {
       body.exit_formula = params.exitFormula;
     }
-    if (params.labels !== void 0) {
-      body.labels = params.labels;
+    if (params.signalFactors !== void 0) {
+      body.signal_factors = params.signalFactors;
     }
     return this.client.post("/v1/quant/backtest", body);
   }

package/dist/index.mjs

@@ -903,6 +903,8 @@ var QuantModule = class {
    * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
    *
    * @param params - Backtest parameters
+   * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
+   * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
    * @returns Backtest results
    *
    * @example
@@ -911,7 +913,7 @@ var QuantModule = class {
    * const result = await client.quant.backtest({
    *   startDate: '2023-01-01',
    *   endDate: '2024-01-01',
-   *   symbol: '000001',
+   *   symbols: ['000001'],
    *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy when MA5 crosses above MA20
    *   initialCash: 100000
    * });
@@ -924,27 +926,28 @@ var QuantModule = class {
    * const result2 = await client.quant.backtest({
    *   startDate: '2023-01-01',
    *   endDate: '2024-01-01',
-   *   symbol: '000001',
+   *   symbols: ['000001'],
    *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',  // Buy signal
    *   exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'  // Sell signal
    * });
    *
-   * // 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({
+   * // With custom python strategy code using signalFactors
+   * const customStrategy = `
+   * def handle_data(context, datas):
+   *     for data in datas:
+   *         symbol = data.name
+   *         if not context.portfolio.get_position(symbol):
+   *             if data.pe < 20 and data.rsi < 30:  # Use pre-calculated factors
+   *                 context.order_target_percent(symbol, 0.2)
+   *         elif data.rsi > 70:
+   *             context.order_target_percent(symbol, 0)
+   * `;
+   * const result5 = 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(CLOSE, 20)' }
+   *   symbols: ['000001'],
+   *   signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
+   *   strategyCode: customStrategy
    * });
    * ```
    */
@@ -952,20 +955,32 @@ var QuantModule = class {
     const body = {
       start_date: params.startDate,
       end_date: params.endDate,
-      symbol: params.symbol,
       market: params.market || "cn",
-      entry_formula: params.entryFormula,
       initial_cash: params.initialCash ?? 1e5,
       commission: params.commission ?? 0,
       stop_loss: params.stopLoss ?? 0,
-      sizer_percent: params.sizerPercent ?? 99,
+      position_size: params.positionSize ?? 0.2,
+      max_positions: params.maxPositions ?? 5,
+      min_volume: params.minVolume ?? 100,
       auto_close: params.autoClose ?? true
     };
+    if (params.symbols !== void 0) {
+      body.symbols = params.symbols;
+    }
+    if (params.filterFormula !== void 0) {
+      body.filter_formula = params.filterFormula;
+    }
+    if (params.entryFormula !== void 0) {
+      body.entry_formula = params.entryFormula;
+    }
+    if (params.strategyCode !== void 0) {
+      body.strategy_code = params.strategyCode;
+    }
     if (params.exitFormula !== void 0) {
       body.exit_formula = params.exitFormula;
     }
-    if (params.labels !== void 0) {
-      body.labels = params.labels;
+    if (params.signalFactors !== void 0) {
+      body.signal_factors = params.signalFactors;
     }
     return this.client.post("/v1/quant/backtest", body);
   }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.3.24",
+  "version": "0.3.25",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",