reportify-sdk 0.3.24 → 0.3.26

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 (5) hide show
  1. package/dist/index.d.mts +52 -32
  2. package/dist/index.d.ts +52 -32
  3. package/dist/index.js +41 -26
  4. package/dist/index.mjs +41 -26
  5. package/package.json +1 -1
package/dist/index.d.mts CHANGED
@@ -255,6 +255,10 @@ interface FollowedCompany {
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  logo?: string;
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  followedAt?: number;
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  }
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+ interface BatchOHLCVOutput {
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+ datas: Array<Record<string, unknown>>;
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+ metadata: Record<string, unknown>;
261
+ }
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  declare class ReportifyError extends Error {
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  statusCode?: number;
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  constructor(message: string, statusCode?: number);
@@ -723,16 +727,20 @@ interface OHLCVData {
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  interface BacktestParams {
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  startDate: string;
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  endDate: string;
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- symbol: string;
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+ symbols?: string[];
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+ filterFormula?: string;
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  market?: StockMarket;
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- entryFormula: string;
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+ entryFormula?: string;
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+ strategyCode?: 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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+ positionSize?: number;
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+ maxPositions?: number;
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+ minVolume?: number;
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  autoClose?: boolean;
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- labels?: Record<string, string>;
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+ signalFactors?: Record<string, string>;
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  }
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  interface Kline1mParams {
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  symbol: string;
@@ -768,14 +776,23 @@ interface BacktestResult {
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  profit_factor: number;
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  win_rate: number;
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  total_trades: number;
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+ winning_trades: number;
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+ losing_trades: number;
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  trades: Array<{
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- date: string;
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- action: 'buy' | 'sell';
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- price: number;
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- quantity: number;
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- value: number;
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- pnl?: number;
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+ id: number;
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+ symbol: string | null;
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+ type: string;
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+ entry_date: string;
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+ exit_date: string;
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+ entry_price: number;
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+ exit_price: number;
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+ size: number;
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+ net_pnl: number;
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+ return_pct: number;
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+ cumulative_pnl: number;
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  }>;
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+ portfolio_value: Record<string, number>;
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+ error_msg: string | null;
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  }
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  /**
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  * Quantitative analysis module
@@ -818,7 +835,7 @@ declare class QuantModule {
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  * Compute indicator values for given symbols
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  *
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  * Variables vs Functions:
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- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
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+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
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  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
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  *
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  * @param params - Indicator computation parameters
@@ -850,7 +867,7 @@ declare class QuantModule {
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  * Get list of available factors (variables and functions)
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  *
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  * Variables vs Functions:
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- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
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+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
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  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
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  *
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  * @returns Array of factor definitions organized by level
@@ -862,7 +879,7 @@ declare class QuantModule {
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  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
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  *
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  * Variables vs Functions:
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- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
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+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
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  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
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  *
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  * @param params - Factor computation parameters
@@ -900,7 +917,7 @@ declare class QuantModule {
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  * Screen stocks based on factor formula
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  *
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  * Variables vs Functions:
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- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
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+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
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  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
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  *
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  * @param params - Screening parameters
@@ -1032,10 +1049,12 @@ declare class QuantModule {
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  * Execute strategy backtest
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  *
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  * Variables vs Functions:
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- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
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+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
1036
1053
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
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  *
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  * @param params - Backtest parameters
1056
+ * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
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+ * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
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  * @returns Backtest results
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  *
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  * @example
@@ -1044,7 +1063,7 @@ declare class QuantModule {
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  * 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',
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+ * symbols: ['000001'],
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  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
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  * initialCash: 100000
1050
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  * });
@@ -1057,27 +1076,28 @@ declare class QuantModule {
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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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+ * symbols: ['000001'],
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  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
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  * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
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  * });
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  *
1065
- * // Fundamental screening backtest (note: functions require parentheses)
1066
- * const result3 = await client.quant.backtest({
1084
+ * // With custom python strategy code using signalFactors
1085
+ * const customStrategy = `
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+ * def handle_data(context, datas):
1087
+ * for data in datas:
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+ * symbol = data.name
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+ * if not context.portfolio.get_position(symbol):
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+ * if data.pe < 20 and data.rsi < 30: # Use pre-calculated factors
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+ * context.order_target_percent(symbol, 0.2)
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+ * elif data.rsi > 70:
1093
+ * context.order_target_percent(symbol, 0)
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+ * `;
1095
+ * const result5 = 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: '(PE() < 20) & (ROE() > 0.15)'
1071
- * });
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- *
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- * // With custom labels for analysis
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- * const result4 = 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',
1080
- * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
1098
+ * symbols: ['000001'],
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+ * signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
1100
+ * strategyCode: customStrategy
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  * });
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  * ```
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  */
@@ -1927,4 +1947,4 @@ declare class Reportify {
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  getBytes(path: string): Promise<ArrayBuffer>;
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  }
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- 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 };
1950
+ 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 CHANGED
@@ -255,6 +255,10 @@ interface FollowedCompany {
255
255
  logo?: string;
256
256
  followedAt?: number;
257
257
  }
258
+ interface BatchOHLCVOutput {
259
+ datas: Array<Record<string, unknown>>;
260
+ metadata: Record<string, unknown>;
261
+ }
258
262
  declare class ReportifyError extends Error {
259
263
  statusCode?: number;
260
264
  constructor(message: string, statusCode?: number);
@@ -723,16 +727,20 @@ interface OHLCVData {
723
727
  interface BacktestParams {
724
728
  startDate: string;
725
729
  endDate: string;
726
- symbol: string;
730
+ symbols?: string[];
731
+ filterFormula?: string;
727
732
  market?: StockMarket;
728
- entryFormula: string;
733
+ entryFormula?: string;
734
+ strategyCode?: string;
729
735
  exitFormula?: string;
730
736
  initialCash?: number;
731
737
  commission?: number;
732
738
  stopLoss?: number;
733
- sizerPercent?: number;
739
+ positionSize?: number;
740
+ maxPositions?: number;
741
+ minVolume?: number;
734
742
  autoClose?: boolean;
735
- labels?: Record<string, string>;
743
+ signalFactors?: Record<string, string>;
736
744
  }
737
745
  interface Kline1mParams {
738
746
  symbol: string;
@@ -768,14 +776,23 @@ interface BacktestResult {
768
776
  profit_factor: number;
769
777
  win_rate: number;
770
778
  total_trades: number;
779
+ winning_trades: number;
780
+ losing_trades: number;
771
781
  trades: Array<{
772
- date: string;
773
- action: 'buy' | 'sell';
774
- price: number;
775
- quantity: number;
776
- value: number;
777
- pnl?: number;
782
+ id: number;
783
+ symbol: string | null;
784
+ type: string;
785
+ entry_date: string;
786
+ exit_date: string;
787
+ entry_price: number;
788
+ exit_price: number;
789
+ size: number;
790
+ net_pnl: number;
791
+ return_pct: number;
792
+ cumulative_pnl: number;
778
793
  }>;
794
+ portfolio_value: Record<string, number>;
795
+ error_msg: string | null;
779
796
  }
780
797
  /**
781
798
  * Quantitative analysis module
@@ -818,7 +835,7 @@ declare class QuantModule {
818
835
  * Compute indicator values for given symbols
819
836
  *
820
837
  * Variables vs Functions:
821
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
838
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
822
839
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
823
840
  *
824
841
  * @param params - Indicator computation parameters
@@ -850,7 +867,7 @@ declare class QuantModule {
850
867
  * Get list of available factors (variables and functions)
851
868
  *
852
869
  * Variables vs Functions:
853
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
870
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
854
871
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
855
872
  *
856
873
  * @returns Array of factor definitions organized by level
@@ -862,7 +879,7 @@ declare class QuantModule {
862
879
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
863
880
  *
864
881
  * Variables vs Functions:
865
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
882
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
866
883
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
867
884
  *
868
885
  * @param params - Factor computation parameters
@@ -900,7 +917,7 @@ declare class QuantModule {
900
917
  * Screen stocks based on factor formula
901
918
  *
902
919
  * Variables vs Functions:
903
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
920
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
904
921
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
905
922
  *
906
923
  * @param params - Screening parameters
@@ -1032,10 +1049,12 @@ declare class QuantModule {
1032
1049
  * Execute strategy backtest
1033
1050
  *
1034
1051
  * Variables vs Functions:
1035
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
1052
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
1036
1053
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
1037
1054
  *
1038
1055
  * @param params - Backtest parameters
1056
+ * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
1057
+ * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
1039
1058
  * @returns Backtest results
1040
1059
  *
1041
1060
  * @example
@@ -1044,7 +1063,7 @@ declare class QuantModule {
1044
1063
  * const result = await client.quant.backtest({
1045
1064
  * startDate: '2023-01-01',
1046
1065
  * endDate: '2024-01-01',
1047
- * symbol: '000001',
1066
+ * symbols: ['000001'],
1048
1067
  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
1049
1068
  * initialCash: 100000
1050
1069
  * });
@@ -1057,27 +1076,28 @@ declare class QuantModule {
1057
1076
  * const result2 = await client.quant.backtest({
1058
1077
  * startDate: '2023-01-01',
1059
1078
  * endDate: '2024-01-01',
1060
- * symbol: '000001',
1079
+ * symbols: ['000001'],
1061
1080
  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
1062
1081
  * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
1063
1082
  * });
1064
1083
  *
1065
- * // Fundamental screening backtest (note: functions require parentheses)
1066
- * const result3 = await client.quant.backtest({
1084
+ * // With custom python strategy code using signalFactors
1085
+ * const customStrategy = `
1086
+ * def handle_data(context, datas):
1087
+ * for data in datas:
1088
+ * symbol = data.name
1089
+ * if not context.portfolio.get_position(symbol):
1090
+ * if data.pe < 20 and data.rsi < 30: # Use pre-calculated factors
1091
+ * context.order_target_percent(symbol, 0.2)
1092
+ * elif data.rsi > 70:
1093
+ * context.order_target_percent(symbol, 0)
1094
+ * `;
1095
+ * const result5 = await client.quant.backtest({
1067
1096
  * startDate: '2023-01-01',
1068
1097
  * endDate: '2024-01-01',
1069
- * symbol: '000001',
1070
- * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
1071
- * });
1072
- *
1073
- * // With custom labels for analysis
1074
- * const result4 = await client.quant.backtest({
1075
- * startDate: '2023-01-01',
1076
- * endDate: '2024-01-01',
1077
- * symbol: '000001',
1078
- * entryFormula: 'RSI(14) < 30',
1079
- * exitFormula: 'RSI(14) > 70',
1080
- * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
1098
+ * symbols: ['000001'],
1099
+ * signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
1100
+ * strategyCode: customStrategy
1081
1101
  * });
1082
1102
  * ```
1083
1103
  */
@@ -1927,4 +1947,4 @@ declare class Reportify {
1927
1947
  getBytes(path: string): Promise<ArrayBuffer>;
1928
1948
  }
1929
1949
 
1930
- 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 };
1950
+ 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 CHANGED
@@ -644,7 +644,7 @@ var QuantModule = class {
644
644
  * Compute indicator values for given symbols
645
645
  *
646
646
  * Variables vs Functions:
647
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
647
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
648
648
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
649
649
  *
650
650
  * @param params - Indicator computation parameters
@@ -688,7 +688,7 @@ var QuantModule = class {
688
688
  * Get list of available factors (variables and functions)
689
689
  *
690
690
  * Variables vs Functions:
691
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
691
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
692
692
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
693
693
  *
694
694
  * @returns Array of factor definitions organized by level
@@ -702,7 +702,7 @@ var QuantModule = class {
702
702
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
703
703
  *
704
704
  * Variables vs Functions:
705
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
705
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
706
706
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
707
707
  *
708
708
  * @param params - Factor computation parameters
@@ -749,7 +749,7 @@ var QuantModule = class {
749
749
  * Screen stocks based on factor formula
750
750
  *
751
751
  * Variables vs Functions:
752
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
752
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
753
753
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
754
754
  *
755
755
  * @param params - Screening parameters
@@ -943,10 +943,12 @@ var QuantModule = class {
943
943
  * Execute strategy backtest
944
944
  *
945
945
  * Variables vs Functions:
946
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
946
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
947
947
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
948
948
  *
949
949
  * @param params - Backtest parameters
950
+ * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
951
+ * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
950
952
  * @returns Backtest results
951
953
  *
952
954
  * @example
@@ -955,7 +957,7 @@ var QuantModule = class {
955
957
  * const result = await client.quant.backtest({
956
958
  * startDate: '2023-01-01',
957
959
  * endDate: '2024-01-01',
958
- * symbol: '000001',
960
+ * symbols: ['000001'],
959
961
  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
960
962
  * initialCash: 100000
961
963
  * });
@@ -968,27 +970,28 @@ var QuantModule = class {
968
970
  * const result2 = await client.quant.backtest({
969
971
  * startDate: '2023-01-01',
970
972
  * endDate: '2024-01-01',
971
- * symbol: '000001',
973
+ * symbols: ['000001'],
972
974
  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
973
975
  * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
974
976
  * });
975
977
  *
976
- * // Fundamental screening backtest (note: functions require parentheses)
977
- * const result3 = await client.quant.backtest({
978
- * startDate: '2023-01-01',
979
- * endDate: '2024-01-01',
980
- * symbol: '000001',
981
- * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
982
- * });
983
- *
984
- * // With custom labels for analysis
985
- * const result4 = await client.quant.backtest({
978
+ * // With custom python strategy code using signalFactors
979
+ * const customStrategy = `
980
+ * def handle_data(context, datas):
981
+ * for data in datas:
982
+ * symbol = data.name
983
+ * if not context.portfolio.get_position(symbol):
984
+ * if data.pe < 20 and data.rsi < 30: # Use pre-calculated factors
985
+ * context.order_target_percent(symbol, 0.2)
986
+ * elif data.rsi > 70:
987
+ * context.order_target_percent(symbol, 0)
988
+ * `;
989
+ * const result5 = await client.quant.backtest({
986
990
  * startDate: '2023-01-01',
987
991
  * endDate: '2024-01-01',
988
- * symbol: '000001',
989
- * entryFormula: 'RSI(14) < 30',
990
- * exitFormula: 'RSI(14) > 70',
991
- * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
992
+ * symbols: ['000001'],
993
+ * signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
994
+ * strategyCode: customStrategy
992
995
  * });
993
996
  * ```
994
997
  */
@@ -996,20 +999,32 @@ var QuantModule = class {
996
999
  const body = {
997
1000
  start_date: params.startDate,
998
1001
  end_date: params.endDate,
999
- symbol: params.symbol,
1000
1002
  market: params.market || "cn",
1001
- entry_formula: params.entryFormula,
1002
1003
  initial_cash: params.initialCash ?? 1e5,
1003
1004
  commission: params.commission ?? 0,
1004
1005
  stop_loss: params.stopLoss ?? 0,
1005
- sizer_percent: params.sizerPercent ?? 99,
1006
+ position_size: params.positionSize ?? 0.2,
1007
+ max_positions: params.maxPositions ?? 5,
1008
+ min_volume: params.minVolume ?? 100,
1006
1009
  auto_close: params.autoClose ?? true
1007
1010
  };
1011
+ if (params.symbols !== void 0) {
1012
+ body.symbols = params.symbols;
1013
+ }
1014
+ if (params.filterFormula !== void 0) {
1015
+ body.filter_formula = params.filterFormula;
1016
+ }
1017
+ if (params.entryFormula !== void 0) {
1018
+ body.entry_formula = params.entryFormula;
1019
+ }
1020
+ if (params.strategyCode !== void 0) {
1021
+ body.strategy_code = params.strategyCode;
1022
+ }
1008
1023
  if (params.exitFormula !== void 0) {
1009
1024
  body.exit_formula = params.exitFormula;
1010
1025
  }
1011
- if (params.labels !== void 0) {
1012
- body.labels = params.labels;
1026
+ if (params.signalFactors !== void 0) {
1027
+ body.signal_factors = params.signalFactors;
1013
1028
  }
1014
1029
  return this.client.post("/v1/quant/backtest", body);
1015
1030
  }
package/dist/index.mjs CHANGED
@@ -600,7 +600,7 @@ var QuantModule = class {
600
600
  * Compute indicator values for given symbols
601
601
  *
602
602
  * Variables vs Functions:
603
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
603
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
604
604
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
605
605
  *
606
606
  * @param params - Indicator computation parameters
@@ -644,7 +644,7 @@ var QuantModule = class {
644
644
  * Get list of available factors (variables and functions)
645
645
  *
646
646
  * Variables vs Functions:
647
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
647
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
648
648
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
649
649
  *
650
650
  * @returns Array of factor definitions organized by level
@@ -658,7 +658,7 @@ var QuantModule = class {
658
658
  * Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
659
659
  *
660
660
  * Variables vs Functions:
661
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
661
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
662
662
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
663
663
  *
664
664
  * @param params - Factor computation parameters
@@ -705,7 +705,7 @@ var QuantModule = class {
705
705
  * Screen stocks based on factor formula
706
706
  *
707
707
  * Variables vs Functions:
708
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
708
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
709
709
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
710
710
  *
711
711
  * @param params - Screening parameters
@@ -899,10 +899,12 @@ var QuantModule = class {
899
899
  * Execute strategy backtest
900
900
  *
901
901
  * Variables vs Functions:
902
- * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
902
+ * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
903
903
  * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
904
904
  *
905
905
  * @param params - Backtest parameters
906
+ * @param params.autoClose Whether to automatically close positions at end of backtest (default true)
907
+ * @param params.signalFactors Signal factors dictionary for custom strategy pre-computation
906
908
  * @returns Backtest results
907
909
  *
908
910
  * @example
@@ -911,7 +913,7 @@ var QuantModule = class {
911
913
  * const result = await client.quant.backtest({
912
914
  * startDate: '2023-01-01',
913
915
  * endDate: '2024-01-01',
914
- * symbol: '000001',
916
+ * symbols: ['000001'],
915
917
  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy when MA5 crosses above MA20
916
918
  * initialCash: 100000
917
919
  * });
@@ -924,27 +926,28 @@ var QuantModule = class {
924
926
  * const result2 = await client.quant.backtest({
925
927
  * startDate: '2023-01-01',
926
928
  * endDate: '2024-01-01',
927
- * symbol: '000001',
929
+ * symbols: ['000001'],
928
930
  * entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))', // Buy signal
929
931
  * exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))' // Sell signal
930
932
  * });
931
933
  *
932
- * // Fundamental screening backtest (note: functions require parentheses)
933
- * const result3 = await client.quant.backtest({
934
- * startDate: '2023-01-01',
935
- * endDate: '2024-01-01',
936
- * symbol: '000001',
937
- * entryFormula: '(PE() < 20) & (ROE() > 0.15)'
938
- * });
939
- *
940
- * // With custom labels for analysis
941
- * const result4 = await client.quant.backtest({
934
+ * // With custom python strategy code using signalFactors
935
+ * const customStrategy = `
936
+ * def handle_data(context, datas):
937
+ * for data in datas:
938
+ * symbol = data.name
939
+ * if not context.portfolio.get_position(symbol):
940
+ * if data.pe < 20 and data.rsi < 30: # Use pre-calculated factors
941
+ * context.order_target_percent(symbol, 0.2)
942
+ * elif data.rsi > 70:
943
+ * context.order_target_percent(symbol, 0)
944
+ * `;
945
+ * const result5 = await client.quant.backtest({
942
946
  * startDate: '2023-01-01',
943
947
  * endDate: '2024-01-01',
944
- * symbol: '000001',
945
- * entryFormula: 'RSI(14) < 30',
946
- * exitFormula: 'RSI(14) > 70',
947
- * labels: { rsi: 'RSI(14)', ma20: 'MA(CLOSE, 20)' }
948
+ * symbols: ['000001'],
949
+ * signalFactors: { rsi: 'RSI(14)', pe: 'PE_TTM()' },
950
+ * strategyCode: customStrategy
948
951
  * });
949
952
  * ```
950
953
  */
@@ -952,20 +955,32 @@ var QuantModule = class {
952
955
  const body = {
953
956
  start_date: params.startDate,
954
957
  end_date: params.endDate,
955
- symbol: params.symbol,
956
958
  market: params.market || "cn",
957
- entry_formula: params.entryFormula,
958
959
  initial_cash: params.initialCash ?? 1e5,
959
960
  commission: params.commission ?? 0,
960
961
  stop_loss: params.stopLoss ?? 0,
961
- sizer_percent: params.sizerPercent ?? 99,
962
+ position_size: params.positionSize ?? 0.2,
963
+ max_positions: params.maxPositions ?? 5,
964
+ min_volume: params.minVolume ?? 100,
962
965
  auto_close: params.autoClose ?? true
963
966
  };
967
+ if (params.symbols !== void 0) {
968
+ body.symbols = params.symbols;
969
+ }
970
+ if (params.filterFormula !== void 0) {
971
+ body.filter_formula = params.filterFormula;
972
+ }
973
+ if (params.entryFormula !== void 0) {
974
+ body.entry_formula = params.entryFormula;
975
+ }
976
+ if (params.strategyCode !== void 0) {
977
+ body.strategy_code = params.strategyCode;
978
+ }
964
979
  if (params.exitFormula !== void 0) {
965
980
  body.exit_formula = params.exitFormula;
966
981
  }
967
- if (params.labels !== void 0) {
968
- body.labels = params.labels;
982
+ if (params.signalFactors !== void 0) {
983
+ body.signal_factors = params.signalFactors;
969
984
  }
970
985
  return this.client.post("/v1/quant/backtest", body);
971
986
  }
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "reportify-sdk",
3
- "version": "0.3.24",
3
+ "version": "0.3.26",
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",