reportify-sdk 0.3.26 → 0.3.28

package/dist/index.d.mts

@@ -656,33 +656,19 @@ declare class DocsModule {
 /**
  * Quant Module
  *
- * Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+ * Provides quantitative analysis tools including factors (technical and fundamental), quotes, and backtesting.
  * Based on Mai-language syntax compatible with TongDaXin/TongHuaShun.
+ *
+ * All technical indicators (RSI, MACD, KDJ, etc.) are now available as factors through the unified factors API.
  */
 
 type StockMarket = 'cn' | 'hk' | 'us';
-interface IndicatorMeta {
-    name: string;
-    description: string;
-    fields: string[];
-}
-interface IndicatorComputeParams {
-    symbols: string[];
-    formula: string;
-    market?: StockMarket;
-    startDate?: string;
-    endDate?: string;
-}
-interface IndicatorData {
-    symbol: string;
-    date: string;
-    [key: string]: unknown;
-}
 interface FactorMeta {
     name: string;
     type: 'variable' | 'function';
     level: 0 | 1 | 2;
     description: string;
+    fields?: string[];
 }
 interface FactorComputeParams {
     symbols: string[];
@@ -714,6 +700,16 @@ interface BatchOHLCVParams {
     startDate?: string;
     endDate?: string;
 }
+interface FactorComputeData {
+    symbol: string;
+    date: string;
+    name?: string;
+    name_en?: string;
+    close?: number;
+    factor_value?: number | boolean;
+    indicators?: Record<string, number | boolean>;
+    [key: string]: unknown;
+}
 interface OHLCVData {
     symbol: string;
     date: string;
@@ -766,6 +762,19 @@ interface BatchMinuteParams {
     endDateTime: string;
     market?: StockMarket;
 }
+interface BacktestUploadParams {
+    file: File;
+    entryFormula?: string;
+    strategyCode?: string;
+    exitFormula?: string;
+    initialCash?: number;
+    commission?: number;
+    positionSize?: number;
+    maxPositions?: number;
+    minVolume?: number;
+    autoClose?: boolean;
+    signalFactors?: Record<string, string>;
+}
 interface BacktestResult {
     success: boolean;
     initial_cash: number;
@@ -797,10 +806,21 @@ interface BacktestResult {
 /**
  * Quantitative analysis module
  *
+ * Access factors (including technical indicators and fundamental factors), OHLCV quotes, and backtesting functionality.
+ * Uses Mai-language syntax for formulas.
+ *
+ * Technical indicators are now part of the unified factors system:
+ * - Level 0: Basic variables (CLOSE, OPEN, HIGH, LOW, VOLUME) and core functions (MA, EMA, REF, etc.)
+ * - Level 1: Application functions (CROSS, COUNT, EVERY, etc.)
+ * - Level 2: Technical indicators (RSI, MACD, KDJ, BOLL, etc.) and fundamental factors (PE, ROE, etc.)
+ *
  * @example
  * ```typescript
- * // Compute RSI indicator
- * const data = await client.quant.indicatorsCompute({
+ * // List all available factors (including technical indicators)
+ * const factors = await client.quant.factors();
+ *
+ * // Compute RSI (now through factors API)
+ * const data = await client.quant.factorsCompute({
  *   symbols: ['000001'],
  *   formula: 'RSI(14)'
  * });
@@ -815,63 +835,31 @@ declare class QuantModule {
     private client;
     constructor(client: Reportify);
     /**
-     * Get list of available technical indicators
-     *
-     * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
+     * Get list of available factors (variables, functions, and indicators)
      *
-     * @returns Array of indicator definitions
-     *
-     * @example
-     * ```typescript
-     * const indicators = await client.quant.indicators();
-     * indicators.forEach(ind => {
-     *   console.log(`${ind.name}: ${ind.description}`);
-     *   console.log(`  Fields: ${ind.fields.join(', ')}`);
-     * });
-     * ```
-     */
-    indicators(): Promise<IndicatorMeta[]>;
-    /**
-     * Compute indicator values for given symbols
+     * Returns factors organized by level:
+     * - Level 0 Variables: CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (price data, no parentheses)
+     * - Level 0 Functions: MA(), EMA(), REF(), HHV(), LLV(), STD(), etc. (require parentheses)
+     * - Level 1 Functions: CROSS(), COUNT(), EVERY(), etc. (require parentheses)
+     * - Level 2 Functions: Technical indicators (MACD(), KDJ(), RSI(), BOLL(), etc.) and fundamental factors (PE(), ROE(), etc.)
      *
      * Variables vs Functions:
-     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
-     * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
+     * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
      *
-     * @param params - Indicator computation parameters
-     * @returns Array of indicator data
+     * @returns Array of factor definitions with name, type, level, description, and optional fields
      *
      * @example
      * ```typescript
-     * // RSI indicator
-     * const data = await client.quant.indicatorsCompute({
-     *   symbols: ['000001'],
-     *   formula: 'RSI(14)'
-     * });
-     *
-     * // MACD indicator
-     * const data = await client.quant.indicatorsCompute({
-     *   symbols: ['000001'],
-     *   formula: 'MACD()'
-     * });
-     *
-     * // Standard deviation
-     * const data = await client.quant.indicatorsCompute({
-     *   symbols: ['000001'],
-     *   formula: 'STD(CLOSE, 20)'
+     * const factors = await client.quant.factors();
+     * factors.forEach(f => {
+     *   console.log(`${f.name} (${f.type}, level ${f.level})`);
+     *   if (f.fields) {
+     *     console.log(`  Fields: ${f.fields.join(', ')}`);
+     *   }
      * });
      * ```
      */
-    indicatorsCompute(params: IndicatorComputeParams): Promise<IndicatorData[]>;
-    /**
-     * Get list of available factors (variables and functions)
-     *
-     * Variables vs Functions:
-     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
-     * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
-     *
-     * @returns Array of factor definitions organized by level
-     */
     factors(): Promise<FactorMeta[]>;
     /**
      * Compute factor values for given symbols
@@ -887,32 +875,32 @@ declare class QuantModule {
      *
      * @example
      * ```typescript
-     * // Simple indicator
+     * // Technical indicators (RSI, MACD, etc.)
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
      *   formula: 'RSI(14)'
      * });
      *
-     * // MACD DIF line
+     * // MACD indicator
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
      *   formula: 'MACD().dif'
      * });
      *
-     * // Close above 20-day MA
+     * // Core functions
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
-     *   formula: 'CLOSE > MA(CLOSE, 20)'
+     *   formula: 'MA(CLOSE, 20)'
      * });
      *
-     * // Fundamental factors (note: functions require parentheses)
+     * // Fundamental factors
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
      *   formula: 'PE()'
      * });
      * ```
      */
-    factorsCompute(params: FactorComputeParams): Promise<IndicatorData[]>;
+    factorsCompute(params: FactorComputeParams): Promise<FactorComputeData[]>;
     /**
      * Screen stocks based on factor formula
      *
@@ -925,7 +913,7 @@ declare class QuantModule {
      *
      * @example
      * ```typescript
-     * // RSI oversold
+     * // Technical screening
      * const stocks = await client.quant.factorsScreen({
      *   formula: 'RSI(14) < 30'
      * });
@@ -935,12 +923,7 @@ declare class QuantModule {
      *   formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
      * });
      *
-     * // Uptrend
-     * const stocks = await client.quant.factorsScreen({
-     *   formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
-     * });
-     *
-     * // Fundamental screening (note: functions require parentheses)
+     * // Fundamental screening
      * const stocks = await client.quant.factorsScreen({
      *   formula: '(PE() < 20) & (ROE() > 0.15)'
      * });
@@ -1087,7 +1070,7 @@ declare class QuantModule {
      *     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
+     *             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)
@@ -1102,6 +1085,52 @@ declare class QuantModule {
      * ```
      */
     backtest(params: BacktestParams): Promise<BacktestResult>;
+    /**
+     * Upload an Excel file to run backtest
+     *
+     * Upload an Excel file (.xlsx/.xls) containing OHLCV data for backtesting.
+     * This allows you to use your own market data instead of the system's built-in data source.
+     *
+     * Excel file format requirements:
+     * - Required columns: date, open, high, low, close
+     * - Optional columns: symbol (required for multi-symbol), volume, amount
+     * - Custom fields: any ASCII-named columns with numeric values (e.g., pe, market_cap, pb_ratio)
+     *
+     * @param params - Upload backtest parameters
+     * @returns Backtest results
+     *
+     * @example
+     * ```typescript
+     * // Upload from file input
+     * const fileInput = document.getElementById('file') as HTMLInputElement;
+     * const result = await client.quant.backtestUpload({
+     *   file: fileInput.files[0],
+     *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))',
+     *   exitFormula: 'CROSS(MA(CLOSE, 10), MA(CLOSE, 5))',
+     *   initialCash: 100000,
+     *   commission: 0.0003
+     * });
+     *
+     * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+     *
+     * // With custom strategy code
+     * const result2 = await client.quant.backtestUpload({
+     *   file: fileInput.files[0],
+     *   signalFactors: { ma5: 'MA(CLOSE, 5)', ma20: 'MA(CLOSE, 20)' },
+     *   strategyCode: `
+     * def handle_data(context, datas):
+     *     for data in datas:
+     *         symbol = data.name
+     *         if not context.portfolio.get_position(symbol):
+     *             if data.ma5 > data.ma20:
+     *                 context.order_target_percent(symbol, 0.2)
+     *         elif data.ma5 < data.ma20:
+     *             context.order_target_percent(symbol, 0)
+     *   `
+     * });
+     * ```
+     */
+    backtestUpload(params: BacktestUploadParams): Promise<BacktestResult>;
 }
 
 /**
@@ -1924,6 +1953,7 @@ declare class Reportify {
     request<T = unknown>(method: string, path: string, options?: {
         params?: Record<string, unknown>;
         body?: Record<string, unknown>;
+        formData?: FormData;
     }): Promise<T>;
     /**
      * Make a GET request
@@ -1947,4 +1977,4 @@ 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 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 };
+export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BacktestUploadParams, 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 FactorComputeData, type FactorComputeParams, type FactorMeta, type FinancialStatement, type FollowedCompany, FollowingModule, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, 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

@@ -656,33 +656,19 @@ declare class DocsModule {
 /**
  * Quant Module
  *
- * Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+ * Provides quantitative analysis tools including factors (technical and fundamental), quotes, and backtesting.
  * Based on Mai-language syntax compatible with TongDaXin/TongHuaShun.
+ *
+ * All technical indicators (RSI, MACD, KDJ, etc.) are now available as factors through the unified factors API.
  */
 
 type StockMarket = 'cn' | 'hk' | 'us';
-interface IndicatorMeta {
-    name: string;
-    description: string;
-    fields: string[];
-}
-interface IndicatorComputeParams {
-    symbols: string[];
-    formula: string;
-    market?: StockMarket;
-    startDate?: string;
-    endDate?: string;
-}
-interface IndicatorData {
-    symbol: string;
-    date: string;
-    [key: string]: unknown;
-}
 interface FactorMeta {
     name: string;
     type: 'variable' | 'function';
     level: 0 | 1 | 2;
     description: string;
+    fields?: string[];
 }
 interface FactorComputeParams {
     symbols: string[];
@@ -714,6 +700,16 @@ interface BatchOHLCVParams {
     startDate?: string;
     endDate?: string;
 }
+interface FactorComputeData {
+    symbol: string;
+    date: string;
+    name?: string;
+    name_en?: string;
+    close?: number;
+    factor_value?: number | boolean;
+    indicators?: Record<string, number | boolean>;
+    [key: string]: unknown;
+}
 interface OHLCVData {
     symbol: string;
     date: string;
@@ -766,6 +762,19 @@ interface BatchMinuteParams {
     endDateTime: string;
     market?: StockMarket;
 }
+interface BacktestUploadParams {
+    file: File;
+    entryFormula?: string;
+    strategyCode?: string;
+    exitFormula?: string;
+    initialCash?: number;
+    commission?: number;
+    positionSize?: number;
+    maxPositions?: number;
+    minVolume?: number;
+    autoClose?: boolean;
+    signalFactors?: Record<string, string>;
+}
 interface BacktestResult {
     success: boolean;
     initial_cash: number;
@@ -797,10 +806,21 @@ interface BacktestResult {
 /**
  * Quantitative analysis module
  *
+ * Access factors (including technical indicators and fundamental factors), OHLCV quotes, and backtesting functionality.
+ * Uses Mai-language syntax for formulas.
+ *
+ * Technical indicators are now part of the unified factors system:
+ * - Level 0: Basic variables (CLOSE, OPEN, HIGH, LOW, VOLUME) and core functions (MA, EMA, REF, etc.)
+ * - Level 1: Application functions (CROSS, COUNT, EVERY, etc.)
+ * - Level 2: Technical indicators (RSI, MACD, KDJ, BOLL, etc.) and fundamental factors (PE, ROE, etc.)
+ *
  * @example
  * ```typescript
- * // Compute RSI indicator
- * const data = await client.quant.indicatorsCompute({
+ * // List all available factors (including technical indicators)
+ * const factors = await client.quant.factors();
+ *
+ * // Compute RSI (now through factors API)
+ * const data = await client.quant.factorsCompute({
  *   symbols: ['000001'],
  *   formula: 'RSI(14)'
  * });
@@ -815,63 +835,31 @@ declare class QuantModule {
     private client;
     constructor(client: Reportify);
     /**
-     * Get list of available technical indicators
-     *
-     * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
+     * Get list of available factors (variables, functions, and indicators)
      *
-     * @returns Array of indicator definitions
-     *
-     * @example
-     * ```typescript
-     * const indicators = await client.quant.indicators();
-     * indicators.forEach(ind => {
-     *   console.log(`${ind.name}: ${ind.description}`);
-     *   console.log(`  Fields: ${ind.fields.join(', ')}`);
-     * });
-     * ```
-     */
-    indicators(): Promise<IndicatorMeta[]>;
-    /**
-     * Compute indicator values for given symbols
+     * Returns factors organized by level:
+     * - Level 0 Variables: CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (price data, no parentheses)
+     * - Level 0 Functions: MA(), EMA(), REF(), HHV(), LLV(), STD(), etc. (require parentheses)
+     * - Level 1 Functions: CROSS(), COUNT(), EVERY(), etc. (require parentheses)
+     * - Level 2 Functions: Technical indicators (MACD(), KDJ(), RSI(), BOLL(), etc.) and fundamental factors (PE(), ROE(), etc.)
      *
      * Variables vs Functions:
-     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
-     * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
+     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
+     * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
      *
-     * @param params - Indicator computation parameters
-     * @returns Array of indicator data
+     * @returns Array of factor definitions with name, type, level, description, and optional fields
      *
      * @example
      * ```typescript
-     * // RSI indicator
-     * const data = await client.quant.indicatorsCompute({
-     *   symbols: ['000001'],
-     *   formula: 'RSI(14)'
-     * });
-     *
-     * // MACD indicator
-     * const data = await client.quant.indicatorsCompute({
-     *   symbols: ['000001'],
-     *   formula: 'MACD()'
-     * });
-     *
-     * // Standard deviation
-     * const data = await client.quant.indicatorsCompute({
-     *   symbols: ['000001'],
-     *   formula: 'STD(CLOSE, 20)'
+     * const factors = await client.quant.factors();
+     * factors.forEach(f => {
+     *   console.log(`${f.name} (${f.type}, level ${f.level})`);
+     *   if (f.fields) {
+     *     console.log(`  Fields: ${f.fields.join(', ')}`);
+     *   }
      * });
      * ```
      */
-    indicatorsCompute(params: IndicatorComputeParams): Promise<IndicatorData[]>;
-    /**
-     * Get list of available factors (variables and functions)
-     *
-     * Variables vs Functions:
-     * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
-     * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
-     *
-     * @returns Array of factor definitions organized by level
-     */
     factors(): Promise<FactorMeta[]>;
     /**
      * Compute factor values for given symbols
@@ -887,32 +875,32 @@ declare class QuantModule {
      *
      * @example
      * ```typescript
-     * // Simple indicator
+     * // Technical indicators (RSI, MACD, etc.)
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
      *   formula: 'RSI(14)'
      * });
      *
-     * // MACD DIF line
+     * // MACD indicator
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
      *   formula: 'MACD().dif'
      * });
      *
-     * // Close above 20-day MA
+     * // Core functions
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
-     *   formula: 'CLOSE > MA(CLOSE, 20)'
+     *   formula: 'MA(CLOSE, 20)'
      * });
      *
-     * // Fundamental factors (note: functions require parentheses)
+     * // Fundamental factors
      * const data = await client.quant.factorsCompute({
      *   symbols: ['000001'],
      *   formula: 'PE()'
      * });
      * ```
      */
-    factorsCompute(params: FactorComputeParams): Promise<IndicatorData[]>;
+    factorsCompute(params: FactorComputeParams): Promise<FactorComputeData[]>;
     /**
      * Screen stocks based on factor formula
      *
@@ -925,7 +913,7 @@ declare class QuantModule {
      *
      * @example
      * ```typescript
-     * // RSI oversold
+     * // Technical screening
      * const stocks = await client.quant.factorsScreen({
      *   formula: 'RSI(14) < 30'
      * });
@@ -935,12 +923,7 @@ declare class QuantModule {
      *   formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
      * });
      *
-     * // Uptrend
-     * const stocks = await client.quant.factorsScreen({
-     *   formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
-     * });
-     *
-     * // Fundamental screening (note: functions require parentheses)
+     * // Fundamental screening
      * const stocks = await client.quant.factorsScreen({
      *   formula: '(PE() < 20) & (ROE() > 0.15)'
      * });
@@ -1087,7 +1070,7 @@ declare class QuantModule {
      *     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
+     *             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)
@@ -1102,6 +1085,52 @@ declare class QuantModule {
      * ```
      */
     backtest(params: BacktestParams): Promise<BacktestResult>;
+    /**
+     * Upload an Excel file to run backtest
+     *
+     * Upload an Excel file (.xlsx/.xls) containing OHLCV data for backtesting.
+     * This allows you to use your own market data instead of the system's built-in data source.
+     *
+     * Excel file format requirements:
+     * - Required columns: date, open, high, low, close
+     * - Optional columns: symbol (required for multi-symbol), volume, amount
+     * - Custom fields: any ASCII-named columns with numeric values (e.g., pe, market_cap, pb_ratio)
+     *
+     * @param params - Upload backtest parameters
+     * @returns Backtest results
+     *
+     * @example
+     * ```typescript
+     * // Upload from file input
+     * const fileInput = document.getElementById('file') as HTMLInputElement;
+     * const result = await client.quant.backtestUpload({
+     *   file: fileInput.files[0],
+     *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))',
+     *   exitFormula: 'CROSS(MA(CLOSE, 10), MA(CLOSE, 5))',
+     *   initialCash: 100000,
+     *   commission: 0.0003
+     * });
+     *
+     * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+     *
+     * // With custom strategy code
+     * const result2 = await client.quant.backtestUpload({
+     *   file: fileInput.files[0],
+     *   signalFactors: { ma5: 'MA(CLOSE, 5)', ma20: 'MA(CLOSE, 20)' },
+     *   strategyCode: `
+     * def handle_data(context, datas):
+     *     for data in datas:
+     *         symbol = data.name
+     *         if not context.portfolio.get_position(symbol):
+     *             if data.ma5 > data.ma20:
+     *                 context.order_target_percent(symbol, 0.2)
+     *         elif data.ma5 < data.ma20:
+     *             context.order_target_percent(symbol, 0)
+     *   `
+     * });
+     * ```
+     */
+    backtestUpload(params: BacktestUploadParams): Promise<BacktestResult>;
 }
 
 /**
@@ -1924,6 +1953,7 @@ declare class Reportify {
     request<T = unknown>(method: string, path: string, options?: {
         params?: Record<string, unknown>;
         body?: Record<string, unknown>;
+        formData?: FormData;
     }): Promise<T>;
     /**
      * Make a GET request
@@ -1947,4 +1977,4 @@ 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 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 };
+export { APIError, type AgentConversation, type AgentMessage, AgentModule, AuthenticationError, type BacktestParams, type BacktestResult, type BacktestUploadParams, 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 FactorComputeData, type FactorComputeParams, type FactorMeta, type FinancialStatement, type FollowedCompany, FollowingModule, type IPOEvent, type IPOStatus, type IndexConstituent, type IndexFund, 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

@@ -619,80 +619,34 @@ var QuantModule = class {
     this.client = client;
   }
   // ===========================================================================
-  // Indicators
+  // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
   /**
-   * Get list of available technical indicators
+   * Get list of available factors (variables, functions, and indicators)
    *
-   * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
-   *
-   * @returns Array of indicator definitions
-   *
-   * @example
-   * ```typescript
-   * const indicators = await client.quant.indicators();
-   * indicators.forEach(ind => {
-   *   console.log(`${ind.name}: ${ind.description}`);
-   *   console.log(`  Fields: ${ind.fields.join(', ')}`);
-   * });
-   * ```
-   */
-  async indicators() {
-    return this.client.get("/v1/quant/indicators");
-  }
-  /**
-   * Compute indicator values for given symbols
+   * Returns factors organized by level:
+   * - Level 0 Variables: CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (price data, no parentheses)
+   * - Level 0 Functions: MA(), EMA(), REF(), HHV(), LLV(), STD(), etc. (require parentheses)
+   * - Level 1 Functions: CROSS(), COUNT(), EVERY(), etc. (require parentheses)
+   * - Level 2 Functions: Technical indicators (MACD(), KDJ(), RSI(), BOLL(), etc.) and fundamental factors (PE(), ROE(), etc.)
    *
    * Variables vs Functions:
-   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
-   * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
+   * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
    *
-   * @param params - Indicator computation parameters
-   * @returns Array of indicator data
+   * @returns Array of factor definitions with name, type, level, description, and optional fields
    *
    * @example
    * ```typescript
-   * // RSI indicator
-   * const data = await client.quant.indicatorsCompute({
-   *   symbols: ['000001'],
-   *   formula: 'RSI(14)'
-   * });
-   *
-   * // MACD indicator
-   * const data = await client.quant.indicatorsCompute({
-   *   symbols: ['000001'],
-   *   formula: 'MACD()'
-   * });
-   *
-   * // Standard deviation
-   * const data = await client.quant.indicatorsCompute({
-   *   symbols: ['000001'],
-   *   formula: 'STD(CLOSE, 20)'
+   * const factors = await client.quant.factors();
+   * factors.forEach(f => {
+   *   console.log(`${f.name} (${f.type}, level ${f.level})`);
+   *   if (f.fields) {
+   *     console.log(`  Fields: ${f.fields.join(', ')}`);
+   *   }
    * });
    * ```
    */
-  async indicatorsCompute(params) {
-    const response = await this.client.post("/v1/quant/indicators/compute", {
-      symbols: params.symbols,
-      formula: params.formula,
-      market: params.market || "cn",
-      start_date: params.startDate,
-      end_date: params.endDate
-    });
-    return response.datas || [];
-  }
-  // ===========================================================================
-  // Factors
-  // ===========================================================================
-  /**
-   * Get list of available factors (variables and functions)
-   *
-   * Variables vs Functions:
-   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
-   * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
-   *
-   * @returns Array of factor definitions organized by level
-   */
   async factors() {
     return this.client.get("/v1/quant/factors");
   }
@@ -710,25 +664,25 @@ var QuantModule = class {
    *
    * @example
    * ```typescript
-   * // Simple indicator
+   * // Technical indicators (RSI, MACD, etc.)
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
    *   formula: 'RSI(14)'
    * });
    *
-   * // MACD DIF line
+   * // MACD indicator
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
    *   formula: 'MACD().dif'
    * });
    *
-   * // Close above 20-day MA
+   * // Core functions
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
-   *   formula: 'CLOSE > MA(CLOSE, 20)'
+   *   formula: 'MA(CLOSE, 20)'
    * });
    *
-   * // Fundamental factors (note: functions require parentheses)
+   * // Fundamental factors
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
    *   formula: 'PE()'
@@ -757,7 +711,7 @@ var QuantModule = class {
    *
    * @example
    * ```typescript
-   * // RSI oversold
+   * // Technical screening
    * const stocks = await client.quant.factorsScreen({
    *   formula: 'RSI(14) < 30'
    * });
@@ -767,12 +721,7 @@ var QuantModule = class {
    *   formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
    * });
    *
-   * // Uptrend
-   * const stocks = await client.quant.factorsScreen({
-   *   formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
-   * });
-   *
-   * // Fundamental screening (note: functions require parentheses)
+   * // Fundamental screening
    * const stocks = await client.quant.factorsScreen({
    *   formula: '(PE() < 20) & (ROE() > 0.15)'
    * });
@@ -981,7 +930,7 @@ var QuantModule = class {
    *     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
+   *             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)
@@ -1028,6 +977,77 @@ var QuantModule = class {
     }
     return this.client.post("/v1/quant/backtest", body);
   }
+  /**
+   * Upload an Excel file to run backtest
+   *
+   * Upload an Excel file (.xlsx/.xls) containing OHLCV data for backtesting.
+   * This allows you to use your own market data instead of the system's built-in data source.
+   *
+   * Excel file format requirements:
+   * - Required columns: date, open, high, low, close
+   * - Optional columns: symbol (required for multi-symbol), volume, amount
+   * - Custom fields: any ASCII-named columns with numeric values (e.g., pe, market_cap, pb_ratio)
+   *
+   * @param params - Upload backtest parameters
+   * @returns Backtest results
+   *
+   * @example
+   * ```typescript
+   * // Upload from file input
+   * const fileInput = document.getElementById('file') as HTMLInputElement;
+   * const result = await client.quant.backtestUpload({
+   *   file: fileInput.files[0],
+   *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))',
+   *   exitFormula: 'CROSS(MA(CLOSE, 10), MA(CLOSE, 5))',
+   *   initialCash: 100000,
+   *   commission: 0.0003
+   * });
+   *
+   * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+   *
+   * // With custom strategy code
+   * const result2 = await client.quant.backtestUpload({
+   *   file: fileInput.files[0],
+   *   signalFactors: { ma5: 'MA(CLOSE, 5)', ma20: 'MA(CLOSE, 20)' },
+   *   strategyCode: `
+   * def handle_data(context, datas):
+   *     for data in datas:
+   *         symbol = data.name
+   *         if not context.portfolio.get_position(symbol):
+   *             if data.ma5 > data.ma20:
+   *                 context.order_target_percent(symbol, 0.2)
+   *         elif data.ma5 < data.ma20:
+   *             context.order_target_percent(symbol, 0)
+   *   `
+   * });
+   * ```
+   */
+  async backtestUpload(params) {
+    const paramsJson = {
+      initial_cash: params.initialCash ?? 1e5,
+      commission: params.commission ?? 0,
+      position_size: params.positionSize ?? 0.2,
+      max_positions: params.maxPositions ?? 5,
+      min_volume: params.minVolume ?? 100,
+      auto_close: params.autoClose ?? true
+    };
+    if (params.entryFormula !== void 0) {
+      paramsJson.entry_formula = params.entryFormula;
+    }
+    if (params.strategyCode !== void 0) {
+      paramsJson.strategy_code = params.strategyCode;
+    }
+    if (params.exitFormula !== void 0) {
+      paramsJson.exit_formula = params.exitFormula;
+    }
+    if (params.signalFactors !== void 0) {
+      paramsJson.signal_factors = params.signalFactors;
+    }
+    const formData = new FormData();
+    formData.append("file", params.file);
+    formData.append("params", JSON.stringify(paramsJson));
+    return this.client.request("POST", "/v1/quant/backtest/upload", { formData });
+  }
 };
 
 // src/concepts.ts
@@ -2091,15 +2111,22 @@ var Reportify = class {
     }
     const controller = new AbortController();
     const timeoutId = setTimeout(() => controller.abort(), this.timeout);
+    const headers = {
+      Authorization: `Bearer ${this.apiKey}`,
+      "User-Agent": "reportify-sdk-js/0.3.10"
+    };
+    let requestBody;
+    if (options.formData) {
+      requestBody = options.formData;
+    } else {
+      headers["Content-Type"] = "application/json";
+      requestBody = options.body ? JSON.stringify(options.body) : void 0;
+    }
     try {
       const response = await fetch(url.toString(), {
         method,
-        headers: {
-          Authorization: `Bearer ${this.apiKey}`,
-          "Content-Type": "application/json",
-          "User-Agent": "reportify-sdk-js/0.3.10"
-        },
-        body: options.body ? JSON.stringify(options.body) : void 0,
+        headers,
+        body: requestBody,
         signal: controller.signal
       });
       clearTimeout(timeoutId);

package/dist/index.mjs

@@ -575,80 +575,34 @@ var QuantModule = class {
     this.client = client;
   }
   // ===========================================================================
-  // Indicators
+  // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
   /**
-   * Get list of available technical indicators
+   * Get list of available factors (variables, functions, and indicators)
    *
-   * All indicators are functions and require parentheses when used (e.g., MA(CLOSE, 20), RSI(14), MACD()).
-   *
-   * @returns Array of indicator definitions
-   *
-   * @example
-   * ```typescript
-   * const indicators = await client.quant.indicators();
-   * indicators.forEach(ind => {
-   *   console.log(`${ind.name}: ${ind.description}`);
-   *   console.log(`  Fields: ${ind.fields.join(', ')}`);
-   * });
-   * ```
-   */
-  async indicators() {
-    return this.client.get("/v1/quant/indicators");
-  }
-  /**
-   * Compute indicator values for given symbols
+   * Returns factors organized by level:
+   * - Level 0 Variables: CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (price data, no parentheses)
+   * - Level 0 Functions: MA(), EMA(), REF(), HHV(), LLV(), STD(), etc. (require parentheses)
+   * - Level 1 Functions: CROSS(), COUNT(), EVERY(), etc. (require parentheses)
+   * - Level 2 Functions: Technical indicators (MACD(), KDJ(), RSI(), BOLL(), etc.) and fundamental factors (PE(), ROE(), etc.)
    *
    * Variables vs Functions:
-   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT (aliases: C, O, H, L, V, VOL)
-   * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
+   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT
+   * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
    *
-   * @param params - Indicator computation parameters
-   * @returns Array of indicator data
+   * @returns Array of factor definitions with name, type, level, description, and optional fields
    *
    * @example
    * ```typescript
-   * // RSI indicator
-   * const data = await client.quant.indicatorsCompute({
-   *   symbols: ['000001'],
-   *   formula: 'RSI(14)'
-   * });
-   *
-   * // MACD indicator
-   * const data = await client.quant.indicatorsCompute({
-   *   symbols: ['000001'],
-   *   formula: 'MACD()'
-   * });
-   *
-   * // Standard deviation
-   * const data = await client.quant.indicatorsCompute({
-   *   symbols: ['000001'],
-   *   formula: 'STD(CLOSE, 20)'
+   * const factors = await client.quant.factors();
+   * factors.forEach(f => {
+   *   console.log(`${f.name} (${f.type}, level ${f.level})`);
+   *   if (f.fields) {
+   *     console.log(`  Fields: ${f.fields.join(', ')}`);
+   *   }
    * });
    * ```
    */
-  async indicatorsCompute(params) {
-    const response = await this.client.post("/v1/quant/indicators/compute", {
-      symbols: params.symbols,
-      formula: params.formula,
-      market: params.market || "cn",
-      start_date: params.startDate,
-      end_date: params.endDate
-    });
-    return response.datas || [];
-  }
-  // ===========================================================================
-  // Factors
-  // ===========================================================================
-  /**
-   * Get list of available factors (variables and functions)
-   *
-   * Variables vs Functions:
-   * - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, AMOUNT, PE_TTM, ROE_TTM, etc.
-   * - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
-   *
-   * @returns Array of factor definitions organized by level
-   */
   async factors() {
     return this.client.get("/v1/quant/factors");
   }
@@ -666,25 +620,25 @@ var QuantModule = class {
    *
    * @example
    * ```typescript
-   * // Simple indicator
+   * // Technical indicators (RSI, MACD, etc.)
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
    *   formula: 'RSI(14)'
    * });
    *
-   * // MACD DIF line
+   * // MACD indicator
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
    *   formula: 'MACD().dif'
    * });
    *
-   * // Close above 20-day MA
+   * // Core functions
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
-   *   formula: 'CLOSE > MA(CLOSE, 20)'
+   *   formula: 'MA(CLOSE, 20)'
    * });
    *
-   * // Fundamental factors (note: functions require parentheses)
+   * // Fundamental factors
    * const data = await client.quant.factorsCompute({
    *   symbols: ['000001'],
    *   formula: 'PE()'
@@ -713,7 +667,7 @@ var QuantModule = class {
    *
    * @example
    * ```typescript
-   * // RSI oversold
+   * // Technical screening
    * const stocks = await client.quant.factorsScreen({
    *   formula: 'RSI(14) < 30'
    * });
@@ -723,12 +677,7 @@ var QuantModule = class {
    *   formula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))'
    * });
    *
-   * // Uptrend
-   * const stocks = await client.quant.factorsScreen({
-   *   formula: '(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))'
-   * });
-   *
-   * // Fundamental screening (note: functions require parentheses)
+   * // Fundamental screening
    * const stocks = await client.quant.factorsScreen({
    *   formula: '(PE() < 20) & (ROE() > 0.15)'
    * });
@@ -937,7 +886,7 @@ var QuantModule = class {
    *     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
+   *             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)
@@ -984,6 +933,77 @@ var QuantModule = class {
     }
     return this.client.post("/v1/quant/backtest", body);
   }
+  /**
+   * Upload an Excel file to run backtest
+   *
+   * Upload an Excel file (.xlsx/.xls) containing OHLCV data for backtesting.
+   * This allows you to use your own market data instead of the system's built-in data source.
+   *
+   * Excel file format requirements:
+   * - Required columns: date, open, high, low, close
+   * - Optional columns: symbol (required for multi-symbol), volume, amount
+   * - Custom fields: any ASCII-named columns with numeric values (e.g., pe, market_cap, pb_ratio)
+   *
+   * @param params - Upload backtest parameters
+   * @returns Backtest results
+   *
+   * @example
+   * ```typescript
+   * // Upload from file input
+   * const fileInput = document.getElementById('file') as HTMLInputElement;
+   * const result = await client.quant.backtestUpload({
+   *   file: fileInput.files[0],
+   *   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 10))',
+   *   exitFormula: 'CROSS(MA(CLOSE, 10), MA(CLOSE, 5))',
+   *   initialCash: 100000,
+   *   commission: 0.0003
+   * });
+   *
+   * console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+   *
+   * // With custom strategy code
+   * const result2 = await client.quant.backtestUpload({
+   *   file: fileInput.files[0],
+   *   signalFactors: { ma5: 'MA(CLOSE, 5)', ma20: 'MA(CLOSE, 20)' },
+   *   strategyCode: `
+   * def handle_data(context, datas):
+   *     for data in datas:
+   *         symbol = data.name
+   *         if not context.portfolio.get_position(symbol):
+   *             if data.ma5 > data.ma20:
+   *                 context.order_target_percent(symbol, 0.2)
+   *         elif data.ma5 < data.ma20:
+   *             context.order_target_percent(symbol, 0)
+   *   `
+   * });
+   * ```
+   */
+  async backtestUpload(params) {
+    const paramsJson = {
+      initial_cash: params.initialCash ?? 1e5,
+      commission: params.commission ?? 0,
+      position_size: params.positionSize ?? 0.2,
+      max_positions: params.maxPositions ?? 5,
+      min_volume: params.minVolume ?? 100,
+      auto_close: params.autoClose ?? true
+    };
+    if (params.entryFormula !== void 0) {
+      paramsJson.entry_formula = params.entryFormula;
+    }
+    if (params.strategyCode !== void 0) {
+      paramsJson.strategy_code = params.strategyCode;
+    }
+    if (params.exitFormula !== void 0) {
+      paramsJson.exit_formula = params.exitFormula;
+    }
+    if (params.signalFactors !== void 0) {
+      paramsJson.signal_factors = params.signalFactors;
+    }
+    const formData = new FormData();
+    formData.append("file", params.file);
+    formData.append("params", JSON.stringify(paramsJson));
+    return this.client.request("POST", "/v1/quant/backtest/upload", { formData });
+  }
 };
 
 // src/concepts.ts
@@ -2047,15 +2067,22 @@ var Reportify = class {
     }
     const controller = new AbortController();
     const timeoutId = setTimeout(() => controller.abort(), this.timeout);
+    const headers = {
+      Authorization: `Bearer ${this.apiKey}`,
+      "User-Agent": "reportify-sdk-js/0.3.10"
+    };
+    let requestBody;
+    if (options.formData) {
+      requestBody = options.formData;
+    } else {
+      headers["Content-Type"] = "application/json";
+      requestBody = options.body ? JSON.stringify(options.body) : void 0;
+    }
     try {
       const response = await fetch(url.toString(), {
         method,
-        headers: {
-          Authorization: `Bearer ${this.apiKey}`,
-          "Content-Type": "application/json",
-          "User-Agent": "reportify-sdk-js/0.3.10"
-        },
-        body: options.body ? JSON.stringify(options.body) : void 0,
+        headers,
+        body: requestBody,
         signal: controller.signal
       });
       clearTimeout(timeoutId);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.3.26",
+  "version": "0.3.28",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",