reportify-sdk 0.3.27 → 0.3.28

package/dist/index.d.mts

@@ -762,6 +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;
@@ -1072,6 +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>;
 }
 
 /**
@@ -1894,6 +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
@@ -1917,4 +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 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 };
+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

@@ -762,6 +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;
@@ -1072,6 +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>;
 }
 
 /**
@@ -1894,6 +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
@@ -1917,4 +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 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 };
+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

@@ -977,6 +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
@@ -2040,15 +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

@@ -933,6 +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
@@ -1996,15 +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": "0.3.27",
+  "version": "0.3.28",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",