reportify-sdk 0.3.31 → 0.3.33

package/dist/index.d.mts

@@ -736,10 +736,11 @@ interface BacktestParams {
     minCommissionAmount?: number;
     slippage?: number;
     stopLoss?: number;
-    positionSize?: number;
-    maxPositions?: number;
+    positionSize?: number | null;
+    maxPositions?: number | null;
     minVolume?: number;
     autoClose?: boolean;
+    cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
 }
 interface KlineParams {
@@ -783,10 +784,11 @@ interface BacktestUploadParams {
     sellCommission?: number;
     minCommissionAmount?: number;
     slippage?: number;
-    positionSize?: number;
-    maxPositions?: number;
+    positionSize?: number | null;
+    maxPositions?: number | null;
     minVolume?: number;
     autoClose?: boolean;
+    cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
 }
 interface BacktestResult {
@@ -847,6 +849,7 @@ interface BacktestResult {
  */
 declare class QuantModule {
     private client;
+    private static readonly BACKTEST_TIMEOUT_MS;
     constructor(client: Reportify);
     /**
      * Get list of available factors (variables, functions, and indicators)
@@ -861,11 +864,13 @@ declare class QuantModule {
      * - 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 market - Stock market ("cn", "hk", "us"), default "cn"
      * @returns Array of factor definitions with name, type, level, description, and optional fields
      *
      * @example
      * ```typescript
      * const factors = await client.quant.factors();
+     * const hkFactors = await client.quant.factors('hk');
      * factors.forEach(f => {
      *   console.log(`${f.name} (${f.type}, level ${f.level})`);
      *   if (f.fields) {
@@ -874,7 +879,7 @@ declare class QuantModule {
      * });
      * ```
      */
-    factors(): Promise<FactorMeta[]>;
+    factors(market?: StockMarket): Promise<FactorMeta[]>;
     /**
      * Compute factor values for given symbols
      *
@@ -1971,6 +1976,7 @@ declare class Reportify {
         params?: Record<string, unknown>;
         body?: Record<string, unknown>;
         formData?: FormData;
+        timeoutMs?: number;
     }): Promise<T>;
     /**
      * Make a GET request

package/dist/index.d.ts

@@ -736,10 +736,11 @@ interface BacktestParams {
     minCommissionAmount?: number;
     slippage?: number;
     stopLoss?: number;
-    positionSize?: number;
-    maxPositions?: number;
+    positionSize?: number | null;
+    maxPositions?: number | null;
     minVolume?: number;
     autoClose?: boolean;
+    cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
 }
 interface KlineParams {
@@ -783,10 +784,11 @@ interface BacktestUploadParams {
     sellCommission?: number;
     minCommissionAmount?: number;
     slippage?: number;
-    positionSize?: number;
-    maxPositions?: number;
+    positionSize?: number | null;
+    maxPositions?: number | null;
     minVolume?: number;
     autoClose?: boolean;
+    cheatOnOpen?: boolean;
     signalFactors?: Record<string, string>;
 }
 interface BacktestResult {
@@ -847,6 +849,7 @@ interface BacktestResult {
  */
 declare class QuantModule {
     private client;
+    private static readonly BACKTEST_TIMEOUT_MS;
     constructor(client: Reportify);
     /**
      * Get list of available factors (variables, functions, and indicators)
@@ -861,11 +864,13 @@ declare class QuantModule {
      * - 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 market - Stock market ("cn", "hk", "us"), default "cn"
      * @returns Array of factor definitions with name, type, level, description, and optional fields
      *
      * @example
      * ```typescript
      * const factors = await client.quant.factors();
+     * const hkFactors = await client.quant.factors('hk');
      * factors.forEach(f => {
      *   console.log(`${f.name} (${f.type}, level ${f.level})`);
      *   if (f.fields) {
@@ -874,7 +879,7 @@ declare class QuantModule {
      * });
      * ```
      */
-    factors(): Promise<FactorMeta[]>;
+    factors(market?: StockMarket): Promise<FactorMeta[]>;
     /**
      * Compute factor values for given symbols
      *
@@ -1971,6 +1976,7 @@ declare class Reportify {
         params?: Record<string, unknown>;
         body?: Record<string, unknown>;
         formData?: FormData;
+        timeoutMs?: number;
     }): Promise<T>;
     /**
      * Make a GET request

package/dist/index.js

@@ -614,10 +614,11 @@ var DocsModule = class {
 };
 
 // src/quant.ts
-var QuantModule = class {
+var QuantModule = class _QuantModule {
   constructor(client) {
     this.client = client;
   }
+  static BACKTEST_TIMEOUT_MS = 12e4;
   // ===========================================================================
   // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
@@ -634,11 +635,13 @@ var QuantModule = class {
    * - 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 market - Stock market ("cn", "hk", "us"), default "cn"
    * @returns Array of factor definitions with name, type, level, description, and optional fields
    *
    * @example
    * ```typescript
    * const factors = await client.quant.factors();
+   * const hkFactors = await client.quant.factors('hk');
    * factors.forEach(f => {
    *   console.log(`${f.name} (${f.type}, level ${f.level})`);
    *   if (f.fields) {
@@ -647,8 +650,8 @@ var QuantModule = class {
    * });
    * ```
    */
-  async factors() {
-    return this.client.get("/v1/quant/factors");
+  async factors(market = "cn") {
+    return this.client.get("/v1/quant/factors", { market });
   }
   /**
    * Compute factor values for given symbols
@@ -963,8 +966,6 @@ var QuantModule = class {
       min_commission_amount: params.minCommissionAmount ?? 0,
       slippage: params.slippage ?? 0,
       stop_loss: params.stopLoss ?? 0,
-      position_size: params.positionSize ?? 0.2,
-      max_positions: params.maxPositions ?? 5,
       min_volume: params.minVolume ?? 100,
       auto_close: params.autoClose ?? true
     };
@@ -983,10 +984,22 @@ var QuantModule = class {
     if (params.exitFormula !== void 0) {
       body.exit_formula = params.exitFormula;
     }
+    if (params.positionSize !== void 0) {
+      body.position_size = params.positionSize;
+    }
+    if (params.maxPositions !== void 0) {
+      body.max_positions = params.maxPositions;
+    }
+    if (params.cheatOnOpen !== void 0) {
+      body.cheat_on_open = params.cheatOnOpen;
+    }
     if (params.signalFactors !== void 0) {
       body.signal_factors = params.signalFactors;
     }
-    return this.client.post("/v1/quant/backtest", body);
+    return this.client.request("POST", "/v1/quant/backtest", {
+      body,
+      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+    });
   }
   /**
    * Upload an Excel file to run backtest
@@ -1042,9 +1055,7 @@ var QuantModule = class {
     formData.append("sell_commission", String(params.sellCommission ?? 0));
     formData.append("min_commission_amount", String(params.minCommissionAmount ?? 0));
     formData.append("slippage", String(params.slippage ?? 0));
-    formData.append("position_size", String(params.positionSize ?? 0.2));
-    formData.append("max_positions", String(params.maxPositions ?? 5));
-    formData.append("min_volume", String(params.minVolume ?? 100));
+    formData.append("min_volume", String(params.minVolume ?? 1));
     formData.append("auto_close", String(params.autoClose ?? true));
     if (params.startDate !== void 0) {
       formData.append("start_date", params.startDate);
@@ -1061,10 +1072,22 @@ var QuantModule = class {
     if (params.exitFormula !== void 0) {
       formData.append("exit_formula", params.exitFormula);
     }
+    if (params.positionSize !== void 0 && params.positionSize !== null) {
+      formData.append("position_size", String(params.positionSize));
+    }
+    if (params.maxPositions !== void 0 && params.maxPositions !== null) {
+      formData.append("max_positions", String(params.maxPositions));
+    }
+    if (params.cheatOnOpen !== void 0) {
+      formData.append("cheat_on_open", String(params.cheatOnOpen));
+    }
     if (params.signalFactors !== void 0) {
       formData.append("signal_factors", JSON.stringify(params.signalFactors));
     }
-    return this.client.request("POST", "/v1/quant/backtest/upload", { formData });
+    return this.client.request("POST", "/v1/quant/backtest/upload", {
+      formData,
+      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+    });
   }
 };
 
@@ -2128,7 +2151,10 @@ var Reportify = class {
       });
     }
     const controller = new AbortController();
-    const timeoutId = setTimeout(() => controller.abort(), this.timeout);
+    const timeoutId = setTimeout(
+      () => controller.abort(),
+      options.timeoutMs ?? this.timeout
+    );
     const headers = {
       Authorization: `Bearer ${this.apiKey}`,
       "User-Agent": "reportify-sdk-js/0.3.10"

package/dist/index.mjs

@@ -570,10 +570,11 @@ var DocsModule = class {
 };
 
 // src/quant.ts
-var QuantModule = class {
+var QuantModule = class _QuantModule {
   constructor(client) {
     this.client = client;
   }
+  static BACKTEST_TIMEOUT_MS = 12e4;
   // ===========================================================================
   // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
@@ -590,11 +591,13 @@ var QuantModule = class {
    * - 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 market - Stock market ("cn", "hk", "us"), default "cn"
    * @returns Array of factor definitions with name, type, level, description, and optional fields
    *
    * @example
    * ```typescript
    * const factors = await client.quant.factors();
+   * const hkFactors = await client.quant.factors('hk');
    * factors.forEach(f => {
    *   console.log(`${f.name} (${f.type}, level ${f.level})`);
    *   if (f.fields) {
@@ -603,8 +606,8 @@ var QuantModule = class {
    * });
    * ```
    */
-  async factors() {
-    return this.client.get("/v1/quant/factors");
+  async factors(market = "cn") {
+    return this.client.get("/v1/quant/factors", { market });
   }
   /**
    * Compute factor values for given symbols
@@ -919,8 +922,6 @@ var QuantModule = class {
       min_commission_amount: params.minCommissionAmount ?? 0,
       slippage: params.slippage ?? 0,
       stop_loss: params.stopLoss ?? 0,
-      position_size: params.positionSize ?? 0.2,
-      max_positions: params.maxPositions ?? 5,
       min_volume: params.minVolume ?? 100,
       auto_close: params.autoClose ?? true
     };
@@ -939,10 +940,22 @@ var QuantModule = class {
     if (params.exitFormula !== void 0) {
       body.exit_formula = params.exitFormula;
     }
+    if (params.positionSize !== void 0) {
+      body.position_size = params.positionSize;
+    }
+    if (params.maxPositions !== void 0) {
+      body.max_positions = params.maxPositions;
+    }
+    if (params.cheatOnOpen !== void 0) {
+      body.cheat_on_open = params.cheatOnOpen;
+    }
     if (params.signalFactors !== void 0) {
       body.signal_factors = params.signalFactors;
     }
-    return this.client.post("/v1/quant/backtest", body);
+    return this.client.request("POST", "/v1/quant/backtest", {
+      body,
+      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+    });
   }
   /**
    * Upload an Excel file to run backtest
@@ -998,9 +1011,7 @@ var QuantModule = class {
     formData.append("sell_commission", String(params.sellCommission ?? 0));
     formData.append("min_commission_amount", String(params.minCommissionAmount ?? 0));
     formData.append("slippage", String(params.slippage ?? 0));
-    formData.append("position_size", String(params.positionSize ?? 0.2));
-    formData.append("max_positions", String(params.maxPositions ?? 5));
-    formData.append("min_volume", String(params.minVolume ?? 100));
+    formData.append("min_volume", String(params.minVolume ?? 1));
     formData.append("auto_close", String(params.autoClose ?? true));
     if (params.startDate !== void 0) {
       formData.append("start_date", params.startDate);
@@ -1017,10 +1028,22 @@ var QuantModule = class {
     if (params.exitFormula !== void 0) {
       formData.append("exit_formula", params.exitFormula);
     }
+    if (params.positionSize !== void 0 && params.positionSize !== null) {
+      formData.append("position_size", String(params.positionSize));
+    }
+    if (params.maxPositions !== void 0 && params.maxPositions !== null) {
+      formData.append("max_positions", String(params.maxPositions));
+    }
+    if (params.cheatOnOpen !== void 0) {
+      formData.append("cheat_on_open", String(params.cheatOnOpen));
+    }
     if (params.signalFactors !== void 0) {
       formData.append("signal_factors", JSON.stringify(params.signalFactors));
     }
-    return this.client.request("POST", "/v1/quant/backtest/upload", { formData });
+    return this.client.request("POST", "/v1/quant/backtest/upload", {
+      formData,
+      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+    });
   }
 };
 
@@ -2084,7 +2107,10 @@ var Reportify = class {
       });
     }
     const controller = new AbortController();
-    const timeoutId = setTimeout(() => controller.abort(), this.timeout);
+    const timeoutId = setTimeout(
+      () => controller.abort(),
+      options.timeoutMs ?? this.timeout
+    );
     const headers = {
       Authorization: `Bearer ${this.apiKey}`,
       "User-Agent": "reportify-sdk-js/0.3.10"

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.3.31",
+  "version": "0.3.33",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",