reportify-sdk 0.3.32 → 0.3.34

package/README.md

@@ -120,11 +120,13 @@ const ohlcvBatch = await client.quant.ohlcvBatch({ symbols: ['000001', '600519']
 const result = await client.quant.backtest({
   startDate: '2023-01-01',
   endDate: '2024-01-01',
-  symbol: '000001',
+  symbols: ['000001'],
   entryFormula: 'CROSS(MA(CLOSE, 5), MA(CLOSE, 20))',
   exitFormula: 'CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))'
 });
 console.log(`Total Return: ${(result.total_return_pct * 100).toFixed(2)}%`);
+console.log(`Sharpe: ${result.sharpe_ratio.toFixed(3)}`);
+console.log(`Alpha/Beta: ${result.alpha.toFixed(3)}/${result.beta.toFixed(3)}`);
 ```
 
 ### Concepts

package/dist/index.d.mts

@@ -817,6 +817,15 @@ interface BacktestResult {
         cumulative_pnl: number;
     }>;
     portfolio_value: Record<string, number>;
+    benchmark_value: Record<string, number>;
+    benchmark_return_pct: number;
+    sharpe_ratio: number;
+    alpha: number;
+    beta: number;
+    max_drawdown_start: string | null;
+    max_drawdown_end: string | null;
+    daily_returns: Record<string, number>;
+    drawdown_series: Record<string, number>;
     error_msg: string | null;
 }
 /**
@@ -849,7 +858,6 @@ 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)
@@ -864,11 +872,13 @@ 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) {
@@ -877,7 +887,7 @@ declare class QuantModule {
      * });
      * ```
      */
-    factors(): Promise<FactorMeta[]>;
+    factors(market?: StockMarket): Promise<FactorMeta[]>;
     /**
      * Compute factor values for given symbols
      *

package/dist/index.d.ts

@@ -817,6 +817,15 @@ interface BacktestResult {
         cumulative_pnl: number;
     }>;
     portfolio_value: Record<string, number>;
+    benchmark_value: Record<string, number>;
+    benchmark_return_pct: number;
+    sharpe_ratio: number;
+    alpha: number;
+    beta: number;
+    max_drawdown_start: string | null;
+    max_drawdown_end: string | null;
+    daily_returns: Record<string, number>;
+    drawdown_series: Record<string, number>;
     error_msg: string | null;
 }
 /**
@@ -849,7 +858,6 @@ 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)
@@ -864,11 +872,13 @@ 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) {
@@ -877,7 +887,7 @@ declare class QuantModule {
      * });
      * ```
      */
-    factors(): Promise<FactorMeta[]>;
+    factors(market?: StockMarket): Promise<FactorMeta[]>;
     /**
      * Compute factor values for given symbols
      *

package/dist/index.js

@@ -614,11 +614,10 @@ var DocsModule = class {
 };
 
 // src/quant.ts
-var QuantModule = class _QuantModule {
+var QuantModule = class {
   constructor(client) {
     this.client = client;
   }
-  static BACKTEST_TIMEOUT_MS = 12e4;
   // ===========================================================================
   // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
@@ -635,11 +634,13 @@ var QuantModule = 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) {
@@ -648,8 +649,8 @@ var QuantModule = class _QuantModule {
    * });
    * ```
    */
-  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
@@ -995,8 +996,7 @@ var QuantModule = class _QuantModule {
       body.signal_factors = params.signalFactors;
     }
     return this.client.request("POST", "/v1/quant/backtest", {
-      body,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      body
     });
   }
   /**
@@ -1083,8 +1083,7 @@ var QuantModule = class _QuantModule {
       formData.append("signal_factors", JSON.stringify(params.signalFactors));
     }
     return this.client.request("POST", "/v1/quant/backtest/upload", {
-      formData,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      formData
     });
   }
 };

package/dist/index.mjs

@@ -570,11 +570,10 @@ var DocsModule = class {
 };
 
 // src/quant.ts
-var QuantModule = class _QuantModule {
+var QuantModule = class {
   constructor(client) {
     this.client = client;
   }
-  static BACKTEST_TIMEOUT_MS = 12e4;
   // ===========================================================================
   // Factors (includes technical indicators and fundamental factors)
   // ===========================================================================
@@ -591,11 +590,13 @@ var QuantModule = 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) {
@@ -604,8 +605,8 @@ var QuantModule = class _QuantModule {
    * });
    * ```
    */
-  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
@@ -951,8 +952,7 @@ var QuantModule = class _QuantModule {
       body.signal_factors = params.signalFactors;
     }
     return this.client.request("POST", "/v1/quant/backtest", {
-      body,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      body
     });
   }
   /**
@@ -1039,8 +1039,7 @@ var QuantModule = class _QuantModule {
       formData.append("signal_factors", JSON.stringify(params.signalFactors));
     }
     return this.client.request("POST", "/v1/quant/backtest/upload", {
-      formData,
-      timeoutMs: _QuantModule.BACKTEST_TIMEOUT_MS
+      formData
     });
   }
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "reportify-sdk",
-  "version": "0.3.32",
+  "version": "0.3.34",
   "description": "TypeScript SDK for Reportify API - Financial data and document search",
   "main": "dist/index.js",
   "module": "dist/index.mjs",