reportify-cli 0.1.40__tar.gz → 0.1.42__tar.gz

{reportify_cli-0.1.40 → reportify_cli-0.1.42}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-cli
-Version: 0.1.40
+Version: 0.1.42
 Summary: CLI wrapper for Reportify SDK - Access Reportify API through command line
 Project-URL: Homepage, https://reportify.ai
 Project-URL: Documentation, https://docs.reportify.ai
@@ -23,7 +23,7 @@ Classifier: Topic :: Software Development :: Libraries :: Python Modules
 Requires-Python: >=3.10
 Requires-Dist: pandas>=2.0.0
 Requires-Dist: python-dotenv>=1.2.1
-Requires-Dist: reportify-sdk>=0.3.44
+Requires-Dist: reportify-sdk>=0.3.45
 Requires-Dist: tabulate>=0.9.0
 Requires-Dist: typer>=0.21.1
 Description-Content-Type: text/markdown

{reportify_cli-0.1.40 → reportify_cli-0.1.42}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "reportify-cli"
-version = "0.1.40"
+version = "0.1.42"
 description = "CLI wrapper for Reportify SDK - Access Reportify API through command line"
 readme = "README.md"
 requires-python = ">=3.10"
@@ -30,7 +30,7 @@ classifiers = [
     "Topic :: Software Development :: Libraries :: Python Modules",
 ]
 dependencies = [
-    "reportify-sdk>=0.3.44",
+    "reportify-sdk>=0.3.45",
     "typer>=0.21.1",
     "pandas>=2.0.0",
     "python-dotenv>=1.2.1",

{reportify_cli-0.1.40 → reportify_cli-0.1.42}/skills/reportify-ai/references/API_REFERENCE.md

@@ -294,6 +294,16 @@ Stock symbols must use `market:ticker` format:
 | `auto_close` | bool | | true | Auto close positions |
 | `indicator` | dict | | - | Indicator dict for returning values |
 
+Backtest 常见返回字段（新增）：
+- `benchmark_return_pct`: 基准总收益率（小数）
+- `sharpe_ratio`: 夏普比率（年化，无风险利率=0）
+- `alpha`: 阿尔法（年化，CAPM Jensen's Alpha）
+- `beta`: 贝塔（相对基准系统性风险）
+- `max_drawdown_start`: 最大回撤起始日期（峰值日）
+- `max_drawdown_end`: 最大回撤结束日期（谷值日）
+- `daily_returns`: 日收益率序列（date -> return）
+- `drawdown_series`: 每日回撤序列（date -> drawdown）
+
 ### quant factors_screen
 | Parameter | Type | Required | Default | Description |
 |-----------|------|----------|---------|-------------|

{reportify_cli-0.1.40 → reportify_cli-0.1.42}/src/params.py

@@ -460,6 +460,7 @@ QUANT_BACKTEST_PARAMS = [
     ParamDef("symbols", "list[str]", "Stock symbols (optional if filter_formula is provided)"),
     ParamDef("filter_formula", "str", "Pre-filter formula, e.g., 'NOT(IS_ST)'"),
     ParamDef("market", "str", "Market (cn/hk/us)", default="cn"),
+    ParamDef("stock_type", "str", "Stock type: stock/etf/index/sw", default="stock"),
     ParamDef(
         "entry_formula",
         "str",
@@ -482,11 +483,13 @@ QUANT_BACKTEST_PARAMS = [
     ParamDef("min_commission_amount", "float", "Minimum commission per trade in CNY", default=0),
     ParamDef("slippage", "float", "Slippage ratio, buy price up / sell price down", default=0),
     ParamDef("stop_loss", "float", "Stop loss ratio (0 to disable)", default=0),
-    ParamDef("position_size", "float", "Max position size ratio per stock based on total assets", default=0.2),
-    ParamDef("max_positions", "int", "Max number of holding stocks", default=5),
+    ParamDef("position_size", "float", "Max position size ratio per stock based on total assets"),
+    ParamDef("max_positions", "int", "Max number of holding stocks"),
     ParamDef("min_volume", "int", "Minimum trading volume", default=100),
     ParamDef("auto_close", "bool", "Auto close positions", default=True),
+    ParamDef("cheat_on_open", "bool", "Execute T-day signals at T-day open (default: False, execute at T+1 open)", default=False),
     ParamDef("signal_factors", "dict[str, str]", "Signal factors dictionary for custom strategy pre-computation"),
+    ParamDef("benchmark", "dict", "Benchmark config with symbol, market, stock_type for comparison"),
 ]
 
 QUANT_KLINE_PARAMS = [