reportify-cli 0.1.41__tar.gz → 0.1.42__tar.gz

{reportify_cli-0.1.41 → reportify_cli-0.1.42}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-cli
-Version: 0.1.41
+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

{reportify_cli-0.1.41 → reportify_cli-0.1.42}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "reportify-cli"
-version = "0.1.41"
+version = "0.1.42"
 description = "CLI wrapper for Reportify SDK - Access Reportify API through command line"
 readme = "README.md"
 requires-python = ">=3.10"

{reportify_cli-0.1.41 → 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 = [