reportify-sdk 0.1.0__py3-none-any.whl → 0.2.0__py3-none-any.whl

reportify_sdk/client.py

@@ -61,6 +61,7 @@ class Reportify:
         self._kb = None
         self._docs = None
         self._tools = None
+        self._quant = None
 
     def _get_headers(self) -> dict[str, str]:
         """Get default headers for API requests"""
@@ -351,6 +352,14 @@ class Reportify:
             self._docs = DocsModule(self)
         return self._docs
 
+    @property
+    def quant(self):
+        """Quant module for indicators, factors, quotes, and backtesting"""
+        if self._quant is None:
+            from reportify_sdk.quant import QuantModule
+            self._quant = QuantModule(self)
+        return self._quant
+
     def close(self):
         """Close the HTTP client"""
         self._client.close()

reportify_sdk/quant.py

@@ -0,0 +1,371 @@
+"""
+Quant Module
+
+Provides quantitative analysis tools including indicators, factors, quotes, and backtesting.
+"""
+
+from typing import Any
+
+import pandas as pd
+
+
+class QuantModule:
+    """
+    Quantitative analysis module
+
+    Access technical indicators, factors, quotes, and backtesting functionality.
+
+    Example:
+        >>> quant = client.quant
+        >>> indicators = quant.indicators(symbols=["US:AAPL"], indicators=["ma", "rsi"])
+    """
+
+    def __init__(self, client):
+        self._client = client
+
+    # -------------------------------------------------------------------------
+    # Indicators
+    # -------------------------------------------------------------------------
+
+    def indicators(
+        self,
+        symbols: list[str],
+        indicators: list[str],
+        *,
+        start_date: str | None = None,
+        end_date: str | None = None,
+        interval: str = "1d",
+        params: dict[str, Any] | None = None,
+    ) -> pd.DataFrame:
+        """
+        Get technical indicators for given symbols
+
+        Args:
+            symbols: List of stock symbols (e.g., ["US:AAPL", "US:MSFT"])
+            indicators: List of indicator names (e.g., ["ma", "rsi", "macd", "bollinger"])
+            start_date: Start date (YYYY-MM-DD)
+            end_date: End date (YYYY-MM-DD)
+            interval: Data interval ("1d", "1w", "1m")
+            params: Additional indicator parameters (e.g., {"ma_period": 20})
+
+        Returns:
+            DataFrame with indicator values
+
+        Example:
+            >>> df = client.quant.indicators(
+            ...     symbols=["US:AAPL"],
+            ...     indicators=["ma", "rsi"],
+            ...     params={"ma_period": 20, "rsi_period": 14}
+            ... )
+            >>> print(df[["close", "ma_20", "rsi_14"]])
+        """
+        data: dict[str, Any] = {
+            "symbols": symbols,
+            "indicators": indicators,
+            "interval": interval,
+        }
+        if start_date:
+            data["start_date"] = start_date
+        if end_date:
+            data["end_date"] = end_date
+        if params:
+            data["params"] = params
+
+        response = self._client._post("/v2/quant/indicators", json=data)
+        return self._to_dataframe(response.get("data", []))
+
+    def indicator_list(self) -> list[dict[str, Any]]:
+        """
+        Get list of available technical indicators
+
+        Returns:
+            List of indicator definitions with name, description, and parameters
+
+        Example:
+            >>> indicators = client.quant.indicator_list()
+            >>> for ind in indicators:
+            ...     print(f"{ind['name']}: {ind['description']}")
+        """
+        response = self._client._get("/v2/quant/indicators")
+        return response.get("indicators", [])
+
+    # -------------------------------------------------------------------------
+    # Factors
+    # -------------------------------------------------------------------------
+
+    def factors(
+        self,
+        symbols: list[str],
+        factors: list[str],
+        *,
+        start_date: str | None = None,
+        end_date: str | None = None,
+        frequency: str = "daily",
+    ) -> pd.DataFrame:
+        """
+        Get factor data for given symbols
+
+        Args:
+            symbols: List of stock symbols
+            factors: List of factor names (e.g., ["momentum", "value", "quality", "size"])
+            start_date: Start date (YYYY-MM-DD)
+            end_date: End date (YYYY-MM-DD)
+            frequency: Data frequency ("daily", "weekly", "monthly")
+
+        Returns:
+            DataFrame with factor values
+
+        Example:
+            >>> df = client.quant.factors(
+            ...     symbols=["US:AAPL", "US:MSFT"],
+            ...     factors=["momentum", "value"],
+            ...     frequency="monthly"
+            ... )
+        """
+        data: dict[str, Any] = {
+            "symbols": symbols,
+            "factors": factors,
+            "frequency": frequency,
+        }
+        if start_date:
+            data["start_date"] = start_date
+        if end_date:
+            data["end_date"] = end_date
+
+        response = self._client._post("/v2/quant/factors", json=data)
+        return self._to_dataframe(response.get("data", []))
+
+    def factor_list(self) -> list[dict[str, Any]]:
+        """
+        Get list of available factors
+
+        Returns:
+            List of factor definitions
+
+        Example:
+            >>> factors = client.quant.factor_list()
+            >>> for f in factors:
+            ...     print(f"{f['name']}: {f['category']}")
+        """
+        response = self._client._get("/v2/quant/factors")
+        return response.get("factors", [])
+
+    def factor_exposure(
+        self,
+        symbols: list[str],
+        *,
+        date: str | None = None,
+    ) -> pd.DataFrame:
+        """
+        Get factor exposure for given symbols
+
+        Args:
+            symbols: List of stock symbols
+            date: Specific date (YYYY-MM-DD), defaults to latest
+
+        Returns:
+            DataFrame with factor exposures for each symbol
+
+        Example:
+            >>> exposure = client.quant.factor_exposure(["US:AAPL", "US:GOOGL"])
+            >>> print(exposure[["symbol", "momentum", "value", "quality"]])
+        """
+        data: dict[str, Any] = {"symbols": symbols}
+        if date:
+            data["date"] = date
+
+        response = self._client._post("/v2/quant/factors/exposure", json=data)
+        return self._to_dataframe(response.get("data", []))
+
+    # -------------------------------------------------------------------------
+    # Quotes
+    # -------------------------------------------------------------------------
+
+    def quotes(
+        self,
+        symbols: list[str],
+        *,
+        fields: list[str] | None = None,
+    ) -> pd.DataFrame:
+        """
+        Get real-time quotes for given symbols
+
+        Args:
+            symbols: List of stock symbols
+            fields: Specific fields to return (default: all)
+
+        Returns:
+            DataFrame with quote data
+
+        Example:
+            >>> quotes = client.quant.quotes(["US:AAPL", "US:MSFT"])
+            >>> print(quotes[["symbol", "price", "change", "volume"]])
+        """
+        data: dict[str, Any] = {"symbols": symbols}
+        if fields:
+            data["fields"] = fields
+
+        response = self._client._post("/v2/quant/quotes", json=data)
+        return self._to_dataframe(response.get("data", []))
+
+    def quotes_history(
+        self,
+        symbols: list[str],
+        *,
+        start_date: str | None = None,
+        end_date: str | None = None,
+        interval: str = "1d",
+        adjust: str = "forward",
+        limit: int = 100,
+    ) -> pd.DataFrame:
+        """
+        Get historical quotes data
+
+        Args:
+            symbols: List of stock symbols
+            start_date: Start date (YYYY-MM-DD)
+            end_date: End date (YYYY-MM-DD)
+            interval: Data interval ("1d", "1w", "1m")
+            adjust: Adjustment type ("forward", "backward", "none")
+            limit: Maximum records per symbol
+
+        Returns:
+            DataFrame with historical OHLCV data
+
+        Example:
+            >>> history = client.quant.quotes_history(
+            ...     ["US:AAPL"],
+            ...     start_date="2024-01-01",
+            ...     interval="1d"
+            ... )
+        """
+        data: dict[str, Any] = {
+            "symbols": symbols,
+            "interval": interval,
+            "adjust": adjust,
+            "limit": limit,
+        }
+        if start_date:
+            data["start_date"] = start_date
+        if end_date:
+            data["end_date"] = end_date
+
+        response = self._client._post("/v2/quant/quotes/history", json=data)
+        return self._to_dataframe(response.get("data", []))
+
+    # -------------------------------------------------------------------------
+    # Backtest
+    # -------------------------------------------------------------------------
+
+    def backtest(
+        self,
+        strategy: dict[str, Any],
+        *,
+        start_date: str,
+        end_date: str,
+        initial_capital: float = 1000000.0,
+        benchmark: str | None = None,
+    ) -> dict[str, Any]:
+        """
+        Run a backtest for a given strategy
+
+        Args:
+            strategy: Strategy definition dict
+            start_date: Backtest start date (YYYY-MM-DD)
+            end_date: Backtest end date (YYYY-MM-DD)
+            initial_capital: Starting capital (default: 1,000,000)
+            benchmark: Benchmark symbol for comparison (e.g., "US:SPY")
+
+        Returns:
+            Backtest results including returns, metrics, and trades
+
+        Example:
+            >>> result = client.quant.backtest(
+            ...     strategy={
+            ...         "type": "momentum",
+            ...         "universe": ["US:AAPL", "US:MSFT", "US:GOOGL"],
+            ...         "rebalance": "monthly",
+            ...         "top_n": 2
+            ...     },
+            ...     start_date="2020-01-01",
+            ...     end_date="2024-01-01",
+            ...     benchmark="US:SPY"
+            ... )
+            >>> print(f"Total Return: {result['metrics']['total_return']:.2%}")
+        """
+        data = {
+            "strategy": strategy,
+            "start_date": start_date,
+            "end_date": end_date,
+            "initial_capital": initial_capital,
+        }
+        if benchmark:
+            data["benchmark"] = benchmark
+
+        return self._client._post("/v2/quant/backtest", json=data)
+
+    def backtest_result(self, backtest_id: str) -> dict[str, Any]:
+        """
+        Get backtest result by ID
+
+        Args:
+            backtest_id: Backtest job ID
+
+        Returns:
+            Backtest results
+
+        Example:
+            >>> result = client.quant.backtest_result("bt_abc123")
+        """
+        return self._client._get(f"/v2/quant/backtest/{backtest_id}")
+
+    def backtest_returns(self, backtest_id: str) -> pd.DataFrame:
+        """
+        Get backtest return series
+
+        Args:
+            backtest_id: Backtest job ID
+
+        Returns:
+            DataFrame with daily returns
+
+        Example:
+            >>> returns = client.quant.backtest_returns("bt_abc123")
+            >>> print(returns[["date", "portfolio_value", "daily_return"]])
+        """
+        response = self._client._get(f"/v2/quant/backtest/{backtest_id}/returns")
+        return self._to_dataframe(response.get("data", []))
+
+    def backtest_trades(self, backtest_id: str) -> pd.DataFrame:
+        """
+        Get backtest trade history
+
+        Args:
+            backtest_id: Backtest job ID
+
+        Returns:
+            DataFrame with all trades
+
+        Example:
+            >>> trades = client.quant.backtest_trades("bt_abc123")
+            >>> print(trades[["date", "symbol", "action", "quantity", "price"]])
+        """
+        response = self._client._get(f"/v2/quant/backtest/{backtest_id}/trades")
+        return self._to_dataframe(response.get("data", []))
+
+    # -------------------------------------------------------------------------
+    # Helper Methods
+    # -------------------------------------------------------------------------
+
+    def _to_dataframe(self, data: list[dict[str, Any]]) -> pd.DataFrame:
+        """Convert API response to DataFrame"""
+        if not data:
+            return pd.DataFrame()
+        df = pd.DataFrame(data)
+        # Convert date columns if present
+        for col in ["date", "timestamp", "trade_date"]:
+            if col in df.columns:
+                df[col] = pd.to_datetime(df[col])
+                df = df.set_index(col)
+                break
+        return df

{reportify_sdk-0.1.0.dist-info → reportify_sdk-0.2.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.1.0
+Version: 0.2.0
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT

{reportify_sdk-0.1.0.dist-info → reportify_sdk-0.2.0.dist-info}/RECORD

@@ -1,12 +1,13 @@
 reportify_sdk/__init__.py,sha256=f2bq8Exeuf5g7hAhEQ3qrS7wMVqZRXP7xmQEYA3Nvso,662
-reportify_sdk/client.py,sha256=JUptNGdgg-PnTrc7-g553KtNf3bl1uS51MkSyesSXic,10721
+reportify_sdk/client.py,sha256=P56qBme48UPkZhMb9BlDnLMLXwHK-DjU7qDhGFFxMI0,11019
 reportify_sdk/docs.py,sha256=O30I1J4qTC8zpkVP_qu1cgT8nv6ysXNClqvaiRb0lhY,4957
 reportify_sdk/exceptions.py,sha256=r2_C_kTh6tCrQnfA3UozSqMMA-2OBnoP3pGpgYeqcdU,1049
 reportify_sdk/kb.py,sha256=-4UHWtudFncGRBB42B4YEoMPsEHr4QOtY55_8hKyogE,2240
+reportify_sdk/quant.py,sha256=xXh4mz4B_iUh4PRbc0KI5e2FVtO0Hawvw_TMP_5rji4,11658
 reportify_sdk/stock.py,sha256=NcEhV9JfIQm2BsfYM1k-JVcxHhnnil32dp-bedGG4BU,13513
 reportify_sdk/timeline.py,sha256=b5Zj5SjXT4gP0dvEl8gXCWDZJHemyU7NSYahet2nHhc,4075
-reportify_sdk-0.1.0.dist-info/licenses/LICENSE,sha256=zBUq4DL4lE-fZU_PMkr0gnxkYS1LhdRHFw8_LmCb-ek,1066
-reportify_sdk-0.1.0.dist-info/METADATA,sha256=1aUAHUgYmTjraaI3QAn_9Mxc7qfXohZqCuqwtkc6_IQ,4311
-reportify_sdk-0.1.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-reportify_sdk-0.1.0.dist-info/top_level.txt,sha256=tc_dzCSWIDsNbHSi-FlyEEX8xwinhN9gl-CwyLRE4B0,14
-reportify_sdk-0.1.0.dist-info/RECORD,,
+reportify_sdk-0.2.0.dist-info/licenses/LICENSE,sha256=zBUq4DL4lE-fZU_PMkr0gnxkYS1LhdRHFw8_LmCb-ek,1066
+reportify_sdk-0.2.0.dist-info/METADATA,sha256=kmE-VtAC7lDLy6E4X8mWMVcq8gBpv-ukuFKple3J0F8,4311
+reportify_sdk-0.2.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+reportify_sdk-0.2.0.dist-info/top_level.txt,sha256=tc_dzCSWIDsNbHSi-FlyEEX8xwinhN9gl-CwyLRE4B0,14
+reportify_sdk-0.2.0.dist-info/RECORD,,