reportify-sdk 0.2.1__py3-none-any.whl → 0.2.3__py3-none-any.whl

reportify_sdk/quant.py

@@ -321,32 +321,36 @@ class QuantModule:
 
     def backtest(
         self,
-        symbol: str,
-        formula: str,
         start_date: str,
         end_date: str,
+        symbol: str,
+        entry_formula: str,
         *,
+        exit_formula: str | None = None,
         market: StockMarket = "cn",
         initial_cash: float = 100000.0,
         commission: float = 0.0,
         stop_loss: float = 0.0,
         sizer_percent: int = 99,
         auto_close: bool = True,
+        labels: dict[str, str] | None = None,
     ) -> dict[str, Any]:
         """
         Execute strategy backtest
 
         Args:
-            symbol: Stock code
-            formula: Trading strategy formula using Mai-language syntax
             start_date: Backtest start date (YYYY-MM-DD)
             end_date: Backtest end date (YYYY-MM-DD)
+            symbol: Stock code
             market: Stock market ("cn", "hk", "us"), default "cn"
+            entry_formula: Buy/long entry formula (result > 0 triggers buy)
+            exit_formula: Sell/close formula (result > 0 triggers sell), optional
             initial_cash: Initial capital (default: 100000.0)
             commission: Commission rate (default: 0.0)
             stop_loss: Stop loss setting (default: 0.0, no stop loss)
             sizer_percent: Position percentage (default: 99%)
             auto_close: Auto close positions (default: True)
+            labels: Label dict for returning extra indicator values, e.g. {"up": "CROSS(MA(20), MA(60))"}
 
         Returns:
             Backtest results including:
@@ -362,29 +366,53 @@ class QuantModule:
             - trades: List of trade details
 
         Example:
+            >>> # Simple golden cross strategy
             >>> result = client.quant.backtest(
-            ...     symbol="000001",
-            ...     formula="CROSS(MA(5), MA(20))",  # Golden cross buy signal
             ...     start_date="2023-01-01",
             ...     end_date="2024-01-01",
+            ...     symbol="000001",
+            ...     entry_formula="CROSS(MA(5), MA(20))",  # Buy when MA5 crosses above MA20
             ...     initial_cash=100000
             ... )
             >>> print(f"Total Return: {result['total_return_pct']:.2%}")
             >>> print(f"Max Drawdown: {result['max_drawdown']:.2%}")
             >>> print(f"Win Rate: {result['win_rate']:.2%}")
+            
+            >>> # Strategy with entry and exit signals
+            >>> result = client.quant.backtest(
+            ...     start_date="2023-01-01",
+            ...     end_date="2024-01-01",
+            ...     symbol="000001",
+            ...     entry_formula="CROSS(MA(5), MA(20))",  # Buy signal
+            ...     exit_formula="CROSSDOWN(MA(5), MA(20))"  # Sell signal
+            ... )
+            
+            >>> # With custom labels for analysis
+            >>> result = client.quant.backtest(
+            ...     start_date="2023-01-01",
+            ...     end_date="2024-01-01",
+            ...     symbol="000001",
+            ...     entry_formula="RSI(14) < 30",
+            ...     exit_formula="RSI(14) > 70",
+            ...     labels={"rsi": "RSI(14)", "ma20": "MA(20)"}
+            ... )
         """
         data = {
-            "symbol": symbol,
-            "formula": formula,
             "start_date": start_date,
             "end_date": end_date,
+            "symbol": symbol,
             "market": market,
+            "entry_formula": entry_formula,
             "initial_cash": initial_cash,
             "commission": commission,
             "stop_loss": stop_loss,
             "sizer_percent": sizer_percent,
             "auto_close": auto_close,
         }
+        if exit_formula is not None:
+            data["exit_formula"] = exit_formula
+        if labels is not None:
+            data["labels"] = labels
 
         return self._client._post("/v1/quant/backtest", json=data)
 

reportify_sdk/stock.py

@@ -397,6 +397,42 @@ class StockModule:
         response = self._post("/v1/stock/ipo-calendar-hk", json={"status": status})
         return self._to_dataframe(response)
 
+    def industry_constituent(
+        self,
+        market: Literal["cn", "hk", "us"],
+        name: str,
+        *,
+        type: str | None = None,
+    ) -> pd.DataFrame:
+        """
+        Get constituent stocks of an industry
+
+        Args:
+            market: Stock market ("cn", "hk", "us")
+            name: Industry name (e.g., "军工", "Technology")
+            type: Industry classification type (optional)
+                - cn: "sw" (申万2021, default), "wind", "hs"
+                - hk: "hs" (恒生, default)
+                - us: "GICS" (default)
+
+        Returns:
+            DataFrame with industry constituent stocks
+
+        Example:
+            >>> # Get CN defense industry stocks
+            >>> stocks = client.stock.industry_constituent("cn", "军工")
+            >>> print(stocks[["symbol", "name", "industry_one_level_name"]])
+            
+            >>> # Get US technology stocks using GICS
+            >>> stocks = client.stock.industry_constituent("us", "Technology")
+        """
+        data = {"market": market, "name": name}
+        if type:
+            data["type"] = type
+
+        response = self._post("/v1/stock/industry-constituent", json=data)
+        return self._to_dataframe(response)
+
     # -------------------------------------------------------------------------
     # Helper Methods
     # -------------------------------------------------------------------------

{reportify_sdk-0.2.1.dist-info → reportify_sdk-0.2.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.2.1
+Version: 0.2.3
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT

{reportify_sdk-0.2.1.dist-info → reportify_sdk-0.2.3.dist-info}/RECORD

@@ -3,11 +3,11 @@ 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=pEXvG0OH20SH37NoPu1Flm-Dz0FMoqch9_pLMOnXk8w,13777
-reportify_sdk/stock.py,sha256=NcEhV9JfIQm2BsfYM1k-JVcxHhnnil32dp-bedGG4BU,13513
+reportify_sdk/quant.py,sha256=9rWKWo2UlG3GfsQC-jpEgXUl25ojEabpvOGISyGMamM,15110
+reportify_sdk/stock.py,sha256=zqPshC1uZzlfnOyJmDfDlb7FX2FedcBCyJ_nuXa34jE,14747
 reportify_sdk/timeline.py,sha256=b5Zj5SjXT4gP0dvEl8gXCWDZJHemyU7NSYahet2nHhc,4075
-reportify_sdk-0.2.1.dist-info/licenses/LICENSE,sha256=zBUq4DL4lE-fZU_PMkr0gnxkYS1LhdRHFw8_LmCb-ek,1066
-reportify_sdk-0.2.1.dist-info/METADATA,sha256=hEtOPPrQiLNFFiN_504fHs6Yb4H91fvPdeTE4uTq76E,4311
-reportify_sdk-0.2.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-reportify_sdk-0.2.1.dist-info/top_level.txt,sha256=tc_dzCSWIDsNbHSi-FlyEEX8xwinhN9gl-CwyLRE4B0,14
-reportify_sdk-0.2.1.dist-info/RECORD,,
+reportify_sdk-0.2.3.dist-info/licenses/LICENSE,sha256=zBUq4DL4lE-fZU_PMkr0gnxkYS1LhdRHFw8_LmCb-ek,1066
+reportify_sdk-0.2.3.dist-info/METADATA,sha256=yObxTM5fOBMULJFN9o9Y3NfXAr2BbaSOsevKXa0Q2XE,4311
+reportify_sdk-0.2.3.dist-info/WHEEL,sha256=qELbo2s1Yzl39ZmrAibXA2jjPLUYfnVhUNTlyF1rq0Y,92
+reportify_sdk-0.2.3.dist-info/top_level.txt,sha256=tc_dzCSWIDsNbHSi-FlyEEX8xwinhN9gl-CwyLRE4B0,14
+reportify_sdk-0.2.3.dist-info/RECORD,,

{reportify_sdk-0.2.1.dist-info → reportify_sdk-0.2.3.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (80.9.0)
+Generator: setuptools (80.10.1)
 Root-Is-Purelib: true
 Tag: py3-none-any