reportify-sdk 0.3.1__py3-none-any.whl → 0.3.3__py3-none-any.whl

reportify_sdk/__init__.py

@@ -20,7 +20,7 @@ from reportify_sdk.exceptions import (
     APIError,
 )
 
-__version__ = "0.3.1"
+__version__ = "0.3.3"
 __all__ = [
     "Reportify",
     "ReportifyError",

reportify_sdk/client.py

@@ -74,7 +74,7 @@ class Reportify:
         return {
             "Authorization": f"Bearer {self.api_key}",
             "Content-Type": "application/json",
-            "User-Agent": "reportify-sdk-python/0.3.1",
+            "User-Agent": "reportify-sdk-python/0.3.3",
         }
 
     def _request(

reportify_sdk/docs.py

@@ -4,6 +4,8 @@ Documents Module
 Provides access to document content, metadata, and summaries.
 """
 
+from __future__ import annotations
+
 from typing import TYPE_CHECKING, Any
 
 if TYPE_CHECKING:

reportify_sdk/quant.py

@@ -39,6 +39,8 @@ class QuantModule:
         """
         Get list of available technical indicators
 
+        All indicators are functions and require parentheses when used (e.g., MA(20), RSI(14), MACD()).
+
         Returns:
             List of indicator definitions with name, description, and fields
 
@@ -62,6 +64,10 @@ class QuantModule:
         """
         Compute indicator values for given symbols
 
+        Variables vs Functions:
+            - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME (aliases: C, O, H, L, V, VOL)
+            - Functions (with parentheses): MA(20), RSI(14), MACD(), etc.
+
         Args:
             symbols: List of stock codes (e.g., ["000001", "600519"])
             formula: Indicator formula (e.g., "RSI(14)", "MACD()", "MACD(12,26,9)")
@@ -84,6 +90,9 @@ class QuantModule:
             >>> # KDJ indicator
             >>> df = client.quant.compute_indicators(["000001"], "KDJ(9,3,3)")
             >>> print(df[["symbol", "date", "k", "d", "j"]])
+            
+            >>> # Standard deviation
+            >>> df = client.quant.compute_indicators(["000001"], "STD(CLOSE, 20)")
         """
         data: dict[str, Any] = {
             "symbols": symbols,
@@ -106,11 +115,15 @@ class QuantModule:
         """
         Get list of available factors (variables and functions)
 
+        Variables vs Functions:
+            - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME, PE_TTM, ROE_TTM, etc.
+            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+
         Returns factors organized by level:
-        - Level 0 Variables: CLOSE, OPEN, HIGH, LOW, VOLUME
-        - Level 0 Functions: MA, EMA, REF, HHV, LLV, STD, etc.
-        - Level 1 Functions: CROSS, COUNT, EVERY, etc.
-        - Level 2 Functions: MACD, KDJ, RSI, BOLL, etc.
+        - Level 0 Variables: CLOSE, OPEN, HIGH, LOW, VOLUME (price data, no parentheses)
+        - Level 0 Functions: MA(), EMA(), REF(), HHV(), LLV(), STD(), etc. (require parentheses)
+        - Level 1 Functions: CROSS(), COUNT(), EVERY(), etc. (require parentheses)
+        - Level 2 Functions: MACD(), KDJ(), RSI(), BOLL(), PE(), ROE(), etc. (require parentheses)
 
         Returns:
             List of factor definitions
@@ -136,6 +149,10 @@ class QuantModule:
 
         Uses Mai-language syntax compatible with TongDaXin/TongHuaShun.
 
+        Variables vs Functions:
+            - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+
         Args:
             symbols: List of stock codes
             formula: Factor formula using Mai-language syntax
@@ -158,6 +175,10 @@ class QuantModule:
             
             >>> # Deviation from MA20 in percent
             >>> df = client.quant.compute_factors(["000001"], "(CLOSE - MA(20)) / MA(20) * 100")
+            
+            >>> # Fundamental factors (note: functions require parentheses)
+            >>> df = client.quant.compute_factors(["000001"], "PE()")
+            >>> df = client.quant.compute_factors(["000001"], "ROE()")
 
         Supported Operators:
             - Comparison: >, <, >=, <=, ==, !=
@@ -165,12 +186,16 @@ class QuantModule:
             - Logical OR: | (NOT "OR")
             - Arithmetic: +, -, *, /
 
-        Supported Variables:
+        Supported Variables (no parentheses):
             - CLOSE, C: Close price
             - OPEN, O: Open price
             - HIGH, H: High price
             - LOW, L: Low price
             - VOLUME, V, VOL: Volume
+
+        Supported Functions (require parentheses):
+            - Technical: MA(), EMA(), RSI(), MACD(), BOLL(), etc.
+            - Fundamental: PE(), PB(), ROE(), ROA(), etc.
         """
         data: dict[str, Any] = {
             "symbols": symbols,
@@ -199,6 +224,10 @@ class QuantModule:
         Returns stocks where the formula evaluates to True (for boolean formulas)
         or non-null (for numeric formulas).
 
+        Variables vs Functions:
+            - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+
         Args:
             formula: Screening formula using Mai-language syntax
             market: Stock market ("cn", "hk", "us"), default "cn"
@@ -221,6 +250,9 @@ class QuantModule:
             >>> # Above upper Bollinger Band
             >>> stocks = client.quant.screen(formula="CLOSE > BOLL(20, 2).upper")
             
+            >>> # Fundamental screening (note: functions require parentheses)
+            >>> stocks = client.quant.screen(formula="(PE() < 20) & (ROE() > 0.15)")
+            
             >>> # Screen specific stocks
             >>> stocks = client.quant.screen(
             ...     formula="RSI(14) < 30",
@@ -315,63 +347,6 @@ class QuantModule:
         response = self._client._post("/v1/quant/quotes/ohlcv/batch", json=data)
         return self._to_dataframe(response.get("datas", []))
 
-    # -------------------------------------------------------------------------
-    # Financials
-    # -------------------------------------------------------------------------
-
-    def financials(
-        self,
-        financial_type: Literal["income", "cashflow", "balancesheet", "equity"],
-        symbol: str,
-        *,
-        market: StockMarket = "cn",
-        start_year: int | None = None,
-        end_year: int | None = None,
-    ) -> pd.DataFrame:
-        """
-        Get historical financial statement data for a single symbol
-
-        Args:
-            financial_type: Type of financial statement
-                - "income": Income statement (利润表)
-                - "cashflow": Cash flow statement (现金流量表)
-                - "balancesheet": Balance sheet (资产负债表)
-                - "equity": Equity statement (股东权益变动表)
-            symbol: Stock code
-            market: Stock market ("cn", "hk", "us"), default "cn"
-            start_year: Start year (default: 3 years ago)
-            end_year: End year (default: current year)
-
-        Returns:
-            DataFrame with financial data sorted by report period
-
-        Example:
-            >>> # Get income statement
-            >>> df = client.quant.financials("income", "000001")
-            >>> print(df[["report_period", "revenue", "net_profit"]])
-
-            >>> # Get balance sheet for specific years
-            >>> df = client.quant.financials(
-            ...     "balancesheet", "600519",
-            ...     start_year=2020,
-            ...     end_year=2024
-            ... )
-
-            >>> # Get cash flow statement for HK stock
-            >>> df = client.quant.financials("cashflow", "00700", market="hk")
-        """
-        params: dict[str, Any] = {
-            "symbol": symbol,
-            "market": market,
-        }
-        if start_year:
-            params["start_year"] = start_year
-        if end_year:
-            params["end_year"] = end_year
-
-        response = self._client._get(f"/v1/quant/financials/{financial_type}", params=params)
-        return self._to_dataframe(response.get("datas", []))
-
     # -------------------------------------------------------------------------
     # Backtest
     # -------------------------------------------------------------------------
@@ -395,6 +370,10 @@ class QuantModule:
         """
         Execute strategy backtest
 
+        Variables vs Functions:
+            - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+
         Args:
             start_date: Backtest start date (YYYY-MM-DD)
             end_date: Backtest end date (YYYY-MM-DD)
@@ -444,6 +423,14 @@ class QuantModule:
             ...     exit_formula="CROSSDOWN(MA(5), MA(20))"  # Sell signal
             ... )
             
+            >>> # Fundamental screening backtest (note: functions require parentheses)
+            >>> result = client.quant.backtest(
+            ...     start_date="2023-01-01",
+            ...     end_date="2024-01-01",
+            ...     symbol="000001",
+            ...     entry_formula="(PE() < 20) & (ROE() > 0.15)",
+            ... )
+            
             >>> # With custom labels for analysis
             >>> result = client.quant.backtest(
             ...     start_date="2023-01-01",

reportify_sdk/stock.py

@@ -591,7 +591,14 @@ class StockModule:
         elif isinstance(data, dict):
             # Handle nested data structures
             if "data" in data:
-                df = pd.DataFrame(data["data"])
+                inner_data = data["data"]
+                if isinstance(inner_data, list):
+                    df = pd.DataFrame(inner_data)
+                elif isinstance(inner_data, dict):
+                    # If data is a dict with scalar values, wrap it in a list
+                    df = pd.DataFrame([inner_data])
+                else:
+                    df = pd.DataFrame([data])
             elif "items" in data:
                 df = pd.DataFrame(data["items"])
             elif "records" in data:
@@ -606,8 +613,12 @@ class StockModule:
         date_columns = ["date", "period", "fiscal_date", "report_date"]
         for col in date_columns:
             if col in df.columns:
-                df[col] = pd.to_datetime(df[col])
-                df = df.set_index(col)
-                break
+                try:
+                    df[col] = pd.to_datetime(df[col])
+                    df = df.set_index(col)
+                    break
+                except (ValueError, TypeError):
+                    # Skip columns that can't be converted to datetime
+                    continue
 
         return df

{reportify_sdk-0.3.1.dist-info → reportify_sdk-0.3.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.3.1
+Version: 0.3.3
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT

{reportify_sdk-0.3.1.dist-info → reportify_sdk-0.3.3.dist-info}/RECORD

@@ -1,19 +1,19 @@
-reportify_sdk/__init__.py,sha256=EnQDmMSdKDtDP-in6pgEHvx224JTzWltM7AGVTBHMV8,662
+reportify_sdk/__init__.py,sha256=IyHi12_4qJqkiy4apx5p4103d8ztlnt97aHxBPIN4SY,662
 reportify_sdk/agent.py,sha256=y1iP4Jq7-ESMxeCWB_vxkAvwCjUCWT8K-ZSeJswU6nQ,6358
 reportify_sdk/channels.py,sha256=VbBCispCiP2Mzqn5lmBWVNWog4ElVni46mK2zg7KKzg,3518
 reportify_sdk/chat.py,sha256=GQVfre4p2H9Kb0imX1-LvGqMrtnsuGhjQskBNUqUI_I,3613
-reportify_sdk/client.py,sha256=fj5pMBXZSMgwfgj_BqD1Riqaz5PW4S7fTq7PXuRqkPM,8206
+reportify_sdk/client.py,sha256=gf_d6uxfI5zzcLPxkJDinfU05p-s7J1W5I4WJ9rLTmg,8206
 reportify_sdk/concepts.py,sha256=XlHPuuZacFFUccMthyeb5R2OTayFYxXgIODKNfJLa_c,1891
-reportify_sdk/docs.py,sha256=PsOJrm-tFvvfHyVOWUptLC6wHhze5AMizD8MkcktEBo,16814
+reportify_sdk/docs.py,sha256=T5RO_FQe7ARRlav8eZQrgggDNmbCb8Cgiaq8YtEoaFA,16850
 reportify_sdk/exceptions.py,sha256=r2_C_kTh6tCrQnfA3UozSqMMA-2OBnoP3pGpgYeqcdU,1049
 reportify_sdk/kb.py,sha256=3e82_56hvnGQ2fI404g3DAem9javPY7OpE5B8goYOB8,2895
-reportify_sdk/quant.py,sha256=BfhdKiimfC4tZDRkaMjssyoQJKy39aXbz2KfjShLiTg,17245
+reportify_sdk/quant.py,sha256=EWjCHMfkXJMRoLy159BeUKL7axmgWl8n-UcWcnwhsnA,17411
 reportify_sdk/search.py,sha256=rzleME8_DwdiJ-__0qPjXkQZmaJ6JXH-ycJ_mUlkkNw,11866
-reportify_sdk/stock.py,sha256=sBUYmbj3nz5HaOGF5HakRF5Qt9Y5veZA1U2vDRau2vw,21473
+reportify_sdk/stock.py,sha256=OcDb8REompgVEtZA6msWEWj6BilryQGZHpzWbyt9sxY,21996
 reportify_sdk/timeline.py,sha256=7ZbF5-0eGoF_N5h9swEyYgZSaMb54PMwLDXlaqFS4ns,5396
 reportify_sdk/user.py,sha256=lsdhvaovllEwYiz4fhhSwl8PMX8tKswzABAvZbB0iJw,1261
-reportify_sdk-0.3.1.dist-info/licenses/LICENSE,sha256=zBUq4DL4lE-fZU_PMkr0gnxkYS1LhdRHFw8_LmCb-ek,1066
-reportify_sdk-0.3.1.dist-info/METADATA,sha256=Mc2ecqS81TS9UlR2_RrHp26RQsUkg5DTpXi6Sa9_4dE,6451
-reportify_sdk-0.3.1.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
-reportify_sdk-0.3.1.dist-info/top_level.txt,sha256=tc_dzCSWIDsNbHSi-FlyEEX8xwinhN9gl-CwyLRE4B0,14
-reportify_sdk-0.3.1.dist-info/RECORD,,
+reportify_sdk-0.3.3.dist-info/licenses/LICENSE,sha256=zBUq4DL4lE-fZU_PMkr0gnxkYS1LhdRHFw8_LmCb-ek,1066
+reportify_sdk-0.3.3.dist-info/METADATA,sha256=w652XBK5mNEgaNEthMoq19zw-6t6Td0oMXhaMiSQsNQ,6451
+reportify_sdk-0.3.3.dist-info/WHEEL,sha256=wUyA8OaulRlbfwMtmQsvNngGrxQHAvkKcvRmdizlJi0,92
+reportify_sdk-0.3.3.dist-info/top_level.txt,sha256=tc_dzCSWIDsNbHSi-FlyEEX8xwinhN9gl-CwyLRE4B0,14
+reportify_sdk-0.3.3.dist-info/RECORD,,