reportify-sdk 0.3.2__tar.gz → 0.3.4__tar.gz

{reportify_sdk-0.3.2/reportify_sdk.egg-info → reportify_sdk-0.3.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.3.2
+Version: 0.3.4
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT
@@ -133,7 +133,7 @@ df = client.quant.compute_indicators(["000001"], "MACD()")
 
 # Screen stocks by formula
 stocks = client.quant.screen(formula="RSI(14) < 30")
-stocks = client.quant.screen(formula="CROSS(MA(5), MA(20))")
+stocks = client.quant.screen(formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))")
 
 # Get OHLCV data
 ohlcv = client.quant.ohlcv("000001", start_date="2024-01-01")
@@ -144,8 +144,8 @@ result = client.quant.backtest(
     start_date="2023-01-01",
     end_date="2024-01-01",
     symbol="000001",
-    entry_formula="CROSS(MA(5), MA(20))",
-    exit_formula="CROSSDOWN(MA(5), MA(20))"
+    entry_formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))",
+    exit_formula="CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))"
 )
 print(f"Total Return: {result['total_return_pct']:.2%}")
 ```

{reportify_sdk-0.3.2 → reportify_sdk-0.3.4}/README.md

@@ -104,7 +104,7 @@ df = client.quant.compute_indicators(["000001"], "MACD()")
 
 # Screen stocks by formula
 stocks = client.quant.screen(formula="RSI(14) < 30")
-stocks = client.quant.screen(formula="CROSS(MA(5), MA(20))")
+stocks = client.quant.screen(formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))")
 
 # Get OHLCV data
 ohlcv = client.quant.ohlcv("000001", start_date="2024-01-01")
@@ -115,8 +115,8 @@ result = client.quant.backtest(
     start_date="2023-01-01",
     end_date="2024-01-01",
     symbol="000001",
-    entry_formula="CROSS(MA(5), MA(20))",
-    exit_formula="CROSSDOWN(MA(5), MA(20))"
+    entry_formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))",
+    exit_formula="CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))"
 )
 print(f"Total Return: {result['total_return_pct']:.2%}")
 ```

{reportify_sdk-0.3.2 → reportify_sdk-0.3.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "reportify-sdk"
-version = "0.3.2"
+version = "0.3.4"
 description = "Python SDK for Reportify API - Financial data and document search"
 readme = "README.md"
 license = "MIT"

{reportify_sdk-0.3.2 → reportify_sdk-0.3.4}/reportify_sdk/__init__.py

@@ -20,7 +20,7 @@ from reportify_sdk.exceptions import (
     APIError,
 )
 
-__version__ = "0.3.2"
+__version__ = "0.3.0"
 __all__ = [
     "Reportify",
     "ReportifyError",

{reportify_sdk-0.3.2 → reportify_sdk-0.3.4}/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/0.3.2",
+            "User-Agent": "reportify-sdk-python/0.3.4",
         }
 
     def _request(

{reportify_sdk-0.3.2 → reportify_sdk-0.3.4}/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-0.3.2 → reportify_sdk-0.3.4}/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(CLOSE, 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 (TongDaXin style: col first, n second): MA(CLOSE, 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 (TongDaXin style: col first, n second): MA(CLOSE, 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 (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
+
         Args:
             symbols: List of stock codes
             formula: Factor formula using Mai-language syntax
@@ -154,10 +171,14 @@ class QuantModule:
             >>> df = client.quant.compute_factors(["000001"], "MACD().dif")
             
             >>> # Close above 20-day MA (boolean)
-            >>> df = client.quant.compute_factors(["000001"], "CLOSE > MA(20)")
+            >>> df = client.quant.compute_factors(["000001"], "CLOSE > MA(CLOSE, 20)")
             
             >>> # Deviation from MA20 in percent
-            >>> df = client.quant.compute_factors(["000001"], "(CLOSE - MA(20)) / MA(20) * 100")
+            >>> df = client.quant.compute_factors(["000001"], "(CLOSE - MA(CLOSE, 20)) / MA(CLOSE, 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 (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
+
         Args:
             formula: Screening formula using Mai-language syntax
             market: Stock market ("cn", "hk", "us"), default "cn"
@@ -213,14 +242,17 @@ class QuantModule:
             >>> stocks = client.quant.screen(formula="RSI(14) < 30")
             
             >>> # Golden cross
-            >>> stocks = client.quant.screen(formula="CROSS(MA(5), MA(10))")
+            >>> stocks = client.quant.screen(formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 10))")
             
             >>> # Uptrend
-            >>> stocks = client.quant.screen(formula="(CLOSE > MA(20)) & (MA(20) > MA(60))")
+            >>> stocks = client.quant.screen(formula="(CLOSE > MA(CLOSE, 20)) & (MA(CLOSE, 20) > MA(CLOSE, 60))")
             
             >>> # 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",
@@ -338,6 +370,10 @@ class QuantModule:
         """
         Execute strategy backtest
 
+        Variables vs Functions:
+            - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
+            - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
+
         Args:
             start_date: Backtest start date (YYYY-MM-DD)
             end_date: Backtest end date (YYYY-MM-DD)
@@ -350,7 +386,7 @@ class QuantModule:
             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))"}
+            labels: Label dict for returning extra indicator values, e.g. {"up": "CROSS(MA(CLOSE, 20), MA(CLOSE, 60))"}
 
         Returns:
             Backtest results including:
@@ -371,7 +407,7 @@ class QuantModule:
             ...     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
+            ...     entry_formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))",  # Buy when MA5 crosses above MA20
             ...     initial_cash=100000
             ... )
             >>> print(f"Total Return: {result['total_return_pct']:.2%}")
@@ -383,8 +419,16 @@ class QuantModule:
             ...     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
+            ...     entry_formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))",  # Buy signal
+            ...     exit_formula="CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 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
@@ -394,7 +438,7 @@ class QuantModule:
             ...     symbol="000001",
             ...     entry_formula="RSI(14) < 30",
             ...     exit_formula="RSI(14) > 70",
-            ...     labels={"rsi": "RSI(14)", "ma20": "MA(20)"}
+            ...     labels={"rsi": "RSI(14)", "ma20": "MA(CLOSE, 20)"}
             ... )
         """
         data = {

{reportify_sdk-0.3.2 → reportify_sdk-0.3.4}/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-0.3.2 → reportify_sdk-0.3.4/reportify_sdk.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.3.2
+Version: 0.3.4
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT
@@ -133,7 +133,7 @@ df = client.quant.compute_indicators(["000001"], "MACD()")
 
 # Screen stocks by formula
 stocks = client.quant.screen(formula="RSI(14) < 30")
-stocks = client.quant.screen(formula="CROSS(MA(5), MA(20))")
+stocks = client.quant.screen(formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))")
 
 # Get OHLCV data
 ohlcv = client.quant.ohlcv("000001", start_date="2024-01-01")
@@ -144,8 +144,8 @@ result = client.quant.backtest(
     start_date="2023-01-01",
     end_date="2024-01-01",
     symbol="000001",
-    entry_formula="CROSS(MA(5), MA(20))",
-    exit_formula="CROSSDOWN(MA(5), MA(20))"
+    entry_formula="CROSS(MA(CLOSE, 5), MA(CLOSE, 20))",
+    exit_formula="CROSSDOWN(MA(CLOSE, 5), MA(CLOSE, 20))"
 )
 print(f"Total Return: {result['total_return_pct']:.2%}")
 ```