reportify-sdk 0.3.3__tar.gz → 0.3.5__tar.gz

{reportify_sdk-0.3.3/reportify_sdk.egg-info → reportify_sdk-0.3.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.3.3
+Version: 0.3.5
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT
@@ -84,8 +84,7 @@ quote = client.stock.quote("US:AAPL")
 overview = client.stock.overview("US:AAPL")
 shareholders = client.stock.shareholders("US:AAPL")
 
-# Screening and calendar
-stocks = client.stock.screener(country="US", market_cap_more_than=1e10)
+# Earnings calendar
 earnings = client.stock.earnings_calendar(market="us", start_date="2024-01-01", end_date="2024-01-31")
 ```
 
@@ -133,7 +132,7 @@ 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 +143,8 @@ 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-0.3.3 → reportify_sdk-0.3.5}/README.md

@@ -55,8 +55,7 @@ quote = client.stock.quote("US:AAPL")
 overview = client.stock.overview("US:AAPL")
 shareholders = client.stock.shareholders("US:AAPL")
 
-# Screening and calendar
-stocks = client.stock.screener(country="US", market_cap_more_than=1e10)
+# Earnings calendar
 earnings = client.stock.earnings_calendar(market="us", start_date="2024-01-01", end_date="2024-01-31")
 ```
 
@@ -104,7 +103,7 @@ 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 +114,8 @@ 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-0.3.3 → reportify_sdk-0.3.5}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "reportify-sdk"
-version = "0.3.3"
+version = "0.3.5"
 description = "Python SDK for Reportify API - Financial data and document search"
 readme = "README.md"
 license = "MIT"

{reportify_sdk-0.3.3 → reportify_sdk-0.3.5}/reportify_sdk/__init__.py

@@ -20,7 +20,7 @@ from reportify_sdk.exceptions import (
     APIError,
 )
 
-__version__ = "0.3.3"
+__version__ = "0.3.0"
 __all__ = [
     "Reportify",
     "ReportifyError",

{reportify_sdk-0.3.3 → reportify_sdk-0.3.5}/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/0.3.3",
+            "User-Agent": "reportify-sdk-python/0.3.5",
         }
 
     def _request(

{reportify_sdk-0.3.3 → reportify_sdk-0.3.5}/reportify_sdk/quant.py

@@ -39,7 +39,7 @@ class QuantModule:
         """
         Get list of available technical indicators
 
-        All indicators are functions and require parentheses when used (e.g., MA(20), RSI(14), MACD()).
+        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
@@ -66,7 +66,7 @@ class QuantModule:
 
         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.
+            - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), RSI(14), MACD(), etc.
 
         Args:
             symbols: List of stock codes (e.g., ["000001", "600519"])
@@ -117,7 +117,7 @@ class QuantModule:
 
         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.
+            - 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 (price data, no parentheses)
@@ -151,7 +151,7 @@ class QuantModule:
 
         Variables vs Functions:
             - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
-            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+            - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
 
         Args:
             symbols: List of stock codes
@@ -171,10 +171,10 @@ 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()")
@@ -226,7 +226,7 @@ class QuantModule:
 
         Variables vs Functions:
             - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
-            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+            - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
 
         Args:
             formula: Screening formula using Mai-language syntax
@@ -242,10 +242,10 @@ 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")
@@ -372,7 +372,7 @@ class QuantModule:
 
         Variables vs Functions:
             - Variables (no parentheses): CLOSE, OPEN, HIGH, LOW, VOLUME
-            - Functions (with parentheses): MA(20), PE(), ROE(), RSI(14), etc.
+            - Functions (TongDaXin style: col first, n second): MA(CLOSE, 20), PE(), ROE(), RSI(14), etc.
 
         Args:
             start_date: Backtest start date (YYYY-MM-DD)
@@ -386,7 +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:
@@ -407,7 +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%}")
@@ -419,8 +419,8 @@ 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)
@@ -438,7 +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-0.3.3 → reportify_sdk-0.3.5}/reportify_sdk/stock.py

@@ -369,92 +369,9 @@ class StockModule:
         return self._to_dataframe(response)
 
     # -------------------------------------------------------------------------
-    # Screening and Calendar
+    # Calendar
     # -------------------------------------------------------------------------
 
-    def screener(
-        self,
-        *,
-        market_cap_more_than: float | None = None,
-        market_cap_lower_than: float | None = None,
-        price_more_than: float | None = None,
-        price_lower_than: float | None = None,
-        change_percentage_more_than: float | None = None,
-        change_percentage_lower_than: float | None = None,
-        volume_more_than: int | None = None,
-        volume_lower_than: int | None = None,
-        country: str | None = None,
-        exchange: str | None = None,
-        dividend_yield_more_than: float | None = None,
-        dividend_yield_lower_than: float | None = None,
-        pe_ttm_more_than: float | None = None,
-        pe_ttm_lower_than: float | None = None,
-        limit: int = 100,
-    ) -> pd.DataFrame:
-        """
-        Screen stocks based on various criteria
-
-        Args:
-            market_cap_more_than: Market cap greater than
-            market_cap_lower_than: Market cap less than
-            price_more_than: Stock price greater than
-            price_lower_than: Stock price less than
-            change_percentage_more_than: Change percentage greater than (e.g., 0.02 for 2%)
-            change_percentage_lower_than: Change percentage less than (e.g., 0.04 for 4%)
-            volume_more_than: Trading volume greater than
-            volume_lower_than: Trading volume less than
-            country: Country code (e.g., "US", "CN", "HK")
-            exchange: Exchange code (e.g., "NASDAQ", "NYSE", "HKEX")
-            dividend_yield_more_than: Dividend yield greater than
-            dividend_yield_lower_than: Dividend yield less than
-            pe_ttm_more_than: PE TTM greater than
-            pe_ttm_lower_than: PE TTM less than
-            limit: Maximum number of results (default: 100)
-
-        Returns:
-            DataFrame with screened stocks
-
-        Example:
-            >>> # Find US stocks with PE < 15 and market cap > 1B
-            >>> stocks = client.stock.screener(
-            ...     country="US",
-            ...     pe_ttm_lower_than=15,
-            ...     market_cap_more_than=1000000000
-            ... )
-        """
-        data: dict[str, Any] = {"limit": limit}
-        if market_cap_more_than is not None:
-            data["market_cap_more_than"] = market_cap_more_than
-        if market_cap_lower_than is not None:
-            data["market_cap_lower_than"] = market_cap_lower_than
-        if price_more_than is not None:
-            data["price_more_than"] = price_more_than
-        if price_lower_than is not None:
-            data["price_lower_than"] = price_lower_than
-        if change_percentage_more_than is not None:
-            data["change_percentage_more_than"] = change_percentage_more_than
-        if change_percentage_lower_than is not None:
-            data["change_percentage_lower_than"] = change_percentage_lower_than
-        if volume_more_than is not None:
-            data["volume_more_than"] = volume_more_than
-        if volume_lower_than is not None:
-            data["volume_lower_than"] = volume_lower_than
-        if country:
-            data["country"] = country
-        if exchange:
-            data["exchange"] = exchange
-        if dividend_yield_more_than is not None:
-            data["dividend_yield_more_than"] = dividend_yield_more_than
-        if dividend_yield_lower_than is not None:
-            data["dividend_yield_lower_than"] = dividend_yield_lower_than
-        if pe_ttm_more_than is not None:
-            data["pe_ttm_more_than"] = pe_ttm_more_than
-        if pe_ttm_lower_than is not None:
-            data["pe_ttm_lower_than"] = pe_ttm_lower_than
-
-        response = self._post("/v1/stock/screener", json=data)
-        return self._to_dataframe(response)
-
     def earnings_calendar(
         self,
         *,

{reportify_sdk-0.3.3 → reportify_sdk-0.3.5/reportify_sdk.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: reportify-sdk
-Version: 0.3.3
+Version: 0.3.5
 Summary: Python SDK for Reportify API - Financial data and document search
 Author-email: Reportify <support@reportify.cn>
 License-Expression: MIT
@@ -84,8 +84,7 @@ quote = client.stock.quote("US:AAPL")
 overview = client.stock.overview("US:AAPL")
 shareholders = client.stock.shareholders("US:AAPL")
 
-# Screening and calendar
-stocks = client.stock.screener(country="US", market_cap_more_than=1e10)
+# Earnings calendar
 earnings = client.stock.earnings_calendar(market="us", start_date="2024-01-01", end_date="2024-01-31")
 ```
 
@@ -133,7 +132,7 @@ 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 +143,8 @@ 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%}")
 ```