feat: add shareholders, screener, short-trades, rank, top-movers, valuation-comparison APIs

CHANGELOG.md

@@ -8,20 +8,30 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
-- **Rust, Python, Node.js:** Document normalization formulas for `SecurityCalcIndex` Greeks fields: `theta` (divide by 252 for per-trading-day), `vega` and `rho` (divide by 100 for per-unit change). The raw API values differ from Longbridge app display values by these factors.
-- **Rust:** `Config::header(key, value)` builder method to inject custom headers into every HTTP request and WebSocket upgrade request.
-- **Rust, Python:** `ContentContext` adds three new methods:
-  - `topic_detail(topic_id)` — get detail of a single topic.
-  - `list_topic_replies(opts)` — list replies for a topic, with optional page/size filtering.
-  - `create_topic_reply(opts)` — create a reply under a topic.
-- **Rust, Python:** New types `ListTopicRepliesOptions`, `CreateReplyOptions`, and `TopicReply` to support the above methods.
-- **All languages (Rust/Python/Node.js/Java/C/C++):** Six new `FundamentalContext` methods:
-  - `BusinessSegments` — GET `/v1/quote/fundamentals/business-segments`: latest business segment breakdown.
-  - `BusinessSegmentsHistory` — GET `/v1/quote/fundamentals/business-segments/history`: historical business and regional segment breakdowns with optional `report` and `cate` filters.
-  - `InstitutionRatingViews` — GET `/v1/quote/ratings/institutional`: historical rating distribution time-series (buy/over/hold/under/sell per date).
-  - `IndustryRank` — GET `/v1/quote/industry/rank`: industry leaderboard; exposes `IndustryRankIndicator` and `IndustryRankSortType` enum constants.
-  - `IndustryPeers` — GET `/v1/quote/industries/peers`: recursive industry peer chain; accepts both symbol-style (`AAPL.US`) and raw counter IDs (`BK/US/123`).
-  - `FinancialReportSnapshot` — GET `/v1/quote/financials/earnings-snapshot`: earnings snapshot with forecast and reported metrics.
+- **Rust, Python, Node.js:** Document normalization formulas for `SecurityCalcIndex` Greeks fields: `theta` (divide by 252 for per-trading-day), `vega` and `rho` (divide by 100 for per-unit change).
+- **Rust:** `Config::header(key, value)` builder method to inject custom headers.
+- **Rust, Python:** `ContentContext` adds `topic_detail`, `list_topic_replies`, `create_topic_reply`.
+- **All languages:** Six new `FundamentalContext` methods (PR #526): `BusinessSegments`, `BusinessSegmentsHistory`, `InstitutionRatingViews`, `IndustryRank`, `IndustryPeers`, `FinancialReportSnapshot`
+- **C, C++:** C SDK bindings for all six PR #526 `FundamentalContext` APIs: `lb_fundamental_context_business_segments`, `lb_fundamental_context_business_segments_history`, `lb_fundamental_context_institution_rating_views`, `lb_fundamental_context_industry_rank`, `lb_fundamental_context_industry_peers`, `lb_fundamental_context_financial_report_snapshot`. New typed structs added to `longbridge.h`.
+- **All languages:** 13 more new APIs: `shareholder_top`, `shareholder_detail`, `valuation_comparison` (FundamentalContext); `short_positions` (HK+US unified), `short_trades` (QuoteContext); `top_movers`, `rank_categories`, `rank_list` (MarketContext); `ScreenerContext` (new) with 5 screener methods
+
+### Changed
+
+- **Java, C, C++:** Response types for `short_positions`, `short_trades`, `top_movers`, `rank_list`, and `valuation_comparison` updated from raw-JSON stub structs to fully typed structs with named fields, matching the Rust/Python/Node.js SDK types. C SDK regenerated (`longbridge.h`) with new `lb_short_positions_item_t`, `lb_short_trades_item_t`, `lb_top_movers_stock_t`, `lb_top_movers_event_t`, `lb_rank_list_item_t`, `lb_valuation_history_point_t`, `lb_valuation_comparison_item_t` types.
+- **All languages:** `QuoteContext::short_positions(symbol, count)` now auto-detects market from symbol suffix (`.HK` → HK, otherwise US). `ShortPositionsResponse` is raw JSON.
+- **Rust, Python, Node.js, Java, C:** `short_positions` and `short_trades` responses now use typed structs (`ShortPositionsItem` / `ShortTradesItem`) with RFC 3339 timestamps instead of raw JSON. Fields absent in a given market default to empty string.
+- **Rust, Python, Node.js, Java, C:** `rank_list` response now uses a typed `RankListResponse { bmp, lists: Vec<RankListItem> }` struct; `counter_id` is converted to `symbol`.
+- **Rust, Python, Node.js, Java, C:** `top_movers` response now uses a typed `TopMoversResponse { events: Vec<TopMoversEvent>, next_params }` struct; timestamps converted to RFC 3339 and `counter_id` converted to `symbol`.
+- **Rust, Python, Node.js, Java, C:** `valuation_comparison` response now uses a typed `ValuationComparisonResponse { list: Vec<ValuationComparisonItem> }` struct; history dates converted from Unix timestamp to RFC 3339 and `counter_id` converted to `symbol`.
+
+### Breaking changes
+
+- **All languages:** `MarketContext::stock_events` renamed to `top_movers`; `StockEventsResponse` → `TopMoversResponse`.
+- **All languages:** `hk_short_positions` removed — use `short_positions(symbol, count)` which auto-detects HK/US.
+- **All languages:** `ShortPositionsResponse.data` changed from raw JSON to `Vec<ShortPositionsItem>`; `ShortTradesResponse.data` changed from raw JSON to `Vec<ShortTradesItem>`.
+- **All languages:** `TopMoversResponse.data` (raw JSON) replaced by `TopMoversResponse { events, next_params }`.
+- **All languages:** `RankListResponse.data` (raw JSON) replaced by `RankListResponse { bmp, lists }`.
+- **All languages:** `ValuationComparisonResponse.data` (raw JSON) replaced by `ValuationComparisonResponse { list }`.
 
 # [4.1.0]
 

c/cbindgen.toml

@@ -297,11 +297,33 @@ cpp_compat = true
 "CSnapshotReportedMetric" = "lb_snapshot_reported_metric_t"
 "CFinancialReportSnapshot" = "lb_financial_report_snapshot_t"
 # QuoteContext extensions
-"CShortPosition" = "lb_short_position_t"
+"CShortPositionsItem" = "lb_short_positions_item_t"
 "CShortPositionsResponse" = "lb_short_positions_response_t"
+"CShortTradesItem" = "lb_short_trades_item_t"
+"CShortTradesResponse" = "lb_short_trades_response_t"
 "COptionVolumeStats" = "lb_option_volume_stats_t"
 "COptionVolumeDailyStat" = "lb_option_volume_daily_stat_t"
 "COptionVolumeDaily" = "lb_option_volume_daily_t"
+# FundamentalContext new types
+"CShareholderTopResponse" = "lb_shareholder_top_response_t"
+"CShareholderDetailResponse" = "lb_shareholder_detail_response_t"
+"CValuationHistoryPoint" = "lb_valuation_history_point_t"
+"CValuationComparisonItem" = "lb_valuation_comparison_item_t"
+"CValuationComparisonResponse" = "lb_valuation_comparison_response_t"
+# MarketContext new types
+"CTopMoversStock" = "lb_top_movers_stock_t"
+"CTopMoversEvent" = "lb_top_movers_event_t"
+"CTopMoversResponse" = "lb_top_movers_response_t"
+"CRankCategoriesResponse" = "lb_rank_categories_response_t"
+"CRankListItem" = "lb_rank_list_item_t"
+"CRankListResponse" = "lb_rank_list_response_t"
+# ScreenerContext
+"CScreenerContext" = "lb_screener_context_t"
+"CScreenerRecommendStrategiesResponse" = "lb_screener_recommend_strategies_response_t"
+"CScreenerUserStrategiesResponse" = "lb_screener_user_strategies_response_t"
+"CScreenerStrategyResponse" = "lb_screener_strategy_response_t"
+"CScreenerSearchResponse" = "lb_screener_search_response_t"
+"CScreenerIndicatorsResponse" = "lb_screener_indicators_response_t"
 
 [export]
 include = [
@@ -415,7 +437,19 @@ include = [
     # FundamentalContext opaque type (no rename, typedef added in hpp)
     "CFundamentalContext",
     # QuoteContext extensions
-    "CShortPosition", "CShortPositionsResponse",
+    "CShortPositionsItem", "CShortPositionsResponse",
+    "CShortTradesItem", "CShortTradesResponse",
     "COptionVolumeStats",
     "COptionVolumeDailyStat", "COptionVolumeDaily",
+    # FundamentalContext new types
+    "CShareholderTopResponse", "CShareholderDetailResponse",
+    "CValuationHistoryPoint", "CValuationComparisonItem", "CValuationComparisonResponse",
+    # MarketContext new types
+    "CTopMoversStock", "CTopMoversEvent", "CTopMoversResponse",
+    "CRankCategoriesResponse",
+    "CRankListItem", "CRankListResponse",
+    # ScreenerContext
+    "CScreenerContext",
+    "CScreenerRecommendStrategiesResponse", "CScreenerUserStrategiesResponse",
+    "CScreenerStrategyResponse", "CScreenerSearchResponse", "CScreenerIndicatorsResponse",
 ]