fundamental-filter
Installation
SKILL.md
Fundamental Factor Screening
Purpose
Filter stocks using fundamental financial data (PE/PB/ROE, etc.) to build value or growth screen signals for backtesting. Supports multiple markets with different data sources.
Market Support
| Market | Data Source | Method | Supported Metrics |
|---|---|---|---|
| A-shares | tushare daily_basic |
extra_fields in config.json |
pe, pb, pe_ttm, ps_ttm, dv_ttm, total_mv, circ_mv, roe |
| A-shares | Tushare statements | fundamental_fields in config.json |
income, balancesheet, cashflow, fina_indicator fields |
| US stocks | yfinance Ticker.info |
Direct API call | trailingPE, forwardPE, priceToBook, returnOnEquity, marketCap, dividendYield |
| HK stocks | yfinance Ticker.info |
Direct API call | trailingPE, priceToBook, returnOnEquity, marketCap |