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fundamental-filter

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Fundamental factor screening — filter stocks by PE/PB/ROE, financial statement fields, and other metrics for value or growth selection. Supports A-shares (via tushare extra_fields or fundamental_fields) and HK/US stocks (via yfinance Ticker info).

agent/src/skills/fundamental-filter/SKILL.md

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# 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 |
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