fundamental-filter

What problem does it solve?

Fundamental data screening across A-share, US, and HK universes can be fragmented and error-prone, making it hard to build consistent value or growth baskets for backtests.

Core Features & Use Cases

• Multi-source screening: merge tushare extra_fields for A-shares and call yfinance Ticker.info for HK/US symbols to access PE, PB, ROE, and market-cap metrics.
• Value and growth filters: apply default value rules (positive PE, cap PB, ROE floor) and optional growth limits (PE_TTM range, minimum ROE, market-cap floor) to shape the universe.
• Real-world workflow: derive a screened stock list, drop companies with missing extra_fields, and weight each qualifying symbol equally for long-only portfolios.

Quick Start

Ask the agent to screen my selected tickers with pe_max=20, pb_max=3, roe_min=8, and an optional mcap_min before allocating equal weights.