feat: wire Tushare fundamentals into filters#76
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warren618 merged 1 commit intoMay 8, 2026
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…2-prefilter feat: wire Tushare fundamentals into filters
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Refs #62.
What I changed
fundamental_fieldssupport in the daily backtest path, so Tushare statement snapshots can be merged into OHLCV bars after their announcement/disclosure dates.income_total_revenue,income_n_income, andfina_indicator_roe, to avoid colliding withdaily_basicfields.fundamental-filter/strategy-generateguidance and thefundamental-filterexample to show a financial-quality pre-filter using the new statement columns.How to verify
python -m pytest agent/tests/test_tushare_fundamentals_provider.py agent/tests/test_engine_robustness.py::TestSymbolIsolation::test_backtest_enriches_data_map_with_configured_fundamental_fields agent/tests/test_engine_robustness.py::TestSymbolIsolation::test_backtest_records_explicit_benchmark_metadata agent/tests/test_fundamental_filter_example.py -qpython -m ruff check agent/backtest/loaders/tushare_fundamentals.py agent/backtest/engines/base.py agent/src/skills/fundamental-filter/example_signal_engine.py agent/tests/test_tushare_fundamentals_provider.py agent/tests/test_engine_robustness.py agent/tests/test_fundamental_filter_example.pypython -m py_compile agent/backtest/loaders/tushare_fundamentals.py agent/backtest/engines/base.py agent/src/skills/fundamental-filter/example_signal_engine.py agent/tests/test_tushare_fundamentals_provider.py agent/tests/test_engine_robustness.py agent/tests/test_fundamental_filter_example.pygit diff --checkI also tried the full non-e2e pytest command. It reached 837 passed / 1 skipped, with 3 local path-handling failures outside this change area.