fundamental-filter

fundamental-filter is a skill for Claude Code, Codex from skloxo/TideTrading. It costs 59 tokens per session (1,744 once invoked), scanned A, a copy of fundamental-filter, MIT.

A stock-screening framework that filters companies using financial measures such as price-to-earnings, price-to-book, return on equity, market value, and dividend yield. It supports A-shares, US stocks, and Hong Kong stocks through different data sources.

In plain words
What is it for?
Use it to build value or growth screens, select stocks for backtests, and apply different financial-data fields and thresholds by market.
Why use it?
It reduces a large list of stocks to companies that meet selected value or growth conditions, such as reasonable prices and minimum profitability.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to build value or growth screens, select stocks for backtests, and apply different financial-data fields and thresholds by market.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/skloxo/tidetrading/fundamental-filter
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add skloxo/TideTrading --skill fundamental-filter
Clone the repo
git clone --depth 1 https://github.com/skloxo/TideTrading

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for fundamental-filter

README.md
[![agentmods](https://agentmods.dev/badge/skills/skloxo/tidetrading/fundamental-filter/github.svg)](https://agentmods.dev/skills/skloxo/tidetrading/fundamental-filter)
Your own site
<a href="https://agentmods.dev/skills/skloxo/tidetrading/fundamental-filter"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/fundamental-filter/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for fundamental-filter

Your own site · 80×15
<a href="https://agentmods.dev/skills/skloxo/tidetrading/fundamental-filter"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/fundamental-filter.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 59 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,744 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00059 $0.01744
Opus 5 $0.00030 $0.00872
Sonnet 5 $0.00012 $0.00349
Haiku 4.5 $0.00006 $0.00174

Measured 10d ago against content hash 056da8585111, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

fundamental-filter scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 10d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (example_signal_engine.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

100% identical to fundamental-filter — 1 line differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

agent/src/skills/fundamental-filter/SKILL.md · 176 lines

How it starts

The opening of the file, as written. The whole thing — 176 lines — stays where its author put it; the contents beside it link to each section on GitHub.

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

Signal Logic

Value Filter (Default)

  1. PE < pe_max AND PE > 0 (exclude loss-making stocks)
  2. PB < pb_max
  3. ROE > roe_min
  4. All conditions met → long (1), otherwise → flat (0)

Growth Filter (Optional)

  1. PE_TTM within reasonable range (0 < PE_TTM < pe_ttm_max)
  2. ROE > roe_min (profitability floor)
  3. Market cap > mv_min (exclude micro-caps)

A-Share Usage (tushare)

config.json

{
  "source": "tushare",
  "codes": ["000001.SZ", "600036.SH", "000858.SZ"],
  "start_date": "2023-01-01",
  "end_date": "2024-12-31",
  "extra_fields": ["pe", "pb", "pe_ttm", "roe", "total_mv"],
  "initial_cash": 1000000,
  "commission": 0.001
}

The extra_fields columns are automatically merged into the daily DataFrame by the DataLoader.

A-Share Statement Pre-Filter

Use fundamental_fields when the strategy needs PIT-safe financial statement data instead of daily valuation fields:

{
  "source": "tushare",
  "codes": ["000001.SZ", "600036.SH", "000858.SZ"],
  "start_date": "2023-01-01",
  "end_date": "2024-12-31",
  "fundamental_fields": {
    "income": ["total_revenue", "n_income"],
    "balancesheet": ["total_hldr_eqy_exc_min_int"],
    "fina_indicator": ["roe", "debt_to_assets"]
  },
  "initial_cash": 1000000,
  "commission": 0.001
}

Read the full file on GitHub · 176 lines

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 10d ago First seen · 176 lines · 59 tokens per session scan A 056da8585111

Subscribe to this mod's changes

fundamental-filter is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed 3d ago), licensed MIT. It adds 59 tokens to every session and 1,744 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to fundamental-filter, differing in 1 line, and is treated as a copy.

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