fundamentals-enhanced

name	fundamentals-enhanced
description	Enhanced fundamentals data — A-share and HK stock financial statements, PE/PB/ROE, growth metrics via AKShare (Eastmoney). Free, no API key.
category	data-source

Enhanced Fundamentals

Overview

Extends the existing Tushare-based fundamentals with AKShare (Eastmoney) data for:

• A-shares: Income statement, balance sheet, cash flow, PE/PB/PS/PEG, ROE, revenue/earnings growth
• HK stocks: PE/PB/ROE, dividend yield, revenue/earnings growth, market cap

This provides a free fallback when Tushare token is not available and adds HK stock fundamentals that Tushare does not cover.

The module is at backtest/loaders/fundamentals_enhanced.py.

Usage

A-share Fundamentals

from backtest.loaders.fundamentals_enhanced import (
    fetch_a_share_profile,
    fetch_a_share_valuation,
    fetch_a_share_financials,
    fetch_a_share_all,
)

# Company profile (market cap, industry, shares outstanding)
profile = fetch_a_share_profile("600519")

# Valuation (PE, PB, PS, PEG)
valuation = fetch_a_share_valuation("600519")

# Financial statements + growth metrics
financials = fetch_a_share_financials("600519")

# All-in-one
complete = fetch_a_share_all("600519")

HK Stock Fundamentals

from backtest.loaders.fundamentals_enhanced import (
    fetch_hk_fundamentals,
    fetch_hk_company_profile,
)

# PE, PB, ROE, dividend yield, growth
fundamentals = fetch_hk_fundamentals("00700")

# Company profile
profile = fetch_hk_company_profile("00700")

Data Fields

A-share Profile

• market_cap, float_market_cap — 总市值 / 流通市值
• total_shares, float_shares — 总股本 / 流通股
• industry, ipo_date — 行业 / 上市时间

A-share Valuation

• pe_ratio — 市盈率-TTM
• pb_ratio — 市净率-MRQ
• ps_ratio — 市销率-TTM
• peg — PEG

A-share Financials

• revenue_growth, earnings_growth — YoY growth (%)
• profit_margin — 净利润率
• debt_to_equity — 资产负债率
• current_ratio — 流动比率
• operating_cash_flow, free_cash_flow
• financial_statements: income_statement, balance_sheet, cash_flow

HK Stock Fundamentals

• pe_ratio, pb_ratio, eps, roe
• profit_margin, dividend_yield
• revenue_growth, earnings_growth
• debt_to_equity, current_ratio, quick_ratio

Network Note

AKShare (Eastmoney) endpoints may be slow or fail from overseas servers. The _bypass_proxy context manager automatically clears proxy settings before calling AKShare to ensure direct connection to Chinese sites.

Comparison with Tushare

Feature	Tushare	Enhanced (AKShare)
Auth	Token required	Free
A-share financials	Balance/income/cash flow	Balance/income/cash flow
A-share valuation	Daily PE/PB	PE-TTM/PB-MRQ/PS/PEG
HK stock data	No	PE/PB/ROE/dividend
Growth metrics	Limited	Revenue/earnings YoY
Network	Stable globally	May need CN network