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Thanks lolatency. I'm looking for a recommendation for a data source / platform that covers a wide variety of fundamental data like return on capital, current liabilities, etc.

It seems like so many of the backtesting systems out there focus on pricing data. Is there one that is suitable for fundamental data? For instance, perhaps I'd like to test a strategy of buying a portfolio of stocks with consistent earnings over 5 years whose return on assets was very high...