zipline (http://www.zipline.io/) is the backtesting and live-trading engine powering Quantopian (http://www.quantopian.com).
Quantopian supports Fundamental Data (https://www.quantopian.com/help#ide-fundamentals) but unfortunately zipline not.
This project aims to close this gap. You have to import your own fundamental data. At the moment there is only an importer for the SF1 Core US Fundamentals Dataset (https://www.quandl.com/data/SF1-Core-US-Fundamentals-Data).