I use TradeStation 2000i, and I know it doesn't have that capability. I don't think the new brokerage based platform does either.
Try
WealthLab too.
Most of this kind of software just uses price, volume, and open interest for testing (as im sure you know).
One option is to find data for the fundamental series you want to backtest on and load it into TS as a Data2 stream, and then reference it in your system code.
Unfortunately, I don't know of any good source of fundamental data in easy to load csv format.
I'd be interested in hearing about it if you find one though.