Large language model (LLM) agents are increasingly applied to financial decision-making tasks that require interaction with external tools, including market data retrieval, news analysis, and trade execution. However, existing trading systems rely on fragmented and task-specific APIs, resulting in inconsistent schemas, complex integration, and limited reproducibility. We present QFinZero, a unified trading environment for LLM-based financial agents. QFinZero standardizes three core capabilities: (i) multi-frequency market and derivatives data access, (ii) structured news and event retrieval, and (iii) stateful brokerage simulation with explicit order lifecycle management. All tools adopt consistent JSON schemas and time-aligned interfaces, enabling agents to acquire information and execute trades within a coherent framework. By abstracting financial interaction into composable, agent-invokable primitives, QFinZero reduces engineering overhead and supports reproducible evaluation through comprehensive logging and deterministic replay. We argue that such a standardized trading environment is essential for scalable research on LLM-based financial agents.