Philippines passport needs visa?

Yes, you will have to obtain a visa. Mainland China has different immigration laws than Hong Kong and only your citizenship matters. Philippines citizens formally and technically are eligible for a Shenzhen 5 days visa on arrival at border crossings, however experience shows that many were refused, so it is advisable to obtain a Chinese visa in advance. In any case, you can try and and you can even present your Hong Kong ID and this detail can be probably a decisive detail in order that Chinese officials grant you a Shenzhen VOA. It is advisable to arrive, preferably at Lo Wu (Luohu) border crossing at the time of visa office opening or even before that. It opens at 09:00.