pip install baostock pandas

import baostock as bs
import pandas as pd

def get_kline_data(stock_code, period='daily', limit=200):
    """Obtain historical K-line data for Wyckoff analysis
    
    Args:
        stock_code: Stock code, such as '300435' (Shenzhen Growth Enterprise Market) or '600519' (Shanghai Main Board)
        period: Daily('daily')/Weekly('weekly')/Monthly('monthly')
        limit: Number of days to retrieve
    
    Returns:
        list: List of K-line data dictionaries
    """
    # Convert stock code format
    if stock_code.startswith('6'):
        code = f'sh.{stock_code}'
    else:
        code = f'sz.{stock_code}'
    
    # Calculate date range
    end_date = pd.Timestamp.now().strftime('%Y-%m-%d')
    start_date = (pd.Timestamp.now() - pd.Timedelta(days=limit*2)).strftime('%Y-%m-%d')
    
    # Log in to get data
    bs.login()
    rs = bs.query_history_k_data_plus(
        code,
        'date,code,open,high,low,close,volume,amount,pctChg',
        start_date=start_date,
        end_date=end_date,
        frequency='d'
    )
    
    data_list = []
    while (rs.error_code == '0') & rs.next():
        data_list.append(rs.get_row_data())
    
    bs.logout()
    
    if data_list:
        df = pd.DataFrame(data_list, columns=rs.fields)
        df = df.rename(columns={
            'date': 'trade_time', 'open': 'open', 'close': 'close',
            'high': 'high', 'low': 'low', 'volume': 'volume',
            'amount': 'amount', 'pctChg': 'pct_chg'
        })
        # Convert data types
        df['close'] = df['close'].astype(float)
        df['volume'] = df['volume'].astype(float)
        df['high'] = df['high'].astype(float)
        df['low'] = df['low'].astype(float)
        return df.to_dict('records')
    return []

def get_index_data(index_code='sh.000001', limit=200):
    """Obtain market index data
    
    Args:
        index_code: Index code, such as 'sh.000001' (Shanghai Composite Index), 'sz.399001' (Shenzhen Component Index)
        limit: Number of days to retrieve
    """
    end_date = pd.Timestamp.now().strftime('%Y-%m-%d')
    start_date = (pd.Timestamp.now() - pd.Timedelta(days=limit*2)).strftime('%Y-%m-%d')
    
    bs.login()
    rs = bs.query_history_k_data_plus(
        index_code,
        'date,code,open,high,low,close,volume,amount,pctChg',
        start_date=start_date,
        end_date=end_date,
        frequency='d'
    )
    
    data_list = []
    while (rs.error_code == '0') & rs.next():
        data_list.append(rs.get_row_data())
    
    bs.logout()
    
    if data_list:
        df = pd.DataFrame(data_list, columns=rs.fields)
        return df.to_dict('records')
    return []

def get_stock_basics():
    """Obtain basic information of all A-share stocks"""
    bs.login()
    rs = bs.query_stock_basic()
    data_list = []
    while (rs.error_code == '0') & rs.next():
        data_list.append(rs.get_row_data())
    bs.logout()
    return pd.DataFrame(data_list, columns=rs.fields)

Phase A（Initial Phase）
├── SC：Panic selling, volume surges, price hits new low
├── AR：Automatic rally to test selling pressure
├── ST：Secondary test to verify SC support
└── Characteristic: Volume gradually shrinks

Phase B（Accumulation Phase）
├── Range consolidation: Price fluctuates between upper track and SC low
├── ST tests: Multiple tests of SC support level
├── Volume shrinkage on pullbacks: Volume decreases during each pullback
└── Characteristic: Fluctuation range gradually narrows

Phase C（Testing Phase）
├── Spring: Breaks support quickly then rebounds sharply (core buy signal)
├── Shakeout: Shakeout to accumulate shares
└── Characteristic: Obvious buy signals appear

Phase D（Breakout Phase）
├── SOS: Volume surge breaks above upper track of range (bullish signal)
├── Pullback: Volume shrinks as price pulls back to near upper track
├── LPS: Final support point, pullback does not break previous low
└── Characteristic: Uptrend is confirmed

Phase E（Departure Phase）
├── Price rises: Leaves accumulation zone
├── Volume expands: Demand dominates
└── Characteristic: Enters uptrend

Phase A（Initial Phase）
├── BC：Frenzy buying, volume surges, price hits new high
├── AR：Automatic pullback to test buying pressure
├── ST：Secondary test to verify BC resistance
└── Characteristic: Volume starts to shrink

Phase B（Distribution Phase）
├── Range consolidation: Price fluctuates between lower track and BC high
├── UT: False breakout then pullback, tests resistance
├── UTAD: False breakout after distribution
└── Characteristic: Fluctuation range gradually narrows

Phase C（Distribution Confirmation）
├── UT: Price briefly breaks above range upper track then pulls back
├── SOW: Bearish signal, volume surge with downward break
└── Characteristic: Breaks below range lower edge

Phase D（Downtrend Confirmation）
├── SOS: Volume surge with downward move (false breakout reversal)
├── Weak rebounds: Each rebound fails to reach previous highs
└── Characteristic: Downtrend is confirmed

Phase E（Departure Phase）
├── Price falls: Leaves distribution zone
├── Volume expands: Supply dominates
└── Characteristic: Enters downtrend

Judgment Criteria:
1. Context: Price is in lower half of consolidation range or near support
2. Breakdown: Briefly and sharply breaks below support zone (creates panic)
3. Rebound: Price quickly pulls back into range, closing above support
4. Volume: May surge during breakdown (panic selling), then shrinks after rebound
5. Confirmation: Subsequent pullback with shrinking volume finds support

Judgment Criteria:
1. Identify "Creek": Horizontal resistance formed by previous highs
2. Breakout: Long bullish candle with significant volume expansion (demand absorbs all supply)
3. Pullback: Price pulls back to near pre-breakout platform with shrinking volume
4. Confirmation: Volume is extremely low during pullback (supply exhausted)

Judgment Criteria:
1. Context: Accumulation phase after long-term consolidation
2. Sharp drop: Sudden sharp decline in short term, creating illusion of distribution
3. Quick rebound: Quickly pulls back and hits new high
4. Volume: Huge volume during drop, shrinking after rebound

Judgment Criteria:
1. Context: Appears after SC
2. Rebound amplitude: Usually significant
3. Volume: May expand
4. Significance: Tests intensity of selling pressure

Judgment Criteria:
1. Context: After AR, price tests SC or BC again
2. Position: Close to SC low or BC high
3. Volume: Should shrink (verifies effective support/resistance)
4. Significance: Confirms shift in supply-demand relationship

Judgment Criteria:
1. Volume surge with rise: Volume increases significantly
2. Closing price: Closes at or near intraday high
3. Context: Appears after pullback
4. Significance: Strong demand, bullish outlook

Judgment Criteria:
1. Volume surge with drop: Volume increases significantly
2. Closing price: Closes at or near intraday low
3. Context: Appears after rebound
4. Significance: Strong supply, bearish outlook

Judgment Criteria:
1. Position: Pullback low in uptrend
2. Volume: Shrinks
3. Does not break previous low: Higher than previous low
4. Significance: Likely to rise again

Judgment Criteria:
1. Context: After long-term uptrend or high-level consolidation
2. Breakout: Briefly breaks above range upper track or previous high
3. Pullback: Price quickly falls back into range, closing weakly
4. Volume: May surge during breakout (institutional distribution)
5. Confirmation: Subsequent break below range lower edge (SOW) → sell or short

Judgment Criteria:
1. Context: After distribution zone is formed
2. Breakout: Price breaks above distribution zone upper track
3. Pullback: Closes at low level
4. Confirmation: Subsequent break below distribution zone lower edge
5. Significance: Trend reversal signal

Uptrend Line:
- Connect two or more sequentially rising lows
- Price should trade above the trend line
- Breaking below may indicate pullback

Downtrend Line:
- Connect two or more sequentially falling highs
- Price should trade below the trend line
- Breaking above may indicate reversal

Accumulation Zone Trend Line Characteristics:
- Breaks downtrend line during rise
- Pullbacks do not break previous lows
- Trend line angle gradually steepens

Distribution Zone Trend Line Characteristics:
- Breaks uptrend line during fall
- Rebounds do not reach previous highs
- Trend line angle gradually flattens

Volume-Price Confirmation (Healthy Signal):
├── Rise with volume expansion: Demand follows
├── Fall with volume shrinkage: Supply exhausted
├── Breakout with volume expansion: Valid breakout
└── Pullback with volume shrinkage: Pullback may end

Volume-Price Divergence (Warning Signal):
├── Rise with volume shrinkage: Insufficient demand
├── Fall with volume expansion: Strong supply
├── Breakout with volume shrinkage: False breakout
└── Rebound with volume expansion: May continue falling

Accumulation Zone Volume Characteristics:
├── Initial phase: Huge volume during SC
├── Middle phase: Gradually shrinks
├── Late phase: Volume expands during breakout
└── Overall: Low volume at lows, high volume at highs

Distribution Zone Volume Characteristics:
├── Initial phase: Huge volume during BC
├── Middle phase: Volume expands at highs
├── Late phase: Volume expands during fall
└── Overall: High volume at highs, low volume at lows

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