detect_volume_surge
Detect stocks with abnormally high trading volume compared to their average over a baseline period. Filter by date, surge multiplier, and custom baseline days.
Instructions
Identify stocks with abnormally high trading volume (出来高急増) on a given day. All plans.
Use for 出来高急増・出来高異常・売買活況・volume spike queries. surge_ratio = Vo / mean(prior baseline_days). For price extremes use detect_52w/ytd_high_low; for price limits use detect_price_limit. Data available ~17:15 JST on trading days.
[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)
Args: date: Trading date (YYYYMMDD or YYYY-MM-DD). multiplier: surge_ratio threshold (default 2.0). baseline_days: Trailing sessions for baseline average (default 20). code: Optional stock code. Omit to scan all stocks. detail: Include full per-stock data array (default False).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | Yes | ||
| multiplier | No | ||
| baseline_days | No | ||
| code | No | ||
| detail | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||