get_news_causality_breakdown
Purpose: Three-bucket news classification proving systematic discrimination between anticipated and surprise events. ANTICIPATED = scheduled + pre-move detected, SURPRISE_WITH_PRECURSOR = cascade anomaly (macro -> ETF -> stock) caught early, SURPRISE = pure unexpected. Triggers (casual questions too): "was that news already priced in?", "그 뉴스 예견된 거였어?", "how many surprise events this week?", "돌발 뉴스 비율 어때?", "did the market see it coming?". When to call: after get_news_leading_indicator_performance. Prerequisites: none. Next steps: market://{market_id}/external/causality for raw causality data. Caveats: window limited to recent days.
Args: market_id: Market identifier days: Lookback window in days (default 7)
Disclaimer: Information only, not investment advice.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | ||
| market_id | No | crypto |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||