feat: risk

backend/services/database.py

@@ -3342,6 +3342,23 @@ def get_instruments_watchlist() -> List[Dict]:
     return [dict(r) for r in rows]
 
 
+def get_saxo_option_symbol_for_ticker(ticker: str) -> Optional[str]:
+    """Cockpit Watchlist's saxo_option_symbol link for this yfinance-style ticker
+    (e.g. '^NDX' -> 'NQ:XCME') — Portfolio positions store `underlying` in the same raw
+    format the Watchlist's own `ticker` column uses, so this is a direct case-insensitive
+    match, no suffix-stripping or alias table needed (see services.instrument_service.
+    resolve_watchlist_ticker for the OTHER case, where a catalog id and a Watchlist ticker
+    genuinely differ — that doesn't apply here). Used by services.portfolio_pricing to
+    decide whether a position's legs can be priced off the real Saxo option chain instead
+    of a yfinance-historical-vol Black-Scholes simulation."""
+    conn = get_conn()
+    row = conn.execute(
+        "SELECT saxo_option_symbol FROM instruments_watchlist WHERE ticker = ? COLLATE NOCASE", (ticker,)
+    ).fetchone()
+    conn.close()
+    return row["saxo_option_symbol"] if row and row["saxo_option_symbol"] else None
+
+
 def set_instrument_watchlist_saxo_option_symbol(ticker: str, saxo_symbol: Optional[str]) -> bool:
     """Link (or unlink, if saxo_symbol is None/empty) a tracked instrument to the Saxo
     symbol whose OPTIONS CHAIN Options Lab should analyze for it — e.g. CL=F -> MCL:XCME