feat: cockpit

backend/routers/instruments_watchlist.py

@@ -1,6 +1,6 @@
 import logging
 
-from fastapi import APIRouter, HTTPException
+from fastapi import APIRouter, HTTPException, Query
 from pydantic import BaseModel
 from typing import List, Optional
 
@@ -66,6 +66,51 @@ def watchlist_quotes():
     return {"items": items}
 
 
+_HISTORY_PERIODS = {
+    "1w":  {"yf": "5d",  "days": 7},
+    "1m":  {"yf": "1mo", "days": 30},
+    "3m":  {"yf": "3mo", "days": 90},
+    "6m":  {"yf": "6mo", "days": 180},
+    "1y":  {"yf": "1y",  "days": 365},
+    "5y":  {"yf": "5y",  "days": 1825},
+    "max": {"yf": "max", "days": 3650},
+}
+
+
+@router.get("/history/{ticker}")
+def watchlist_history(ticker: str, period: str = Query("3m")):
+    """Daily close series for the Watchlist card's chart — Saxo-sourced if this
+    instrument has a saxo_quote_symbol link (see saxo-quote-link below), yfinance
+    otherwise. Same source-of-truth split as /quotes above, just returning a series
+    instead of a single latest point."""
+    from services.database import get_instruments_watchlist, get_saxo_catalog_by_symbol
+    from services.saxo_client import get_price_history
+    import yfinance as yf
+
+    ticker = ticker.strip().upper()
+    spec = _HISTORY_PERIODS.get(period.lower(), _HISTORY_PERIODS["3m"])
+
+    row = next((r for r in get_instruments_watchlist() if r["ticker"] == ticker), None)
+    saxo_quote_symbol = row.get("saxo_quote_symbol") if row else None
+
+    if saxo_quote_symbol:
+        try:
+            entry = get_saxo_catalog_by_symbol(saxo_quote_symbol)
+            asset_type = entry["asset_type"] if entry else "FxSpot"
+            bars = get_price_history(saxo_quote_symbol, asset_type, days=spec["days"])
+            return {"ticker": ticker, "source": "saxo", "bars": [{"date": b["date"], "close": b["close"]} for b in bars]}
+        except Exception as e:
+            logger.info(f"[watchlist/history] Saxo history failed for '{saxo_quote_symbol}', falling back to yfinance: {e}")
+
+    try:
+        hist = yf.Ticker(ticker).history(period=spec["yf"], interval="1d", auto_adjust=True)
+        hist = hist.dropna(subset=["Close"])
+        bars = [{"date": idx.strftime("%Y-%m-%d"), "close": round(float(c), 6)} for idx, c in hist["Close"].items()]
+        return {"ticker": ticker, "source": "yfinance", "bars": bars}
+    except Exception as e:
+        return {"ticker": ticker, "source": "none", "bars": [], "error": str(e)}
+
+
 @router.post("/{ticker}")
 def add_ticker(ticker: str):
     """Adds a tracked instrument. yfinance validation is best-effort, not a gate — an

backend/routers/journal.py

@@ -256,6 +256,16 @@ def portfolio_risk():
     return _sanitize(result)
 
 
+@router.get("/portfolio-risk-radar")
+def portfolio_risk_radar():
+    """5-axis risk radar (Concentration/Volatility/Correlation/Exposure/Drawdown) for the
+    Cockpit's Risk card. Separate from /portfolio-risk above — this one makes live
+    yfinance calls (per-position volatility + a correlation matrix), heavier and slower,
+    so it's not bundled into the lighter endpoint other pages may poll more often."""
+    from services.portfolio_risk import compute_portfolio_risk_radar
+    return _sanitize(compute_portfolio_risk_radar())
+
+
 class TradeCheckRequest(BaseModel):
     underlying: str
     strategy: str