feat: option lab

backend/services/data_fetcher.py

@@ -132,6 +132,60 @@ def get_quote(symbol: str) -> Optional[Dict[str, Any]]:
     return {"symbol": symbol, "price": None, "error": "no data"}
 
 
+def get_quote_with_volatility(symbol: str, vol_window: int = 20) -> Optional[Dict[str, Any]]:
+    """Like get_quote(), plus a realized volatility overlay: annualized %, rolling
+    `vol_window`-day stddev of log returns — same formula as the Instrument Analysis
+    chart's volatility overlay (services.instrument_service). Needs more history than
+    get_quote()'s 5d/1mo window, so it's kept as a separate function rather than slowing
+    down get_quote()'s many other callers that don't need volatility."""
+    import numpy as np
+
+    for period in ("3mo", "6mo"):
+        try:
+            ticker = yf.Ticker(symbol)
+            hist = ticker.history(period=period, interval="1d", auto_adjust=True)
+            if hist.empty:
+                continue
+            hist = hist.dropna(subset=["Close"])
+            if len(hist) < vol_window + 2:
+                continue
+
+            close = hist["Close"]
+            price = float(close.iloc[-1])
+            last_date = hist.index[-1].date()
+            prior_rows = hist[hist.index.date < last_date]
+            prev = float(prior_rows["Close"].iloc[-1]) if not prior_rows.empty else price
+            change = price - prev
+            change_pct = (change / prev * 100) if prev else 0
+
+            log_ret = np.log(close / close.shift(1))
+            vol_series = (log_ret.rolling(vol_window).std() * np.sqrt(252) * 100).dropna()
+            if vol_series.empty:
+                continue
+            volatility_pct = float(vol_series.iloc[-1])
+
+            # D-1 vol: same explicit date-comparison approach as the price above, not
+            # just "the point before last" (guards the same near-24h double-row case).
+            volatility_change_pct = None
+            prior_vol = vol_series[vol_series.index.date < last_date]
+            if not prior_vol.empty:
+                volatility_change_pct = round(volatility_pct - float(prior_vol.iloc[-1]), 2)
+
+            return {
+                "symbol": symbol,
+                "price": round(price, 4),
+                "change": round(change, 4),
+                "change_pct": round(change_pct, 2),
+                "volatility_pct": round(volatility_pct, 2),
+                "volatility_change_pct": volatility_change_pct,
+                "volume": int(hist["Volume"].iloc[-1]) if "Volume" in hist.columns else 0,
+                "timestamp": datetime.utcnow().isoformat(),
+            }
+        except Exception:
+            continue
+    return {"symbol": symbol, "price": None, "error": "no data"}
+
+
 def get_all_quotes() -> Dict[str, List[Dict[str, Any]]]:
     result = {}
     for asset_class, assets in WATCHLIST.items():