feat: instrument analysis

backend/services/instrument_service.py

@@ -75,6 +75,32 @@ def update_instrument_drivers(instrument_id: str, drivers: List[Dict]) -> None:
     logger.info(f"[instrument_service] Updated drivers for {uid} ({len(drivers)} drivers)")
 
 
+def update_instrument_saxo_link(instrument_id: str, saxo_symbol: Optional[str]) -> None:
+    """Persist the Saxo quote-symbol link to instruments.json and refresh in-memory config.
+    saxo_symbol=None clears the link (falls back to yfinance)."""
+    global _configs
+    if _configs is None:
+        _load_configs()
+
+    uid = instrument_id.upper()
+    if uid not in _configs:
+        raise ValueError(f"Instrument {uid} not found")
+
+    with open(CONFIG_PATH, "r", encoding="utf-8") as f:
+        raw = json.load(f)
+
+    for inst in raw["instruments"]:
+        if inst["id"] == uid:
+            inst["saxo_quote_symbol"] = saxo_symbol
+            break
+
+    with open(CONFIG_PATH, "w", encoding="utf-8") as f:
+        json.dump(raw, f, ensure_ascii=False, indent=2)
+
+    _configs[uid]["saxo_quote_symbol"] = saxo_symbol
+    logger.info(f"[instrument_service] Updated Saxo link for {uid}: {saxo_symbol}")
+
+
 # ── DataFrame helpers ──────────────────────────────────────────────────────────
 
 def _ohlcv_to_df(records: List[Dict]) -> pd.DataFrame:
@@ -653,6 +679,46 @@ def _get_relevant_events(
 
 # ── Main snapshot ──────────────────────────────────────────────────────────────
 
+# Approximate calendar-day span of each yfinance-style period string — used to size the
+# Saxo `days` fetch window (Saxo's Chart API is day-count based, not period-string based).
+# Same values as routers/wavelet.py's _PERIOD_TO_DAYS; duplicated locally since it's a
+# tiny, stable lookup table not worth sharing across modules.
+_PERIOD_TO_DAYS = {
+    "5d": 5, "1mo": 30, "3mo": 90, "6mo": 182,
+    "1y": 365, "2y": 730, "5y": 1825, "10y": 3650, "max": 3650,
+}
+
+
+def _fetch_ohlcv(config: Dict[str, Any], instrument_id: str, period: str, interval: str) -> Tuple[List[Dict], str]:
+    """Fetch OHLCV records for the snapshot — Saxo-first when the instrument has a
+    saxo_quote_symbol linked, yfinance otherwise (or as a silent fallback on any Saxo
+    failure). Returns (records, source)."""
+    saxo_symbol = config.get("saxo_quote_symbol")
+    if saxo_symbol:
+        try:
+            from services.database import get_saxo_catalog_by_symbol
+            from services.saxo_client import get_price_history
+            entry = get_saxo_catalog_by_symbol(saxo_symbol)
+            asset_type = entry["asset_type"] if entry else "FxSpot"
+            days = _PERIOD_TO_DAYS.get(period, 365)
+            bars = get_price_history(saxo_symbol, asset_type, days=days)
+            records = [{"date": b["date"], "open": b.get("open"), "high": b.get("high"),
+                        "low": b.get("low"), "close": b.get("close"), "volume": b.get("volume")}
+                       for b in bars]
+            return records, "saxo"
+        except Exception as e:
+            logger.warning(f"[instrument_service] Saxo fetch failed for {instrument_id} ({saxo_symbol}), falling back to yfinance: {e}")
+
+    yf_ticker = config.get("yf_ticker", instrument_id)
+    try:
+        from services.data_fetcher import get_historical
+        records = get_historical(yf_ticker, period=period, interval=interval)
+    except Exception as e:
+        logger.error(f"[instrument_service] Data fetch failed for {instrument_id}: {e}")
+        records = []
+    return records, "yfinance"
+
+
 async def get_snapshot(
     instrument_id: str,
     period: str = "1y",
@@ -666,16 +732,7 @@ async def get_snapshot(
     if not config:
         return {"error": f"Unknown instrument: {instrument_id}"}
 
-    yf_ticker = config.get("yf_ticker", instrument_id)
-
-    # Fetch OHLCV
-    try:
-        from services.data_fetcher import get_historical
-        records = get_historical(yf_ticker, period=period, interval=interval)
-    except Exception as e:
-        logger.error(f"[instrument_service] Data fetch failed for {instrument_id}: {e}")
-        records = []
-
+    records, source = _fetch_ohlcv(config, instrument_id, period, interval)
     df = _ohlcv_to_df(records)
 
     # Compute everything
@@ -752,6 +809,7 @@ async def get_snapshot(
         "change_pct": change_pct,
         "change_abs": change_abs,
         "period": period,
+        "source": source,
     }
 
 

backend/services/saxo_client.py

@@ -249,7 +249,9 @@ def get_price_history(symbol: str, asset_type: str = "FxSpot", days: int = 90) -
     Callers should treat any failure here (entitlement gap, still-wrong field names for
     some other asset type, etc.) as routine and fall back to another source, not surface
     it as a hard error.
-    Returns oldest-first [{"date": "YYYY-MM-DD", "close": float}, ...].
+    Returns oldest-first [{"date": "YYYY-MM-DD", "close": float, "open": float|None,
+    "high": float|None, "low": float|None, "volume": float|None}, ...] — open/high/low/volume
+    are None when the raw bar doesn't carry them (e.g. FX Spot has no traded volume).
     """
     instrument = resolve_instrument(symbol, asset_types=asset_type)
     data = _get("/chart/v3/charts", {
@@ -271,7 +273,14 @@ def get_price_history(symbol: str, asset_type: str = "FxSpot", days: int = 90) -
             close = (bar["CloseBid"] + bar["CloseAsk"]) / 2
         if close is None or not time_str:
             continue
-        out.append({"date": str(time_str)[:10], "close": float(close)})
+        out.append({
+            "date": str(time_str)[:10],
+            "close": float(close),
+            "open": float(bar["Open"]) if bar.get("Open") is not None else None,
+            "high": float(bar["High"]) if bar.get("High") is not None else None,
+            "low": float(bar["Low"]) if bar.get("Low") is not None else None,
+            "volume": float(bar["Volume"]) if bar.get("Volume") is not None else None,
+        })
     if not out:
         raise ValueError(f"Chart data for '{symbol}' had no usable Close/CloseMid/CloseBid+CloseAsk/Time fields — raw bar keys: {list(bars[0].keys()) if bars else []}")
     return out