From 43c7aa4a4bf89e22b6f735b66ec37c1779f519ad Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Sun, 1 Mar 2026 21:56:50 +0100
Subject: [PATCH] feat(risk-data): wire get_portfolio_positions to
 broker_positions DB table

Replace empty Vec stub with a real sqlx::query_as query against the
broker_positions table, filtering by account_id and non-zero quantity.
Uses runtime query_as (not macro) so SQLX_OFFLINE=true works without
offline metadata.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---
 crates/risk-data/src/var.rs | 42 ++++++++++++++++++++++++++++++++++---
 1 file changed, 39 insertions(+), 3 deletions(-)

diff --git a/crates/risk-data/src/var.rs b/crates/risk-data/src/var.rs
index da230494f..492f84148 100644
--- a/crates/risk-data/src/var.rs
+++ b/crates/risk-data/src/var.rs
@@ -128,6 +128,14 @@ pub struct PortfolioPosition {
     pub asset_class: String,
 }
 
+/// Internal row type for SQLX query mapping from `broker_positions` table
+#[derive(Debug, sqlx::FromRow)]
+struct PortfolioPositionRow {
+    symbol: String,
+    quantity: Decimal,
+    market_value: Option<Decimal>,
+}
+
 /// Historical price data
 #[derive(Debug, Clone, Serialize, Deserialize, sqlx::FromRow)]
 pub struct PriceData {
@@ -642,10 +650,38 @@ impl VarRepository for VarRepositoryImpl {
         &self,
         portfolio_id: &str,
     ) -> RiskDataResult<Vec<PortfolioPosition>> {
-        // STUB: requires broker or database integration
         info!("Getting portfolio positions for {}", portfolio_id);
-        warn!("STUB: get_portfolio_positions returns empty -- wire to broker/DB for real positions");
-        Ok(vec![])
+
+        // Query broker_positions table (populated by fill events from trading engine)
+        let rows: Vec<PortfolioPositionRow> = sqlx::query_as(
+            "SELECT symbol, quantity, market_value \
+             FROM broker_positions \
+             WHERE account_id = $1 AND quantity != 0 \
+             ORDER BY symbol",
+        )
+        .bind(portfolio_id)
+        .fetch_all(&self.db_pool)
+        .await?;
+
+        if rows.is_empty() {
+            warn!(
+                portfolio_id = %portfolio_id,
+                "no positions found in broker_positions table"
+            );
+        }
+
+        let positions = rows
+            .into_iter()
+            .map(|row| PortfolioPosition {
+                symbol: row.symbol,
+                quantity: row.quantity,
+                market_value: row.market_value.unwrap_or_default(),
+                currency: "USD".to_string(),
+                asset_class: "futures".to_string(),
+            })
+            .collect();
+
+        Ok(positions)
     }
 
     async fn calculate_volatility_matrix(