Compute real values for 5 previously-zero risk metrics:
- current_drawdown: from unrealized PnL vs market value
- volatility: annualized std dev from execution price returns
- sharpe_ratio: excess return / volatility * sqrt(252)
- sortino_ratio: excess return / downside deviation * sqrt(252)
- position_risks: per-position VaR contribution and concentration
Wire get_position_risk() to real positions with filtering.
beta/alpha remain 0.0 (requires benchmark data integration).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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