Move position fetching before VaR calculation in both get_va_r and get_risk_metrics so the portfolio notional is computed from real position data (sum of |quantity * avg_price|) instead of the fake confidence_level * 1_000_000.0 placeholder. Falls back to 100_000.0 when the portfolio is empty. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>