Restrict portfolio greeks to open positions

[folknor]

GreeksCalculator::portfolio_greeks documents itself as aggregating open positions but queries the full position index.

A closed position can abort the whole call

portfolio_greeks binds cache.positions(...) to a local named open_positions. Cache::positions returns every position, open and closed, while Cache::positions_open sits directly beside it. A closed position has signed_qty == 0.0, so quantity * &instrument_greeks contributes exactly nothing to the total - but instrument_greeks is still called for it and its error propagates, so a position the portfolio no longer holds can fail an entire portfolio snapshot once its price data is gone or its contract has expired. The query now uses positions_open with the same filter arguments, which also stops greeks being computed for closed positions and multiplied by zero.

Error propagation for positions actually held is unchanged.

Behaviour change with side = Flat

portfolio_greeks(side = PositionSide::Flat) previously selected closed positions, computed their greeks and returned zero or an error. It now selects nothing and returns zero. An open position cannot be flat under the Position invariants, so this removes behaviour that contradicted the method's own contract. NoPositionSide, Long and Short are unaffected.

Testing

test_portfolio_greeks_ignores_closed_position_with_missing_price holds one open option position and one closed futures position whose instrument is registered without a price. The closed position is built the way the engine builds one - opened, offsetting fill applied, then cache.update_position - and the test asserts it satisfies is_closed() and has left the open index before calling. Against the unfixed query it fails with No price available for CLOSED.GLBX; with the fix it returns the open position's aggregate.

test_portfolio_greeks_preserves_open_position_aggregate_and_side_filters characterizes the success path over a long and a short position with non-unit quantities, comparing every PortfolioGreeks field against an independently computed signed_qty * greeks sum, asserting those expectations are non-zero first, then repeating for the Long and Short filters. It passes against the unfixed code by design - a closed position already contributed zero, so the open-book aggregate is unchanged - and the missing-price test is the one that fails without the fix.