HeatMarkdownService

Portfolio Heatmap Markdown Service.

Subscribes to signalEmitter and aggregates statistics across all symbols per strategy. Provides portfolio-wide metrics and per-symbol breakdowns.

Features:

• Real-time aggregation of closed signals
• Per-symbol statistics (Total PNL, Sharpe Ratio, Max Drawdown, Trades)
• Portfolio-wide aggregated metrics per strategy
• Markdown table report generation
• Safe math (handles NaN/Infinity gracefully)
• Strategy-based navigation using memoized storage

Constructor

constructor();
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Properties

loggerService

loggerService: any
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Logger service for debug output

getStorage

getStorage: any
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Memoized function to get or create HeatmapStorage for exchange, frame and backtest mode. Each exchangeName + frameName + backtest mode combination gets its own isolated heatmap storage instance.

subscribe

subscribe: (() => () => void) & ISingleshotClearable<() => () => void>
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Subscribes to signal emitter to receive tick events. Protected against multiple subscriptions. Returns an unsubscribe function to stop receiving events.

unsubscribe

unsubscribe: () => Promise<void>
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Unsubscribes from signal emitter to stop receiving tick events. Calls the unsubscribe function returned by subscribe(). If not subscribed, does nothing.

tick

tick: any
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Handles a single tick event emitted by signalEmitter.

Filters out every action except "closed" — idle, scheduled, waiting, opened, active, and cancelled ticks are silently ignored. For closed signals, routes the payload to the appropriate HeatmapStorage via getStorage(exchangeName, frameName, backtest) and calls addSignal.

getData

getData: (exchangeName: string, frameName: string, backtest: boolean) => Promise<HeatmapStatisticsModel>
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Returns aggregated portfolio heatmap statistics for the given context.

Delegates to the HeatmapStorage instance identified by (exchangeName, frameName, backtest). If no signals have been accumulated yet for that combination, the returned symbols array will be empty and portfolio-level fields will be null / 0.

getReport

getReport: (strategyName: string, exchangeName: string, frameName: string, backtest: boolean, columns?: Columns$7[]) => Promise<string>
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Generates a markdown heatmap report for the given context.

Delegates to HeatmapStorage.getReport. The resulting string includes a portfolio summary line followed by a markdown table with one row per symbol, ordered by sharpeRatio descending.

dump

dump: (strategyName: string, exchangeName: string, frameName: string, backtest: boolean, path?: string, columns?: Columns$7[]) => Promise<void>
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Generates the heatmap report and writes it to disk.

Delegates to HeatmapStorage.dump. The filename follows the pattern:

• Backtest: {strategyName}_{exchangeName}_{frameName}_backtest-{timestamp}.md
• Live: {strategyName}_{exchangeName}_live-{timestamp}.md

clear

clear: (payload?: { exchangeName: string; frameName: string; backtest: boolean; }) => Promise<void>
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Evicts memoized HeatmapStorage instances, releasing all accumulated signal data.

• With payload — clears only the storage bucket identified by (payload.exchangeName, payload.frameName, payload.backtest); subsequent calls to getData / getReport / dump for that combination will start from an empty state.
• Without payload — clears all storage buckets across every exchange / frame / mode combination.

Also called internally by the unsubscribe closure returned from subscribe().