RiskUtils

Utility class for accessing risk rejection reports and statistics.

Provides static-like methods (via singleton instance) to retrieve data accumulated by RiskMarkdownService from risk rejection events.

Features:

• Statistical data extraction (total rejections count, by symbol, by strategy)
• Markdown report generation with event tables
• File export to disk

Data source:

• RiskMarkdownService listens to riskSubject
• Accumulates rejection events in ReportStorage (max 250 events per symbol-strategy pair)
• Events include: timestamp, symbol, strategyName, position, exchangeName, price, activePositionCount, comment

Constructor

constructor();
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Properties

getData

getData: (symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }, backtest?: boolean) => Promise<RiskStatisticsModel>
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Retrieves statistical data from accumulated risk rejection events.

Delegates to RiskMarkdownService.getData() which reads from ReportStorage. Returns aggregated metrics calculated from all rejection events.

getReport

getReport: (symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }, backtest?: boolean, columns?: Columns$1[]) => Promise<string>
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Generates markdown report with all risk rejection events for a symbol-strategy pair.

Creates formatted table containing:

• Symbol
• Strategy
• Position (LONG/SHORT)
• Exchange
• Price
• Active Positions (at rejection time)
• Reason (from validation note)
• Timestamp (ISO 8601)

Also includes summary statistics at the end (total rejections, by symbol, by strategy).

dump

dump: (symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }, backtest?: boolean, path?: string, columns?: Columns$1[]) => Promise<void>
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Generates and saves markdown report to file.

Creates directory if it doesn't exist. Filename format: {symbol}_{strategyName}.md (e.g., "BTCUSDT_my-strategy.md")

Delegates to RiskMarkdownService.dump() which:

1. Generates markdown report via getReport()
2. Creates output directory (recursive mkdir)
3. Writes file with UTF-8 encoding
4. Logs success/failure to console