Address review pt 3

Author: DerekMelchin

Common/Optimizer/OptimizationBacktestMetrics.cs

@@ -31,9 +31,10 @@ namespace QuantConnect.Optimizer
     public class OptimizationBacktestMetrics : BacktestSummary
     {
         /// <summary>
-        /// The backtest's portfolio statistics; null when absent from the backtest result.
+        /// The backtest's total performance (wraps <see cref="QuantConnect.Statistics.TradeStatistics"/>,
+        /// <see cref="QuantConnect.Statistics.PortfolioStatistics"/>, and <see cref="QuantConnect.Statistics.Trade"/> list); null when absent from the backtest result.
         /// </summary>
-        public PortfolioStatistics PortfolioStatistics { get; set; }
+        public AlgorithmPerformance TotalPerformance { get; set; }
 
         /// <summary>
         /// Number of orders the backtest produced.
@@ -64,34 +65,40 @@ public static OptimizationBacktestMetrics ExtractFrom(string backtestId, Paramet
                 return null;
             }
 
-            ParsedBacktest parsed = null;
+            AlgorithmPerformance totalPerformance = null;
+            var totalOrders = 0;
+            IReadOnlyList<string> analysisNames = System.Array.Empty<string>();
+
             if (!string.IsNullOrEmpty(jsonBacktestResult))
             {
                 try
                 {
-                    parsed = JsonConvert.DeserializeObject<ParsedBacktest>(jsonBacktestResult);
+                    var jo = JObject.Parse(jsonBacktestResult);
+                    // Use case-insensitive lookups: BacktestingResultHandler serializes with CamelCaseNamingStrategy.
+                    totalPerformance = jo.GetValue("TotalPerformance", System.StringComparison.OrdinalIgnoreCase)?.ToObject<AlgorithmPerformance>();
+                    totalOrders = (jo.GetValue("Orders", System.StringComparison.OrdinalIgnoreCase) as JObject)?.Count ?? 0;
+                    var analyses = jo.GetValue("Analysis", System.StringComparison.OrdinalIgnoreCase)?.ToObject<List<QuantConnect.Analysis>>();
+                    if (analyses != null)
+                    {
+                        analysisNames = analyses
+                            .Where(a => !string.IsNullOrEmpty(a?.Name))
+                            .Select(a => a.Name)
+                            .ToList();
+                    }
                 }
                 catch (JsonException ex)
                 {
                     Log.Error(ex, $"OptimizationBacktestMetrics.ExtractFrom(): failed to parse backtest result for '{backtestId}'");
                 }
             }
 
-            var portfolioStats = parsed?.TotalPerformance?.PortfolioStatistics;
-            var analysisNames = parsed?.Analysis == null
-                ? (IReadOnlyList<string>)System.Array.Empty<string>()
-                : parsed.Analysis
-                    .Where(a => !string.IsNullOrEmpty(a?.Name))
-                    .Select(a => a.Name)
-                    .ToList();
-
             return new OptimizationBacktestMetrics
             {
                 BacktestId = backtestId,
                 Parameters = parameters,
-                SharpeRatio = portfolioStats?.SharpeRatio ?? 0m,
-                PortfolioStatistics = portfolioStats,
-                TotalOrders = parsed?.Orders?.Count ?? 0,
+                SharpeRatio = totalPerformance?.PortfolioStatistics?.SharpeRatio ?? 0m,
+                TotalPerformance = totalPerformance,
+                TotalOrders = totalOrders,
                 AnalysisNames = analysisNames
             };
         }
@@ -109,24 +116,5 @@ private static Dictionary<string, decimal> ParseParameterSet(ParameterSet parame
             }
             return result;
         }
-
-        // Minimal-shape DTO that binds only the backtest-result fields the analyzer reads.
-        private sealed class ParsedBacktest
-        {
-            [JsonProperty("TotalPerformance")]
-            public ParsedTotalPerformance TotalPerformance { get; set; }
-
-            [JsonProperty("Orders")]
-            public JObject Orders { get; set; }
-
-            [JsonProperty("Analysis")]
-            public List<QuantConnect.Analysis> Analysis { get; set; }
-        }
-
-        private sealed class ParsedTotalPerformance
-        {
-            [JsonProperty("PortfolioStatistics")]
-            public PortfolioStatistics PortfolioStatistics { get; set; }
-        }
     }
 }

Optimizer/Analysis/OptimizationAnalyzer.cs

@@ -33,7 +33,7 @@ public class OptimizationAnalyzer
         public OptimizationAnalysis Run(OptimizationAnalysisRunParameters parameters)
         {
             var allBacktests = parameters?.CompletedBacktests ?? new List<OptimizationBacktestMetrics>();
-            var backtests = allBacktests.Where(b => b?.PortfolioStatistics != null).ToList();
+            var backtests = allBacktests.Where(b => b?.TotalPerformance?.PortfolioStatistics != null).ToList();
             if (backtests.Count == 0)
             {
                 Log.Trace("OptimizationAnalyzer.Run(): no completed backtests with parsable Sharpe ratios; skipping analysis");

Optimizer/LeanOptimizer.cs

@@ -193,8 +193,14 @@ protected virtual void TriggerOnEndEvent()
             {
                 try
                 {
+                    // Snapshot under the lock so a late NewResult on another thread can't mutate the list mid-enumeration.
+                    List<OptimizationBacktestMetrics> backtestsSnapshot;
+                    lock (_completedBacktests)
+                    {
+                        backtestsSnapshot = new List<OptimizationBacktestMetrics>(_completedBacktests);
+                    }
                     var parameters = new OptimizationAnalysisRunParameters(
-                        _completedBacktests,
+                        backtestsSnapshot,
                         NodePacket.OptimizationParameters);
                     result.Analysis = new OptimizationAnalyzer().Run(parameters);
                 }
@@ -271,7 +277,11 @@ protected virtual void NewResult(string jsonBacktestResult, string backtestId)
                 var metrics = OptimizationBacktestMetrics.ExtractFrom(backtestId, parameterSet, jsonBacktestResult);
                 if (metrics != null)
                 {
-                    _completedBacktests.Add(metrics);
+                    // Backtest results can arrive on different threads; guard _completedBacktests with its own lock.
+                    lock (_completedBacktests)
+                    {
+                        _completedBacktests.Add(metrics);
+                    }
                 }
 
                 // always notify the strategy

Tests/Optimizer/Analysis/OptimizationAnalyzerTests.cs

@@ -162,9 +162,9 @@ public void ExtractFrom_ParsesSharpeAndAnalysisNamesFromBacktestJson()
             var metrics = OptimizationBacktestMetrics.ExtractFrom("bt-0", parameterSet, json);
 
             Assert.NotNull(metrics);
-            Assert.NotNull(metrics.PortfolioStatistics);
+            Assert.NotNull(metrics.TotalPerformance?.PortfolioStatistics);
             Assert.AreEqual(0.75m, metrics.SharpeRatio);
-            Assert.AreEqual(0.75m, metrics.PortfolioStatistics.SharpeRatio);
+            Assert.AreEqual(0.75m, metrics.TotalPerformance.PortfolioStatistics.SharpeRatio);
             Assert.AreEqual(12, metrics.TotalOrders);
             CollectionAssert.AreEqual(new[] { "FlatEquityCurveAnalysis" }, metrics.AnalysisNames.ToArray());
             Assert.AreEqual(1m, metrics.Parameters["x"]);