Address review pt 4

Author: DerekMelchin

Common/Optimizer/OptimizationBacktestMetrics.cs

@@ -15,9 +15,9 @@
 */
 
 using Newtonsoft.Json;
-using Newtonsoft.Json.Linq;
 using QuantConnect.Logging;
 using QuantConnect.Optimizer.Parameters;
+using QuantConnect.Packets;
 using QuantConnect.Statistics;
 using System.Collections.Generic;
 using System.Globalization;
@@ -65,40 +65,35 @@ public static OptimizationBacktestMetrics ExtractFrom(string backtestId, Paramet
                 return null;
             }
 
-            AlgorithmPerformance totalPerformance = null;
-            var totalOrders = 0;
-            IReadOnlyList<string> analysisNames = System.Array.Empty<string>();
-
+            BacktestResult parsed = null;
             if (!string.IsNullOrEmpty(jsonBacktestResult))
             {
                 try
                 {
-                    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();
-                    }
+                    // DeserializeJson uses the LEAN-wide JsonSerializer (CamelCaseNamingStrategy + OrderJsonConverter),
+                    // so polymorphic Orders and camelCase JSON both work without extra configuration.
+                    parsed = jsonBacktestResult.DeserializeJson<BacktestResult>();
                 }
                 catch (JsonException ex)
                 {
                     Log.Error(ex, $"OptimizationBacktestMetrics.ExtractFrom(): failed to parse backtest result for '{backtestId}'");
                 }
             }
 
+            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 = totalPerformance?.PortfolioStatistics?.SharpeRatio ?? 0m,
-                TotalPerformance = totalPerformance,
-                TotalOrders = totalOrders,
+                SharpeRatio = parsed?.TotalPerformance?.PortfolioStatistics?.SharpeRatio ?? 0m,
+                TotalPerformance = parsed?.TotalPerformance,
+                TotalOrders = parsed?.Orders?.Count ?? 0,
                 AnalysisNames = analysisNames
             };
         }

Tests/Optimizer/Analysis/LeanOptimizerAnalysisTests.cs

@@ -19,6 +19,9 @@
 using QuantConnect.Optimizer;
 using QuantConnect.Optimizer.Objectives;
 using QuantConnect.Optimizer.Parameters;
+using QuantConnect.Orders;
+using QuantConnect.Packets;
+using QuantConnect.Statistics;
 using QuantConnect.Util;
 using System;
 using System.Collections.Generic;
@@ -120,23 +123,22 @@ protected override string RunLean(ParameterSet parameterSet, string backtestName
                     var y = parameterSet.Value.TryGetValue("y", out var ys) && decimal.TryParse(ys, NumberStyles.Any, CultureInfo.InvariantCulture, out var yv) ? yv : 0m;
                     // Math.Pow is double-only; cross into double for the surface and back.
                     var sharpe = (decimal)(1.0 - 0.05 * Math.Pow((double)x - 3, 2) - 0.0005 * Math.Pow((double)y - 25, 2));
-                    var orders = Enumerable.Range(1, 10).ToDictionary(i => i, i => new { Id = i });
-                    var payload = new
+                    // Build a real BacktestResult and serialize via the LEAN-wide JsonSerializer
+                    // so the JSON shape matches what BacktestingResultHandler produces.
+                    var result = new QuantConnect.Packets.BacktestResult
                     {
                         // Statistics dict is what the optimizer's Criterion targets (e.g. "Statistics.Profit").
                         Statistics = new Dictionary<string, string>
                         {
                             ["Profit"] = (x + y).ToString(CultureInfo.InvariantCulture)
                         },
                         // Typed TotalPerformance.PortfolioStatistics is what the analyzer reads.
-                        TotalPerformance = new
-                        {
-                            PortfolioStatistics = new { SharpeRatio = sharpe }
-                        },
-                        Orders = orders,
+                        TotalPerformance = new AlgorithmPerformance(),
+                        Orders = Enumerable.Range(1, 10).ToDictionary(i => i, i => (Order)new MarketOrder()),
                         Analysis = Array.Empty<QuantConnect.Analysis>()
                     };
-                    NewResult(JsonConvert.SerializeObject(payload), id);
+                    result.TotalPerformance.PortfolioStatistics.SharpeRatio = sharpe;
+                    NewResult(result.SerializeJsonToString(), id);
                 });
                 return id;
             }

Tests/Optimizer/Analysis/OptimizationAnalyzerTests.cs

@@ -19,6 +19,9 @@
 using QuantConnect.Optimizer;
 using QuantConnect.Optimizer.Analysis;
 using QuantConnect.Optimizer.Parameters;
+using QuantConnect.Orders;
+using QuantConnect.Packets;
+using QuantConnect.Statistics;
 using System.Collections.Generic;
 using System.Globalization;
 using System.Linq;
@@ -201,21 +204,20 @@ private static List<OptimizationBacktestMetrics> BuildGridBacktests(
 
         private static string BuildBacktestJson(decimal sharpe, int totalOrders, string[] analysisNames)
         {
-            var analyses = (analysisNames ?? System.Array.Empty<string>())
-                .Select(n => new QuantConnect.Analysis(n, "issue", null, null, System.Array.Empty<string>()))
-                .ToList();
-            // Mirror BacktestingResultHandler's output: typed TotalPerformance.PortfolioStatistics
-            // plus an Orders dict the analyzer counts for the failure breakdown.
-            var orders = Enumerable.Range(1, totalOrders).ToDictionary(i => i, i => new { Id = i });
-            return JsonConvert.SerializeObject(new
+            // Build a real BacktestResult and serialize through the LEAN-wide JsonSerializer
+            // (CamelCaseNamingStrategy) so the JSON shape matches what BacktestingResultHandler
+            // produces in production — which is what OptimizationBacktestMetrics.ExtractFrom
+            // round-trips through DeserializeJson<BacktestResult>.
+            var result = new QuantConnect.Packets.BacktestResult
             {
-                TotalPerformance = new
-                {
-                    PortfolioStatistics = new { SharpeRatio = sharpe }
-                },
-                Orders = orders,
-                Analysis = analyses
-            });
+                TotalPerformance = new AlgorithmPerformance(),
+                Orders = Enumerable.Range(1, totalOrders).ToDictionary(i => i, i => (Order)new MarketOrder()),
+                Analysis = (analysisNames ?? System.Array.Empty<string>())
+                    .Select(n => new QuantConnect.Analysis(n, "issue", null, null, System.Array.Empty<string>()))
+                    .ToList()
+            };
+            result.TotalPerformance.PortfolioStatistics.SharpeRatio = sharpe;
+            return result.SerializeJsonToString();
         }
 
         private static HashSet<OptimizationParameter> BuildGridParameters(int xCount, int yCount)