Removed redundant properties

Author: DerekMelchin

Common/Optimizer/BacktestSummary.cs

@@ -14,6 +14,7 @@
  *
 */
 
+using Newtonsoft.Json;
 using System.Collections.Generic;
 
 namespace QuantConnect.Optimizer
@@ -24,8 +25,9 @@ namespace QuantConnect.Optimizer
     public class BacktestSummary
     {
         /// <summary>
-        /// The backtest id.
+        /// The backtest id; kept for programmatic access but not serialized into the analysis JSON.
         /// </summary>
+        [JsonIgnore]
         public string BacktestId { get; set; }
 
         /// <summary>

Common/Optimizer/Cluster.cs

@@ -23,11 +23,6 @@ namespace QuantConnect.Optimizer
     /// </summary>
     public class Cluster
     {
-        /// <summary>
-        /// Cluster index; 0 is the highest mean Sharpe.
-        /// </summary>
-        public int Index { get; set; }
-
         /// <summary>
         /// Cluster centroid in original parameter units.
         /// </summary>

Common/Optimizer/ParameterReport.cs

@@ -45,11 +45,6 @@ public class ParameterReport
         [JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
         public decimal? Step { get; set; }
 
-        /// <summary>
-        /// Number of distinct values this parameter took across completed backtests.
-        /// </summary>
-        public int DistinctValueCount { get; set; }
-
         /// <summary>
         /// Mean Sharpe range (max - min) across every 1-D slice.
         /// </summary>

Common/Optimizer/SliceFit.cs

@@ -29,17 +29,7 @@ public class SliceFit
         public IReadOnlyDictionary<string, decimal> FixedParameters { get; set; }
 
         /// <summary>
-        /// Grid values of the slicing parameter, sorted ascending.
-        /// </summary>
-        public IReadOnlyList<decimal> ParameterValues { get; set; }
-
-        /// <summary>
-        /// Sharpe ratio at each entry in <see cref="ParameterValues"/>.
-        /// </summary>
-        public IReadOnlyList<decimal> SharpeValues { get; set; }
-
-        /// <summary>
-        /// max(<see cref="SharpeValues"/>) - min(<see cref="SharpeValues"/>) across this slice.
+        /// Max Sharpe minus min Sharpe across this slice.
         /// </summary>
         public decimal SharpeRange { get; set; }
 
@@ -48,11 +38,6 @@ public class SliceFit
         /// </summary>
         public decimal MaxAbsDerivative { get; set; }
 
-        /// <summary>
-        /// True for the slice whose fixed parameters match the values at the best backtest.
-        /// </summary>
-        public bool IsPrimary { get; set; }
-
         /// <summary>
         /// Piecewise linear pieces of the fit; one per adjacent pair of grid points.
         /// </summary>

Optimizer/Analysis/OptimizationClustering.cs

@@ -88,7 +88,6 @@ public static IReadOnlyList<Cluster> Build(
 
                 output.Add(new Cluster
                 {
-                    Index = c,
                     Centroid = centroidDict,
                     MemberCount = memberIndices.Count,
                     SharpeMean = sharpes.Average(),
@@ -98,13 +97,8 @@ public static IReadOnlyList<Cluster> Build(
                 });
             }
 
-            // Re-index so Cluster 0 is the best-performing region.
-            var ordered = output.OrderByDescending(x => x.SharpeMean).ToList();
-            for (var i = 0; i < ordered.Count; i++)
-            {
-                ordered[i].Index = i;
-            }
-            return ordered;
+            // Order by mean Sharpe descending so the best-performing region is first.
+            return output.OrderByDescending(x => x.SharpeMean).ToList();
         }
 
         private static int SelectKByElbow(Dictionary<int, KMeansResult> results)

Optimizer/Analysis/OptimizationSlicing.cs

@@ -49,17 +49,13 @@ public static ParameterReport AnalyzeParameter(
                       .Cast<IGrouping<string, OptimizationBacktestMetrics>>()
                 : owning.GroupBy(b => SliceKey(b, otherParamNames));
 
-            var primaryKey = otherParamNames.Count == 0 ? "" : SliceKey(best, otherParamNames);
-
             var slices = new List<SliceFit>();
             foreach (var group in grouped)
             {
-                var isPrimary = group.Key == primaryKey;
-                var slice = BuildSlice(group.ToList(), name, otherParamNames, isPrimary);
+                var slice = BuildSlice(group.ToList(), name, otherParamNames);
                 if (slice != null) slices.Add(slice);
             }
 
-            var distinctValueCount = owning.Select(b => b.Parameters[name]).Distinct().Count();
             var hasBest = best.Parameters.TryGetValue(name, out var bestValue);
             var (searchedMin, searchedMax, step) = ExtractGridSpec(parameter, owning, name);
             var bestAtEdge = hasBest && IsAtSearchedEdge(bestValue, searchedMin, searchedMax, step);
@@ -76,7 +72,6 @@ public static ParameterReport AnalyzeParameter(
                 SearchedMin = searchedMin,
                 SearchedMax = searchedMax,
                 Step = step,
-                DistinctValueCount = distinctValueCount,
                 MeanWithinSliceSharpeRange = meanRange,
                 MaxWithinSliceSharpeRange = maxRange,
                 MaxAbsDerivativePerStep = maxDerivPerStep,
@@ -89,8 +84,7 @@ public static ParameterReport AnalyzeParameter(
         private static SliceFit BuildSlice(
             List<OptimizationBacktestMetrics> backtests,
             string varyingParamName,
-            IReadOnlyList<string> otherParamNames,
-            bool isPrimary)
+            IReadOnlyList<string> otherParamNames)
         {
             // Defensively collapse duplicate parameter values by averaging Sharpes.
             var points = backtests
@@ -136,11 +130,8 @@ private static SliceFit BuildSlice(
             return new SliceFit
             {
                 FixedParameters = fixedParams,
-                ParameterValues = xs,
-                SharpeValues = ys,
                 SharpeRange = sharpeRange,
                 MaxAbsDerivative = maxAbsDerivative,
-                IsPrimary = isPrimary,
                 Segments = segments
             };
         }