Fix total net gain references

MDUYN · MDUYN · commit e8b67dcd1782 · 2025-08-08T21:50:42.000+03:00
diff --git a/tests/app/reporting/test_backtest_report.py b/tests/app/reporting/test_backtest_report.py
@@ -75,7 +75,7 @@ def test_save_without_algorithm(self):
                 backtest_start_date=datetime(2023, 8, 7, 7, 59, tzinfo=None),
                 backtest_end_date=datetime(2023, 8, 7, 7, 59, tzinfo=None),
                 equity_curve=[],
-                total_return=0.2,
+                total_net_gain=0.2,
                 cagr=0.1,
                 sharpe_ratio=1.5,
                 rolling_sharpe_ratio=[],
@@ -162,7 +162,7 @@ def test_save_with_strategies_directory(self):
                 backtest_start_date=datetime(2023, 8, 7, 7, 59, tzinfo=None),
                 backtest_end_date=datetime(2023, 8, 7, 7, 59, tzinfo=None),
                 equity_curve=[],
-                total_return=0.2,
+                total_net_gain=0.2,
                 cagr=0.1,
                 sharpe_ratio=1.5,
                 rolling_sharpe_ratio=[],
diff --git a/tests/resources/backtest_report/metrics.json b/tests/resources/backtest_report/metrics.json
@@ -2,8 +2,8 @@
     "backtest_start_date": "2023-08-07T07:59:00",
     "backtest_end_date": "2023-08-07T07:59:00",
     "equity_curve": [],
-    "total_return": 0.2,
-    "total_return_percentage": 0.0,
+    "total_net_gain": 0.2,
+    "total_net_gain_percentage": 0.0,
     "final_value": 0.0,
     "cagr": 0.1,
     "sharpe_ratio": 1.5,
diff --git a/tests/resources/backtest_report/results.json b/tests/resources/backtest_report/results.json
@@ -1,8 +1,8 @@
 {
     "name": "test",
     "backtest_date_range_identifier": "Test Backtest Date Range",
-    "backtest_start_date": "2023-08-07 05:00:00",
-    "backtest_end_date": "2023-12-01 23:00:00",
+    "backtest_start_date": "2023-08-07 04:00:00",
+    "backtest_end_date": "2023-12-01 21:00:00",
     "number_of_runs": 1000,
     "symbols": [],
     "number_of_days": 116,
@@ -34,5 +34,5 @@
             "total_value": 1200
         }
     ],
-    "created_at": "2025-08-06 11:56:32"
+    "created_at": "2025-08-08 18:45:20"
 }
diff --git a/tests/resources/backtest_reports_for_testing/test_algorithm_backtest/metrics.json b/tests/resources/backtest_reports_for_testing/test_algorithm_backtest/metrics.json
@@ -1,18 +1,18 @@
 {
-    "backtest_start_date": "2023-12-01T23:00:00+00:00",
-    "backtest_end_date": "2023-12-02T23:00:00+00:00",
+    "backtest_start_date": "2023-12-01T21:00:00+00:00",
+    "backtest_end_date": "2023-12-02T21:00:00+00:00",
     "equity_curve": [
         [
             1000.0,
-            "2023-12-01T23:00:00+00:00"
+            "2023-12-01T21:00:00+00:00"
         ],
         [
             1000.0,
-            "2023-12-02T23:00:00+00:00"
+            "2023-12-02T21:00:00+00:00"
         ]
     ],
-    "total_return": 0.0,
-    "total_return_percentage": 0.0,
+    "total_net_gain": 0.0,
+    "total_net_gain_percentage": 0.0,
     "final_value": 1000.0,
     "cagr": 0.0,
     "sharpe_ratio": NaN,
@@ -33,11 +33,11 @@
     "drawdown_series": [
         [
             0.0,
-            "2023-12-01T23:00:00+00:00"
+            "2023-12-01T21:00:00+00:00"
         ],
         [
             0.0,
-            "2023-12-02T23:00:00+00:00"
+            "2023-12-02T21:00:00+00:00"
         ]
     ],
     "max_drawdown": 0.0,
diff --git a/tests/resources/backtest_reports_for_testing/test_algorithm_backtest/results.json b/tests/resources/backtest_reports_for_testing/test_algorithm_backtest/results.json
@@ -1,8 +1,8 @@
 {
     "name": "TestStrategy",
     "backtest_date_range_identifier": null,
-    "backtest_start_date": "2023-12-01 23:00:00",
-    "backtest_end_date": "2023-12-02 23:00:00",
+    "backtest_start_date": "2023-12-01 21:00:00",
+    "backtest_end_date": "2023-12-02 21:00:00",
     "number_of_runs": 1441,
     "symbols": [],
     "number_of_days": 1,
@@ -25,14 +25,14 @@
     "portfolio_snapshots": [
         {
             "net_size": 1000.0,
-            "created_at": "2023-12-01 23:00:00",
+            "created_at": "2023-12-01 21:00:00",
             "total_value": 1000.0
         },
         {
             "net_size": 1000.0,
-            "created_at": "2023-12-02 23:00:00",
+            "created_at": "2023-12-02 21:00:00",
             "total_value": 1000.0
         }
     ],
-    "created_at": "2025-08-06 11:56:23"
+    "created_at": "2025-08-08 18:45:07"
 }
diff --git a/tests/resources/backtest_reports_for_testing/test_algorithm_backtest_created-at_2025-04-21-21-21/metrics.json b/tests/resources/backtest_reports_for_testing/test_algorithm_backtest_created-at_2025-04-21-21-21/metrics.json
@@ -2943,7 +2943,7 @@
             "2021-03-03T00:00:00+00:00"
         ]
     ],
-    "total_return": 0.0,
+    "total_net_gain": 0.0,
     "cagr": 0.0,
     "sharpe_ratio": NaN,
     "rolling_sharpe_ratio": [
diff --git a/tests/scenarios/event_backtests/test_run_backtest_algorithm_param.py b/tests/scenarios/event_backtests/test_run_backtest_algorithm_param.py
@@ -53,10 +53,10 @@
 #             backtest_report.backtest_results.trading_symbol, "EUR"
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return, 3.6, delta=0.5
+#             backtest_report.backtest_metrics.total_net_gain, 3.6, delta=0.5
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return_percentage, 0.009, delta=0.001
+#             backtest_report.backtest_metrics.total_net_gain_percentage, 0.009, delta=0.001
 #         )
 #         snapshots = backtest_report.backtest_results.get_portfolio_snapshots()
 #         # Check that the first two snapshots created at are the same
diff --git a/tests/scenarios/event_backtests/test_run_backtest_multiple_strategies_param.py b/tests/scenarios/event_backtests/test_run_backtest_multiple_strategies_param.py
@@ -50,10 +50,10 @@
 #             backtest_report.backtest_results.trading_symbol, "EUR"
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return, 18.6, delta=0.5
+#             backtest_report.backtest_metrics.total_net_gain, 18.6, delta=0.5
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return_percentage, 0.045, delta=0.005
+#             backtest_report.backtest_metrics.total_net_gain_percentage, 0.045, delta=0.005
 #         )
 #         snapshots = backtest_report.backtest_results.get_portfolio_snapshots()
 #         # Check that the first two snapshots created at are the same
diff --git a/tests/scenarios/event_backtests/test_run_backtest_single_strategy_param.py b/tests/scenarios/event_backtests/test_run_backtest_single_strategy_param.py
@@ -51,10 +51,10 @@
 #             backtest_report.backtest_results.trading_symbol, "EUR"
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return, 3.6, delta=0.5
+#             backtest_report.backtest_metrics.total_net_gain, 3.6, delta=0.5
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return_percentage, 0.009,
+#             backtest_report.backtest_metrics.total_net_gain_percentage, 0.009,
 #             delta=0.001
 #         )
 #         snapshots = backtest_report.backtest_results.get_portfolio_snapshots()
diff --git a/tests/scenarios/event_backtests/test_run_backtest_strategies_attribute.py b/tests/scenarios/event_backtests/test_run_backtest_strategies_attribute.py
@@ -45,10 +45,10 @@
 #             backtest_report.backtest_results.trading_symbol, "EUR"
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return, 3.6, delta=0.5
+#             backtest_report.backtest_metrics.total_net_gain, 3.6, delta=0.5
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return_percentage, 0.009,
+#             backtest_report.backtest_metrics.total_net_gain_percentage, 0.009,
 #             delta=0.001
 #         )
 #         snapshots = backtest_report.backtest_results.get_portfolio_snapshots()
diff --git a/tests/scenarios/event_backtests/test_run_backtest_with_pandas_datasources.py b/tests/scenarios/event_backtests/test_run_backtest_with_pandas_datasources.py
@@ -68,10 +68,10 @@
 #             backtest_report.backtest_results.trading_symbol, "EUR"
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return, 5.9, delta=0.5
+#             backtest_report.backtest_metrics.total_net_gain, 5.9, delta=0.5
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return_percentage, 0.0149, delta=0.001
+#             backtest_report.backtest_metrics.total_net_gain_percentage, 0.0149, delta=0.001
 #         )
 #         end_time = time.time()
 #         elapsed_time = end_time - start_time
diff --git a/tests/scenarios/event_backtests/test_run_backtests_algorithms_param.py b/tests/scenarios/event_backtests/test_run_backtests_algorithms_param.py
@@ -53,10 +53,10 @@
 #             backtest_report.backtest_results.trading_symbol, "EUR"
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return, 3.6, delta=0.5
+#             backtest_report.backtest_metrics.total_net_gain, 3.6, delta=0.5
 #         )
 #         self.assertAlmostEqual(
-#             backtest_report.backtest_metrics.total_return_percentage, 0.009,
+#             backtest_report.backtest_metrics.total_net_gain_percentage, 0.009,
 #             delta=0.001
 #         )
 #         snapshots = backtest_report.backtest_results.get_portfolio_snapshots()
diff --git a/tests/scenarios/vectorized_backtests/test_moving_average_crossover_vectorized_backtest.py b/tests/scenarios/vectorized_backtests/test_moving_average_crossover_vectorized_backtest.py
@@ -207,7 +207,7 @@
 #         self.assertIsNotNone(backtest_metrics.growth_percentage)
 #         self.assertIsNotNone(backtest_results.initial_unallocated)
 #         self.assertIsNotNone(backtest_results.trading_symbol)
-#         self.assertIsNotNone(backtest_metrics.total_return)
-#         self.assertIsNotNone(backtest_metrics.total_return_percentage)
+#         self.assertIsNotNone(backtest_metrics.total_net_gain)
+#         self.assertIsNotNone(backtest_metrics.total_net_gain_percentage)
 #         self.assertIsNotNone(backtest_results.get_portfolio_snapshots())
 #

Original file line number	Diff line number	Diff line change
`@@ -1,8 +1,8 @@`
`1`	`1`	`{`
`2`	`2`	`"name": "test",`
`3`	`3`	`"backtest_date_range_identifier": "Test Backtest Date Range",`
`4`		`- "backtest_start_date": "2023-08-07 05:00:00",`
`5`		`- "backtest_end_date": "2023-12-01 23:00:00",`
	`4`	`+ "backtest_start_date": "2023-08-07 04:00:00",`
	`5`	`+ "backtest_end_date": "2023-12-01 21:00:00",`
`6`	`6`	`"number_of_runs": 1000,`
`7`	`7`	`"symbols": [],`
`8`	`8`	`"number_of_days": 116,`
`@@ -34,5 +34,5 @@`
`34`	`34`	`"total_value": 1200`
`35`	`35`	`}`
`36`	`36`	`],`
`37`		`- "created_at": "2025-08-06 11:56:32"`
	`37`	`+ "created_at": "2025-08-08 18:45:20"`
`38`	`38`	`}`
Original file line number	Diff line number	Diff line change
`@@ -1,18 +1,18 @@`
`1`	`1`	`{`
`2`		`- "backtest_start_date": "2023-12-01T23:00:00+00:00",`
`3`		`- "backtest_end_date": "2023-12-02T23:00:00+00:00",`
	`2`	`+ "backtest_start_date": "2023-12-01T21:00:00+00:00",`
	`3`	`+ "backtest_end_date": "2023-12-02T21:00:00+00:00",`
`4`	`4`	`"equity_curve": [`
`5`	`5`	`[`
`6`	`6`	`1000.0,`
`7`		`- "2023-12-01T23:00:00+00:00"`
	`7`	`+ "2023-12-01T21:00:00+00:00"`
`8`	`8`	`],`
`9`	`9`	`[`
`10`	`10`	`1000.0,`
`11`		`- "2023-12-02T23:00:00+00:00"`
	`11`	`+ "2023-12-02T21:00:00+00:00"`
`12`	`12`	`]`
`13`	`13`	`],`
`14`		`- "total_return": 0.0,`
`15`		`- "total_return_percentage": 0.0,`
	`14`	`+ "total_net_gain": 0.0,`
	`15`	`+ "total_net_gain_percentage": 0.0,`
`16`	`16`	`"final_value": 1000.0,`
`17`	`17`	`"cagr": 0.0,`
`18`	`18`	`"sharpe_ratio": NaN,`
`@@ -33,11 +33,11 @@`
`33`	`33`	`"drawdown_series": [`
`34`	`34`	`[`
`35`	`35`	`0.0,`
`36`		`- "2023-12-01T23:00:00+00:00"`
	`36`	`+ "2023-12-01T21:00:00+00:00"`
`37`	`37`	`],`
`38`	`38`	`[`
`39`	`39`	`0.0,`
`40`		`- "2023-12-02T23:00:00+00:00"`
	`40`	`+ "2023-12-02T21:00:00+00:00"`
`41`	`41`	`]`
`42`	`42`	`],`
`43`	`43`	`"max_drawdown": 0.0,`
Original file line number	Diff line number	Diff line change
`@@ -1,8 +1,8 @@`
`1`	`1`	`{`
`2`	`2`	`"name": "TestStrategy",`
`3`	`3`	`"backtest_date_range_identifier": null,`
`4`		`- "backtest_start_date": "2023-12-01 23:00:00",`
`5`		`- "backtest_end_date": "2023-12-02 23:00:00",`
	`4`	`+ "backtest_start_date": "2023-12-01 21:00:00",`
	`5`	`+ "backtest_end_date": "2023-12-02 21:00:00",`
`6`	`6`	`"number_of_runs": 1441,`
`7`	`7`	`"symbols": [],`
`8`	`8`	`"number_of_days": 1,`
`@@ -25,14 +25,14 @@`
`25`	`25`	`"portfolio_snapshots": [`
`26`	`26`	`{`
`27`	`27`	`"net_size": 1000.0,`
`28`		`- "created_at": "2023-12-01 23:00:00",`
	`28`	`+ "created_at": "2023-12-01 21:00:00",`
`29`	`29`	`"total_value": 1000.0`
`30`	`30`	`},`
`31`	`31`	`{`
`32`	`32`	`"net_size": 1000.0,`
`33`		`- "created_at": "2023-12-02 23:00:00",`
	`33`	`+ "created_at": "2023-12-02 21:00:00",`
`34`	`34`	`"total_value": 1000.0`
`35`	`35`	`}`
`36`	`36`	`],`
`37`		`- "created_at": "2025-08-06 11:56:23"`
	`37`	`+ "created_at": "2025-08-08 18:45:07"`
`38`	`38`	`}`
Original file line number	Diff line number	Diff line change
`@@ -2943,7 +2943,7 @@`
`2943`	`2943`	`"2021-03-03T00:00:00+00:00"`
`2944`	`2944`	`]`
`2945`	`2945`	`],`
`2946`		`- "total_return": 0.0,`
	`2946`	`+ "total_net_gain": 0.0,`
`2947`	`2947`	`"cagr": 0.0,`
`2948`	`2948`	`"sharpe_ratio": NaN,`
`2949`	`2949`	`"rolling_sharpe_ratio": [`