chore(tests): regenerate backtest fixtures for new TWR metrics

Updates serialized metrics.json/run.json fixtures to include the new
twr_* fields so round-trip serialization tests stay green.

Author: MDUYN

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/runs/backtest_EUR_20231201_20231202/metrics.json

@@ -60,6 +60,28 @@
     "max_drawdown_absolute": 0.0,
     "max_daily_drawdown": 0.0,
     "max_drawdown_duration": 0,
+    "twr_equity_curve": [
+        [
+            1.0,
+            "2023-12-01T00:00:00+00:00"
+        ],
+        [
+            1.0,
+            "2023-12-02T00:00:00+00:00"
+        ]
+    ],
+    "twr_drawdown_series": [
+        [
+            0.0,
+            "2023-12-01T00:00:00+00:00"
+        ],
+        [
+            0.0,
+            "2023-12-02T00:00:00+00:00"
+        ]
+    ],
+    "twr_max_drawdown": 0.0,
+    "twr_max_drawdown_duration": 0,
     "trades_per_year": 0.0,
     "trades_per_week": 0.0,
     "trades_per_month": 0.0,

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/runs/backtest_EUR_20231201_20231202/run.json

@@ -1 +1 @@
-{"backtest_start_date": "2023-12-01 00:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-02 00:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-01T00:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2026-04-26 14:39:23", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}, "signals": {}, "signal_events": [], "recorded_values": {}}
+{"backtest_start_date": "2023-12-01 00:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-02 00:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-01T00:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2026-05-09 14:52:33", "symbols": [], "number_of_days": 1, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 1, "metadata": {}, "signals": {}, "signal_events": [], "recorded_values": {}}

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/runs/backtest_EUR_20231202_20231203/metrics.json

@@ -60,6 +60,28 @@
     "max_drawdown_absolute": 0.0,
     "max_daily_drawdown": 0.0,
     "max_drawdown_duration": 0,
+    "twr_equity_curve": [
+        [
+            1.0,
+            "2023-12-02T00:00:00+00:00"
+        ],
+        [
+            1.0,
+            "2023-12-03T00:00:00+00:00"
+        ]
+    ],
+    "twr_drawdown_series": [
+        [
+            0.0,
+            "2023-12-02T00:00:00+00:00"
+        ],
+        [
+            0.0,
+            "2023-12-03T00:00:00+00:00"
+        ]
+    ],
+    "twr_max_drawdown": 0.0,
+    "twr_max_drawdown_duration": 0,
     "trades_per_year": 0.0,
     "trades_per_week": 0.0,
     "trades_per_month": 0.0,

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/runs/backtest_EUR_20231202_20231203/run.json

@@ -1 +1 @@
-{"backtest_start_date": "2023-12-02 00:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-03 00:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-03T00:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2026-04-26 14:38:58", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}, "signals": {}, "signal_events": [], "recorded_values": {}}
+{"backtest_start_date": "2023-12-02 00:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-03 00:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-03T00:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2026-05-09 14:52:10", "symbols": [], "number_of_days": 1, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 1, "metadata": {}, "signals": {}, "signal_events": [], "recorded_values": {}}