BenchmarkBacktestResults-returns-null-in-BacktestComplete

@superticker - here you go. The following is a complete solution for a WL 8 performance visualizer that shows a ScottPlot in a new tab in the backtest results. It shows the strategy dataset's daily returns and the benchmark symbol's daily returns in the chart along with a data box that shows the plotted values. It's nothing fancy but may be a start for what you want. This was a fun project, and I found that it is very easy to create visualizers.

To use, create the solution, compile it and then copy the resulting DLL to your WL 8 folder and restart WL 8.

Here's a screenshot...


The solution folder structure is that typical of a Visual Studio solution. A base folder named BenchVisualizer contains the .sln file. There is a sub-folder in BenchVisualizer also named BenchVisualizer. Inside that sub-folder is the .csproj, .cs and .xaml file.

Hence:

CODE:
BenchVisualizer
    - BenchVisualizer
        - BenchmarkCompare.xaml
        - BenchmarkCompare.xaml.cs
        - BenchVisualizer.csproj

You may have-to/want to adjust build configuration.

Solution file BenchVisualizer.sln below...

CODE:

Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.8.34316.72
MinimumVisualStudioVersion = 10.0.40219.1
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "BenchVisualizer", "BenchVisualizer\BenchVisualizer.csproj", "{B9B307F4-760C-476C-A9CF-6A64D111CE98}"
EndProject
Global
   GlobalSection(SolutionConfigurationPlatforms) = preSolution
      Debug|Any CPU = Debug|Any CPU
      Debug|x64 = Debug|x64
      Release|Any CPU = Release|Any CPU
      Release|x64 = Release|x64
   EndGlobalSection
   GlobalSection(ProjectConfigurationPlatforms) = postSolution
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Debug|Any CPU.Build.0 = Debug|Any CPU
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Debug|x64.ActiveCfg = Debug|x64
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Debug|x64.Build.0 = Debug|x64
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Release|Any CPU.ActiveCfg = Release|Any CPU
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Release|Any CPU.Build.0 = Release|Any CPU
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Release|x64.ActiveCfg = Release|x64
      {B9B307F4-760C-476C-A9CF-6A64D111CE98}.Release|x64.Build.0 = Release|x64
   EndGlobalSection
   GlobalSection(SolutionProperties) = preSolution
      HideSolutionNode = FALSE
   EndGlobalSection
   GlobalSection(ExtensibilityGlobals) = postSolution
      SolutionGuid = {341DF225-8FF9-4798-81FC-861B1E2E75D8}
   EndGlobalSection
EndGlobal

BenchmarkCompare.xaml below...

CODE:
<wpf:VisualizerBase x:Class="BenchVisualizer.BenchmarkCompare"
             xmlns="<a href="http://schemas.microsoft.com/winfx/2006/xaml/presentation" target="_blank">http://schemas.microsoft.com/winfx/2006/xaml/presentation</a>"
             xmlns:x="<a href="http://schemas.microsoft.com/winfx/2006/xaml" target="_blank">http://schemas.microsoft.com/winfx/2006/xaml</a>"
             xmlns:mc="<a href="http://schemas.openxmlformats.org/markup-compatibility/2006" target="_blank">http://schemas.openxmlformats.org/markup-compatibility/2006</a>" 
             xmlns:d="<a href="http://schemas.microsoft.com/expression/blend/2008" target="_blank">http://schemas.microsoft.com/expression/blend/2008</a>" 
             xmlns:local="clr-namespace:BenchVisualizer"
             xmlns:wpf="clr-namespace:WealthLab.WPF;assembly=WealthLab.WPF"
             xmlns:scott="clr-namespace:ScottPlot;assembly=ScottPlot"
             mc:Ignorable="d" 
             d:DesignHeight="450" d:DesignWidth="800">
    <Grid Background="White">
        <Grid.ColumnDefinitions>
            <ColumnDefinition Width="82*"></ColumnDefinition>
            <ColumnDefinition Width="18*"></ColumnDefinition>
        </Grid.ColumnDefinitions>
        <WpfPlot Name="MyPlot" Grid.Column="0">            
        </WpfPlot>
        <Grid x:Name="ChartValues" Grid.Column="1">
            <Grid.ColumnDefinitions>
                <ColumnDefinition Width="50*"></ColumnDefinition>
                <ColumnDefinition Width="50*"></ColumnDefinition>
            </Grid.ColumnDefinitions>
            <Grid.RowDefinitions>
                <RowDefinition x:Name="ChartValuesHeader" Height="25"></RowDefinition>
                <RowDefinition Height="25"></RowDefinition>
                <RowDefinition Height="25"></RowDefinition>
                <RowDefinition Height="25"></RowDefinition>
                <RowDefinition Height="25"></RowDefinition>
                <RowDefinition Height="*"></RowDefinition>
            </Grid.RowDefinitions>
            <TextBlock Grid.Row="0" Grid.Column="0" Foreground="Black" FontSize="18" FontWeight="Bold">Item</TextBlock>
            <TextBlock Grid.Row="0" Grid.Column="1" Foreground="Black" FontSize="18" FontWeight="Bold">Value</TextBlock>
            <TextBlock Grid.Row="1" Grid.Column="0" Foreground="Black" FontSize="18" >Date</TextBlock>
            <TextBlock Grid.Row="1" Grid.Column="1" Name="DateValue" Foreground="Black" FontSize="18"></TextBlock>
            <TextBlock Grid.Row="2" Grid.Column="0" Foreground="Black" FontSize="18" >Strategy Return</TextBlock>
            <TextBlock Grid.Row="2" Grid.Column="1" Name="StrategyReturn" Foreground="Black" FontSize="18"></TextBlock>
            <TextBlock Grid.Row="3" Grid.Column="0" Foreground="Black" FontSize="18" >Benchmark Return</TextBlock>
            <TextBlock Grid.Row="3" Grid.Column="1" Name="BenchmarkReturn" Foreground="Black" FontSize="18"></TextBlock>
            <TextBlock Grid.Row="4" Grid.Column="0" Foreground="Black" FontSize="18" >Difference (S-B)</TextBlock>
            <TextBlock Grid.Row="4" Grid.Column="1" Name="StrategyLessBench" Foreground="Black" FontSize="18"></TextBlock>
        </Grid>
    </Grid>
</wpf:VisualizerBase>

BenchmarkCompare.xaml.cs below...

CODE:
using System.Windows.Input;
using ScottPlot;
using ScottPlot.Plottable;
using WealthLab.Backtest;
using WealthLab.WPF;
using Color = System.Drawing.Color;

namespace BenchVisualizer
{
    /// <summary>
    ///     A WL 8 Performance Visualizer for comparing
    ///     the strategy dataset's daily returns and that of the benchmark symbol's
    ///     daily returns in a ScottPlot.
    /// </summary>
    public partial class BenchmarkCompare : VisualizerBase
    {
        public BenchmarkCompare()
        {
            InitializeComponent();
        }

        private MarkerPlot HighlightPointBenchmark { get; set; }
        private MarkerPlot HighlightPointStrategy { get; set; }
        private int LastHighlightedIndex { get; set; } = -1;
        private double LastYPoint { get; set; } = -1;

        private ScatterPlot BenchmarkBackTestScatter { get; set; }
        private ScatterPlot StrategyBackTestScatter { get; set; }

        private VLine VLine { get; set; }
        private HLine HLine { get; set; }

        public override string GlyphResource => "WealthLab.Candlesticks.WPF.Glyphs.Candlesticks.png";

        public override string ViewerName => "Daily Returns Comparison";

        public override bool AllowForStrategyType(StrategyType st) => true;

        public override void Initialize()
        {
            base.Initialize();
            // when the mouse is moved, then update a data box and chart cross-hairs
            MyPlot.MouseMove += MyPlot_MouseMove;
        }

        private static string CleanDataSetName(string name)
        {
            if (string.IsNullOrWhiteSpace(name))
            {
                return name;
            }

            var idx = name.LastIndexOf(';');
            return idx == -1 ? name : name.Substring(0, idx);
        }

        /// <summary>
        ///     Populate the plot
        /// </summary>
        /// <param name="backtester"></param>
        /// <param name="backtesterBenchmark"></param>
        public override void Populate(Backtester backtester, Backtester backtesterBenchmark)
        {
            MyPlot.Plot.Clear();
            var plt = MyPlot.Plot;

            // get the returns for the strategy's dataset
            GetDailyReturns(backtester, out var xs, out var ys);

            // add a scatter plot for the strategy's dataset returns
            StrategyBackTestScatter = plt.AddScatter(xs, ys);
            StrategyBackTestScatter.Color = Color.Green;
            StrategyBackTestScatter.Label = "Strategy Return";

            // get the returns for the benchmark symbol
            GetDailyReturns(backtesterBenchmark, out xs, out ys);

            // add a scatter plot for the benchmark symbol's returns
            BenchmarkBackTestScatter = plt.AddScatter(xs, ys);
            BenchmarkBackTestScatter.Color = Color.Blue;
            BenchmarkBackTestScatter.Label = "Benchmark Return";

            var strategy = ParentStrategyWindow.Strategy;
            plt.Title($"{(strategy.SingleSymbolMode ? "Symbol" : "DataSet")} '{CleanDataSetName(strategy.SingleSymbolMode ? strategy.SingleSymbol : strategy.DataSetName)}' vs. Benchmark '{strategy.Benchmark}'");
            plt.YLabel("Return %");
            plt.XAxis.DateTimeFormat(true);
            plt.Legend();

            // manually add a crosshair cursor because the ScottPlot one did not seem to work
            // within WL 8
            VLine = plt.AddVerticalLine(0);
            VLine.Color = Color.Gray;
            VLine.IsVisible = false;

            HLine = plt.AddHorizontalLine(0);
            HLine.Color = Color.Gray;
            HLine.IsVisible = false;

            // as you move the mouse around draw a little red circle around
            // the value points on the chart
            HighlightPointStrategy = plt.AddPoint(0, 0);
            HighlightPointStrategy.Color = Color.Red;
            HighlightPointStrategy.MarkerSize = 10;
            HighlightPointStrategy.MarkerShape = MarkerShape.openCircle;
            HighlightPointStrategy.IsVisible = false;

            HighlightPointBenchmark = plt.AddPoint(0, 0);
            HighlightPointBenchmark.Color = Color.Red;
            HighlightPointBenchmark.MarkerSize = 10;
            HighlightPointBenchmark.MarkerShape = MarkerShape.openCircle;
            HighlightPointBenchmark.IsVisible = false;

            MyPlot.Refresh();
        }

        /// <summary>
        ///     On a mouse move update the data box (on the right) and the crosshairs.
        /// </summary>
        /// <param name="sender"></param>
        /// <param name="e"></param>
        private void MyPlot_MouseMove(object sender, MouseEventArgs e)
        {
            var (x, y) = MyPlot.GetMouseCoordinates();
            var (pointStrategyX, pointStrategyY, index) = StrategyBackTestScatter.GetPointNearestX(x);

            if (LastHighlightedIndex == index && Math.Abs(LastYPoint - y) < 0.0001)
            {
                // do not do unnecessary refreshes
                return;
            }

            LastHighlightedIndex = index;
            LastYPoint = HLine.Y = y;
            HLine.IsVisible = true;
            HighlightPointStrategy.X = pointStrategyX;
            HighlightPointStrategy.Y = pointStrategyY;
            HighlightPointStrategy.IsVisible = true;

            HighlightPointBenchmark.X = pointStrategyX;
            var benchYs = BenchmarkBackTestScatter.Ys[index];
            HighlightPointBenchmark.Y = benchYs;
            HighlightPointBenchmark.IsVisible = true;

            VLine.X = pointStrategyX;
            VLine.IsVisible = true;

            DateValue.Text = DateTime.FromOADate(StrategyBackTestScatter.Xs[index]).ToString("d");
            var strategyYs = StrategyBackTestScatter.Ys[index];
            StrategyReturn.Text = strategyYs.ToString("N2") + "%";
            BenchmarkReturn.Text = benchYs.ToString("N2") + "%";
            StrategyLessBench.Text =
                (strategyYs - benchYs).ToString("N2");
            MyPlot.Refresh();
        }

        /// <summary>
        ///     Gets the daily returns from the given backtester instance
        /// </summary>
        /// <param name="backTester"></param>
        /// <param name="xs"></param>
        /// <param name="ys"></param>
        private static void GetDailyReturns(Backtester backTester, out double[] xs, out double[] ys)
        {
            xs = backTester.DailyReturns.DateTimes.Select(x => x.ToOADate()).ToArray();
            ys = backTester.DailyReturns.Values.ToArray();
        }
    }
}

BenchVisualizer.csproj below. You may need to adjust reference HintPaths depending on your installations. Also, note the PackageReferences.

CODE:
<Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
    <TargetFramework>net8.0-windows</TargetFramework>
    <Nullable>disable</Nullable>
    <UseWPF>true</UseWPF>
    <ImplicitUsings>enable</ImplicitUsings>
    <Platforms>AnyCPU;x64</Platforms>
  </PropertyGroup>

  <ItemGroup>
    <PackageReference Include="ScottPlot.WPF" Version="4.1.68" />
    <PackageReference Include="System.Drawing.Common" Version="8.0.0" />
  </ItemGroup>

  <ItemGroup>
    <Reference Include="WealthLab.Core">
      <HintPath>..\..\..\..\..\..\Program Files\Quantacula, LLC\WealthLab 8\WealthLab.Core.dll</HintPath>
    </Reference>
    <Reference Include="WealthLab.WPF">
      <HintPath>..\..\..\..\..\..\Program Files\Quantacula, LLC\WealthLab 8\WealthLab.WPF.dll</HintPath>
    </Reference>
  </ItemGroup>

</Project>