generate_account_report shows inconsistent results as it keeps mutable AccountBalance as reference

[DeirhX]

Bug Report

I've noticed strange behaviour of engine.trader.generate_account_report() as it often contains repeated values and doesn't show all movements compared to the logs. After implementing it in my strategy, I found out that it likely keeps AccountBalance instances as references, so they often change after the events (I assume strategy.cache.account_for_venue().events) are emitted.

TLDR: The AccountState event doesn't do a deep copy of the AccountBalance object, so it often gets shared and mutated after the event was emitted.

Expected Behavior

engine.trader.generate_account_report() shows correct history of account movements

Actual Behavior

engine.trader.generate_account_report() often hides events if there are some movements that haven't created a new AccountBalance object. However, if I gather the events myself and call deepcopy on the AccountBalance object, I see correct values. Without the deepcopy, I see the same values as generate_account_report() returns and I've confirmed them changing in the debugger.

Steps to Reproduce the Problem

I can create a repro if needed, but it might not be trivial.

• OS platform: Windows 11 WSL 1
• Python version: 3.12.3
• nautilus_trader version: beta v1.218.0, also 77d28a1

[DeirhX]

Reproduced also on latest develop (77d28a1)

[cjdsellers]

Hi @DeirhX

Thanks for the report!

This is a good find, because AccountBalance equality isn't well handled here and could definitely lead to what you're observing.

I'll come up with a solution soon.

[odobias]

@cjdsellers I can confirm it fixes the position history when using BacktestNode, but I'm afraid the issue still persists when using BacktestEngine directly.

[DeirhX]

@cjdsellers Many thanks for the fix, but our tests using BacktestEngine directly still seem to exhibit the issue (switching to BacktestNode fixes it)