fix(strategy-v2): align monthly timeframe duration, annualization periods, and driving frequency

backend_api_python/app/services/indicator_signal_alerts.py

@@ -1011,6 +1011,7 @@ def _poll_seconds(self, timeframe: str) -> int:
             "4h": 300,
             "1d": 600,
             "1w": 1800,
+            "1mo": 3600,
         }
         return mapping.get(tf, 120)
 

backend_api_python/app/services/strategy_v2/contract.py

@@ -30,7 +30,11 @@
     normalize_pool_reference,
     parse_instrument,
 )
-from .frequencies import FREQUENCY_SECONDS, unique_frequencies
+from .frequencies import (
+    FREQUENCY_SECONDS,
+    SUPPORTED_SUBSCRIPTION_FREQUENCIES,
+    unique_frequencies,
+)
 from .models import (
     InstrumentSpec,
     ScheduleSpec,
@@ -306,7 +310,7 @@ def compile_strategy_v2(code: str) -> CompiledStrategyV2:
     unsupported = [
         item
         for item in frequencies
-        if item not in FREQUENCY_SECONDS
+        if item not in SUPPORTED_SUBSCRIPTION_FREQUENCIES
     ]
     if unsupported:
         raise StrategyV2ContractError(

backend_api_python/app/services/strategy_v2/frequencies.py

@@ -15,8 +15,21 @@
     "4h": 14_400,
     "1d": 86_400,
     "1w": 604_800,
+    "1mo": 2_592_000,
 }
 
+SUPPORTED_SUBSCRIPTION_FREQUENCIES: tuple[str, ...] = (
+    "1m",
+    "3m",
+    "5m",
+    "15m",
+    "30m",
+    "1h",
+    "4h",
+    "1d",
+    "1w",
+)
+
 _ALIASES = {
     "daily": "1d",
     "day": "1d",
@@ -25,11 +38,15 @@
     "weekly": "1w",
     "week": "1w",
     "w": "1w",
+    "1week": "1w",
+    "1wk": "1w",
     "monthly": "1mo",
     "month": "1mo",
+    "1month": "1mo",
     "m1": "1m",
     "h1": "1h",
     "d1": "1d",
+    "w1": "1w",
 }
 
 
@@ -56,6 +73,8 @@ def periods_per_year(frequency: object, markets: Iterable[str]) -> float:
     normalized = normalize_frequency(frequency)
     is_crypto = "Crypto" in set(markets)
     trading_days = 365.25 if is_crypto else 252.0
+    if normalized in {"1mo", "1month"}:
+        return 12.0
     if normalized.endswith("m"):
         minutes = max(1, int(normalized[:-1] or 1))
         session_minutes = 1440.0 if is_crypto else 390.0
@@ -71,6 +90,7 @@ def periods_per_year(frequency: object, markets: Iterable[str]) -> float:
 
 __all__ = [
     "FREQUENCY_SECONDS",
+    "SUPPORTED_SUBSCRIPTION_FREQUENCIES",
     "driving_frequency",
     "frequency_seconds",
     "normalize_frequency",

backend_api_python/app/services/strategy_v2/market_data.py

@@ -47,13 +47,15 @@ class _SharedFrameEntry:
     "4h": 14400,
     "1d": 86400,
     "1w": 604800,
+    "1mo": 2592000,
 }
 
 PROVIDER_TIMEFRAMES = {
     "1h": "1H",
     "4h": "4H",
     "1d": "1D",
     "1w": "1W",
+    "1mo": "1M",
 }
 
 

backend_api_python/tests/test_frequencies.py

@@ -0,0 +1,121 @@
+from __future__ import annotations
+
+import pytest
+
+from app.services.strategy_v2.frequencies import (
+    FREQUENCY_SECONDS,
+    SUPPORTED_SUBSCRIPTION_FREQUENCIES,
+    driving_frequency,
+    frequency_seconds,
+    normalize_frequency,
+    periods_per_year,
+    unique_frequencies,
+)
+
+
+def test_normalize_frequency_handles_canonical_and_aliases():
+    assert normalize_frequency("1d") == "1d"
+    assert normalize_frequency("daily") == "1d"
+    assert normalize_frequency("Day") == "1d"
+    assert normalize_frequency("1day") == "1d"
+
+    assert normalize_frequency("1w") == "1w"
+    assert normalize_frequency("weekly") == "1w"
+    assert normalize_frequency("week") == "1w"
+    assert normalize_frequency("1week") == "1w"
+    assert normalize_frequency("1wk") == "1w"
+    assert normalize_frequency("w1") == "1w"
+
+    assert normalize_frequency("1mo") == "1mo"
+    assert normalize_frequency("monthly") == "1mo"
+    assert normalize_frequency("month") == "1mo"
+    assert normalize_frequency("1month") == "1mo"
+    assert normalize_frequency("1MO") == "1mo"
+
+    assert normalize_frequency("5分钟") == "5m"
+    assert normalize_frequency("1小时") == "1h"
+
+    assert normalize_frequency("", default="1h") == "1h"
+    assert normalize_frequency(None, default="1d") == "1d"
+
+
+def test_frequency_seconds_duration_and_strict_monotonic_hierarchy():
+    expected = {
+        "1m": 60,
+        "3m": 180,
+        "5m": 300,
+        "15m": 900,
+        "30m": 1800,
+        "1h": 3600,
+        "4h": 14_400,
+        "1d": 86_400,
+        "1w": 604_800,
+        "1mo": 2_592_000,
+    }
+    for key, seconds in expected.items():
+        assert FREQUENCY_SECONDS[key] == seconds
+        assert frequency_seconds(key) == seconds
+
+    assert (
+        frequency_seconds("1m")
+        < frequency_seconds("5m")
+        < frequency_seconds("1h")
+        < frequency_seconds("1d")
+        < frequency_seconds("1w")
+        < frequency_seconds("1mo")
+    )
+    assert frequency_seconds("monthly") == 2_592_000
+    assert frequency_seconds("1month") == 2_592_000
+    assert frequency_seconds("weekly") == 604_800
+    assert frequency_seconds("1week") == 604_800
+
+
+def test_driving_frequency_selects_faster_interval_consistently():
+    assert driving_frequency(["1d", "1mo"]) == "1d"
+    assert driving_frequency(["1mo", "1d"]) == "1d"
+    assert driving_frequency(["1w", "1mo"]) == "1w"
+    assert driving_frequency(["1mo", "1w"]) == "1w"
+    assert driving_frequency(["monthly", "weekly"]) == "1w"
+    assert driving_frequency(["5m", "1h", "1d", "1mo"]) == "5m"
+
+
+def test_periods_per_year_annualization_factors():
+    assert periods_per_year("1mo", ["USStock"]) == 12.0
+    assert periods_per_year("1mo", ["Crypto"]) == 12.0
+    assert periods_per_year("monthly", ["USStock"]) == 12.0
+    assert periods_per_year("1month", ["Forex"]) == 12.0
+
+    assert periods_per_year("1w", ["USStock"]) == 52.0
+    assert periods_per_year("1w", ["Crypto"]) == 52.0
+    assert periods_per_year("weekly", ["USStock"]) == 52.0
+
+    assert periods_per_year("1d", ["USStock"]) == 252.0
+    assert periods_per_year("1d", ["Crypto"]) == 365.25
+
+    assert periods_per_year("1h", ["USStock"]) == pytest.approx(252.0 * 6.5 / 1.0)
+    assert periods_per_year("1h", ["Crypto"]) == pytest.approx(365.25 * 24.0 / 1.0)
+    assert periods_per_year("15m", ["USStock"]) == pytest.approx(252.0 * 390.0 / 15.0)
+    assert periods_per_year("15m", ["Crypto"]) == pytest.approx(365.25 * 1440.0 / 15.0)
+
+
+def test_unique_frequencies_preserves_order_and_deduplicates():
+    assert unique_frequencies(["1d", "daily", "1mo", "monthly"]) == ("1d", "1mo")
+    assert unique_frequencies([]) == ("1d",)
+
+
+def test_supported_subscription_frequencies_excludes_monthly():
+    assert "1mo" not in SUPPORTED_SUBSCRIPTION_FREQUENCIES
+    assert "1w" in SUPPORTED_SUBSCRIPTION_FREQUENCIES
+    assert "1d" in SUPPORTED_SUBSCRIPTION_FREQUENCIES
+    assert SUPPORTED_SUBSCRIPTION_FREQUENCIES == (
+        "1m",
+        "3m",
+        "5m",
+        "15m",
+        "30m",
+        "1h",
+        "4h",
+        "1d",
+        "1w",
+    )
+

backend_api_python/tests/test_indicator_signal_alerts.py

@@ -213,6 +213,9 @@ def test_signal_alert_payload_uses_profile_notification_defaults(monkeypatch):
         ("1D", 600),
         ("1w", 1800),
         ("1W", 1800),
+        ("1mo", 3600),
+        ("1MO", 3600),
+        ("monthly", 3600),
         ("", 120),
         (None, 120),
     ],