fix: catch up weekly and monthly schedules missed at a period boundary

backend_api_python/app/services/strategy_v2/runtime.py

@@ -1910,27 +1910,39 @@ def _schedule_due(
     ) -> bool:
         current = pd.Timestamp(current)
         previous = pd.Timestamp(previous) if previous is not None else None
-        scheduled_date = current.normalize()
-        if schedule.frequency == "weekly":
-            target_weekday = max(1, min(7, int(schedule.weekday or 1))) - 1
-            scheduled_date = current.normalize() + pd.Timedelta(days=target_weekday - current.weekday())
-        elif schedule.frequency == "monthly":
-            target_day = max(1, int(schedule.monthday or 1))
-            last_day = calendar.monthrange(current.year, current.month)[1]
-            scheduled_date = pd.Timestamp(
-                year=current.year,
-                month=current.month,
-                day=min(target_day, last_day),
-                tz=current.tz,
-            )
-        elif schedule.frequency != "daily":
+        if schedule.frequency not in {"daily", "weekly", "monthly"}:
             return False
 
-        scheduled_at = scheduled_date
-        if _is_intraday_frequency(bar_frequency) and schedule.time:
-            scheduled_at += _parse_schedule_time(schedule.time)
+        def occurrence(anchor: pd.Timestamp) -> pd.Timestamp:
+            scheduled_date = anchor.normalize()
+            if schedule.frequency == "weekly":
+                target_weekday = max(1, min(7, int(schedule.weekday or 1))) - 1
+                scheduled_date += pd.Timedelta(days=target_weekday - anchor.weekday())
+            elif schedule.frequency == "monthly":
+                target_day = max(1, int(schedule.monthday or 1))
+                last_day = calendar.monthrange(anchor.year, anchor.month)[1]
+                scheduled_date = pd.Timestamp(
+                    year=anchor.year,
+                    month=anchor.month,
+                    day=min(target_day, last_day),
+                    tz=anchor.tz,
+                )
+            if _is_intraday_frequency(bar_frequency) and schedule.time:
+                scheduled_date += _parse_schedule_time(schedule.time)
+            return scheduled_date
+
+        scheduled_at = occurrence(current)
         if current < scheduled_at:
-            return False
+            if previous is None or schedule.frequency == "daily":
+                return False
+            # The target day of the previous period may have had no bar
+            # (weekend, holiday).  Catch it up on the first bar after it, as
+            # already happens when the gap stays inside one period.
+            if schedule.frequency == "weekly":
+                scheduled_at = occurrence(current - pd.DateOffset(days=7))
+            else:
+                scheduled_at = occurrence(current.replace(day=1) - pd.DateOffset(days=1))
+            return previous < scheduled_at <= current
         if previous is None:
             return True
         if schedule.frequency == "daily" and not _is_intraday_frequency(bar_frequency):

backend_api_python/tests/test_strategy_v2_runtime.py

@@ -804,6 +804,51 @@ def test_scheduler_honors_weekday_monthday_and_intraday_time():
     )
 
 
+def test_scheduler_catches_up_target_day_missed_at_period_boundary():
+    good_friday_weekly = ScheduleSpec("weekly", "rebalance", weekday=5)
+    month_end = ScheduleSpec("monthly", "rebalance", monthday=31)
+    weekend_weekly = ScheduleSpec("weekly", "rebalance", weekday=6)
+
+    # 2026-04-03 is Good Friday (no US session): the week must still run once.
+    assert StrategyV2BacktestRunner._schedule_due(
+        good_friday_weekly, pd.Timestamp("2026-04-06"), pd.Timestamp("2026-04-02"), "1d"
+    )
+    assert not StrategyV2BacktestRunner._schedule_due(
+        good_friday_weekly, pd.Timestamp("2026-04-07"), pd.Timestamp("2026-04-06"), "1d"
+    )
+    # 2026-01-31 is a Saturday: the January month-end run happens on 2026-02-02.
+    assert StrategyV2BacktestRunner._schedule_due(
+        month_end, pd.Timestamp("2026-02-02"), pd.Timestamp("2026-01-30"), "1d"
+    )
+    assert not StrategyV2BacktestRunner._schedule_due(
+        month_end, pd.Timestamp("2026-02-03"), pd.Timestamp("2026-02-02"), "1d"
+    )
+    # A Saturday target on a weekday-only market runs on the following Monday.
+    assert StrategyV2BacktestRunner._schedule_due(
+        weekend_weekly, pd.Timestamp("2026-01-12"), pd.Timestamp("2026-01-09"), "1d"
+    )
+    assert not StrategyV2BacktestRunner._schedule_due(
+        weekend_weekly, pd.Timestamp("2026-01-13"), pd.Timestamp("2026-01-12"), "1d"
+    )
+    # Intraday: a Monday bar before the scheduled time does not re-run last week.
+    intraday = ScheduleSpec("weekly", "rebalance", weekday=1, time="09:35")
+    assert not StrategyV2BacktestRunner._schedule_due(
+        intraday, pd.Timestamp("2026-01-12 09:30"), pd.Timestamp("2026-01-09 16:00"), "5m"
+    )
+    assert not StrategyV2BacktestRunner._schedule_due(
+        good_friday_weekly, pd.Timestamp("2026-04-06"), None, "1d"
+    )
+    # Live clocks are zone-aware: stepping back a week must not cross into
+    # the week before when the gap spans a DST change (2026-03-08 in New York).
+    live = ScheduleSpec("weekly", "rebalance", weekday=6, time="09:35")
+    assert StrategyV2BacktestRunner._schedule_due(
+        live,
+        pd.Timestamp("2026-03-09 00:30", tz="America/New_York"),
+        pd.Timestamp("2026-03-06 16:00", tz="America/New_York"),
+        "1m",
+    )
+
+
 def test_rejected_and_deferred_orders_are_visible_in_audit_ledger():
     frame = _frame([100, 101, 102])
     frame["is_suspended"] = [False, True, False]