src/context/aggregator.py

@@ -230,21 +230,44 @@ class ContextAggregator:
             )
 
     def run_all_aggregations(self) -> None:
-        """Run all aggregations from L7 to L1 (bottom-up)."""
+        """Run all aggregations from L7 to L1 (bottom-up).
+
+        All timeframes are derived from the latest trade timestamp so that
+        past data re-aggregation produces consistent results across layers.
+        """
+        cursor = self.conn.execute("SELECT MAX(timestamp) FROM trades")
+        row = cursor.fetchone()
+        if not row or row[0] is None:
+            return
+
+        ts_raw = row[0]
+        if ts_raw.endswith("Z"):
+            ts_raw = ts_raw.replace("Z", "+00:00")
+        latest_ts = datetime.fromisoformat(ts_raw)
+        trade_date = latest_ts.date()
+        date_str = trade_date.isoformat()
+
+        iso_year, iso_week, _ = trade_date.isocalendar()
+        week_str = f"{iso_year}-W{iso_week:02d}"
+        month_str = f"{trade_date.year}-{trade_date.month:02d}"
+        quarter = (trade_date.month - 1) // 3 + 1
+        quarter_str = f"{trade_date.year}-Q{quarter}"
+        year_str = str(trade_date.year)
+
         # L7 (trades) → L6 (daily)
-        self.aggregate_daily_from_trades()
+        self.aggregate_daily_from_trades(date_str)
 
         # L6 (daily) → L5 (weekly)
-        self.aggregate_weekly_from_daily()
+        self.aggregate_weekly_from_daily(week_str)
 
         # L5 (weekly) → L4 (monthly)
-        self.aggregate_monthly_from_weekly()
+        self.aggregate_monthly_from_weekly(month_str)
 
         # L4 (monthly) → L3 (quarterly)
-        self.aggregate_quarterly_from_monthly()
+        self.aggregate_quarterly_from_monthly(quarter_str)
 
         # L3 (quarterly) → L2 (annual)
-        self.aggregate_annual_from_quarterly()
+        self.aggregate_annual_from_quarterly(year_str)
 
         # L2 (annual) → L1 (legacy)
         self.aggregate_legacy_from_annual()

tests/test_context.py

@@ -300,9 +300,17 @@ class TestContextAggregator:
         # Verify data exists in each layer
         store = aggregator.store
         assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 1000.0
-        current_week = datetime.now(UTC).strftime("%Y-W%V")
-        assert store.get_context(ContextLayer.L5_WEEKLY, current_week, "weekly_pnl") is not None
-        # Further layers depend on time alignment, just verify no crashes
+        from datetime import date as date_cls
+        trade_date = date_cls.fromisoformat(date)
+        iso_year, iso_week, _ = trade_date.isocalendar()
+        trade_week = f"{iso_year}-W{iso_week:02d}"
+        assert store.get_context(ContextLayer.L5_WEEKLY, trade_week, "weekly_pnl") is not None
+        trade_month = f"{trade_date.year}-{trade_date.month:02d}"
+        trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
+        trade_year = str(trade_date.year)
+        assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
+        assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
+        assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
 
 
 class TestLayerMetadata: