feat(utils): add coefficient of variation (CV) calculation

Add calculate_coefficient_of_variation() as central utility function:
- CV = (std_dev / mean) * 100 as standardized volatility measure
- calculate_volatility_with_cv() returns both level and numeric CV
- Volatility sensors now expose CV in attributes for transparency

Used as foundation for quality gates, adaptive smoothing, and period statistics.

Impact: Volatility sensors show numeric CV percentage alongside categorical level,
enabling users to see exact price variation.

custom_components/tibber_prices/sensor/calculators/volatility.py

@@ -11,7 +11,7 @@ from custom_components.tibber_prices.sensor.attributes import (
     get_prices_for_volatility,
 )
 from custom_components.tibber_prices.utils.average import calculate_mean
-from custom_components.tibber_prices.utils.price import calculate_volatility_level
+from custom_components.tibber_prices.utils.price import calculate_volatility_with_cv
 
 from .base import TibberPricesBaseCalculator
 
@@ -65,7 +65,9 @@ class TibberPricesVolatilityCalculator(TibberPricesBaseCalculator):
 
         # Get prices based on volatility type
         prices_to_analyze = get_prices_for_volatility(
-            volatility_type, self.coordinator.data, time=self.coordinator.time
+            volatility_type,
+            self.coordinator.data,
+            time=self.coordinator.time,
         )
 
         if not prices_to_analyze:
@@ -82,13 +84,14 @@ class TibberPricesVolatilityCalculator(TibberPricesBaseCalculator):
         factor = get_display_unit_factor(self.config_entry)
         spread_display = spread * factor
 
-        # Calculate volatility level with custom thresholds (pass price list, not spread)
-        volatility = calculate_volatility_level(prices_to_analyze, **thresholds)
+        # Calculate volatility level AND coefficient of variation
+        volatility, cv = calculate_volatility_with_cv(prices_to_analyze, **thresholds)
 
         # Store attributes for this sensor
         self._last_volatility_attributes = {
             "price_spread": round(spread_display, 2),
             "price_volatility": volatility,
+            "coefficient_of_variation": round(cv, 2) if cv is not None else None,
             "price_min": round(price_min * factor, 2),
             "price_max": round(price_max * factor, 2),
             "price_mean": round(price_mean * factor, 2),  # Mean used for volatility calculation

custom_components/tibber_prices/utils/__init__.py

@@ -32,11 +32,13 @@ from .price import (
     aggregate_period_ratings,
     aggregate_price_levels,
     aggregate_price_rating,
+    calculate_coefficient_of_variation,
     calculate_difference_percentage,
     calculate_price_trend,
     calculate_rating_level,
     calculate_trailing_average_for_interval,
     calculate_volatility_level,
+    calculate_volatility_with_cv,
     enrich_price_info_with_differences,
     find_price_data_for_interval,
 )
@@ -46,6 +48,7 @@ __all__ = [
     "aggregate_period_ratings",
     "aggregate_price_levels",
     "aggregate_price_rating",
+    "calculate_coefficient_of_variation",
     "calculate_current_leading_max",
     "calculate_current_leading_mean",
     "calculate_current_leading_min",
@@ -60,6 +63,7 @@ __all__ = [
     "calculate_rating_level",
     "calculate_trailing_average_for_interval",
     "calculate_volatility_level",
+    "calculate_volatility_with_cv",
     "enrich_price_info_with_differences",
     "find_price_data_for_interval",
 ]

custom_components/tibber_prices/utils/price.py

@@ -47,6 +47,91 @@ VOLATILITY_FACTOR_NORMAL = 1.0  # Moderate volatility → baseline
 VOLATILITY_FACTOR_INSENSITIVE = 1.4  # High volatility → noise filtering
 
 
+def calculate_coefficient_of_variation(prices: list[float]) -> float | None:
+    """
+    Calculate coefficient of variation (CV) from price list.
+
+    CV = (std_dev / mean) * 100, expressed as percentage.
+    This is a standardized measure of volatility that works across different
+    price levels and period lengths.
+
+    Used by:
+    - Volatility sensors (via calculate_volatility_with_cv)
+    - Outlier filtering (adaptive confidence level)
+    - Period statistics
+
+    Args:
+        prices: List of price values (in any unit)
+
+    Returns:
+        CV as percentage (e.g., 15.0 for 15%), or None if calculation not possible
+        (fewer than 2 prices or mean is zero)
+
+    Examples:
+        - CV ~5-10%: Very stable prices
+        - CV ~15-20%: Moderate variation
+        - CV ~30-50%: High volatility
+        - CV >50%: Extreme volatility
+
+    """
+    if len(prices) < MIN_PRICES_FOR_VOLATILITY:
+        return None
+
+    mean = statistics.mean(prices)
+    if mean == 0:
+        return None
+
+    std_dev = statistics.stdev(prices)
+    # Use abs(mean) for negative prices (Norway/Germany electricity markets)
+    return (std_dev / abs(mean)) * 100
+
+
+def calculate_volatility_with_cv(
+    prices: list[float],
+    threshold_moderate: float | None = None,
+    threshold_high: float | None = None,
+    threshold_very_high: float | None = None,
+) -> tuple[str, float | None]:
+    """
+    Calculate volatility level AND coefficient of variation from price list.
+
+    Returns both the level string (for sensor state) and the numeric CV value
+    (for sensor attributes), allowing users to see the exact volatility percentage.
+
+    Args:
+        prices: List of price values (in any unit)
+        threshold_moderate: Custom threshold for MODERATE level
+        threshold_high: Custom threshold for HIGH level
+        threshold_very_high: Custom threshold for VERY_HIGH level
+
+    Returns:
+        Tuple of (level, cv):
+        - level: "LOW", "MODERATE", "HIGH", or "VERY_HIGH" (uppercase)
+        - cv: Coefficient of variation as percentage (e.g., 15.0), or None if not calculable
+
+    """
+    cv = calculate_coefficient_of_variation(prices)
+    if cv is None:
+        return VOLATILITY_LOW, None
+
+    # Use provided thresholds or fall back to constants
+    t_moderate = threshold_moderate if threshold_moderate is not None else DEFAULT_VOLATILITY_THRESHOLD_MODERATE
+    t_high = threshold_high if threshold_high is not None else DEFAULT_VOLATILITY_THRESHOLD_HIGH
+    t_very_high = threshold_very_high if threshold_very_high is not None else DEFAULT_VOLATILITY_THRESHOLD_VERY_HIGH
+
+    # Classify based on thresholds
+    if cv < t_moderate:
+        level = VOLATILITY_LOW
+    elif cv < t_high:
+        level = VOLATILITY_MODERATE
+    elif cv < t_very_high:
+        level = VOLATILITY_HIGH
+    else:
+        level = VOLATILITY_VERY_HIGH
+
+    return level, cv
+
+
 def calculate_volatility_level(
     prices: list[float],
     threshold_moderate: float | None = None,
@@ -81,34 +166,8 @@ def calculate_volatility_level(
         Works identically for short periods (2-3 intervals) and long periods (96 intervals/day).
 
     """
-    # Need at least 2 values for standard deviation
-    if len(prices) < MIN_PRICES_FOR_VOLATILITY:
-        return VOLATILITY_LOW
-
-    # Use provided thresholds or fall back to constants
-    t_moderate = threshold_moderate if threshold_moderate is not None else DEFAULT_VOLATILITY_THRESHOLD_MODERATE
-    t_high = threshold_high if threshold_high is not None else DEFAULT_VOLATILITY_THRESHOLD_HIGH
-    t_very_high = threshold_very_high if threshold_very_high is not None else DEFAULT_VOLATILITY_THRESHOLD_VERY_HIGH
-
-    # Calculate coefficient of variation
-    # CRITICAL: Use absolute value of mean for negative prices (Norway/Germany)
-    # Negative electricity prices are valid and should have measurable volatility
-    mean = statistics.mean(prices)
-    if mean == 0:
-        # Division by zero case (all prices exactly zero)
-        return VOLATILITY_LOW
-
-    std_dev = statistics.stdev(prices)
-    coefficient_of_variation = (std_dev / abs(mean)) * 100  # As percentage, use abs(mean)
-
-    # Classify based on thresholds
-    if coefficient_of_variation < t_moderate:
-        return VOLATILITY_LOW
-    if coefficient_of_variation < t_high:
-        return VOLATILITY_MODERATE
-    if coefficient_of_variation < t_very_high:
-        return VOLATILITY_HIGH
-    return VOLATILITY_VERY_HIGH
+    level, _cv = calculate_volatility_with_cv(prices, threshold_moderate, threshold_high, threshold_very_high)
+    return level
 
 
 def calculate_trailing_average_for_interval(