feat(best_price,peak_price): add optional extension to VERY_CHEAP/VERY_EXPENSIVE intervals

After period detection, optionally walk left/right from each period boundary
to absorb adjacent VERY_CHEAP (best price) or VERY_EXPENSIVE (peak price)
intervals (step 7.5 in the pipeline).

New constants: CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP, CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS,
CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE, CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS.
Defaults: off / 4 intervals (1 hour per side). Hard maximum: 12 intervals (3 hours).

Config stored under "extension_settings" section, reflected in period hash
for correct cache invalidation.

New module: coordinator/period_handlers/shape_extension.py handles the
boundary walk, stat recalculation, and extension_intervals_added bookkeeping.

Impact: Users can opt-in to wider best/peak price windows that include
extreme-level adjacent intervals, reducing missed very cheap/expensive slots
at period edges.

custom_components/tibber_prices/config_flow_handlers/schemas.py

@@ -12,7 +12,9 @@ import voluptuous as vol
 from custom_components.tibber_prices.const import (
     BEST_PRICE_MAX_LEVEL_OPTIONS,
     CONF_AVERAGE_SENSOR_DISPLAY,
+    CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP,
     CONF_BEST_PRICE_FLEX,
+    CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS,
     CONF_BEST_PRICE_MAX_LEVEL,
     CONF_BEST_PRICE_MAX_LEVEL_GAP_COUNT,
     CONF_BEST_PRICE_MIN_DISTANCE_FROM_AVG,
@@ -23,7 +25,9 @@ from custom_components.tibber_prices.const import (
     CONF_EXTENDED_DESCRIPTIONS,
     CONF_MIN_PERIODS_BEST,
     CONF_MIN_PERIODS_PEAK,
+    CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE,
     CONF_PEAK_PRICE_FLEX,
+    CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS,
     CONF_PEAK_PRICE_MAX_LEVEL_GAP_COUNT,
     CONF_PEAK_PRICE_MIN_DISTANCE_FROM_AVG,
     CONF_PEAK_PRICE_MIN_LEVEL,
@@ -49,7 +53,9 @@ from custom_components.tibber_prices.const import (
     CONF_VOLATILITY_THRESHOLD_MODERATE,
     CONF_VOLATILITY_THRESHOLD_VERY_HIGH,
     DEFAULT_AVERAGE_SENSOR_DISPLAY,
+    DEFAULT_BEST_PRICE_EXTEND_TO_VERY_CHEAP,
     DEFAULT_BEST_PRICE_FLEX,
+    DEFAULT_BEST_PRICE_MAX_EXTENSION_INTERVALS,
     DEFAULT_BEST_PRICE_MAX_LEVEL,
     DEFAULT_BEST_PRICE_MAX_LEVEL_GAP_COUNT,
     DEFAULT_BEST_PRICE_MIN_DISTANCE_FROM_AVG,
@@ -59,7 +65,9 @@ from custom_components.tibber_prices.const import (
     DEFAULT_EXTENDED_DESCRIPTIONS,
     DEFAULT_MIN_PERIODS_BEST,
     DEFAULT_MIN_PERIODS_PEAK,
+    DEFAULT_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE,
     DEFAULT_PEAK_PRICE_FLEX,
+    DEFAULT_PEAK_PRICE_MAX_EXTENSION_INTERVALS,
     DEFAULT_PEAK_PRICE_MAX_LEVEL_GAP_COUNT,
     DEFAULT_PEAK_PRICE_MIN_DISTANCE_FROM_AVG,
     DEFAULT_PEAK_PRICE_MIN_LEVEL,
@@ -86,6 +94,7 @@ from custom_components.tibber_prices.const import (
     DEFAULT_VOLATILITY_THRESHOLD_VERY_HIGH,
     DISPLAY_MODE_BASE,
     DISPLAY_MODE_SUBUNIT,
+    MAX_EXTENSION_INTERVALS,
     MAX_GAP_COUNT,
     MAX_MIN_PERIOD_LENGTH,
     MAX_MIN_PERIODS,
@@ -618,6 +627,7 @@ def get_best_price_schema(
     period_settings = options.get("period_settings", {})
     flexibility_settings = options.get("flexibility_settings", {})
     relaxation_settings = options.get("relaxation_and_target_periods", {})
+    extension_settings = options.get("extension_settings", {})
 
     # Get current values for override display
     min_period_length = int(
@@ -633,6 +643,12 @@ def get_best_price_schema(
     enable_min_periods = relaxation_settings.get(CONF_ENABLE_MIN_PERIODS_BEST, DEFAULT_ENABLE_MIN_PERIODS_BEST)
     min_periods = int(relaxation_settings.get(CONF_MIN_PERIODS_BEST, DEFAULT_MIN_PERIODS_BEST))
     relaxation_attempts = int(relaxation_settings.get(CONF_RELAXATION_ATTEMPTS_BEST, DEFAULT_RELAXATION_ATTEMPTS_BEST))
+    extend_to_very_cheap = bool(
+        extension_settings.get(CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP, DEFAULT_BEST_PRICE_EXTEND_TO_VERY_CHEAP)
+    )
+    max_extension_intervals_best = int(
+        extension_settings.get(CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS, DEFAULT_BEST_PRICE_MAX_EXTENSION_INTERVALS)
+    )
 
     # Build section schemas with optional override warnings
     period_warning = get_section_override_warning("best_price", "period_settings", overrides, translations) or {}
@@ -754,6 +770,28 @@ def get_best_price_schema(
                 vol.Schema(relaxation_fields),
                 {"collapsed": True},
             ),
+            vol.Required("extension_settings"): section(
+                vol.Schema(
+                    {
+                        vol.Optional(
+                            CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP,
+                            default=extend_to_very_cheap,
+                        ): BooleanSelector(selector.BooleanSelectorConfig()),
+                        vol.Optional(
+                            CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS,
+                            default=max_extension_intervals_best,
+                        ): NumberSelector(
+                            NumberSelectorConfig(
+                                min=1,
+                                max=MAX_EXTENSION_INTERVALS,
+                                step=1,
+                                mode=NumberSelectorMode.SLIDER,
+                            )
+                        ),
+                    }
+                ),
+                {"collapsed": True},
+            ),
         }
     )
 
@@ -779,6 +817,7 @@ def get_peak_price_schema(
     period_settings = options.get("period_settings", {})
     flexibility_settings = options.get("flexibility_settings", {})
     relaxation_settings = options.get("relaxation_and_target_periods", {})
+    extension_settings = options.get("extension_settings", {})
 
     # Get current values for override display
     min_period_length = int(
@@ -794,6 +833,12 @@ def get_peak_price_schema(
     enable_min_periods = relaxation_settings.get(CONF_ENABLE_MIN_PERIODS_PEAK, DEFAULT_ENABLE_MIN_PERIODS_PEAK)
     min_periods = int(relaxation_settings.get(CONF_MIN_PERIODS_PEAK, DEFAULT_MIN_PERIODS_PEAK))
     relaxation_attempts = int(relaxation_settings.get(CONF_RELAXATION_ATTEMPTS_PEAK, DEFAULT_RELAXATION_ATTEMPTS_PEAK))
+    extend_to_very_expensive = bool(
+        extension_settings.get(CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE, DEFAULT_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE)
+    )
+    max_extension_intervals_peak = int(
+        extension_settings.get(CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS, DEFAULT_PEAK_PRICE_MAX_EXTENSION_INTERVALS)
+    )
 
     # Build section schemas with optional override warnings
     period_warning = get_section_override_warning("peak_price", "period_settings", overrides, translations) or {}
@@ -915,6 +960,28 @@ def get_peak_price_schema(
                 vol.Schema(relaxation_fields),
                 {"collapsed": True},
             ),
+            vol.Required("extension_settings"): section(
+                vol.Schema(
+                    {
+                        vol.Optional(
+                            CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE,
+                            default=extend_to_very_expensive,
+                        ): BooleanSelector(selector.BooleanSelectorConfig()),
+                        vol.Optional(
+                            CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS,
+                            default=max_extension_intervals_peak,
+                        ): NumberSelector(
+                            NumberSelectorConfig(
+                                min=1,
+                                max=MAX_EXTENSION_INTERVALS,
+                                step=1,
+                                mode=NumberSelectorMode.SLIDER,
+                            )
+                        ),
+                    }
+                ),
+                {"collapsed": True},
+            ),
         }
     )
 

custom_components/tibber_prices/const.py

@@ -68,6 +68,10 @@ CONF_RELAXATION_ATTEMPTS_BEST = "relaxation_attempts_best"
 CONF_ENABLE_MIN_PERIODS_PEAK = "enable_min_periods_peak"
 CONF_MIN_PERIODS_PEAK = "min_periods_peak"
 CONF_RELAXATION_ATTEMPTS_PEAK = "relaxation_attempts_peak"
+CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP = "best_price_extend_to_very_cheap"
+CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS = "best_price_max_extension_intervals"
+CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE = "peak_price_extend_to_very_expensive"
+CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS = "peak_price_max_extension_intervals"
 
 ATTRIBUTION = "Data provided by Tibber"
 
@@ -131,6 +135,10 @@ DEFAULT_RELAXATION_ATTEMPTS_BEST = 11  # Default: 11 steps allows escalation fro
 DEFAULT_ENABLE_MIN_PERIODS_PEAK = True  # Default: minimum periods feature enabled for peak price
 DEFAULT_MIN_PERIODS_PEAK = 2  # Default: require at least 2 peak price periods (when enabled)
 DEFAULT_RELAXATION_ATTEMPTS_PEAK = 11  # Default: 11 steps allows escalation from 20% to 50% (3% increment per step)
+DEFAULT_BEST_PRICE_EXTEND_TO_VERY_CHEAP = False  # Default: disabled (opt-in feature)
+DEFAULT_BEST_PRICE_MAX_EXTENSION_INTERVALS = 4  # Default: up to 4 intervals (1 hour) per side
+DEFAULT_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE = False  # Default: disabled (opt-in feature)
+DEFAULT_PEAK_PRICE_MAX_EXTENSION_INTERVALS = 4  # Default: up to 4 intervals (1 hour) per side
 
 # Validation limits (used in GUI schemas and server-side validation)
 # These ensure consistency between frontend and backend validation
@@ -139,6 +147,7 @@ MAX_DISTANCE_PERCENTAGE = 50  # Maximum distance from average percentage (GUI sl
 MAX_GAP_COUNT = 8  # Maximum gap count for level filtering (GUI slider limit)
 MAX_MIN_PERIODS = 10  # Maximum number of minimum periods per day (GUI slider limit)
 MAX_RELAXATION_ATTEMPTS = 12  # Maximum relaxation attempts (GUI slider limit)
+MAX_EXTENSION_INTERVALS = 12  # Maximum extension intervals per side (GUI slider limit = 3 hours)
 MIN_PERIOD_LENGTH = 15  # Minimum period length in minutes (1 quarter hour)
 MAX_MIN_PERIOD_LENGTH = 180  # Maximum for minimum period length setting (3 hours - realistic for required minimum)
 
@@ -407,6 +416,13 @@ def get_default_options(currency_code: str | None) -> dict[str, Any]:
             CONF_MIN_PERIODS_PEAK: DEFAULT_MIN_PERIODS_PEAK,
             CONF_RELAXATION_ATTEMPTS_PEAK: DEFAULT_RELAXATION_ATTEMPTS_PEAK,
         },
+        # Nested section: Extension settings (shared by best/peak price)
+        "extension_settings": {
+            CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP: DEFAULT_BEST_PRICE_EXTEND_TO_VERY_CHEAP,
+            CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS: DEFAULT_BEST_PRICE_MAX_EXTENSION_INTERVALS,
+            CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE: DEFAULT_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE,
+            CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS: DEFAULT_PEAK_PRICE_MAX_EXTENSION_INTERVALS,
+        },
     }
 
 

custom_components/tibber_prices/coordinator/period_handlers/__init__.py

@@ -28,6 +28,9 @@ from .outlier_filtering import filter_price_outliers
 # Re-export relaxation
 from .relaxation import calculate_periods_with_relaxation
 
+# Re-export shape extension
+from .shape_extension import extend_periods_for_shape
+
 # Re-export constants and types
 from .types import (
     ALL_DAY_PATTERNS,
@@ -80,5 +83,6 @@ __all__ = [
     "calculate_periods",
     "calculate_periods_with_relaxation",
     "detect_day_patterns",
+    "extend_periods_for_shape",
     "filter_price_outliers",
 ]

custom_components/tibber_prices/coordinator/period_handlers/core.py

@@ -25,6 +25,7 @@ from .period_building import (
 from .period_statistics import (
     extract_period_summaries,
 )
+from .shape_extension import extend_periods_for_shape
 from .types import TibberPricesThresholdConfig
 
 # Flex limits to prevent degenerate behavior (see docs/development/period-calculation-theory.md)
@@ -209,6 +210,20 @@ def calculate_periods(
         time=time,
     )
 
+    # Step 7.5: Extend periods into adjacent VERY_CHEAP / VERY_EXPENSIVE intervals
+    # This is an opt-in feature (disabled by default) that adds contiguous
+    # extreme-level intervals on each side of an already-found period.
+    if config.extend_to_extreme and config.max_extension_intervals > 0:
+        period_summaries = extend_periods_for_shape(
+            period_summaries,
+            all_prices_sorted,
+            price_context,
+            reverse_sort=reverse_sort,
+            max_extension_intervals=config.max_extension_intervals,
+            thresholds=thresholds,
+            time=time,
+        )
+
     # Step 8: Cross-day extension for late-night periods
     # If a best-price period ends near midnight and tomorrow has continued low prices,
     # extend the period across midnight to give users the full cheap window

custom_components/tibber_prices/coordinator/period_handlers/shape_extension.py

@@ -0,0 +1,258 @@
+"""
+Shape-based period extension: extend periods into adjacent VERY_CHEAP/VERY_EXPENSIVE intervals.
+
+After periods are identified by the core algorithm, this module optionally extends
+each period's boundaries to include any directly-adjacent intervals that carry the
+most extreme price level relevant to the period type:
+
+- Best price periods  → extend into VERY_CHEAP neighbouring intervals
+- Peak price periods  → extend into VERY_EXPENSIVE neighbouring intervals
+
+Extension is purely additive and opt-in (disabled by default).  It does not affect
+the core period-finding logic; periods that would not normally be found are not
+created by this step.
+"""
+
+from __future__ import annotations
+
+import statistics
+from datetime import timedelta
+from typing import TYPE_CHECKING, Any
+
+from custom_components.tibber_prices.const import (
+    PRICE_LEVEL_VERY_CHEAP,
+    PRICE_LEVEL_VERY_EXPENSIVE,
+)
+from custom_components.tibber_prices.utils.price import (
+    aggregate_period_levels,
+    aggregate_period_ratings,
+)
+
+from .period_statistics import (
+    calculate_aggregated_rating_difference,
+    calculate_period_price_diff,
+    calculate_period_price_statistics,
+)
+
+if TYPE_CHECKING:
+    from datetime import datetime
+
+    from custom_components.tibber_prices.coordinator.time_service import TibberPricesTimeService
+
+    from .types import TibberPricesThresholdConfig
+
+_INTERVAL_DURATION = timedelta(minutes=15)
+
+
+def extend_periods_for_shape(  # noqa: PLR0913 - Extension requires all context params
+    periods: list[dict[str, Any]],
+    all_prices: list[dict[str, Any]],
+    price_context: dict[str, Any],
+    *,
+    reverse_sort: bool,
+    max_extension_intervals: int,
+    thresholds: TibberPricesThresholdConfig,
+    time: TibberPricesTimeService,
+) -> list[dict[str, Any]]:
+    """
+    Extend each period into adjacent VERY_CHEAP or VERY_EXPENSIVE intervals.
+
+    For best price periods (reverse_sort=False): extend into VERY_CHEAP neighbours.
+    For peak price periods (reverse_sort=True): extend into VERY_EXPENSIVE neighbours.
+
+    Only intervals that are directly contiguous with the period and carry the
+    target level are added.  At most *max_extension_intervals* are consumed on
+    each side independently.  Period statistics are fully recalculated after
+    any extension.
+
+    Args:
+        periods: Period summary dicts from ``extract_period_summaries``.
+        all_prices: All enriched price intervals (yesterday + today + tomorrow).
+        price_context: Dict with ``ref_prices`` and ``avg_prices`` per calendar day.
+        reverse_sort: ``True`` for peak price, ``False`` for best price.
+        max_extension_intervals: Maximum extra intervals that may be added per side.
+        thresholds: Threshold configuration for level / rating aggregation.
+        time: Time-service instance used to resolve ``startsAt`` timestamps.
+
+    Returns:
+        Updated list of period dicts, potentially with extended boundaries and
+        recalculated statistics.  Unmodified periods are returned as-is.
+
+    """
+    if not periods or max_extension_intervals <= 0:
+        return periods
+
+    target_level = PRICE_LEVEL_VERY_EXPENSIVE if reverse_sort else PRICE_LEVEL_VERY_CHEAP
+
+    # Build a lookup dict: local datetime → full interval dict
+    interval_index: dict[datetime, dict[str, Any]] = {}
+    for iv in all_prices:
+        t = time.get_interval_time(iv)
+        if t is not None:
+            interval_index[t] = iv
+
+    return [
+        _extend_period_edges(
+            period,
+            interval_index,
+            target_level=target_level,
+            max_intervals=max_extension_intervals,
+            thresholds=thresholds,
+            price_context=price_context,
+        )
+        for period in periods
+    ]
+
+
+# ── private helpers ────────────────────────────────────────────────────────────
+
+
+def _extend_period_edges(  # noqa: PLR0913, PLR0912, PLR0915 - Period edge extension requires many args, branches, and statements
+    period: dict[str, Any],
+    interval_index: dict[datetime, dict[str, Any]],
+    *,
+    target_level: str,
+    max_intervals: int,
+    thresholds: TibberPricesThresholdConfig,
+    price_context: dict[str, Any],
+) -> dict[str, Any]:
+    """
+    Consume adjacent target-level intervals on both edges of a period.
+
+    The original period dict is never mutated; a new dict is returned.
+    If no extension is possible, the original dict is returned unchanged.
+
+    Args:
+        period: Period summary dict with ``start`` and ``end`` datetime keys.
+        interval_index: Lookup map of ``{starts_at_datetime: interval_dict}``.
+        target_level: ``"VERY_CHEAP"`` or ``"VERY_EXPENSIVE"``.
+        max_intervals: Maximum intervals that may be added on each side.
+        thresholds: Threshold config for aggregation helpers.
+        price_context: Reference prices / averages per calendar day.
+
+    Returns:
+        Extended (or original) period summary dict.
+
+    """
+    start: datetime = period["start"]
+    end: datetime = period["end"]
+    # ``end`` is the exclusive boundary: the last included interval starts at
+    # ``end - _INTERVAL_DURATION``.
+
+    # ── walk LEFT (earlier than period start) ─────────────────────────────────
+    left_additions: list[dict[str, Any]] = []
+    cursor = start - _INTERVAL_DURATION
+    for _ in range(max_intervals):
+        iv = interval_index.get(cursor)
+        if iv is None or iv.get("level") != target_level:
+            break
+        left_additions.insert(0, iv)
+        cursor -= _INTERVAL_DURATION
+
+    # ── walk RIGHT (later than period end) ────────────────────────────────────
+    right_additions: list[dict[str, Any]] = []
+    cursor = end  # first interval AFTER the period
+    for _ in range(max_intervals):
+        iv = interval_index.get(cursor)
+        if iv is None or iv.get("level") != target_level:
+            break
+        right_additions.append(iv)
+        cursor += _INTERVAL_DURATION
+
+    total_added = len(left_additions) + len(right_additions)
+    if total_added == 0:
+        return period
+
+    # ── rebuild full interval list for the extended period ────────────────────
+    original_intervals = _collect_original_intervals(start, end, interval_index)
+    all_period_intervals = left_additions + original_intervals + right_additions
+
+    # ── recalculate boundaries ────────────────────────────────────────────────
+    new_start = start - _INTERVAL_DURATION * len(left_additions)
+    new_end = end + _INTERVAL_DURATION * len(right_additions)
+    new_duration_minutes = int((new_end - new_start).total_seconds() // 60)
+    new_interval_count = len(all_period_intervals)
+
+    # ── recalculate price statistics ──────────────────────────────────────────
+    price_stats = calculate_period_price_statistics(all_period_intervals)
+    period_price_diff, period_price_diff_pct = calculate_period_price_diff(
+        price_stats["price_mean"], new_start, price_context
+    )
+    rating_diff_pct = calculate_aggregated_rating_difference(all_period_intervals)
+
+    # ── recalculate level / rating aggregates ─────────────────────────────────
+    new_level = aggregate_period_levels(all_period_intervals)
+    new_rating: str | None = None
+    if thresholds.threshold_low is not None and thresholds.threshold_high is not None:
+        new_rating, _ = aggregate_period_ratings(
+            all_period_intervals,
+            thresholds.threshold_low,
+            thresholds.threshold_high,
+        )
+
+    # ── recalculate volatility (coefficient of variation) ────────────────────
+    prices_for_vol = [float(p["total"]) for p in all_period_intervals if "total" in p]
+    cv_pct: float | None = None
+    if len(prices_for_vol) >= 2:  # noqa: PLR2004
+        mean_p = statistics.mean(prices_for_vol)
+        if mean_p > 0:
+            cv_pct = round(statistics.stdev(prices_for_vol) / mean_p * 100, 1)
+
+    # ── assemble updated period dict (keep structural fields, update statistics) ─
+    reverse_sort = target_level == PRICE_LEVEL_VERY_EXPENSIVE
+    updated: dict[str, Any] = {
+        **period,
+        # Time fields
+        "start": new_start,
+        "end": new_end,
+        "duration_minutes": new_duration_minutes,
+        # Core decision attributes
+        "level": new_level,
+        "rating_level": new_rating,
+        "rating_difference_%": rating_diff_pct,
+        # Price statistics
+        "price_mean": price_stats["price_mean"],
+        "price_median": price_stats["price_median"],
+        "price_min": price_stats["price_min"],
+        "price_max": price_stats["price_max"],
+        "price_spread": price_stats["price_spread"],
+        "price_coefficient_variation_%": cv_pct,
+        # Detail
+        "period_interval_count": new_interval_count,
+        # Extension metadata
+        "extension_intervals_added": total_added,
+    }
+
+    # Refresh period price diff (replaces old value from base period)
+    if reverse_sort:
+        updated.pop("period_price_diff_from_daily_min", None)
+        updated.pop("period_price_diff_from_daily_min_%", None)
+        if period_price_diff is not None:
+            updated["period_price_diff_from_daily_max"] = period_price_diff
+            if period_price_diff_pct is not None:
+                updated["period_price_diff_from_daily_max_%"] = period_price_diff_pct
+    else:
+        updated.pop("period_price_diff_from_daily_max", None)
+        updated.pop("period_price_diff_from_daily_max_%", None)
+        if period_price_diff is not None:
+            updated["period_price_diff_from_daily_min"] = period_price_diff
+            if period_price_diff_pct is not None:
+                updated["period_price_diff_from_daily_min_%"] = period_price_diff_pct
+
+    return updated
+
+
+def _collect_original_intervals(
+    start: datetime,
+    end: datetime,
+    interval_index: dict[datetime, dict[str, Any]],
+) -> list[dict[str, Any]]:
+    """Reconstruct the ordered interval list for an existing period from the index."""
+    result: list[dict[str, Any]] = []
+    cursor = start
+    while cursor < end:
+        iv = interval_index.get(cursor)
+        if iv is not None:
+            result.append(iv)
+        cursor += _INTERVAL_DURATION
+    return result

custom_components/tibber_prices/coordinator/period_handlers/types.py

@@ -56,6 +56,8 @@ class TibberPricesPeriodConfig(NamedTuple):
     threshold_volatility_very_high: float = DEFAULT_VOLATILITY_THRESHOLD_VERY_HIGH
     level_filter: str | None = None  # "any", "cheap", "expensive", etc. or None
     gap_count: int = 0  # Number of allowed consecutive deviating intervals
+    extend_to_extreme: bool = False  # Extend periods into adjacent VERY_CHEAP/VERY_EXPENSIVE intervals
+    max_extension_intervals: int = 0  # Max intervals this extension may add per side (0 = disabled)
 
 
 class TibberPricesPeriodData(NamedTuple):

custom_components/tibber_prices/coordinator/periods.py

@@ -225,6 +225,41 @@ class TibberPricesPeriodCalculator:
             "min_period_length": int(min_period_length),
         }
 
+        # Extension settings (stored in 'extension_settings' nested section)
+        if reverse_sort:
+            extend_to_extreme = bool(
+                self._get_option(
+                    _const.CONF_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE,
+                    "extension_settings",
+                    _const.DEFAULT_PEAK_PRICE_EXTEND_TO_VERY_EXPENSIVE,
+                )
+            )
+            max_extension_intervals = int(
+                self._get_option(
+                    _const.CONF_PEAK_PRICE_MAX_EXTENSION_INTERVALS,
+                    "extension_settings",
+                    _const.DEFAULT_PEAK_PRICE_MAX_EXTENSION_INTERVALS,
+                )
+            )
+        else:
+            extend_to_extreme = bool(
+                self._get_option(
+                    _const.CONF_BEST_PRICE_EXTEND_TO_VERY_CHEAP,
+                    "extension_settings",
+                    _const.DEFAULT_BEST_PRICE_EXTEND_TO_VERY_CHEAP,
+                )
+            )
+            max_extension_intervals = int(
+                self._get_option(
+                    _const.CONF_BEST_PRICE_MAX_EXTENSION_INTERVALS,
+                    "extension_settings",
+                    _const.DEFAULT_BEST_PRICE_MAX_EXTENSION_INTERVALS,
+                )
+            )
+
+        config["extend_to_extreme"] = extend_to_extreme
+        config["max_extension_intervals"] = max_extension_intervals
+
         # Cache the result
         self._config_cache[cache_key] = config
         self._config_cache_valid = True
@@ -702,6 +737,8 @@ class TibberPricesPeriodCalculator:
                 threshold_volatility_very_high=threshold_volatility_very_high,
                 level_filter=max_level_best,
                 gap_count=gap_count_best,
+                extend_to_extreme=best_config["extend_to_extreme"],
+                max_extension_intervals=best_config["max_extension_intervals"],
             )
             best_periods = calculate_periods_with_relaxation(
                 all_prices,
@@ -783,6 +820,8 @@ class TibberPricesPeriodCalculator:
                 threshold_volatility_very_high=threshold_volatility_very_high,
                 level_filter=min_level_peak,
                 gap_count=gap_count_peak,
+                extend_to_extreme=peak_config["extend_to_extreme"],
+                max_extension_intervals=peak_config["max_extension_intervals"],
             )
             peak_periods = calculate_periods_with_relaxation(
                 all_prices,