Recompute merged relaxed periods from raw intervals, harden numeric period option normalization, update day-volatility handling for zero or negative averages, and expose day context on period binary sensors.
Add focused regressions for overlap merges, cache invalidation, day statistics, and visible binary sensor attributes.
Impact: Best and peak period entities stay consistent on negative-price days, refresh correctly when same-day prices change, and expose the documented day context attributes.
