mirror of
https://github.com/jpawlowski/hass.tibber_prices.git
synced 2026-03-29 21:03:40 +00:00
Replaced absolute volatility thresholds (ct/øre) with relative coefficient of variation (CV = std_dev / mean * 100%) for scale-independent volatility measurement that works across all price levels. Changes to volatility calculation: - price_utils.py: Rewrote calculate_volatility_level() to accept price list instead of spread value, using statistics.mean() and statistics.stdev() - sensor.py: Updated volatility sensors to pass price lists (not spread) - services.py: Modified _get_price_stats() to calculate CV from prices - period_statistics.py: Extract prices for CV calculation in period summaries - const.py: Updated default thresholds to 15%/30%/50% (was 5/15/30 ct) with comprehensive documentation explaining CV-based approach Dead code removal: - period_utils/core.py: Removed filter_periods_by_volatility() function (86 lines of code that was never actually called) - period_utils/__init__.py: Removed dead function export - period_utils/relaxation.py: Simplified callback signature from Callable[[str|None, str|None], bool] to Callable[[str|None], bool] - coordinator.py: Updated lambda callbacks to match new signature - const.py: Replaced RELAXATION_VOLATILITY_ANY with RELAXATION_LEVEL_ANY Bug fix: - relaxation.py: Added int() conversion for max_relaxation_attempts (line 435: attempts = max(1, int(max_relaxation_attempts))) Fixes TypeError when config value arrives as float Configuration UI: - config_flow.py: Changed volatility threshold unit display from "ct" to "%" Translations (all 5 languages): - Updated volatility descriptions to explain coefficient of variation - Changed threshold labels from "spread ≥ value" to "CV ≥ percentage" - Languages: de, en, nb, nl, sv Documentation: - period-calculation.md: Removed volatility filter section (dead feature) Impact: Breaking change for users with custom volatility thresholds. Old absolute values (e.g., 5 ct) will be interpreted as percentages (5%). However, new defaults (15%/30%/50%) are more conservative and work universally across all currencies and price levels. No data migration needed - existing configs continue to work with new interpretation.
320 lines
12 KiB
Python
320 lines
12 KiB
Python
"""Period statistics calculation and summary building."""
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from __future__ import annotations
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from typing import TYPE_CHECKING, Any
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if TYPE_CHECKING:
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from datetime import datetime
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from custom_components.tibber_prices.period_utils.types import (
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PeriodData,
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PeriodStatistics,
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ThresholdConfig,
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)
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from custom_components.tibber_prices.period_utils.types import MINUTES_PER_INTERVAL
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from custom_components.tibber_prices.price_utils import (
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aggregate_period_levels,
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aggregate_period_ratings,
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calculate_volatility_level,
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)
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from homeassistant.util import dt as dt_util
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def calculate_period_price_diff(
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price_avg: float,
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start_time: datetime,
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price_context: dict[str, Any],
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) -> tuple[float | None, float | None]:
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"""
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Calculate period price difference from daily reference (min or max).
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Uses reference price from start day of the period for consistency.
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Returns:
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Tuple of (period_price_diff, period_price_diff_pct) or (None, None) if no reference available.
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"""
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if not price_context or not start_time:
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return None, None
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ref_prices = price_context.get("ref_prices", {})
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date_key = start_time.date()
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ref_price = ref_prices.get(date_key)
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if ref_price is None:
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return None, None
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# Convert reference price to minor units (ct/øre)
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ref_price_minor = round(ref_price * 100, 2)
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period_price_diff = round(price_avg - ref_price_minor, 2)
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period_price_diff_pct = None
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if ref_price_minor != 0:
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period_price_diff_pct = round((period_price_diff / ref_price_minor) * 100, 2)
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return period_price_diff, period_price_diff_pct
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def calculate_aggregated_rating_difference(period_price_data: list[dict]) -> float | None:
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"""
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Calculate aggregated rating difference percentage for the period.
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Takes the average of all interval differences (from their respective thresholds).
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Args:
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period_price_data: List of price data dictionaries with "difference" field
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Returns:
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Average difference percentage, or None if no valid data
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"""
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differences = []
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for price_data in period_price_data:
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diff = price_data.get("difference")
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if diff is not None:
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differences.append(float(diff))
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if not differences:
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return None
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return round(sum(differences) / len(differences), 2)
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def calculate_period_price_statistics(period_price_data: list[dict]) -> dict[str, float]:
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"""
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Calculate price statistics for a period.
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Args:
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period_price_data: List of price data dictionaries with "total" field
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Returns:
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Dictionary with price_avg, price_min, price_max, price_spread (all in minor units: ct/øre)
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"""
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prices_minor = [round(float(p["total"]) * 100, 2) for p in period_price_data]
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if not prices_minor:
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return {
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"price_avg": 0.0,
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"price_min": 0.0,
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"price_max": 0.0,
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"price_spread": 0.0,
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}
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price_avg = round(sum(prices_minor) / len(prices_minor), 2)
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price_min = round(min(prices_minor), 2)
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price_max = round(max(prices_minor), 2)
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price_spread = round(price_max - price_min, 2)
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return {
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"price_avg": price_avg,
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"price_min": price_min,
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"price_max": price_max,
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"price_spread": price_spread,
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}
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def build_period_summary_dict(
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period_data: PeriodData,
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stats: PeriodStatistics,
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*,
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reverse_sort: bool,
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) -> dict:
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"""
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Build the complete period summary dictionary.
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Args:
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period_data: Period timing and position data
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stats: Calculated period statistics
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reverse_sort: True for peak price, False for best price (keyword-only)
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Returns:
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Complete period summary dictionary following attribute ordering
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"""
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# Build complete period summary (following attribute ordering from AGENTS.md)
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summary = {
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# 1. Time information (when does this apply?)
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"start": period_data.start_time,
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"end": period_data.end_time,
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"duration_minutes": period_data.period_length * MINUTES_PER_INTERVAL,
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# 2. Core decision attributes (what should I do?)
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"level": stats.aggregated_level,
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"rating_level": stats.aggregated_rating,
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"rating_difference_%": stats.rating_difference_pct,
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# 3. Price statistics (how much does it cost?)
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"price_avg": stats.price_avg,
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"price_min": stats.price_min,
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"price_max": stats.price_max,
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"price_spread": stats.price_spread,
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"volatility": stats.volatility,
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# 4. Price differences will be added below if available
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# 5. Detail information (additional context)
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"period_interval_count": period_data.period_length,
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"period_position": period_data.period_idx,
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"periods_total": period_data.total_periods,
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"periods_remaining": period_data.total_periods - period_data.period_idx,
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}
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# Add period price difference attributes based on sensor type (step 4)
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if stats.period_price_diff is not None:
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if reverse_sort:
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# Peak price sensor: compare to daily maximum
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summary["period_price_diff_from_daily_max"] = stats.period_price_diff
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if stats.period_price_diff_pct is not None:
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summary["period_price_diff_from_daily_max_%"] = stats.period_price_diff_pct
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else:
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# Best price sensor: compare to daily minimum
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summary["period_price_diff_from_daily_min"] = stats.period_price_diff
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if stats.period_price_diff_pct is not None:
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summary["period_price_diff_from_daily_min_%"] = stats.period_price_diff_pct
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return summary
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def extract_period_summaries(
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periods: list[list[dict]],
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all_prices: list[dict],
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price_context: dict[str, Any],
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thresholds: ThresholdConfig,
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) -> list[dict]:
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"""
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Extract complete period summaries with all aggregated attributes.
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Returns sensor-ready period summaries with:
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- Timestamps and positioning (start, end, hour, minute, time)
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- Aggregated price statistics (price_avg, price_min, price_max, price_spread)
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- Volatility categorization (low/moderate/high/very_high based on coefficient of variation)
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- Rating difference percentage (aggregated from intervals)
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- Period price differences (period_price_diff_from_daily_min/max)
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- Aggregated level and rating_level
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- Interval count (number of 15-min intervals in period)
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All data is pre-calculated and ready for display - no further processing needed.
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Args:
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periods: List of periods, where each period is a list of interval dictionaries
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all_prices: All price data from the API (enriched with level, difference, rating_level)
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price_context: Dictionary with ref_prices and avg_prices per day
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thresholds: Threshold configuration for calculations
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"""
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from custom_components.tibber_prices.period_utils.types import ( # noqa: PLC0415 - Avoid circular import
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PeriodData,
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PeriodStatistics,
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)
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# Build lookup dictionary for full price data by timestamp
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price_lookup: dict[str, dict] = {}
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for price_data in all_prices:
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starts_at = dt_util.parse_datetime(price_data["startsAt"])
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if starts_at:
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starts_at = dt_util.as_local(starts_at)
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price_lookup[starts_at.isoformat()] = price_data
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summaries = []
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total_periods = len(periods)
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for period_idx, period in enumerate(periods, 1):
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if not period:
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continue
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first_interval = period[0]
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last_interval = period[-1]
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start_time = first_interval.get("interval_start")
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end_time = last_interval.get("interval_end")
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if not start_time or not end_time:
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continue
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# Look up full price data for each interval in the period
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period_price_data: list[dict] = []
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for interval in period:
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start = interval.get("interval_start")
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if not start:
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continue
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start_iso = start.isoformat()
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price_data = price_lookup.get(start_iso)
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if price_data:
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period_price_data.append(price_data)
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# Calculate aggregated level and rating_level
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aggregated_level = None
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aggregated_rating = None
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if period_price_data:
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# Aggregate level (from API's "level" field)
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aggregated_level = aggregate_period_levels(period_price_data)
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# Aggregate rating_level (from calculated "rating_level" and "difference" fields)
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if thresholds.threshold_low is not None and thresholds.threshold_high is not None:
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aggregated_rating, _ = aggregate_period_ratings(
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period_price_data,
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thresholds.threshold_low,
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thresholds.threshold_high,
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)
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# Calculate price statistics (in minor units: ct/øre)
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price_stats = calculate_period_price_statistics(period_price_data)
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# Calculate period price difference from daily reference
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period_price_diff, period_price_diff_pct = calculate_period_price_diff(
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price_stats["price_avg"], start_time, price_context
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)
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# Extract prices for volatility calculation (coefficient of variation)
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prices_for_volatility = [float(p["total"]) for p in period_price_data if "total" in p]
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# Calculate volatility (categorical) and aggregated rating difference (numeric)
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volatility = calculate_volatility_level(
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prices_for_volatility,
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threshold_moderate=thresholds.threshold_volatility_moderate,
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threshold_high=thresholds.threshold_volatility_high,
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threshold_very_high=thresholds.threshold_volatility_very_high,
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).lower()
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rating_difference_pct = calculate_aggregated_rating_difference(period_price_data)
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# Count how many intervals in this period benefited from smoothing (i.e., would have been excluded)
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smoothed_impactful_count = sum(1 for interval in period if interval.get("smoothing_was_impactful", False))
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# Count how many intervals were kept due to level filter gap tolerance
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level_gap_count = sum(1 for interval in period if interval.get("is_level_gap", False))
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# Build period data and statistics objects
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period_data = PeriodData(
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start_time=start_time,
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end_time=end_time,
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period_length=len(period),
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period_idx=period_idx,
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total_periods=total_periods,
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)
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stats = PeriodStatistics(
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aggregated_level=aggregated_level,
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aggregated_rating=aggregated_rating,
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rating_difference_pct=rating_difference_pct,
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price_avg=price_stats["price_avg"],
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price_min=price_stats["price_min"],
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price_max=price_stats["price_max"],
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price_spread=price_stats["price_spread"],
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volatility=volatility,
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period_price_diff=period_price_diff,
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period_price_diff_pct=period_price_diff_pct,
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)
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# Build complete period summary
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summary = build_period_summary_dict(period_data, stats, reverse_sort=thresholds.reverse_sort)
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# Add smoothing information if any intervals benefited from smoothing
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if smoothed_impactful_count > 0:
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summary["period_interval_smoothed_count"] = smoothed_impactful_count
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# Add level gap tolerance information if any intervals were kept as gaps
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if level_gap_count > 0:
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summary["period_interval_level_gap_count"] = level_gap_count
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summaries.append(summary)
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return summaries
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