hass.tibber_prices/custom_components/tibber_prices/sensor/attributes/volatility.py
Julian Pawlowski 6f5261785b feat(sensor): add price rank sensors and IQR-based volatility attributes
Add three new price rank sensors that show where today's/tomorrow's/combined
average price falls relative to all intervals in the evaluated window:
- price_rank_today: today's average price percentile rank (0–100%)
- price_rank_tomorrow: tomorrow's average price percentile rank
- price_rank_today_tomorrow: combined today+tomorrow percentile rank

Extend all volatility sensors with IQR-based band statistics:
- price_typical_spread: interquartile range (IQR) in currency subunit
- price_typical_spread_%: IQR as percentage of daily average
- price_spike_count: number of intervals outside Tukey fences (outliers)

Add calculate_iqr_stats() utility function in utils/price.py that computes
the 25th/75th percentiles, IQR, outer fences (Q1 - 1.5×IQR / Q3 + 1.5×IQR),
and outlier count for any list of price values. Entity keys and attribute
names use plain language (`price_rank`, `price_typical_spread`) as primary
labels; technical terms (percentile rank, IQR) are included parenthetically
in descriptions and documentation.

Impact: Users can now see where current day prices rank compared to their window and how tightly clustered or spike-prone a day's prices are.
2026-04-12 14:13:47 +00:00

217 lines
7.8 KiB
Python

"""Volatility attribute builders for Tibber Prices sensors."""
from __future__ import annotations
from datetime import timedelta
from typing import TYPE_CHECKING
from custom_components.tibber_prices.coordinator.helpers import get_intervals_for_day_offsets
from custom_components.tibber_prices.utils.price import calculate_volatility_level
if TYPE_CHECKING:
from custom_components.tibber_prices.coordinator.time_service import TibberPricesTimeService
def add_volatility_attributes(
attributes: dict,
cached_data: dict,
*,
time: TibberPricesTimeService, # noqa: ARG001
) -> None:
"""
Add attributes for volatility sensors.
Args:
attributes: Dictionary to add attributes to
cached_data: Dictionary containing cached sensor data
time: TibberPricesTimeService instance (required)
"""
if cached_data.get("volatility_attributes"):
attributes.update(cached_data["volatility_attributes"])
def get_prices_for_volatility(
volatility_type: str,
coordinator_data: dict,
*,
time: TibberPricesTimeService,
) -> list[float]:
"""
Get price list for volatility calculation based on type.
Args:
volatility_type: One of "today", "tomorrow", "next_24h", "today_tomorrow"
coordinator_data: Coordinator data dict
time: TibberPricesTimeService instance (required)
Returns:
List of prices to analyze
"""
# Get all intervals (yesterday, today, tomorrow) via helper
all_intervals = get_intervals_for_day_offsets(coordinator_data, [-1, 0, 1])
if volatility_type == "today":
# Filter for today's intervals
today_date = time.now().date()
return [
float(p["total"])
for p in all_intervals
if "total" in p and p.get("startsAt") and p["startsAt"].date() == today_date
]
if volatility_type == "tomorrow":
# Filter for tomorrow's intervals
tomorrow_date = (time.now() + timedelta(days=1)).date()
return [
float(p["total"])
for p in all_intervals
if "total" in p and p.get("startsAt") and p["startsAt"].date() == tomorrow_date
]
if volatility_type == "next_24h":
# Rolling 24h from now
now = time.now()
end_time = now + timedelta(hours=24)
prices = []
for price_data in all_intervals:
starts_at = price_data.get("startsAt") # Already datetime in local timezone
if starts_at is None:
continue
if time.is_in_future(starts_at) and starts_at < end_time and "total" in price_data:
prices.append(float(price_data["total"]))
return prices
if volatility_type == "today_tomorrow":
# Combined today + tomorrow
today_date = time.now().date()
tomorrow_date = (time.now() + timedelta(days=1)).date()
prices = []
for price_data in all_intervals:
starts_at = price_data.get("startsAt")
if starts_at and starts_at.date() in [today_date, tomorrow_date] and "total" in price_data:
prices.append(float(price_data["total"]))
return prices
return []
def add_volatility_type_attributes(
volatility_attributes: dict,
volatility_type: str,
coordinator_data: dict,
thresholds: dict,
*,
time: TibberPricesTimeService,
) -> None:
"""
Add type-specific attributes for volatility sensors.
Args:
volatility_attributes: Dictionary to add type-specific attributes to
volatility_type: Type of volatility calculation
coordinator_data: Coordinator data dict
thresholds: Volatility thresholds configuration
time: TibberPricesTimeService instance (required)
"""
# Get all intervals (yesterday, today, tomorrow) via helper
all_intervals = get_intervals_for_day_offsets(coordinator_data, [-1, 0, 1])
now = time.now()
today_date = now.date()
tomorrow_date = (now + timedelta(days=1)).date()
# Add timestamp for calendar day volatility sensors (midnight of the day)
if volatility_type == "today":
today_data = [p for p in all_intervals if p.get("startsAt") and p["startsAt"].date() == today_date]
if today_data:
volatility_attributes["timestamp"] = today_data[0].get("startsAt")
elif volatility_type == "tomorrow":
tomorrow_data = [p for p in all_intervals if p.get("startsAt") and p["startsAt"].date() == tomorrow_date]
if tomorrow_data:
volatility_attributes["timestamp"] = tomorrow_data[0].get("startsAt")
elif volatility_type == "today_tomorrow":
# For combined today+tomorrow, use today's midnight
today_data = [p for p in all_intervals if p.get("startsAt") and p["startsAt"].date() == today_date]
if today_data:
volatility_attributes["timestamp"] = today_data[0].get("startsAt")
# Add breakdown for today vs tomorrow
today_prices = [
float(p["total"])
for p in all_intervals
if "total" in p and p.get("startsAt") and p["startsAt"].date() == today_date
]
tomorrow_prices = [
float(p["total"])
for p in all_intervals
if "total" in p and p.get("startsAt") and p["startsAt"].date() == tomorrow_date
]
if today_prices:
today_vol = calculate_volatility_level(today_prices, **thresholds)
volatility_attributes["today_volatility"] = today_vol
volatility_attributes["interval_count_today"] = len(today_prices)
if tomorrow_prices:
tomorrow_vol = calculate_volatility_level(tomorrow_prices, **thresholds)
volatility_attributes["tomorrow_volatility"] = tomorrow_vol
volatility_attributes["interval_count_tomorrow"] = len(tomorrow_prices)
elif volatility_type == "next_24h":
# Add time window info
now = time.now()
volatility_attributes["timestamp"] = now
def add_percentile_rank_attributes(
attributes: dict,
cached_data: dict,
*,
time: TibberPricesTimeService,
) -> None:
"""
Add attributes for percentile rank sensors.
Sets the timestamp based on the percentile type stored in cached_data:
- "today" / "today_tomorrow": today's first interval start (midnight context)
- "tomorrow": tomorrow's first interval start
Args:
attributes: Dictionary to add attributes to
cached_data: Dictionary containing cached sensor data (percentile_rank_attributes,
percentile_rank_type, coordinator_data)
time: TibberPricesTimeService instance (required)
"""
from datetime import timedelta # noqa: PLC0415 - local import to avoid circular
rank_attrs = cached_data.get("percentile_rank_attributes")
if rank_attrs:
attributes.update(rank_attrs)
# Set timestamp based on period type
percentile_type = cached_data.get("percentile_rank_type", "today")
coordinator_data = cached_data.get("coordinator_data")
if coordinator_data:
from custom_components.tibber_prices.coordinator.helpers import ( # noqa: PLC0415
get_intervals_for_day_offsets,
)
all_intervals = get_intervals_for_day_offsets(coordinator_data, [-1, 0, 1])
now = time.now()
today_date = now.date()
tomorrow_date = (now + timedelta(days=1)).date()
if percentile_type == "tomorrow":
tomorrow_data = [p for p in all_intervals if p.get("startsAt") and p["startsAt"].date() == tomorrow_date]
if tomorrow_data:
attributes["timestamp"] = tomorrow_data[0].get("startsAt")
else:
# today / today_tomorrow → use today's midnight
today_data = [p for p in all_intervals if p.get("startsAt") and p["startsAt"].date() == today_date]
if today_data:
attributes["timestamp"] = today_data[0].get("startsAt")