Julian Pawlowski 4ddd19b132 feat(periods): geometric V-shape flex extension for period detection ... Uses valley/peak knee points from day pattern analysis to grant extra flex to price intervals that fall inside detected geometric zones, making period detection more permissive within V-shape (best price) or Λ-shape (peak price) price formations. New options: - CONF_BEST_PRICE_GEOMETRIC_FLEX (0-25%, default 0 = disabled) - CONF_PEAK_PRICE_GEOMETRIC_FLEX (0-25%, default 0 = disabled) Implementation: - compute_geometric_flex_bonus() in level_filtering.py checks if interval falls inside valley/peak zone and returns extra_flex - period_building.py applies geo bonus per-interval via criteria._replace(flex=...) and sets geometric_bonus_applied flag - period_statistics.py reports geometric_extension_active and geometric_extension_intervals in period summaries - Day patterns threaded through full pipeline: data_transformation → coordinator/core → periods → relaxation → calculate_periods → price_context - UI sliders in both extension_settings sections - Translations: en, de, nb, nl, sv Impact: Users with clearly V-shaped or Λ-shaped daily price curves can enable geometric flex to improve period detection accuracy within those characteristic shapes without increasing global flex.		2026-04-11 21:49:24 +00:00
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tibber_prices	feat(periods): geometric V-shape flex extension for period detection	2026-04-11 21:49:24 +00:00