mirror of
https://github.com/jpawlowski/hass.tibber_prices.git
synced 2026-05-28 18:43:40 +00:00
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. |
||
|---|---|---|
| .. | ||
| tibber_prices | ||