mirror of
https://github.com/jpawlowski/hass.tibber_prices.git
synced 2026-05-28 18:43:40 +00:00
bbcfdd4443
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.
71 lines
2.5 KiB
Python
71 lines
2.5 KiB
Python
"""Regression tests for visible best/peak period binary sensor attributes."""
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from __future__ import annotations
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from unittest.mock import Mock
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import pytest
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from custom_components.tibber_prices.binary_sensor.attributes import build_final_attributes_simple
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from custom_components.tibber_prices.const import CONF_CURRENCY_DISPLAY_MODE, DISPLAY_MODE_BASE
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from custom_components.tibber_prices.coordinator.time_service import TibberPricesTimeService
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from homeassistant.util import dt as dt_util
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def _dt(value: str):
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"""Parse a timezone-aware datetime string for tests."""
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parsed = dt_util.parse_datetime(value)
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assert parsed is not None
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return parsed
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@pytest.mark.unit
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def test_build_final_attributes_exposes_day_statistics_on_current_period() -> None:
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"""Day-level period context should be exposed on the visible binary sensor attrs."""
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current_period = {
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"start": _dt("2025-11-22T12:00:00+01:00"),
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"end": _dt("2025-11-22T13:00:00+01:00"),
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"duration_minutes": 60,
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"level": "CHEAP",
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"rating_level": "LOW",
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"rating_difference_%": -15.0,
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"price_mean": -0.1,
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"price_median": -0.12,
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"price_min": -0.3,
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"price_max": 0.1,
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"price_spread": 0.4,
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"price_coefficient_variation_%": 12.3,
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"volatility": "moderate",
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"period_price_diff_from_daily_min": 0.2,
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"period_price_diff_from_daily_min_%": 200.0,
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"day_volatility_%": 400.0,
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"day_price_min": -30.0,
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"day_price_max": 10.0,
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"day_price_span": 40.0,
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"period_interval_count": 4,
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"period_position": 1,
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"period_count_total": 1,
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"period_count_remaining": 0,
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}
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time = TibberPricesTimeService(reference_time=_dt("2025-11-22T12:00:00+01:00"))
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config_entry = Mock(options={CONF_CURRENCY_DISPLAY_MODE: DISPLAY_MODE_BASE})
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attributes = build_final_attributes_simple(
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current_period,
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[current_period],
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time=time,
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config_entry=config_entry,
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)
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assert attributes["price_mean"] == -0.1
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assert attributes["period_price_diff_from_daily_min"] == 0.2
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assert attributes["day_volatility_%"] == 400.0
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assert attributes["day_price_min"] == -30.0
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assert attributes["day_price_max"] == 10.0
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assert attributes["day_price_span"] == 40.0
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nested_period = attributes["periods"][0]
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assert nested_period["day_volatility_%"] == 400.0
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assert nested_period["day_price_min"] == -30.0
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assert nested_period["day_price_max"] == 10.0
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assert nested_period["day_price_span"] == 40.0
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