Review fill-in logic for ENTSO-E agent #105

ENTSO-E service is not always reliable in the data it provides and the current agent implementation "blindly" fills-in missing data for missing periods.
Improve the algorithm with

For the normal day-ahead market price document (A44), you should generally check the actual curveType and resolution rather than assuming that every position must be present.
A typical parser should therefore not do this:
Point 1 → timestamp 00:00
Point 3 → timestamp 02:00and then conclude that 01:00 has no price.
Instead:

Read resolution.
Read curveType.
Read each position.
If A03, carry the value forward until the next position.
If A01, positions are sequential fixed blocks, so an omitted position is genuinely unusual and should not simply be forward-filled.

The above algorithm has been proposed by an LLM, validate it against ENTSO-E documentation (if available)