CN109872179A - The concentration trade at competitive price system of electricity market spot exchange - Google Patents
The concentration trade at competitive price system of electricity market spot exchange Download PDFInfo
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- CN109872179A CN109872179A CN201811636524.4A CN201811636524A CN109872179A CN 109872179 A CN109872179 A CN 109872179A CN 201811636524 A CN201811636524 A CN 201811636524A CN 109872179 A CN109872179 A CN 109872179A
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Abstract
The present invention provides a kind of concentration trade at competitive price system of electricity market spot exchange, comprising: module and security constraints input module are checked in log-on message input module, authentication module, sale of electricity main information input module, power purchase main information input module, price differential computing module, pre- conclusion of the business result logic calculation module, transaction；Pre- conclusion of the business result logic calculation module, is connected with price differential computing module, for being calculated according to the calculated result of price differential computing module, forms the pre- conclusion of the business result of each sale of electricity main body Yu each power purchase main body；Wherein, pre- conclusion of the business result includes pre- conclusion of the business electricity and pre- conclusion of the business electricity price.Advantage are as follows: the present invention can be effectively facilitated market each side it is just, fair and open, it is transparent, specification trade, and it can effectively avoid the randomized jitter of transaction results, meet transaction both sides of supply and demand simultaneously and trading strategies are flexibly formulated according to market information, increase conclusion of the business probability, facilitate the Maintenance Market equilibrium of supply and demand, the safety and stability for improving electric system is horizontal.
Description
Technical field
The invention belongs to electricity market trade at competitive price technical fields, and in particular to a kind of concentration of electricity market spot exchange
Trade at competitive price system.
Background technique
Electric power structure scheme (promulgated by the State Council [2002] 5) clearly proposition in 2002: it " breaks up monopoly, introduction of competition improves effect
Rate reduces cost, perfects Price Mechanisms, optimizes allocation of resources, and promotes electric power development, and propulsion is on national network, the building separation of government functions from enterprise management,
Fair competition, orderly opening, sound development Power Market System ", this is the overall goal of electric system reform.
While establishing genco's Bidding Mechanism, nationwide Electric Power Market Regulation mechanism and electric power city are established
Field trade center formulates market promotion rule, China's electricity marketization process can just be promoted steadily effectively to carry out, otherwise, will
It may cause grid company and increase huge power purchase expense, grid company is made to face great risk.
Existing power market transaction is lack of standardization, information is opaque, is unfair, and also lacks scientific and reasonable efficient counterparty
Method, according to " about the orderly implementation guideline for decontroling the plan of hair electricity ", promotes the plan of hair electricity to change to carry out related psychotic
Leather, gradually establishes competitive orderly, adequate logistic support operation power mechanism.Currently, being badly in need of one kind is effectively facilitated market each side public affairs
It puts down, openly, transparent, specification trade, facilitate the Maintenance Market equilibrium of supply and demand, improve power system security maintenance level
Electricity transaction method.
Summary of the invention
In view of the defects existing in the prior art, the present invention provides a kind of concentration trade at competitive price system of electricity market spot exchange
System, can effectively solve the above problems.
The technical solution adopted by the invention is as follows:
The present invention provides a kind of concentration trade at competitive price system of electricity market spot exchange, comprising: log-on message inputs mould
Block, authentication module, sale of electricity main information input module, power purchase main information input module, price differential computing module, pre- conclusion of the business
As a result module and security constraints input module are checked in logic calculation module, transaction；
The log-on message input module inputs log-on message when logging in for user and concentrate trade at competitive price system；
The authentication module is connected with the log-on message input module, for the log-on message to be inputted mould
The user information that the log-on message and the authentication module of block input are pre-stored compares and judges class of subscriber, if
Comparing result is consistent, then user is allowed to log in the concentration trade at competitive price system, meanwhile, it is arranged according to the class of subscriber to institute
State the access right for concentrating trade at competitive price system；If comparing result is inconsistent, does not allow user to log in the concentration and bid
Transaction system；Wherein, the class of subscriber includes sale of electricity main body, power purchase main body and power dispatching station；
The sale of electricity main information input module, is connected with the authentication module, for the input plan of sale of electricity main body
Sell electricity and electricity price, it may be assumed that supplier plans electricity and supplier's quotation；
The power purchase main information input module, is connected with the authentication module, for the input plan of power purchase main body
The electricity and electricity price bought in, it may be assumed that demander plans electricity and demander's quotation；
The price differential computing module is inputted with the sale of electricity main information input module and the power purchase main information respectively
Module is connected, for calculating the difference of demander's quotation and supplier's quotation；
The pre- conclusion of the business result logic calculation module, is connected, based on according to the price differential with the price differential computing module
The calculated result for calculating module is calculated, and the pre- conclusion of the business result of each sale of electricity main body Yu each power purchase main body is formed；Wherein, it is described it is pre- at
Knot fruit includes pre- conclusion of the business electricity and pre- conclusion of the business electricity price；
The security constraints input module is connected with the pre- conclusion of the business result logic calculation module, is used for electric power tune
It spends mechanism and inputs security constraints for the pre- conclusion of the business result；
Module is checked in the transaction, respectively with the authentication module, the pre- conclusion of the business result logic calculation module and
The security constraints input module is connected, and is required according to electric network swim control to the pre- conclusion of the business for power dispatching station
As a result the pre- conclusion of the business result that logic calculation module is formed is checked；If all records school in the pre- conclusion of the business result
Core passes through, then the pre- conclusion of the business result is as final conclusion of the business result；If it is unacceptable to there is check in the pre- conclusion of the business result
The security constraints that the security constraints input module inputs then are back to the pre- conclusion of the business result logic meter by record
Module is calculated, electricity is sold in the plan as sale of electricity main body input, then makes the pre- conclusion of the business result logic calculation mould again
Block and the transaction are checked module and are calculated, and so constantly recycle, and check and pass through until records all in the pre- conclusion of the business result,
Using the pre- conclusion of the business result as final conclusion of the business result.
Preferably, electricity, the first wish sale of electricity electricity price and are sold in the sale of electricity main information input module, input plan
Two wish sale of electricity electricity prices；
Electricity, the first wish purchase electricity price and the second wish are bought in the power purchase main information input module, input plan
Purchase electricity price；
The price differential computing module, including the first price differential computational submodule and the second price differential computational submodule；Described first
Price differential computational submodule, for calculating the first wish electricity price difference of the first wish purchase electricity price and the first wish sale of electricity electricity price
P1；The second price differential computational submodule, for calculating the second meaning of the second wish purchase electricity price and the second wish sale of electricity electricity price
It is willing to electricity price difference P2；
The pre- conclusion of the business result logic calculation module, in the following manner, obtain sale of electricity main body and power purchase main body it is pre- at
Alternating current amount:
Step 1, first determine whether that the first wish electricity price difference P1 whether less than 0, if it is less than 0, then can not strike a bargain；If big
In 0, step 2 is executed；
Step 2, judge whether the first wish electricity price difference P1 of each power purchase main body and each sale of electricity main body is all the same, if not
Identical, then the priority according to the first wish electricity price difference P1 from big to small, successively strikes a bargain；If identical, then follow the steps
3；
Step 3, when the first wish electricity price difference P1 of each power purchase main body and each sale of electricity main body is all the same, following three are distinguished
Kind situation:
The first situation: homogeneous if it is the first wish electricity price difference P1 of a sale of electricity main body and multiple power purchase main bodys
Together, when sale of electricity main body, which declares electricity, declares the sum of electricity greater than each power purchase main body, electricity is declared by power purchase main body and is struck a bargain: when selling
When electric main body declares electricity and declares the sum of electricity less than each power purchase main body, electricity ratio is declared according to power purchase main body, distributes sale of electricity
Main body declares electricity；Wherein, it is the electricity that power purchase master plan is bought in that power purchase main body, which declares electricity,；Sale of electricity main body declares electricity
As sale of electricity master plan sells electricity；
Second situation: it is identical as the first wish electricity price difference P1 of multiple sale of electricity main bodys if it is a power purchase main body,
When power purchase main body, which declares electricity, declares the sum of electricity greater than each sale of electricity main body, electricity is declared by sale of electricity main body and is struck a bargain: working as power purchase
When main body declares electricity and declares the sum of electricity less than each sale of electricity main body, electricity ratio is declared according to sale of electricity main body, distributes power purchase master
Body declares electricity；
The third situation: if multiple power purchase main bodys are identical as the first wish electricity price difference P1 of multiple sale of electricity main bodys, when
Sale of electricity main body declare the sum of electricity greater than power purchase main body declare the sum of electricity when, according to sale of electricity main body declare electricity pro rate purchase
Electric main body declares electricity；When sale of electricity main body, which declares the sum of electricity, declares the sum of electricity less than power purchase main body, according to power purchase main body
It declares electricity pro rate sale of electricity main body and declares electricity；
Step 4, the electricity that do not strike a bargain of all power purchase main bodys and all sale of electricity main bodys is calculated, is then calculated according to the second price differential
Submodule, the second wish electricity price difference P2 of the electricity that do not struck a bargain the power purchase main body greater than 0 and sale of electricity main body；
Step 5, first determine whether that the second wish electricity price difference P2 whether less than 0, if it is less than 0, then can not strike a bargain；If big
In 0, step 6 is executed；
Step 6, judge whether the second wish electricity price difference P2 of each power purchase main body and each sale of electricity main body is all the same, if not
Identical, then the priority according to the second wish electricity price difference P2 from big to small, successively strikes a bargain；If identical, then follow the steps
7；
Step 7, when the second wish electricity price difference P2 of each power purchase main body and each sale of electricity main body is all the same, following three are distinguished
Kind situation:
The first situation: homogeneous if it is the second wish electricity price difference P2 of a sale of electricity main body and multiple power purchase main bodys
Together, when sale of electricity main body, which declares electricity, declares the sum of electricity greater than each power purchase main body, electricity is declared by power purchase main body and is struck a bargain: when selling
When electric main body declares electricity and declares the sum of electricity less than each power purchase main body, electricity ratio is declared according to power purchase main body, distributes sale of electricity
Main body declares electricity；Wherein, it is the electricity that power purchase master plan is bought in that power purchase main body, which declares electricity,；Sale of electricity main body declares electricity
As sale of electricity master plan sells electricity；
Second situation: it is identical as the second wish electricity price difference P2 of multiple sale of electricity main bodys if it is a power purchase main body,
When power purchase main body, which declares electricity, declares the sum of electricity greater than each sale of electricity main body, electricity is declared by sale of electricity main body and is struck a bargain: working as power purchase
When main body declares electricity and declares the sum of electricity less than each sale of electricity main body, electricity ratio is declared according to sale of electricity main body, distributes power purchase master
Body declares electricity；
The third situation: if multiple power purchase main bodys are identical as the second wish electricity price difference P2 of multiple sale of electricity main bodys, when
Sale of electricity main body declare the sum of electricity greater than power purchase main body declare the sum of electricity when, according to sale of electricity main body declare electricity pro rate purchase
Electric main body declares electricity；When sale of electricity main body, which declares the sum of electricity, declares the sum of electricity less than power purchase main body, according to power purchase main body
It declares electricity pro rate sale of electricity main body and declares electricity；
So far the pre- conclusion of the business electricity of sale of electricity main body Yu power purchase main body is obtained.
Preferably, the pre- conclusion of the business result logic calculation module, in the following manner to the pre- conclusion of the business electricity it is pre- at
Alternating current valence is calculated, and pre- conclusion of the business electricity price is obtained:
Step 1-1, the pre- conclusion of the business result logic calculation module first determine whether the need for the power purchase main body to trade
Whether side quotation A is more than or equal to supplier's quotation B of sale of electricity main body；If demander offers, A is less than supplier quotation B, without pre-
Conclusion of the business electricity price brings process together, and transaction directly terminates；If demander offers, A is more than or equal to supplier quotation B, thens follow the steps 1-2；
Step 1-2, introduces new variable Q, and variable Q is assigned a value of monthly transaction conclusion of the business average price for the first time；
Step 1-3, if demander offers, A is less than or equal to the value of variable Q, it may be assumed that A≤Q, then pre- conclusion of the business electricity price is demander's report
Valence A；
If supplier offers, B is more than or equal to the value of variable Q, it may be assumed that B >=Q, then pre- conclusion of the business electricity price is supplier's quotation B；
It offers between B and demander's quotation A if variable Q is located at supplier, it may be assumed that B < Q < A, then pre- conclusion of the business electricity price is variable Q's
Value；
Step 1-4, power purchase main body and sale of electricity main body are traded by the pre- conclusion of the business electricity price that step 1-3 is determined, transaction terminates
Afterwards, using the conclusion of the business electricity price of power purchase main body and sale of electricity main body as input, variable Q is recalculated, guarantees that Q value is always transaction
Thus exponential smoothing rolling average valence obtains new Q value；In the subsequent pre- conclusion of the business electricity price to other power purchase main bodys and sale of electricity main body
When being calculated, old Q value is replaced with new Q value and is calculated.
The concentration trade at competitive price system of electricity market spot exchange provided by the invention has the advantage that
The present invention can be effectively facilitated that market each side is just, fair and open, trades to transparent, specification, and can effectively keep away
Exempt from the randomized jitter of transaction results, while meeting transaction both sides of supply and demand and trading strategies are flexibly formulated according to market information, increases
Conclusion of the business probability facilitates the Maintenance Market equilibrium of supply and demand, and the safety and stability for improving electric system is horizontal.
Detailed description of the invention
Fig. 1 is the architecture diagram of the concentration trade at competitive price system of electricity market spot exchange provided by the invention；
Fig. 2 is that schematic diagram is brought in the conclusion of the business of pre- conclusion of the business electricity price provided by the invention together；
Fig. 3 is that the part of the concentration trade at competitive price system of electricity market spot exchange provided by the invention shows interface signal
Figure.
Specific embodiment
In order to which the technical problems, technical solutions and beneficial effects solved by the present invention is more clearly understood, below in conjunction with
Accompanying drawings and embodiments, the present invention will be described in further detail.It should be appreciated that specific embodiment described herein only to
It explains the present invention, is not intended to limit the present invention.
The present invention relates to a kind of concentration trade at competitive price systems of new electricity market spot exchange, belong to power market transaction
Systems technology field.The system include declare information input, price differential calculate, strike a bargain bring together, in advance conclusion of the business result show etc. functions mould
Block.Stock proposed by the invention concentrates trade at competitive price system, can be effectively facilitated that market each side is just, fair and open, transparent, rule
It trades to model, and can effectively avoid the randomized jitter of transaction results, while meeting transaction both sides of supply and demand and being believed according to market
Breath flexibly formulates trading strategies, increases conclusion of the business probability, facilitates the Maintenance Market equilibrium of supply and demand, improve the safety and stability of electric system
It is horizontal.
Specifically, being embedded in electricity market stock of the invention on the basis of each trade center transaction system basic function
The concentration trade at competitive price system of transaction, the system are suitable for spot market, can provide for the follow-up developments of electricity market
Technical Reference accumulates relationship trading experience.Specifically include: the present invention realizes the pre- finger to pre- conclusion of the business electricity and pre- conclusion of the business electricity price
It leads, for the electricity price that strikes a bargain in advance, introduces transaction results and refer to initial value Q, Q is a fixed value before transaction starts, with trading
The progress of journey, the value of variable Q with transaction results alternating current valence dynamic change, meanwhile, variable Q restricts transaction in turn
Conclusion of the business result, it may be assumed that thus conclusion of the business electricity price avoids conclusion of the business electricity price randomized jitter；For the electricity that strikes a bargain in advance, electricity market stock is handed over
Easy concentration trade at competitive price system introduces the double wish respective quotation's match mechanisms of purchase sale of electricity both sides, and guidance purchase sale of electricity main body presses this hair
Bright mode order matching.The concentration trade at competitive price system of the electricity market spot exchange provided through the invention, can help city
The participation marketing of field main body efficient quick, improves market transaction efficiency.
With reference to Fig. 1, the present invention provides a kind of concentration trade at competitive price system of electricity market spot exchange, comprising: logs in letter
It ceases input module, authentication module, sale of electricity main information input module, power purchase main information input module, price differential and calculates mould
Module and security constraints input module are checked in block, pre- conclusion of the business result logic calculation module, transaction；
The log-on message input module inputs log-on message when logging in for user and concentrate trade at competitive price system；
The authentication module is connected with the log-on message input module, for the log-on message to be inputted mould
The user information that the log-on message and the authentication module of block input are pre-stored compares and judges class of subscriber, if
Comparing result is consistent, then user is allowed to log in the concentration trade at competitive price system, meanwhile, it is arranged according to the class of subscriber to institute
State the access right for concentrating trade at competitive price system；If comparing result is inconsistent, does not allow user to log in the concentration and bid
Transaction system；Wherein, the class of subscriber includes sale of electricity main body, power purchase main body and power dispatching station；
The sale of electricity main information input module, is connected with the authentication module, for the input plan of sale of electricity main body
Sell electricity and electricity price, it may be assumed that supplier plans electricity and supplier's quotation；
The power purchase main information input module, is connected with the authentication module, for the input plan of power purchase main body
The electricity and electricity price bought in, it may be assumed that demander plans electricity and demander's quotation；
The price differential computing module is inputted with the sale of electricity main information input module and the power purchase main information respectively
Module is connected, for calculating the difference of demander's quotation and supplier's quotation；
The pre- conclusion of the business result logic calculation module, is connected, based on according to the price differential with the price differential computing module
The calculated result for calculating module is calculated, and the pre- conclusion of the business result of each sale of electricity main body Yu each power purchase main body is formed；Wherein, it is described it is pre- at
Knot fruit includes pre- conclusion of the business electricity and pre- conclusion of the business electricity price；
(1) strike a bargain electricity in advance
Pre- conclusion of the business electricity the specific implementation process is as follows:
Electricity, the first wish sale of electricity electricity price and the second wish are sold in the sale of electricity main information input module, input plan
Sale of electricity electricity price；
Electricity, the first wish purchase electricity price and the second wish are bought in the power purchase main information input module, input plan
Purchase electricity price；
The price differential computing module, including the first price differential computational submodule and the second price differential computational submodule；Described first
Price differential computational submodule, for calculating the first wish electricity price difference of the first wish purchase electricity price and the first wish sale of electricity electricity price
P1；The second price differential computational submodule, for calculating the second meaning of the second wish purchase electricity price and the second wish sale of electricity electricity price
It is willing to electricity price difference P2；
The pre- conclusion of the business result logic calculation module, in the following manner, obtain sale of electricity main body and power purchase main body it is pre- at
Alternating current amount:
Step 1, first determine whether that the first wish electricity price difference P1 whether less than 0, if it is less than 0, then can not strike a bargain；If big
In 0, step 2 is executed；
Step 2, judge whether the first wish electricity price difference P1 of each power purchase main body and each sale of electricity main body is all the same, if not
Identical, then the priority according to the first wish electricity price difference P1 from big to small, successively strikes a bargain；If identical, then follow the steps
3；
Step 3, when the first wish electricity price difference P1 of each power purchase main body and each sale of electricity main body is all the same, following three are distinguished
Kind situation:
The first situation: homogeneous if it is the first wish electricity price difference P1 of a sale of electricity main body and multiple power purchase main bodys
Together, when sale of electricity main body, which declares electricity, declares the sum of electricity greater than each power purchase main body, electricity is declared by power purchase main body and is struck a bargain: when selling
When electric main body declares electricity and declares the sum of electricity less than each power purchase main body, electricity ratio is declared according to power purchase main body, distributes sale of electricity
Main body declares electricity；Wherein, it is the electricity that power purchase master plan is bought in that power purchase main body, which declares electricity,；Sale of electricity main body declares electricity
As sale of electricity master plan sells electricity；
Second situation: it is identical as the first wish electricity price difference P1 of multiple sale of electricity main bodys if it is a power purchase main body,
When power purchase main body, which declares electricity, declares the sum of electricity greater than each sale of electricity main body, electricity is declared by sale of electricity main body and is struck a bargain: working as power purchase
When main body declares electricity and declares the sum of electricity less than each sale of electricity main body, electricity ratio is declared according to sale of electricity main body, distributes power purchase master
Body declares electricity；
The third situation: if multiple power purchase main bodys are identical as the first wish electricity price difference P1 of multiple sale of electricity main bodys, when
Sale of electricity main body declare the sum of electricity greater than power purchase main body declare the sum of electricity when, according to sale of electricity main body declare electricity pro rate purchase
Electric main body declares electricity；When sale of electricity main body, which declares the sum of electricity, declares the sum of electricity less than power purchase main body, according to power purchase main body
It declares electricity pro rate sale of electricity main body and declares electricity；
Step 4, the electricity that do not strike a bargain of all power purchase main bodys and all sale of electricity main bodys is calculated, is then calculated according to the second price differential
Submodule, the second wish electricity price difference P2 of the electricity that do not struck a bargain the power purchase main body greater than 0 and sale of electricity main body；
Step 5, first determine whether that the second wish electricity price difference P2 whether less than 0, if it is less than 0, then can not strike a bargain；If big
In 0, step 6 is executed；
Step 6, judge whether the second wish electricity price difference P2 of each power purchase main body and each sale of electricity main body is all the same, if not
Identical, then the priority according to the second wish electricity price difference P2 from big to small, successively strikes a bargain；If identical, then follow the steps
7；
Step 7, when the second wish electricity price difference P2 of each power purchase main body and each sale of electricity main body is all the same, following three are distinguished
Kind situation:
The first situation: homogeneous if it is the second wish electricity price difference P2 of a sale of electricity main body and multiple power purchase main bodys
Together, when sale of electricity main body, which declares electricity, declares the sum of electricity greater than each power purchase main body, electricity is declared by power purchase main body and is struck a bargain: when selling
When electric main body declares electricity and declares the sum of electricity less than each power purchase main body, electricity ratio is declared according to power purchase main body, distributes sale of electricity
Main body declares electricity；Wherein, it is the electricity that power purchase master plan is bought in that power purchase main body, which declares electricity,；Sale of electricity main body declares electricity
As sale of electricity master plan sells electricity；
Second situation: it is identical as the second wish electricity price difference P2 of multiple sale of electricity main bodys if it is a power purchase main body,
When power purchase main body, which declares electricity, declares the sum of electricity greater than each sale of electricity main body, electricity is declared by sale of electricity main body and is struck a bargain: working as power purchase
When main body declares electricity and declares the sum of electricity less than each sale of electricity main body, electricity ratio is declared according to sale of electricity main body, distributes power purchase master
Body declares electricity；
The third situation: if multiple power purchase main bodys are identical as the second wish electricity price difference P2 of multiple sale of electricity main bodys, when
Sale of electricity main body declare the sum of electricity greater than power purchase main body declare the sum of electricity when, according to sale of electricity main body declare electricity pro rate purchase
Electric main body declares electricity；When sale of electricity main body, which declares the sum of electricity, declares the sum of electricity less than power purchase main body, according to power purchase main body
It declares electricity pro rate sale of electricity main body and declares electricity；
So far the pre- conclusion of the business electricity of sale of electricity main body Yu power purchase main body is obtained.
(2) strike a bargain electricity in advance
Pre- conclusion of the business electricity price the specific implementation process is as follows:
Step 1-1, the pre- conclusion of the business result logic calculation module first determine whether the need for the power purchase main body to trade
Whether side quotation A is more than or equal to supplier's quotation B of sale of electricity main body；If demander offers, A is less than supplier quotation B, without pre-
Conclusion of the business electricity price brings process together, and transaction directly terminates；If demander offers, A is more than or equal to supplier quotation B, thens follow the steps 1-2；
Step 1-2, introduces new variable Q, and variable Q is assigned a value of monthly transaction conclusion of the business average price for the first time；
Step 1-3, if demander offers, A is less than or equal to the value of variable Q, it may be assumed that A≤Q, then pre- conclusion of the business electricity price is demander's report
Valence A；
If supplier offers, B is more than or equal to the value of variable Q, it may be assumed that B >=Q, then pre- conclusion of the business electricity price is supplier's quotation B；
It offers between B and demander's quotation A if variable Q is located at supplier, it may be assumed that B < Q < A, then pre- conclusion of the business electricity price is variable Q's
Value；
For variable Q, it is the smooth rolling average valence of transaction index: EMA (X, N) exponential smoothing rolling average: asks the N day of X
Exponential smoothing rolling average.X is same day conclusion of the business electricity price；N is number of days；Its formula expression is:
Same day exponential average=smoothing factor * (same day index value-yesterday exponential average)+yesterday exponential average；
Wherein: smoothing factor=2/ (period unit+1)；It is opened, is obtained by above formula derivation:
EMA (C, N)=2*C/ (N+1)+(N-1)/(N+1) * last time Q exponential average；
Algorithm is:
If Y=EMA (X, N), then Y=(2*X+ (N-1) * Y ')/(N+1), wherein Y ' indicated the Y value in a upper period.
Calculated example: have one group of data (Q value): 1,2,3,4,5,6,7, seek its EMA (c, 5).
Face data in correspondence, X1, X2, X3, X4, X5 respectively correspond 3,4,5,6,7
Then EMA (c, 5)=5/15*X5+4/15*X4+3/15*X3+2/15*X2+1/15*X1=(5*X5+4*X4+3*X3
+ 2*X2+1*X1)/15=5.67
EMA (X, N) asks the N day exponential smoothing rolling average of X.Algorithm is:
If Y=EMA (X, N), then Y=[2*X+ (N-1) * Y ']/(N+1), wherein Y ' indicated the Y value in a upper period.
EMA referencing function is easily achieved using recursive algorithm on computers, but is not allowed readily understood.Analyzing examples explanation
EMA function.
X is variable, and daily X value is all different, is marked from as far as near-earth, they are denoted as X1, X2, X3 ..., Xn respectively
If N=1, EMA (X, 1)=[2*X1+ (1-1) * Y ']/(1+1)=X1=20.59
If N=2, EMA (X, 2)=[2*X2+ (2-1) * Y ']/(2+1)=(2/3) * X2+ (1/3) X1
If N=3, EMA (X, 3)=[2*X3+ (3-1) * Y ']/(3+1)=[2*X3+2* ((2/3) * X2+ (1/3) *
X1)]/4=(1/2) * X3+ (1/3) * X2+ (1/6) * X1=3/6*X3+2/6*X2+1/6*X1
If N=4, EMA (X, 4)=[2*X4+ (4-1) * Y ']/(4+1)=2/5*X4+3/5* ((1/2) * X3+ (1/
3) * X2+ (1/6) * X1)=4/10*X4+3/10*X3+2/10*X2+1/10*X1=2/5*X4+3/10*X3+3/1 5*X2+3/
30*X1
N=5, EMA if (X, 5)=2/ (5+1) * X5+ (5-1)/(5+1) (2/5*X4+3/10*X3+3/15*X 2+
3/30*X1)=(1/3) * X5+ (4/15) * X4+ (3/15) * X3+ (2/15) * X2+ (1/15) * X1=5/15*X5+4/1 5*X4+
3/15*X3+2/15*X2+1/15*X1
EMA (X, 6)=6/21*X6+5/21*X5+4/21*X4+3/21*X3+2/21*1/21X1.
The advantages of this method: not only showing fairness, but also concluded price is made to have opposite continuity, avoids unnecessary
Irregular jump, exponential average index are the rolling averages of weighting of being successively decreased with exponential form, the weighting of each numerical value be at any time and
Exponential form is successively decreased, and more recent data weighting is heavier, but older data also give certain weighting, it is ensured that the conjunction of Q value
Rationality.
Step 1-4, power purchase main body and sale of electricity main body are traded by the pre- conclusion of the business electricity price that step 1-3 is determined, transaction terminates
Afterwards, using the conclusion of the business electricity price of power purchase main body and sale of electricity main body as input, variable Q is recalculated, guarantees that Q value is always that transaction refers to
The smooth rolling average valence of number, thus obtains new Q value；The subsequent pre- conclusion of the business electricity price to other power purchase main bodys and sale of electricity main body into
When row calculates, old Q value is replaced with new Q value and is calculated.
The security constraints input module is connected with the pre- conclusion of the business result logic calculation module, is used for electric power tune
It spends mechanism and inputs security constraints for the pre- conclusion of the business result；
Module is checked in the transaction, respectively with the authentication module, the pre- conclusion of the business result logic calculation module and
The security constraints input module is connected, and is required according to electric network swim control to the pre- conclusion of the business for power dispatching station
As a result the pre- conclusion of the business result that logic calculation module is formed is checked；If all records school in the pre- conclusion of the business result
Core passes through, then the pre- conclusion of the business result is as final conclusion of the business result；If it is unacceptable to there is check in the pre- conclusion of the business result
The security constraints that the security constraints input module inputs then are back to the pre- conclusion of the business result logic meter by record
Module is calculated, electricity is sold in the plan as sale of electricity main body input, then makes the pre- conclusion of the business result logic calculation mould again
Block and the transaction are checked module and are calculated, and so constantly recycle, and check and pass through until records all in the pre- conclusion of the business result,
Using the pre- conclusion of the business result as final conclusion of the business result.
The advantages of this method: not only showing fairness, but also concluded price is made to have opposite continuity, avoids unnecessary
Irregular jump, exponential average index be with exponential form successively decrease weighting each numerical value of rolling average weighting be at any time and
Exponential form is successively decreased, and more recent data weighting is heavier, but older data also give certain weighting, it is ensured that the conjunction of Q value
Rationality.
System shows content as shown in figure 3, showing that content also includes in this display diagram by statistical analysis process
Supplier's quote situations and demander's quote situations two parts, have counted the main declared value section of supply and demand side and section information about power,
Supply and demand side main market players can be helped quickly to grasp marketing information, estimate itself conclusion of the business situation.The part needs to configure setting
Rule, setting system statistical analysis rule, rule include that demander shows that rule shows rule with supplier, mainly include main market players
Range of offering divides number of segment, and optional exhibition method includes showing numerical value and showing accounting, shows that content can both show market master
Body quantity can also show and declare electricity.
To guarantee that the main market players to participate in business objectively grasps Transaction Information in time, this system has introduced transaction results reality
When display module, after each concentration is bidded, using concentrating trade at competitive price system to count conclusion of the business result, according to prior
Declared value section is divided into several segments according to small fixed intervals by the rule of setting, then to the city fallen on each segment
It main body quantity and declares electricity and analyzes, count in each segment, the quantity of main market players and declare electricity.So both
It ensure that single main body declares the privacy of information, also provide transaction-profile at the first time after transaction to main market players
Information enables main market players to make anticipation to itself transaction conclusion of the business situation, guarantees that subsequent transaction is gone on smoothly.
The present invention bids for spot exchange concentration and provides a kind of realization approach, not with current medium-term and long-term trade at competitive price situation
Together, spot exchange concentration, which is bidded, should be avoided the irregular bounce of concluded price, provide a fair and just disclosure for main market players
Transaction platform, this method by improve bring mode together, using double wishes offer mechanism, and transaction conclusion of the business situation analyze in real time
The modes such as displaying meet spot exchange and concentrate the requirement bidded, facilitate the Maintenance Market equilibrium of supply and demand, improve electric system
Safety and stability is horizontal.
The above is only a preferred embodiment of the present invention, it is noted that for the ordinary skill people of the art
For member, various improvements and modifications may be made without departing from the principle of the present invention, these improvements and modifications are also answered
Depending on protection scope of the present invention.
Claims (3)
1. a kind of concentration trade at competitive price system of electricity market spot exchange characterized by comprising log-on message inputs mould
Block, authentication module, sale of electricity main information input module, power purchase main information input module, price differential computing module, pre- conclusion of the business
As a result module and security constraints input module are checked in logic calculation module, transaction；
The log-on message input module inputs log-on message when logging in for user and concentrate trade at competitive price system；
The authentication module is connected with the log-on message input module, for the log-on message input module is defeated
The user information that the log-on message and the authentication module entered is pre-stored compares and judges class of subscriber, if comparison
As a result consistent, then allow user to log in the concentration trade at competitive price system, meanwhile, it is arranged according to the class of subscriber to the collection
The access right of middle trade at competitive price system；If comparing result is inconsistent, user is not allowed to log in the concentration trade at competitive price
System；Wherein, the class of subscriber includes sale of electricity main body, power purchase main body and power dispatching station；
The sale of electricity main information input module, is connected with the authentication module, sells for sale of electricity main body input plan
Electricity and electricity price, it may be assumed that supplier plans electricity and supplier's quotation；
The power purchase main information input module, is connected with the authentication module, buys in for power purchase main body input plan
Electricity and electricity price, it may be assumed that demander plan electricity and demander quotation；
The price differential computing module, respectively with the sale of electricity main information input module and the power purchase main information input module
It is connected, for calculating the difference of demander's quotation and supplier's quotation；
The pre- conclusion of the business result logic calculation module, is connected with the price differential computing module, for calculating mould according to the price differential
The calculated result of block is calculated, and the pre- conclusion of the business result of each sale of electricity main body Yu each power purchase main body is formed；Wherein, described pre- at knot
Fruit includes pre- conclusion of the business electricity and pre- conclusion of the business electricity price；
The security constraints input module is connected with the pre- conclusion of the business result logic calculation module, is used for power scheduling machine
Structure inputs security constraints for the pre- conclusion of the business result；
Module is checked in the transaction, respectively with the authentication module, the pre- conclusion of the business result logic calculation module and described
Security constraints input module is connected, and is required according to electric network swim control to the pre- conclusion of the business result for power dispatching station
The pre- conclusion of the business result that logic calculation module is formed is checked；If all records are checked logical in the pre- conclusion of the business result
It crosses, then the pre- conclusion of the business result is as final conclusion of the business result；If existing in the pre- conclusion of the business result and checking unacceptable record,
The security constraints that the security constraints input module inputs then are back to the pre- conclusion of the business result logic calculation mould
Block, as the sale of electricity main body input plan sell electricity, then make again the pre- conclusion of the business result logic calculation module and
The transaction is checked module and is calculated, and so constantly recycles, and checks and passes through until records all in the pre- conclusion of the business result, by institute
Pre- conclusion of the business result is stated as final conclusion of the business result.
2. the concentration trade at competitive price system of electricity market spot exchange according to claim 1, which is characterized in that described to sell
Electricity, the first wish sale of electricity electricity price and the second wish sale of electricity electricity price are sold in electric main information input module, input plan；
Electricity, the first wish purchase electricity price and the second wish power purchase are bought in the power purchase main information input module, input plan
Electricity price；
The price differential computing module, including the first price differential computational submodule and the second price differential computational submodule；First price differential
Computational submodule, for calculating the first wish electricity price difference P1 of the first wish purchase electricity price and the first wish sale of electricity electricity price；Institute
The second price differential computational submodule is stated, for calculating the second wish electricity price of the second wish purchase electricity price and the second wish sale of electricity electricity price
Difference P2；
The pre- conclusion of the business result logic calculation module obtains the pre- at alternating current of sale of electricity main body and power purchase main body in the following manner
Amount:
Step 1, first determine whether that the first wish electricity price difference P1 whether less than 0, if it is less than 0, then can not strike a bargain；If it is greater than 0,
Execute step 2；
Step 2, judge whether the first wish electricity price difference P1 of each power purchase main body and each sale of electricity main body is all the same, if not phase
Together, then the priority according to the first wish electricity price difference P1 from big to small, successively strikes a bargain；If identical, 3 are thened follow the steps；
Step 3, when the first wish electricity price difference P1 of each power purchase main body and each sale of electricity main body is all the same, following three kinds of feelings are distinguished
Condition:
The first situation: it is all the same if it is the first wish electricity price difference P1 of a sale of electricity main body and multiple power purchase main bodys, when
Sale of electricity main body declare electricity greater than each power purchase main body declare the sum of electricity when, by power purchase main body declare electricity strike a bargain: as sale of electricity master
When body declares electricity and declares the sum of electricity less than each power purchase main body, electricity ratio is declared according to power purchase main body, distributes sale of electricity main body
Declare electricity；Wherein, it is the electricity that power purchase master plan is bought in that power purchase main body, which declares electricity,；Sale of electricity main body declares electricity
Sale of electricity master plan sells electricity；
Second situation: it is identical as the first wish electricity price difference P1 of multiple sale of electricity main bodys if it is a power purchase main body, work as purchase
Electric main body declare electricity greater than each sale of electricity main body declare the sum of electricity when, by sale of electricity main body declare electricity strike a bargain: when power purchase main body
When declaring electricity and declaring the sum of electricity less than each sale of electricity main body, electricity ratio is declared according to sale of electricity main body, distributes power purchase main body Shen
Report electricity；
The third situation: if multiple power purchase main bodys are identical as the first wish electricity price difference P1 of multiple sale of electricity main bodys, work as sale of electricity
Main body declare the sum of electricity greater than power purchase main body declare the sum of electricity when, declare electricity pro rate power purchase master according to sale of electricity main body
Body declares electricity；When sale of electricity main body, which declares the sum of electricity, declares the sum of electricity less than power purchase main body, declared according to power purchase main body
Electricity pro rate sale of electricity main body declares electricity；
Step 4, the electricity that do not strike a bargain of all power purchase main bodys and all sale of electricity main bodys is calculated, submodule is then calculated according to the second price differential
Block, the second wish electricity price difference P2 of the electricity that do not struck a bargain the power purchase main body greater than 0 and sale of electricity main body；
Step 5, first determine whether that the second wish electricity price difference P2 whether less than 0, if it is less than 0, then can not strike a bargain；If it is greater than 0,
Execute step 6；
Step 6, judge whether the second wish electricity price difference P2 of each power purchase main body and each sale of electricity main body is all the same, if not phase
Together, then the priority according to the second wish electricity price difference P2 from big to small, successively strikes a bargain；If identical, 7 are thened follow the steps；
Step 7, when the second wish electricity price difference P2 of each power purchase main body and each sale of electricity main body is all the same, following three kinds of feelings are distinguished
Condition:
The first situation: it is all the same if it is the second wish electricity price difference P2 of a sale of electricity main body and multiple power purchase main bodys, when
Sale of electricity main body declare electricity greater than each power purchase main body declare the sum of electricity when, by power purchase main body declare electricity strike a bargain: as sale of electricity master
When body declares electricity and declares the sum of electricity less than each power purchase main body, electricity ratio is declared according to power purchase main body, distributes sale of electricity main body
Declare electricity；Wherein, it is the electricity that power purchase master plan is bought in that power purchase main body, which declares electricity,；Sale of electricity main body declares electricity
Sale of electricity master plan sells electricity；
Second situation: it is identical as the second wish electricity price difference P2 of multiple sale of electricity main bodys if it is a power purchase main body, work as purchase
Electric main body declare electricity greater than each sale of electricity main body declare the sum of electricity when, by sale of electricity main body declare electricity strike a bargain: when power purchase main body
When declaring electricity and declaring the sum of electricity less than each sale of electricity main body, electricity ratio is declared according to sale of electricity main body, distributes power purchase main body Shen
Report electricity；
The third situation: if multiple power purchase main bodys are identical as the second wish electricity price difference P2 of multiple sale of electricity main bodys, work as sale of electricity
Main body declare the sum of electricity greater than power purchase main body declare the sum of electricity when, declare electricity pro rate power purchase master according to sale of electricity main body
Body declares electricity；When sale of electricity main body, which declares the sum of electricity, declares the sum of electricity less than power purchase main body, declared according to power purchase main body
Electricity pro rate sale of electricity main body declares electricity；
So far the pre- conclusion of the business electricity of sale of electricity main body Yu power purchase main body is obtained.
3. the concentration trade at competitive price system of electricity market spot exchange according to claim 2, which is characterized in that described pre-
Conclusion of the business result logic calculation module in the following manner calculates the pre- conclusion of the business electricity price of the pre- conclusion of the business electricity, obtains pre-
Conclusion of the business electricity price:
Step 1-1, the pre- conclusion of the business result logic calculation module first determine whether the demander's report for the power purchase main body to trade
Whether valence A is more than or equal to supplier's quotation B of sale of electricity main body；If demander offers, A is less than supplier quotation B, without striking a bargain in advance
Electricity price brings process together, and transaction directly terminates；If demander offers, A is more than or equal to supplier quotation B, thens follow the steps 1-2；
Step 1-2, introduces new variable Q, and variable Q is assigned a value of monthly transaction conclusion of the business average price for the first time；
Step 1-3, if demander offers, A is less than or equal to the value of variable Q, it may be assumed that A≤Q, then pre- conclusion of the business electricity price is demander's quotation A；
If supplier offers, B is more than or equal to the value of variable Q, it may be assumed that B >=Q, then pre- conclusion of the business electricity price is supplier's quotation B；
It offers between B and demander's quotation A if variable Q is located at supplier, it may be assumed that B < Q < A, then pre- conclusion of the business electricity price is the value of variable Q；
Step 1-4, power purchase main body and sale of electricity main body are traded by the pre- conclusion of the business electricity price that step 1-3 is determined, after transaction, with
The conclusion of the business electricity price of power purchase main body and sale of electricity main body recalculates variable Q as input, guarantees that Q value is always that transaction index is flat
Dynamic flat fare is slid, new Q value is thus obtained；It is counted in the subsequent pre- conclusion of the business electricity price to other power purchase main bodys and sale of electricity main body
When calculation, old Q value is replaced with new Q value and is calculated.
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| CN110956532A (en) * | 2019-11-29 | 2020-04-03 | 重庆慕士塔格能源管理有限公司 | Electric energy matching and trading method for power generation and utilization side marketization |
| CN111754299A (en) * | 2020-06-05 | 2020-10-09 | 华北电力大学 | Competitive bidding transaction system and method for multi-element main body flexible energy blocks in power market |
| CN112581210A (en) * | 2020-11-24 | 2021-03-30 | 国网上海市电力公司 | Distributed power supply transaction system |
| CN113095909A (en) * | 2021-04-23 | 2021-07-09 | 广东电网有限责任公司电力调度控制中心 | Electric power market listing transaction method and device |
| CN113095856A (en) * | 2021-04-23 | 2021-07-09 | 广东电网有限责任公司电力调度控制中心 | Electric power market trading method and platform |
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Application publication date: 20190611 |