CN111062809A - Electric power transaction server, market main body terminal and transaction curve generation method - Google Patents

Electric power transaction server, market main body terminal and transaction curve generation method Download PDF

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Publication number
CN111062809A
CN111062809A CN201911069398.3A CN201911069398A CN111062809A CN 111062809 A CN111062809 A CN 111062809A CN 201911069398 A CN201911069398 A CN 201911069398A CN 111062809 A CN111062809 A CN 111062809A
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transaction
market
product
curve
server
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Inventor
郭艳敏
李道强
叶飞
龚建荣
程海花
冯树海
庄晓丹
钱甜甜
邵平
杨争林
左娟
龙苏岩
郑亚先
薛必克
王高琴
黄春波
徐骏
陈爱林
吕建虎
史新红
张旭
冯凯
杨辰星
冯恒
王一凡
曹晓峻
黄文渊
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Zhejiang Electric Power Trade Center Co ltd
China Electric Power Research Institute Co Ltd CEPRI
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Zhejiang Electric Power Trade Center Co ltd
China Electric Power Research Institute Co Ltd CEPRI
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00Commerce
    • G06Q30/02Marketing; Price estimation or determination; Fundraising
    • G06Q30/0201Market modelling; Market analysis; Collecting market data
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00Commerce
    • G06Q30/02Marketing; Price estimation or determination; Fundraising
    • G06Q30/0283Price estimation or determination
    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06TIMAGE DATA PROCESSING OR GENERATION, IN GENERAL
    • G06T11/002D [Two Dimensional] image generation
    • G06T11/20Drawing from basic elements, e.g. lines or circles
    • G06T11/203Drawing of straight lines or curves

Abstract

A power transaction server, a market main body terminal and a transaction curve generation method comprise the following steps: the trading product setting module is used for forming trading products with various time widths according to a preset trading sequence and market parameters; and the trade clearing module is used for circularly clearing based on all trade products and quotations participated by each market main body terminal, giving an unconstrained transaction curve, performing secondary clearing calculation by combining reduction adjustment based on the unconstrained transaction curve to form an electric power trade curve, so that market members obtain the trade curve directly formed based on the trade clearing result, and the trade curve not only reflects the electric purchase and sale willingness of the market members, but also reflects the supply and demand relationship during clearing.

Description

Electric power transaction server, market main body terminal and transaction curve generation method
Technical Field
The invention relates to the technical field of electric power transaction settlement, in particular to an electric power transaction server, a market main body terminal and a transaction curve generation method.
Background
The electric power spot market is an important component of a complete electric power market system and plays an important role together with the medium-term and long-term market. In the traditional medium and long term transaction, the electricity quantity transaction is generally carried out according to the time scale of month and above, and the settlement is also carried out according to the month when the electricity charge is settled. After the spot market is operated, the transaction price of the spot is formed in half a minute or less. During settlement, the time dimensions of medium and long-term transaction and spot transaction must be aligned, and then the settlement of the electric charge of all electric quantities can be realized. Thus, in a spot market environment, the medium and long term results must be narrowed to a minimum settlement period, such as 30 minutes. The foreign medium and long term transaction basically adopts a bilateral negotiation mode, the buyer negotiates to determine the power price and the power curve, and the transaction result falls into the minimum settlement time period. The domestic medium and long term transaction has various forms, and besides a bilateral negotiation mode, transaction modes such as concentration, listing and the like also exist. In the existing medium and long term transaction system, transaction modes such as concentration, listing and the like adopt an electric quantity transaction mode, after the transaction is finished, a transaction result is split to a spot transaction time interval according to a preset principle, and then a settlement link is entered. Although the method forms a curve, the curve is forced to be split afterwards, and the power generation and utilization time characteristics of market members cannot be reflected.
Disclosure of Invention
The invention provides an electric power transaction server, a transaction curve generation method thereof and a market main body terminal, aiming at solving the problem that the forced split after the fact exists in the prior art and the self electricity generation and utilization time characteristics of market members cannot be reflected.
The technical scheme provided by the invention is as follows: a power transaction server, comprising:
the trading product setting module is used for forming trading products with various time widths according to a preset trading sequence and market parameters;
and the trading clearing module is used for circularly clearing based on all trading products and quotes participated by each market main body terminal, giving an unconstrained transaction curve, and performing secondary clearing calculation based on the unconstrained transaction curve in combination with reduction adjustment to form an electric power trading curve.
Preferably, the transaction product setting module includes:
market parameter sets up submodule piece: the system is used for setting market trading periods, declaration cycles and minimum settlement time of each period, and setting time points covered by each trading period according to the minimum settlement time, wherein the trading periods comprise: peaks, plateaus, valleys; the transaction period includes: year, month, day;
sequence definition submodule: the system comprises a data processing module, a data processing module and a data processing module, wherein the data processing module is used for generating a transaction sequence based on set transaction starting and ending time, price segment number, upper and lower price limits of each price segment number and declared starting and ending time;
the transaction product generation submodule: the system is used for generating a plurality of electric products according to different transaction sequence starting and ending times, transaction period information and transaction cycles.
Preferably, the transaction clearing module includes:
a data acquisition submodule: the system comprises a data acquisition module, a data analysis module and a data analysis module, wherein the data acquisition module is used for acquiring and analyzing data submitted by each market main body terminal and distinguishing the market main body terminal as a buyer or a seller;
a primary calculation submodule: the system is used for carrying out parallel calculation on a buyer and a seller based on all transaction products to obtain an unconstrained transaction curve;
the electric power transaction curve generation submodule comprises: and the system is used for decomposing the transaction electric quantity in each transaction product according to the check result of the network check server on the unconstrained transaction curve to obtain the electric power transaction curve.
Preferably, the primary computation submodule includes:
the price calculation unit is used for calculating the purchase party transaction electric quantity and price and the seller transaction electric quantity and price based on the set objective function, the first constraint condition and the second constraint condition;
the electric quantity segmentation unit is used for arranging the purchasing parties according to the descending order of prices and arranging the selling parties according to the ascending order of prices for the same transaction product, and in the same electric quantity section, if the prices of the purchasing parties are higher than or equal to the prices of the selling parties, the transaction is carried out; if the price of the purchasing party is lower than that of the selling party, the transaction is not carried out until at least one of the purchasing party and the selling party declares that the electric quantity is used up, or the intersection of the quotation curves of the purchasing party and the selling party is reached; and if one seller corresponds to a plurality of buyers in the intersection, dividing according to the electric quantity proportion.
Preferably, the objective function is as follows:
Figure BDA0002260470170000031
the first constraint is represented by the following formula:
Figure BDA0002260470170000032
the second constraint is represented by the following equation:
Figure BDA0002260470170000033
wherein:
Figure BDA0002260470170000034
the method comprises the steps of indicating the reporting quantity of a purchasing party, and reporting the electric quantity of the a-th offer section of an i transaction unit purchasing party in a P product;
Figure BDA0002260470170000035
the method comprises the steps that a buyer is quoted, and the declaration electricity price of the a-th quotation section of an i-transaction unit buyer in a P product is quoted;
Figure BDA0002260470170000036
the seller is appointed to report the quantity, and the declared electric quantity of the b th quoted section of the j transaction unit seller in the P product is reported;
Figure BDA0002260470170000037
the seller is appointed to quote, and the declaration electricity price of the b-th quoted section of the j transaction unit seller in the P product is quoted; n is a radical ofp,i,aThe percentage of the a-th quoted price section of the purchase party of the i transaction unit in the P product accounts for the discharged clear electricity quantity; n is a radical ofp,j,bThe b-th quoted price section of the transaction unit seller in the P product accounts for the percentage of the discharged clear electricity.
Preferably, the power transaction server further includes: checking the transceiver module;
the system comprises a network checking server, a data processing server and a data processing server, wherein the data processing server is used for sending an unconstrained intersection curve to the network checking server and acquiring a checking result returned by the network checking server;
wherein, the checking result comprises: checking whether the adjustment information passes and the adjustment information; the checking adjustment and reduction information comprises a market main body and a corresponding adjustment and reduction value.
Preferably, the power transaction curve generation sub-module includes:
and the adjustment and reduction power calculation unit is used for, when the checking result is adjustment and reduction information: calculating a transaction result according to the adjusted and reduced electric quantity and the one-time transaction electric quantity to obtain the adjusted and reduced declared electric quantity; for the market member to be reduced, if the market member is a seller, the market member is reduced from the high-price transaction electric quantity, and if the market member is a buyer, the market member is reduced from the low-price transaction electric quantity until the reduction is completed;
the product assembly balance calculation unit is used for deducting the total value of the adjusted and decreased electric quantity within the corresponding time according to the unconstrained clearing total quantity of the product;
the secondary calculation unit is used for replacing original quotation data with the reduced data according to the target function, the first constraint condition and the second constraint condition, increasing the product assembly transaction limit as a third constraint, recalculating and generating new transaction electric quantity and electricity price;
and the alternating curve decomposition unit is used for decomposing the alternating electricity quantity in the trading product according to a straight line, forming an electric power curve and then connecting the electric power curve according to the time sequence of the product to form the alternating power curve of all market main bodies.
Preferably, the product assembly trade limit constraint is as follows:
Figure BDA0002260470170000041
wherein the content of the first and second substances,
Figure BDA0002260470170000042
for the unconstrained transaction capacity of the product P,
Figure BDA0002260470170000043
the power of the unit j in the product P is adjusted and reduced, wherein the sum of the conditional power of all the units, Q, is takenpThe sum of the product P is limited.
Preferably, the power transaction server further includes:
the trading product issuing module is used for issuing primary calculation transaction information and secondary calculation transaction information to the market terminal, and simultaneously issuing network constraint reasons and reduced market subject transaction information;
a transaction information release module: the settlement server is used for sending transaction information to the settlement server, wherein the transaction information comprises a market main body, a transaction name, a settlement time interval, transaction electric quantity and transaction electric price.
Based on the same inventive concept, the invention also provides a transaction curve generation method based on the electric power transaction server, which comprises the following steps:
forming trading products with various time widths according to a preset trading sequence and market parameters, and issuing the trading products;
circularly clearing based on all transaction products and quotes participated by each market main body terminal, and giving an unconstrained trading curve;
and performing secondary clearing calculation based on the unconstrained transaction curve in combination with reduction adjustment to obtain an electric power transaction curve.
Preferably, the performing a secondary clearing calculation based on the unconstrained transaction curve in combination with a reduction adjustment to obtain an electric power transaction curve includes:
sending the unconstrained transaction curve to an electric power transaction server, and acquiring a check result returned by the electric power transaction server;
when the checking result is the adjustment and reduction information: determining the declared electric quantity after adjustment and reduction according to the adjustment and reduction electric quantity and the transaction electric quantity obtained by primary calculation;
performing secondary calculation according to a set objective function, a first constraint condition, a second constraint condition and a product assembly transaction limit constraint condition to obtain transaction electric quantity in a transaction product;
decomposing the internal alternating current of the trading product according to a straight line, forming a power curve, and connecting the power curve according to the time sequence of the product to form alternating current power curves of all market bodies;
wherein the product portfolio quota constraint is determined by the amount of declared power after the adjustment.
Based on the same inventive concept, the invention also provides a market main body terminal, comprising: a seller market main terminal and a buyer market main terminal; seller market main part terminal and buyer market main part terminal all include:
a layout module: the system comprises a power transaction server, a data processing unit and a data processing unit, wherein the power transaction server is used for providing transaction product information;
a reporting module: the system is used for reporting the volume price according to the information of the distributed transaction products;
a data receiving and transmitting module: the system is used for receiving information sent by the electric power transaction server and feeding back volume price declaration information fed back aiming at each transaction product information to the electric power transaction server.
Preferably, the method further comprises the following steps:
and the transaction template setting module is used for presetting data through a quotation template, and storing the data of the power-electricity price for the declaration module to call.
Preferably, the declaration module includes:
and (3) reporting the submodule in batch: for concurrent declaration of transaction product information for multiple dates;
a transaction template based declaration submodule: the system is used for selecting a set transaction template for declaration according to a declaration date;
volume and price declaration submodule: for reporting each transaction period of each transaction product information.
Preferably, the market subject terminal is: a PC, a tablet, or a cell phone.
Compared with the prior art, the invention has the beneficial effects that: a power transaction server, comprising: the trading product setting module is used for forming trading products with various time widths according to a preset trading sequence and market parameters; and the trade clearing module is used for circularly clearing based on all trade products and quotations participated by each market main body terminal, giving an unconstrained transaction curve, performing secondary clearing calculation by combining reduction adjustment based on the unconstrained transaction curve to form an electric power trade curve, so that market members obtain the trade curve directly formed based on the trade clearing result, and the trade curve not only reflects the electric purchase and sale willingness of the market members, but also reflects the supply and demand relationship during clearing.
Drawings
FIG. 1 is a schematic diagram of a power transaction server according to the present invention;
FIG. 2 is a transaction curve generation method based on a power transaction server according to the present invention;
FIG. 3 illustrates the transaction steps of the present invention;
FIG. 4 is a flow chart of the generation of a trading curve based on the power trading server and the market terminal according to the present invention;
fig. 5 is a curve module generated by the power transaction server according to the present invention.
Detailed Description
For a better understanding of the present invention, reference is made to the following description taken in conjunction with the accompanying drawings and examples.
Example 1
As shown in fig. 1, the present invention provides a power transaction server, including:
the trading product setting module is used for forming trading products with various time widths according to a preset trading sequence and market parameters;
and the trading clearing module is used for circularly clearing based on all trading products and quotes participated by the market main body terminals, giving an unconstrained transaction curve, and performing secondary clearing calculation based on the unconstrained transaction curve in combination with reduction adjustment to form an electric power trading curve.
And the electric power transaction server and the market main body terminal carry out data interaction through the Internet.
The transaction product setting module includes:
market parameter sets up submodule piece: the system is used for setting market trading periods, declaration cycles and minimum settlement time of each period, and setting time points covered by each trading period according to the minimum settlement time, wherein the trading periods comprise: market peaks, plateaus, valleys; the reporting period comprises: one or more of year, month, day or minimum settlement time;
sequence definition submodule: the system comprises a data processing module, a data processing module and a data processing module, wherein the data processing module is used for generating a transaction sequence based on set transaction starting and ending time, price segment number, upper and lower price limits of each price segment number and declared starting and ending time;
the transaction product generation submodule: the system is used for generating a plurality of electric products according to different transaction sequence starting and ending times and information of each transaction time period.
A transaction clearing module comprising:
a data acquisition submodule: the system comprises a data acquisition module, a data analysis module and a data analysis module, wherein the data acquisition module is used for acquiring and analyzing data submitted by each market main body terminal and distinguishing the market main body terminals as buyers or sellers;
a primary calculation submodule: the system is used for carrying out parallel calculation on a buyer and a seller based on all transaction products to obtain an unconstrained transaction curve;
the electric power transaction curve generation submodule comprises: and the system is used for decomposing the transaction electric quantity in each transaction product according to the check result of the network check server on the unconstrained transaction curve to obtain the electric power transaction curve.
The primary computation submodule comprises:
the price calculation unit is used for calculating the declared electric quantity and price of the purchasing party and the declared electric quantity and price of the selling party based on the set objective function, the first constraint condition and the second constraint condition;
the electric quantity segmentation unit is used for arranging the purchasing parties according to the descending order of prices and arranging the selling parties according to the ascending order of prices for the same transaction product, and if the prices of the purchasing parties are higher than or equal to the prices of the selling parties, the transaction is carried out; if the price of the buyer is lower than that of the seller, the transaction is not made;
until at least one of the buyer and the seller declares the electricity is used up, or the cross point of the quotation curves of the buyer and the seller is reached; and if one seller corresponds to a plurality of buyers in the intersection, dividing according to the electric quantity proportion.
The objective function is shown as follows:
Figure BDA0002260470170000081
the first constraint is represented by the following equation:
Figure BDA0002260470170000082
the second constraint is shown by the following equation:
Figure BDA0002260470170000083
wherein:
Figure BDA0002260470170000084
the method comprises the steps of indicating the reporting quantity of a purchasing party, and reporting the electric quantity of the a-th offer section of an i transaction unit purchasing party in a P product;
Figure BDA0002260470170000085
the method comprises the steps that a buyer is quoted, and the declaration electricity price of the a-th quotation section of an i-transaction unit buyer in a P product is quoted;
Figure BDA0002260470170000086
the seller is appointed to report the quantity, and the declared electric quantity of the b th quoted section of the j transaction unit seller in the P product is reported;
Figure BDA0002260470170000087
the seller is appointed to quote, and the declaration electricity price of the b-th quoted section of the j transaction unit seller in the P product is quoted; n is a radical ofp,i,aThe percentage of the a-th quoted price section of the purchase party of the i transaction unit in the P product accounts for the discharged clear electricity quantity; n is a radical ofp,j,bThe b-th quoted price section of the transaction unit seller in the P product accounts for the percentage of the discharged clear electricity.
The electric power transaction server further includes: checking the transceiver module;
the system comprises a power transaction server, a data processing unit and a verification unit, wherein the power transaction server is used for sending an unconstrained transaction curve to the power transaction server and acquiring a verification result returned by the power transaction server;
wherein, the check result includes: checking pass and subtract information; the checking adjustment and reduction information comprises a market main body and a corresponding adjustment and reduction value.
The electric power transaction curve generation submodule comprises:
and the adjustment and reduction power calculation unit is used for, when the checking result is adjustment and reduction information: obtaining the declared electric quantity after adjustment and reduction according to the adjustment and reduction electric quantity and the primary calculation;
the product assembly balance calculation unit is used for deducting the total value of the adjusted and decreased electric quantity within the corresponding time according to the unconstrained clearing total quantity of the product;
the secondary calculation unit is used for replacing original quotation data with the reduced data according to the target function, the first constraint condition and the second constraint condition, increasing the product assembly transaction limit as a third constraint, recalculating and generating new transaction electric quantity and electricity price;
the transaction curve decomposition unit is used for decomposing the transaction electric quantity in the transaction product according to a straight line, forming an electric power curve and then connecting the electric power curve according to the time sequence of the product to form a transaction electric power curve of the market main body;
wherein, the product assembly quota constraint is determined by the declared electric quantity after adjustment and reduction.
The product assembly quota constraint is as follows:
Figure BDA0002260470170000091
wherein the content of the first and second substances,
Figure BDA0002260470170000092
for the unconstrained transaction power of the unit j in the product P in the quotation section b,
Figure BDA0002260470170000093
and adjusting and reducing the electric quantity for the unit j in the product P.
The electric power transaction server further includes:
the trading product issuing module is used for issuing primary calculation transaction information and secondary calculation transaction information to the market terminal, and simultaneously issuing network constraint reasons and reduced market subject transaction information;
a transaction information release module: the settlement server is used for sending transaction information to the settlement server, wherein the transaction information comprises a market main body, a transaction name, a settlement time interval, transaction electric quantity and transaction electric price.
In the case of the example 2, the following examples are given,
the invention provides a transaction curve generating method based on an electric power transaction server, wherein the electric power transaction server generates a transaction product and issues a transaction notice; the market main body terminal submits a quotation request by combining and declaring own electric power and price according to the product; the electric power trading server receives quoted prices to analyze, calculates a trading curve aiming at the products in parallel, executes network check, and generates a volume price trading curve if the check exceeds the limit to carry out secondary trading calculation; the electric power trading server issues a trading result to the market terminal; the electric power transaction server sends transaction information to the settlement server to settle the electric charge.
As shown in fig. 2, the method for generating the transaction curve by the power transaction server includes:
s1: forming trading products with various time widths according to a preset trading sequence and market parameters, and issuing the trading products;
s2: circularly clearing based on all transaction products and quotes participated by each market main body terminal, and giving an unconstrained trading curve;
s3: and performing secondary clearing calculation based on the unconstrained transaction curve in combination with reduction adjustment to obtain an electric power transaction curve.
As shown in particular in figure 3 of the drawings,
s1: the method comprises the following steps of forming trading products with various time widths according to a preset trading sequence and market parameters, and issuing, and specifically comprises the following steps:
(1) step 1: the electricity transaction server generates transaction products and issues transaction notices.
1) And setting market parameters. And setting the peak-valley information of the market and the minimum settlement time covered by the peak-valley period. For example, the peak is 8:00-11:00&13:00-17: 00. If the market minimum settlement time is 30 minutes, there are 48 points for a day, and 14 points for peak coverage time points 17-22 and 27-34.
2) And generating a sequence. And generating a transaction sequence, and setting the starting time and the ending time of the transaction, the number of price segments, the upper limit and the lower limit of the price, the starting time and the ending time of the declaration and the like.
3) An electrical product is generated. "minimum power unit (MW)", "declaration period", "whether quoted based on peak-to-valley" are set. The server automatically generates the power product according to the sequence start and end times, peak-to-valley definitions, and the like. The "declaration period" may include "year", "month", "day", "30 minutes" (market minimum settlement time), and the like. The setting of the period is adjusted, and electric products with different time widths can be formed.
4) And issuing a transaction notice. And generating a transaction notice according to the definition information, and issuing the transaction notice to all market main body terminals.
(2) And the electric power transaction server and the market main body terminal carry out data interaction through the Internet. The market subject terminal may be a personal PC, a tablet computer, or a mobile phone. And the market main body terminal submits a quotation request. Based on the power product, market members submit power and electricity price data.
1) And (6) automatic layout. And automatically laying out according to the period and the number of the products, and displaying detailed information of the products, including product coverage time, minimum power unit and minimum electric quantity unit generated by conversion. For example, if the period is "days" and the peaks and troughs are considered, the interface will display the calendar monthly with the peaks, troughs, and troughs displayed horizontally. The date is selected, and the peak is selected, so that a declaration form of a product can be positioned.
2) And (6) reporting the measurement price. The declaration form includes the purchasing role and 6 power-electricity price pairs. Selecting selling, and requiring the input price to gradually increase; and selecting purchase, and gradually decreasing the input price. The price entered is limited by a "price ceiling". After the input is finished, the module automatically displays the statistic value 'total electric power' and the calculated value 'total electric quantity'. And after the data is stored, submitting a request, and transmitting the data to the transaction server by the terminal.
3) And reporting in batches. And selecting a plurality of dates, supporting selection of continuous dates and discontinuous dates, filling declaration forms for peaks, levels and troughs of the dates, storing and submitting the dates, and sending the data to the server in batches. Such as filling in peak, flat, valley power-electricity price pairs, applied for 1-5 days, and sent in bulk.
4) And reporting state color identification. By expressing unreported, reported and selected date through colors, the method is convenient for market bodies to report and avoids data loss.
5) And (6) reporting a template. The data can be preset through a quotation template, and the power-electricity price pair data can be stored in advance. And then selecting a date in a declaration module, selecting a peak-valley template, and applying to realize quick quotation. A set of template data can be repeatedly applied.
S2 in the electric power transaction server: circularly clearing based on all transaction products and quotes participated by each market main body terminal, and giving an unconstrained trading curve, which specifically comprises the following steps:
(3) and the electric power transaction server receives and analyzes the quoted price and performs one-time transaction calculation. And acquiring and analyzing submitted data of a buyer and a seller according to all the electric power products, and performing parallel computation to generate transaction data. The results of the transaction of the same subject are connected according to the time sequence of the products to form a complete electric power transaction curve within the transaction time.
The method comprises the following steps:
1) and (4) once calculation. Parallel calculations are performed for all products. In the same electric product, the purchasing parties are arranged according to the descending order of prices, the selling parties are arranged according to the ascending order of prices, and if the price of the purchasing party is higher than or equal to the price of the selling party, the transaction is carried out. If the price of the buyer is lower than that of the seller, the transaction is not made. Until one party declares the electricity is used up, or the intersection of the quotation curves of the purchasing and selling parties is reached. And if one seller corresponds to a plurality of buyers in the intersection, dividing the intersection according to the electric quantity proportion. And (4) according to the time sequence of the products, giving up the deal of the main body. The following were used:
the objective function is that the social residual value is maximum, namely that the power reported by the buyer is multiplied by the power price, and the power reported by the seller is multiplied by the power price:
Figure BDA0002260470170000111
constraint 1, the total quantity of electricity sold out by the seller is the total quantity of electricity purchased out by the buyer.
Figure BDA0002260470170000112
Constraint 2: the minimum price of the buyer is more than or equal to the maximum price of the seller.
Figure BDA0002260470170000121
Wherein:
Figure BDA0002260470170000122
the method comprises the steps of indicating the reporting quantity of a purchasing party, and reporting the electric quantity of the a-th offer section of an i transaction unit purchasing party in a P product;
Figure BDA0002260470170000123
the method comprises the steps that a buyer is quoted, and the declaration electricity price of the a-th quotation section of an i-transaction unit buyer in a P product is quoted;
Figure BDA0002260470170000124
the seller is appointed to report the quantity, and the declared electric quantity of the b th quoted section of the j transaction unit seller in the P product is reported;
Figure BDA0002260470170000125
the seller is appointed to quote, and the declaration electricity price of the b-th quoted section of the j transaction unit seller in the P product is quoted; n is a radical ofp,i,aThe value is 0-1, which means the percentage of the a-th price quotation section of the i transaction unit in the P product in the discharged clear electricity quantity; n is a radical ofp,j,bThe value of 0-1 refers to the percentage of the b th quoted section of the j trading units in the P product in the discharged clear electricity quantity.
2) And (5) generating a hybridization curve. After the deal, the power curve is generated aiming at the period that the deal power of the same product is evenly distributed to all the product coverage according to market members. Different products are connected according to time sequence to form a complete pre-intersection power curve of the market body.
S3 of the electric power transaction server: based on the unconstrained transaction curve and combined with reduction adjustment, secondary clearing calculation is carried out to obtain an electric power transaction curve, which specifically comprises the following steps:
(4) and the network checking server receives and analyzes the one-time transaction result, performs checking calculation and returns the adjustment and reduction information. If the power sold by the market main body in a certain period of time needs to be reduced due to network reasons, the network out-of-limit check is carried out on the amount of the transaction of the other party in a synchronous reduction mode, and the reduction information is returned. And if the scheduling check is passed, returning the 'check passing' information.
(5) And the electric power transaction server receives the checking result information to carry out secondary calculation. And if the checking result is not 'checking pass', triggering secondary calculation. And satisfying the constraint of reducing the electric power and carrying out the transaction calculation again. And ensures that no new network violations are formed, i.e., there are constrained deal results. The secondary calculation gives a new price of the electricity for making the business. The method comprises the following steps:
1) and (4) adjusting and reducing power calculation. Firstly, calculating the declaration limit of the market member in the corresponding product after adjustment and reduction, and using the declaration limit to replace electric quantity data in quotation; for example, the market member needs to adjust and reduce the amount of electricity in the product P
Figure BDA0002260470170000126
(check service output). For the market members to be adjusted and reduced, because a plurality of quotation sections exist, during calculation, the market members are judged to be the buyers and to be adjusted and reduced from the quotation section with low price, and if the market members are the sellers, the market members are adjusted and reduced from the quotation section with high price until the adjustment and reduction are completed. And replacing the original quotation data with the reduced data. The adjusted electric quantity is as follows:
Figure BDA0002260470170000127
Figure BDA0002260470170000131
means the unconstrained transaction electric quantity of the unit j in the product P in the quotation section b,
Figure BDA0002260470170000132
the power of the unit j in the product P is adjusted and reduced. Mp,j,bThe proportion of the reduced power allocation in the quote section is specified.
Figure BDA0002260470170000133
And the declared electric quantity of the unit j in the product P after the quotation section b is subjected to adjustment and reduction processing is used for secondary calculation.
2) And (5) calculating the product assembly quota. The turnover limit is equal to the unconstrained total power of the product-the sum of the adjusted power of all market members. There is no such limitation in one out calculation.
Figure BDA0002260470170000134
3) And secondary calculation of the replacement constraint conditions. And adding the 2 constraints, and performing second calculation according to a primary calculation method to generate new transaction electric quantity and transaction electric price.
4) A power curve is generated. After secondary calculation, the alternating current in the product is decomposed according to a straight line to form a power curve. And then connecting according to the time sequence of the products to form a complete transaction power curve of all market subjects, namely a final transaction power curve. When the curve is generated, the reduced trading curve of the market member is automatically generated based on the reduced constraint.
(6) The electric power trading server issues a trading result to the market terminal
And issuing primary calculation transaction information and secondary calculation transaction information to the market terminal, and simultaneously issuing network constraint reasons and reduced market subject transaction information.
(7) The electric power transaction server sends transaction information to the settlement server
The electric power transaction server sends transaction information including a market main body, a transaction name, a settlement time period, transaction electric quantity and transaction electric price to the settlement server. And the settlement server acquires and analyzes the medium and long-term transaction information, and acquires the spot transaction information sent by the spot server to settle the electric charge. The medium and long term trading part settles according to the medium and long term trading price, the spot trading electric quantity deducts the medium and long term trading electric quantity, and the rest part settles according to the spot price.
Ft=QltPlt+(Qjt-Qlt)Pst
FtIs the electric energy charge, Ql, of the t-settlement periodtIs the amount of transaction power, Pl, of the medium and long term transaction in the time period ttIs the price of the transaction in the time t for the medium and long term transaction, and the two items are generated by the method described in the patent. QjtIs the measured electric quantity of the market subject in the time period t. PstIs the spot shipment price for time period t.
The invention relates to a method for realizing medium and long term electric power trading supporting curve bargaining, which can provide electric power trading products with different time granularities for a market terminal through the arrangement of trading products, and the market terminal submits a quotation request according to the products. The request information is greatly increased after the transaction sub-product is declared, and the market terminal provides various means for fast declaration. The method also provides secondary intersection calculation after the electric power network checks out the out-of-limit, and ensures that a new out-of-limit is not generated while the out-of-limit is processed.
The patent provides a flexible quotation mode for the market terminal, and supports the market terminal to flexibly declare and combine the electric power and the electricity price request of the transaction according to the power generation and power consumption requirements of the market terminal. Therefore, the medium-long term transaction result can truly reflect the supply and demand conditions of time and space of electric power, and accordingly, market pricing is generated, and the medium-long term transaction result with a curve is formed. The transaction result can be directly accessed to a settlement server to perform medium-long term and spot goods linked settlement. The result can also support market members to develop spot market quotation decisions and carry out profit prejudgment.
Compared with the existing method of firstly starting to expand electric quantity transaction and then splitting the curve according to the established principle, the method generates the transaction curve in the transaction calculation, can better reflect the willingness of the market terminal, and is convenient for market members to formulate quotation requests according to the demands of the market members.
Example 3 the present inventors, as shown in figure 4,
(1) the electricity transaction server generates transaction products and issues transaction notices.
1) And (5) setting market parameters. The definition of peak, flat and valley of the market is set, and the present embodiment assumes that the market has three periods of peak, flat and valley. The valley is 0:00-8:00&22:00-24:00, the average is 11:00-13:00&17: 00-22: 00 'peak is 8:00-11:00&13:00-17: 00'.
2) And generating a sequence. Creating '3 month and 3 month centralized transaction in 2019', transaction start time '3 month and 1 day in 2019', and transaction end time '3 month and 31 day in 2019'; the price segment is '6'; the declaration start and end times are "8: 00 for 2/16/2019" to "15: 00 for 2/16/2019", respectively.
3) And generating an electric power product, wherein the cycle type is 'day', 'minimum power unit (MW)' filling '0.1', and 'yes' is selected for peak and valley splitting or not. The server automatically takes the start time and end time of the transaction and automatically generates 93 standard products as follows.
Figure BDA0002260470170000141
Figure BDA0002260470170000151
4) And issuing a transaction notice. The electric power trading server generates a trading announcement and issues the trading announcement to all market main body terminals.
(2) And the market main body terminal submits a quotation request.
1) The market terminal automatically arranges according to the period of the product and provides a calendar of 3 months. And simultaneously, the peak, the flat and the valley are transversely displayed. The date is selected, and the peak is selected, so that a declaration form of a product can be positioned.
2) The market terminal submits a request for quote. And in the time of starting and ending the quotation, the market member logs in the terminal, selects a certain day or a certain number of days on the calendar and declares the corresponding transaction product. For example, 3 months, 4 days to 8 days, filling out the quote data of the peak product, the flat product and the valley product of the day, and filling out the trade role, "buyer" or "seller" for each product. After filling, the system automatically calculates the total electric quantity. "declared" is orange, "selected" is green, "not declared" is gray. And a template can be selected for application, so that batch declaration is realized.
(3) And the electric power transaction server receives and analyzes the quoted price and performs one-time transaction calculation.
1) And after closing the quotation window, carrying out one-time transaction calculation, and giving out the total transaction electric quantity and the discharge price in all time periods. Meanwhile, the total volume of the transaction in different time periods, the marginal price of the buyer, the marginal price of the seller, the clearing curve and the like are provided. See fig. 4 and 5.
2) After calculation, the transaction amount of the same product is evenly distributed to all the time periods covered by the product, and a power curve is generated. Different products are connected according to time sequence to form a complete pre-intersection power curve of the market body.
(4) The network checking server receives the checking result and carries out network out-of-limit checking
And the network checking server receives and analyzes the one-time transaction result, performs checking calculation and returns the adjustment and reduction information. If the power sold by the market main body in a certain period of time needs to be reduced due to network reasons, the network out-of-limit check is carried out on the amount of the transaction of the other party in a synchronous reduction mode, and the reduction information is returned. And if the scheduling check is passed, returning the 'check passing' information.
(5) And the electric power transaction server receives the checking result information to carry out secondary calculation. And if the checking result is not 'checking pass', triggering secondary calculation.
If the winning bid power of a certain unit needs to be reduced due to network constraint, calculating the declaration limit of a product corresponding to the unit and the total transaction amount limit of the product, and executing secondary transaction calculation to form a constrained transaction result.
(6) And the electric power trading server issues a trading result to the market terminal. And issuing unconstrained transaction information and constrained transaction information to the market subject, issuing network constraint reasons at the same time, and reducing declaration information provided by adjustment.
(7) The electric power transaction server sends transaction information to the settlement server
The electric power transaction server sends transaction information including a market main body, a transaction name, a settlement time period, transaction electric quantity and transaction electric price to the settlement server. And the settlement server acquires and analyzes the medium and long-term transaction information, and acquires the spot transaction information sent by the spot server to settle the electric charge. The medium and long term trading part settles according to the medium and long term trading price, the spot trading electric quantity deducts the medium and long term trading electric quantity, and the rest part settles according to the spot price.
Example 4
A market subject terminal, which can be a personal computer, a tablet computer or a mobile phone, performs data interaction with a power transaction server through the Internet, and comprises: a seller market main terminal and a buyer market main terminal; seller market main part terminal and buyer market main part terminal all include:
a layout module: the system comprises a power transaction server, a data processing unit and a data processing unit, wherein the power transaction server is used for providing transaction product information;
a reporting module: the system is used for reporting the volume price according to the information of the distributed transaction products;
a data receiving and transmitting module: the system is used for receiving the information sent by the electric power trading server and feeding back the price declaration information fed back aiming at the information of each trading product to the electric power trading server.
And the transaction template setting module is used for presetting data through the quotation template, storing the data of the power-electricity price pair for the declaration module to call.
Wherein, declare the module and include:
and (3) reporting the submodule in batch: for concurrent declaration of transaction product information for multiple dates;
a transaction template based declaration submodule: the system is used for selecting a set transaction template for declaration according to a declaration date;
volume and price declaration submodule: for reporting each transaction period of each transaction product information.
It is to be understood that the embodiments described are only a few embodiments of the present invention, and not all embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
As will be appreciated by one skilled in the art, embodiments of the present application may be provided as a method, system, or computer program product. Accordingly, the present application may take the form of an entirely hardware embodiment, an entirely software embodiment or an embodiment combining software and hardware aspects. Furthermore, the present application may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, and the like) having computer-usable program code embodied therein.
The present application is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (systems), and computer program products according to embodiments of the application. It will be understood that each flow and/or block of the flow diagrams and/or block diagrams, and combinations of flows and/or blocks in the flow diagrams and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to a processor of a general purpose computer, special purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be stored in a computer-readable memory that can direct a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory produce an article of manufacture including instruction means which implement the function specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be loaded onto a computer or other programmable data processing apparatus to cause a series of operational steps to be performed on the computer or other programmable apparatus to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide steps for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
The present invention is not limited to the above embodiments, and any modifications, equivalent replacements, improvements, etc. made within the spirit and principle of the present invention are included in the scope of the claims of the present invention which are filed as the application.

Claims (15)

1. An electric power transaction server, comprising:
the trading product setting module is used for forming trading products with various time widths according to a preset trading sequence and market parameters;
and the trading clearing module is used for circularly clearing based on all trading products and quotes participated by each market main body terminal, giving an unconstrained transaction curve, and performing secondary clearing calculation based on the unconstrained transaction curve in combination with reduction adjustment to form an electric power trading curve.
2. The power transaction server of claim 1, wherein the transaction product setup module comprises:
market parameter sets up submodule piece: the system is used for setting market trading periods, periods and minimum settlement time and setting time points covered by the trading periods according to the minimum settlement time, wherein the trading periods comprise: peaks, plateaus, valleys; the transaction period includes: year, month, day;
sequence definition submodule: the system comprises a data processing module, a data processing module and a data processing module, wherein the data processing module is used for generating a transaction sequence based on set transaction starting and ending time, price segment number, upper and lower price limits of each price segment number and declared starting and ending time;
the transaction product generation submodule: the system is used for generating a plurality of electric products according to different transaction sequence starting and ending times, transaction period information and transaction cycles.
3. The power transaction server of claim 1, wherein the transaction clearance module comprises:
a data acquisition submodule: the system comprises a data acquisition module, a data analysis module and a data analysis module, wherein the data acquisition module is used for acquiring and analyzing data submitted by various market main body terminals and distinguishing the market main body terminals as buyers or sellers;
a primary calculation submodule: the system is used for carrying out parallel calculation on a buyer and a seller based on all transaction products to obtain an unconstrained transaction curve;
the electric power transaction curve generation submodule comprises: and the system is used for decomposing the transaction electric quantity in each transaction product according to the check result of the network check server on the unconstrained transaction curve to obtain the electric power transaction curve.
4. The power transaction server of claim 3, wherein the primary computation submodule comprises: the price calculation unit is used for calculating the purchase party transaction electric quantity and price and the seller transaction electric quantity and price based on the set objective function, the first constraint condition and the second constraint condition;
the electric quantity segmentation unit is used for arranging the purchasing parties according to the descending order of prices and arranging the selling parties according to the ascending order of prices for the same transaction product, and in the same electric quantity section, if the prices of the purchasing parties are higher than or equal to the prices of the selling parties, the transaction is carried out; if the price of the purchasing party is lower than that of the selling party, the transaction is not finished until at least one of the purchasing party and the selling party declares that the electric quantity is used up or the intersection of the quotation curves of the purchasing party and the selling party is reached; and if one seller corresponds to a plurality of buyers in the intersection, dividing according to the electric quantity proportion.
5. The power transaction server of claim 4, wherein the:
the objective function is shown as follows:
Figure FDA0002260470160000021
the first constraint is represented by the following formula:
Figure FDA0002260470160000022
the second constraint is represented by the following equation:
Figure FDA0002260470160000023
wherein:
Figure FDA0002260470160000024
the method comprises the steps of indicating the reporting quantity of a purchasing party, and reporting the electric quantity of the a-th offer section of an i transaction unit purchasing party in a P product;
Figure FDA0002260470160000025
the method comprises the steps that a buyer is quoted, and the declaration electricity price of the a-th quotation section of an i-transaction unit buyer in a P product is quoted;
Figure FDA0002260470160000026
seller's reportThe declared electric quantity of the b-th quotation section of the j transaction unit seller in the P product;
Figure FDA0002260470160000027
the seller is appointed to quote, and the declaration electricity price of the b-th quoted section of the j transaction unit seller in the P product is quoted; n is a radical ofp,i,aThe percentage of the a-th quoted price section of the purchase party of the i transaction unit in the P product accounts for the discharged clear electricity quantity; n is a radical ofp,j,bThe b-th quoted price section of the transaction unit seller in the P product accounts for the percentage of the discharged clear electricity.
6. The power transaction server of claim 4, further comprising: checking the transceiver module;
the system comprises a network checking server, a data processing server and a data processing server, wherein the data processing server is used for sending an unconstrained intersection curve to the network checking server and acquiring a checking result returned by the network checking server;
wherein, the checking result comprises: checking whether the adjustment information passes and the adjustment information;
the checking adjustment and reduction information comprises a market main body and a corresponding adjustment and reduction value.
7. The power transaction server of claim 6, wherein the power transaction curve generation submodule comprises:
and the adjustment and reduction power calculation unit is used for, when the checking result is adjustment and reduction information: calculating a transaction result according to the adjusted and reduced electric quantity and the one-time transaction electric quantity to obtain the adjusted and reduced declared electric quantity; for the market member to be reduced, if the market member is a seller, the market member is reduced from the high-price transaction electric quantity, and if the market member is a buyer, the market member is reduced from the low-price transaction electric quantity until the reduction is completed;
the product assembly balance calculation unit is used for deducting the total value of the adjusted and decreased electric quantity within the corresponding time according to the unconstrained clearing total quantity of the product;
the secondary calculation unit is used for replacing original quotation data with the reduced data according to the target function, the first constraint condition and the second constraint condition, increasing the product assembly transaction limit as a third constraint, recalculating and generating new transaction electric quantity and electricity price;
and the transaction curve decomposition unit is used for decomposing the transaction electric quantity in the transaction product according to a straight line, forming an electric power curve and then connecting the electric power curve according to the time sequence of the product to form a transaction electric power curve of the market main body.
8. The power transaction server of claim 7, wherein the product assembly transaction limit constraint is as follows:
Figure FDA0002260470160000031
wherein the content of the first and second substances,
Figure FDA0002260470160000032
for the unconstrained transaction capacity of the product P,
Figure FDA0002260470160000033
the power of the unit j in the product P is adjusted and reduced, wherein the sum of the conditional power of all the units, Q, is takenpThe sum of the product P is limited.
9. The power transaction server of claim 1, further comprising:
the trading product issuing module is used for issuing primary calculation transaction information and secondary calculation transaction information to the market terminal, and simultaneously issuing network constraint reasons and reduced market subject transaction information;
a transaction information release module: the settlement server is used for sending transaction information to the settlement server, wherein the transaction information comprises a market main body, a transaction name, a settlement time interval, transaction electric quantity and transaction electric price.
10. A transaction curve generation method based on a power transaction server is characterized by comprising the following steps:
forming trading products with various time widths according to a preset trading sequence and market parameters, and issuing the trading products;
circularly clearing based on all transaction products and quotes participated by each market main body terminal, and giving an unconstrained trading curve;
and performing secondary clearing calculation based on the unconstrained transaction curve in combination with reduction adjustment to obtain an electric power transaction curve.
11. The method of claim 10, wherein the performing a second clearing calculation based on the unconstrained transaction curve in combination with a curtailment adjustment to obtain an electrical transaction curve comprises:
sending the unconstrained transaction curve to an electric power transaction server, and acquiring a check result returned by the electric power transaction server;
when the checking result is the adjustment and reduction information: determining the declared electric quantity after adjustment and reduction according to the adjustment and reduction electric quantity and the transaction electric quantity obtained by primary calculation;
performing secondary calculation according to a set objective function, a first constraint condition, a second constraint condition and a product assembly transaction limit constraint condition to obtain transaction electric quantity in a transaction product;
decomposing the internal alternating current of the trading product according to a straight line, forming a power curve, and connecting the power curve according to the time sequence of the product to form alternating current power curves of all market bodies;
wherein the product portfolio quota constraint is determined by the amount of declared power after the adjustment.
12. A market entity terminal, comprising: a seller market main terminal and a buyer market main terminal; seller market main part terminal and buyer market main part terminal all include:
a layout module: the system comprises a power transaction server, a data processing unit and a data processing unit, wherein the power transaction server is used for providing transaction product information;
a reporting module: the system is used for reporting the volume price according to the information of the distributed transaction products;
a data receiving and transmitting module: the system is used for receiving information sent by the electric power transaction server and feeding back volume price declaration information fed back aiming at each transaction product information to the electric power transaction server.
13. The market body terminal of claim 12, further comprising:
and the transaction template setting module is used for presetting data through a quotation template, and storing the data of the power-electricity price for the declaration module to call.
14. The market agent terminal of claim 13, wherein the declaration module comprises:
and (3) reporting the submodule in batch: for concurrent declaration of transaction product information for multiple dates;
a transaction template based declaration submodule: the system is used for selecting a set transaction template for declaration according to a declaration date;
volume and price declaration submodule: for reporting each transaction period of each transaction product information.
15. The market-entity terminal of claim 12, wherein the market-entity terminal is: a PC, a tablet, or a cell phone.
CN201911069398.3A 2019-11-05 2019-11-05 Electric power transaction server, market main body terminal and transaction curve generation method Pending CN111062809A (en)

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Cited By (3)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN111583006A (en) * 2020-05-12 2020-08-25 中国电力科学研究院有限公司 Monthly settlement adjustment method and system for electric power spot market
CN111967158A (en) * 2020-08-15 2020-11-20 国网福建省电力有限公司 Medium-and-long-term transaction power curve decomposition method connected with spot transaction
CN111985767A (en) * 2020-07-06 2020-11-24 广州汇电云联互联网科技有限公司 Quotation dividing method, device, equipment and medium for electric power spot market

Cited By (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN111583006A (en) * 2020-05-12 2020-08-25 中国电力科学研究院有限公司 Monthly settlement adjustment method and system for electric power spot market
CN111583006B (en) * 2020-05-12 2023-09-26 中国电力科学研究院有限公司 Method and system for adjusting settlement in month of electric power spot market
CN111985767A (en) * 2020-07-06 2020-11-24 广州汇电云联互联网科技有限公司 Quotation dividing method, device, equipment and medium for electric power spot market
CN111967158A (en) * 2020-08-15 2020-11-20 国网福建省电力有限公司 Medium-and-long-term transaction power curve decomposition method connected with spot transaction
CN111967158B (en) * 2020-08-15 2022-07-05 国网福建省电力有限公司 Medium-and-long-term transaction power curve decomposition method connected with spot transaction

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