CN112634074A - Method, device, equipment and storage medium for linking medium-long-term market and spot market - Google Patents

Method, device, equipment and storage medium for linking medium-long-term market and spot market Download PDF

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CN112634074A
CN112634074A CN202011117135.8A CN202011117135A CN112634074A CN 112634074 A CN112634074 A CN 112634074A CN 202011117135 A CN202011117135 A CN 202011117135A CN 112634074 A CN112634074 A CN 112634074A
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詹佳悦
郑旭冬
宋少群
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State Grid Fujian Electric Power Co Ltd
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Abstract

The invention relates to a method, a device, equipment and a storage medium for connecting a medium-long-term market and a spot market, wherein the method comprises the following steps: performing curve decomposition on the base electricity quantity and the medium and long term contract electricity quantities based on a preset time interval and a historical curve of each type of generator set; the method comprises the following steps of preferentially generating and using electricity based on different operation modes of a power grid, and performing safety check on medium and long term trading marketized electricity based on preset rules and periods; and (4) restricting the spot market clearing stage based on safety restriction, and clearing and settling the spot market by taking the user side as a settlement point. The invention has the beneficial effects that: through curve decomposition, medium and long term contract electric quantity and base electric quantity can be decomposed according to historical curves of various types of units, so that price mechanisms of medium and long term markets and spot markets are effectively linked, and the risk that the spot market node price difference is caused on the power generation side and the power utilization side due to inconsistent spot market clearing prices is avoided; and meanwhile, the safe and stable operation of the power grid is guaranteed.

Description

Method, device, equipment and storage medium for linking medium-long-term market and spot market
Technical Field
The invention belongs to the technical field of electric power market construction, and particularly relates to a method, a device, equipment and a storage medium for linking a medium-long-term market and a spot market.
Background
The construction of the electric power spot market is a brand new system engineering in China, and no ready experience exists in market design, development and operation. The effective connection between the medium-long-term market and the spot market is an important component part for safe, economic and efficient operation of the market.
Therefore, how to realize effective connection between the medium-long-term market and the spot market of electric power has become a technical problem to be solved urgently by those skilled in the art.
Disclosure of Invention
In order to solve the problem that the medium-and-long-term electric power market and the spot market in the prior art can not be effectively connected, the invention provides a medium-and-long-term electric power market and spot market connection method, device, equipment and storage medium, which have the characteristics of effectively connecting the medium-and-long-term electric power market and the spot market, ensuring safe, economic and efficient operation of the market and the like.
According to the embodiment of the invention, the method for connecting the medium-long term market and the spot market comprises the following steps:
performing curve decomposition on the base electricity quantity and the medium and long term contract electricity quantities based on a preset time interval and a historical curve of each type of generator set;
the method comprises the following steps of preferentially generating and using electricity based on different operation modes of a power grid, and performing safety check on medium and long term trading marketized electricity based on preset rules and periods;
and (4) restricting the spot market clearing stage based on safety restriction, and clearing and settling the spot market by taking the user side as a settlement point.
Further, the curve decomposition of the base electric quantity and the medium-and-long-term contract electric quantity based on the preset time interval and the historical curves of the various types of generator sets comprises:
and carrying out curve decomposition on the base electric quantity and the medium-long term contract electric quantity according to the year, month, week, day and hour, and decomposing according to at least the historical power generation curve and the historical load curve of each type of unit.
Further, the curve decomposition of the base electricity quantity and the medium-and-long-term contract electricity quantity according to year, month, week, day and hour specifically includes:
determining a year and month electric quantity proportion, various types of day relative proportions and a day time electric quantity curve based on historical overall load data, wherein the day time electric quantity curve comprises: peak-to-valley curve, average over the day curve, and peak period curve;
and forming annual, monthly and Wednesday decomposition curves based on the curves, and combining the three decomposition curves based on the market subject demand to generate a curve meeting the self demand.
Further, the restricting the spot market clearing stage based on the security restriction and clearing and settling the spot market with the user side as a settlement point comprises:
and performing optimization calculation based on the combination of the safety constraint units and the safety constraint economic dispatching model to obtain the clearing result of the spot market.
Further, the safety constraints include: system constraints, unit constraints and network constraints; wherein
The system constraints include: system load balance constraint, system positive and negative spare capacity constraint and system rotation spare constraint;
the unit constraints include: the method comprises the following steps of (1) restraining the upper and lower output limits of a unit, restraining the climbing of the unit, restraining the minimum continuous start-up and shut-down time of the unit and restraining the maximum start-up and shut-down times of the unit;
the network constraints include: line flow constraint and section flow constraint.
Further, the spot market clearing forms a node electricity price every 15 minutes, and an arithmetic average of the node electricity prices for 4 15 minutes per hour is used as an average node electricity price per hour of the node.
Further, the preferentially generating and using electricity based on different operation modes of the power grid, and performing safety check on the medium and long term trading marketized electricity quantity based on preset rules and periods comprises:
based on the monthly electric quantity decomposition, the monthly electric quantity of each power plant is divided into the daily unit electric quantity;
performing operation simulation on the daily unit generating capacity of each power plant based on an economic dispatching model to check whether the generating capacity target of each power plant can meet the network constraint requirement;
if the daily decomposed electric quantity of each power plant in a certain typical day has a feasible solution through the typical day operation simulation, and the power generation planning curve meeting the network safety constraint can be compiled, the checking of the daily decomposed electric quantity of the typical day is passed.
According to the embodiment of the invention, the device for connecting the medium-long term market and the spot market comprises:
the curve decomposition module is used for performing curve decomposition on the base number electric quantity and the medium-and-long-term contract electric quantity based on a preset time interval and historical curves of various types of generator sets;
the safety check module is used for carrying out priority power generation and utilization based on different operation modes of a power grid and carrying out safety check on medium and long term trading marketized electric quantity based on preset rules and periods; and
and the clearing unified module is used for constraining the clearing stage of the spot market based on the safety constraint and clearing the spot market by taking the user side as a clearing point.
According to a specific embodiment of the present invention, there is provided an apparatus including: a processor, and a memory coupled to the processor; the memory is used for storing a computer program; the processor is configured to invoke and execute the computer program in the memory to perform the medium and long term market and spot market engagement methods described above.
According to a specific embodiment of the present invention, a storage medium is provided, which stores a computer program, and when the computer program is executed by a processor, the computer program implements the steps of the medium-and long-term market and spot market linking method as described above.
The invention has the beneficial effects that: by carrying out curve decomposition on the base number electric quantity and the medium-and-long-term contract electric quantity and decomposing the medium-and-long-term contract electric quantity and the base number electric quantity according to the historical curves of various types of units, the price mechanisms of the medium-and-long-term market and the spot market are effectively connected; the user side is used as a settlement point to carry out clearing settlement of the spot market, so that the risk that the power generation side and the power utilization side face the price difference of the spot market nodes due to the fact that the spot market clearing prices of the power generation side and the settlement point of the user side are different in the spot market is avoided; meanwhile, various safety constraints of the safe operation of the power grid are considered in the spot market so as to ensure the safe and stable operation of the power grid.
Drawings
In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the drawings used in the description of the embodiments or the prior art will be briefly described below, it is obvious that the drawings in the following description are only some embodiments of the present invention, and for those skilled in the art, other drawings can be obtained according to the drawings without creative efforts.
FIG. 1 is a flow chart of a method for mid-to-long term market and spot market engagement provided in accordance with an exemplary embodiment;
FIG. 2 is a schematic diagram of a mid-to-long term market and spot market interface provided in accordance with an exemplary embodiment;
fig. 3 is a schematic diagram of an apparatus provided in accordance with an example embodiment.
Detailed Description
In order to make the objects, technical solutions and advantages of the present invention more apparent, the technical solutions of the present invention will be described in detail below. It is to be understood that the described embodiments are merely exemplary of the invention, and not restrictive of the full scope of the invention. All other embodiments, which can be derived by a person skilled in the art from the examples given herein without any inventive step, are within the scope of the present invention.
Referring to fig. 1, an embodiment of the present invention provides a method for linking a medium-and-long-term market with a spot market, which specifically includes the following steps:
101. performing curve decomposition on the base electricity quantity and the medium and long term contract electricity quantities based on a preset time interval and a historical curve of each type of generator set;
102. the method comprises the following steps of preferentially generating and using electricity based on different operation modes of a power grid, and performing safety check on medium and long term trading marketized electricity based on preset rules and periods;
103. and (4) restricting the spot market clearing stage based on safety restriction, and clearing and settling the spot market by taking the user side as a settlement point.
Specifically, the medium-and long-term market is a market-oriented transaction which is developed by taking years, months and the like as a transaction organization period and taking electric energy, auxiliary service, capacity, power transmission right, demand side response and the like as transaction targets. At the present stage, the trade mark of the medium-long term market is electric energy, the medium-long term market contract formed by trading is a price difference contract, and the price difference settlement is carried out according to the current spot market price. The market mode of differential contract and power curve decomposition is adopted to effectively link with the spot market of full power optimization clearing and settlement according to hour. In order to meet the centralized transaction requirements of market main bodies to the maximum extent and avoid transaction quantity dispersion caused by excessive transaction windows, a set of common decomposition curves is designed for centralized competitive transactions, after the spot market is developed, electric quantities in different time periods can be regarded as commodities with different qualities and same price, and the electric price cost in different time periods in the spot market cannot be effectively covered by the medium-long term contract signed before, so that the two price mechanisms are difficult to link after the spot market commissioning work is developed, in order to ensure the effective link between the current medium-long term market and the future spot market, curve decomposition can be carried out on the decomposition modes of the basic number electric quantity and the medium-long term contract electric quantity, and the medium-long term contract electric quantity and the basic number electric quantity can be decomposed according to the historical power generation curves, the historical load curves and the like of various types of units, so that the price mechanisms are unified;
meanwhile, settlement points of medium and long term electric quantity of both power generation and power utilization sides need to be unified so as to avoid the risk that the power generation side and the power utilization side face is in the price difference of the spot market nodes due to the fact that the spot market clearing prices of the settlement points of the power generation side and the user side are inconsistent in the spot market, and the final settlement price of the medium and long term electric quantity is not the electricity price specified by both purchasing and selling sides in a contract. The user side obtains the right of purchasing electricity from the user side settlement point by adopting the user side settlement point by both the electricity generation side and the electricity utilization side, which is equivalent to the right of obtaining selling electricity to the user side settlement point by the electricity generation side, thereby ensuring the consistency of clearing prices.
Moreover, the planned electric quantity of power generation and the electric quantity of medium and long-term trading market are required to be decomposed and safely checked to ensure the feasibility of the electric quantity, and various safety constraints of the safe operation of the power grid are considered in the spot market to ensure the safe and stable operation of the power grid: in the medium and long-term market, the priority power generation and utilization plan is arranged based on different operation modes of a power grid; and (3) carrying out safety check on the medium-term and long-term market electric quantity in a certain period according to a certain principle (such as first-come first-serve, equal-proportion adjustment and price priority). In the spot market, in order to ensure the safe operation of the system, the safety constraint of the system needs to be considered in the market clearing stage, and if the constraint which is not considered in the clearing model is not considered, the safety check needs to be carried out after the spot is cleared. Thereby achieving optimal power distribution.
As a feasible implementation manner of the above embodiment, performing curve decomposition on the base electric quantity and the medium-and-long-term contract electric quantity based on the preset time interval and the historical curves of the various types of generator sets includes:
and carrying out curve decomposition on the base electric quantity and the medium-long term contract electric quantity according to the year, month, week, day and hour, and decomposing according to at least the historical power generation curve and the historical load curve of each type of unit.
Specifically, according to historical load data, determining a year-minute-month electric quantity proportion (Y), a relative proportion (M) of various types of days (including 4 types of working days, saturdays, sundays and holidays), and a day-minute electric quantity curve. The daily time electricity quantity curve comprises 3 types including a peak-valley curve D1, an all-day average curve D2 and a peak period curve D3. Thus, there are 3 types of common decomposition curves for each of annual, monthly, weekly, and competitive transactions:
1) annual collective competitive trading of Y + M + D1, Y + M + D2, Y + M + D3;
2) monthly centralized competitive transactions M + D1, M + D2, M + D3;
3) week-intensive competitive transactions M + D1, M + D2, M + D3;
the market main body can freely combine into the curve shape that oneself needs based on above-mentioned common curve, and common curve both can positive direction stack, also can subtract in the reverse direction. For example, industrial users with higher baseload buy more D2, commercial users with higher peak load buy D1+ D3, users with electricity at night buy D2-D3, and the like.
The step of restricting the spot market clearing stage based on the security restriction and clearing and settling the spot market with the user side as a settlement point comprises the following steps:
and performing optimization calculation based on the combination of the safety constraint units and the safety constraint economic dispatching model to obtain the clearing result of the spot market.
The spot transaction mainly refers to the transaction developed in the day-ahead market and the real-time market, the day-ahead electric energy market transaction organization mode is developed in a mode of full-electric quantity declaration and centralized optimization clearing in order to optimize the market resource allocation to the maximum extent. Considering the problem of decision-making ability of the user side, a mode that the user side only reports and does not quote is adopted in the early stage of the market in the day, and a mode that the user side reports and quotes is adopted in the later stage. The method comprises the steps that with the aim of maximizing social welfare, a Safety Constraint Unit Combination (SCUC) algorithm and a Safety Constraint Economic Dispatching (SCED) algorithm are adopted for centralized optimization, the unit starting combination, a time-sharing power generation output curve and a time-sharing node electricity price on a running day are obtained in clearing, in a rolling planning stage in the day, an electric power dispatching mechanism predicts the operation boundary conditions of the electric power grid according to ultra-short-term load based on the generator set declaration information sealed and stored in a day-ahead electric energy market, and performs optimization decision on the starting and stopping states of the indoor unit based on the Safety Constraint Unit Combination (SCUC) algorithm and the Safety Constraint Economic Dispatching (SCED) algorithm to serve as the boundary conditions of clearing of a real-time electric.
The real-time electric energy market takes the minimization of the power generation cost as an optimization target, a safety-constrained economic dispatching (SCED) algorithm is adopted for centralized optimization calculation, and a power generation plan and a real-time node power price which are actually executed by each generator set are obtained clearly.
And comprehensively considering factors such as load forecasting of a unified dispatching system, bus load forecasting, an outgoing and receiving curve, an output curve of a non-marketized unit, a maintenance plan of a generator set, a maintenance plan of power transmission and transformation equipment, a constraint condition of operation of the generator set, a constraint condition of safe operation of a power grid and the like, establishing a model of a combination of Safety Constraint Units (SCUC) and a model of Safe Constraint Economic Dispatch (SCED) and carrying out optimization calculation to obtain a clear result of the spot market with social welfare as an optimization target. Social welfare maximization is equivalent to the minimization of the total power generation cost, including the starting cost, the no-load cost and the running cost of the generator set. The constraint conditions consider 3 types of system constraint, unit constraint and network constraint. The system constraint comprises system load balance constraint, system positive and negative spare capacity constraint and system rotation spare constraint; the unit constraints comprise unit output upper and lower limit constraints, unit climbing constraints, unit minimum continuous start-stop time constraints and unit maximum start-stop times constraints; network constraints include line flow constraints and profile flow constraints.
The spot market adopts a pricing mode of node electricity price. The node electricity price refers to the marginal cost when the unit load demand is increased at a certain node under the condition of meeting the operating characteristics and constraint conditions of various devices and resources. The node electricity price can reflect the value of the electric energy at different moments and different geographical positions, reflects the scarcity degree of electric power production and power grid transmission, and provides a price exciting signal for the optimal configuration of electric power resources.
The spot market is cleared to form the node electricity price of every 15min, and the arithmetic mean value of the node electricity prices of 4 nodes and 15min in each hour is counted as the average node electricity price of the node in each hour. The node electricity price of the physical node where the marketized generator set is located serves as the spot electric energy market settlement price. And the user takes the total-market uniform settlement point electricity price (the weighted average comprehensive electricity price of the nodes at the power generation side) as the current-commodity electric energy market settlement price.
Based on the above trading mechanism, in another embodiment of the present invention, the day-ahead market trading process specifically includes:
201. preparation of the running boundary conditions: determining relevant boundary conditions of unit operation and power grid operation in the operation day before the bidding day 12:00 by power scheduling;
202. information is released in advance: the market operation is that before the bidding day 12:00, the operation day boundary condition information is issued to relevant market members through a trading system;
203. and (3) reporting day-ahead information: before the bidding day 13:00, the generating set operates daily pricing information in the declaration period, and the wholesale user declares the power demand (the later declaration of the power demand curve);
204. the market is clear day before: performing market force behavior test between 13:00 and 17:30 on bidding days, taking market force relieving measures, and calculating the clearing result of the market transaction before the day by power dispatching;
205. and (3) issuing a transaction result: before the day of bidding 17:30, the clearing results of the market before the day are published.
The real-time market trading process specifically comprises the following steps:
301. preparing boundary conditions: determining relevant boundary conditions of unit operation and power grid operation in a running day before actual operation of the system by power dispatching;
302. real-time market clearing: the power dispatching mechanism takes 15min as a period, adopts a safety constraint economic dispatching program, and performs rolling optimization and clearing;
303. and (3) issuing a transaction result: and the power dispatching system issues a dispatching plan every 15min to the generator set, issues a temporary result every hour for the market clearing price, and issues a formal result the next day.
In some embodiments of the present invention, the preferentially generating and using power based on different operation modes of a power grid, and the performing security check on the medium and long term marketing power amount based on preset rules and periods includes:
based on the monthly electric quantity decomposition, the monthly electric quantity of each power plant is divided into the daily unit electric quantity;
performing operation simulation on the daily unit generating capacity of each power plant based on an economic dispatching model to check whether the generating capacity target of each power plant can meet the network constraint requirement;
if the daily decomposed electric quantity of each power plant in a certain typical day has a feasible solution through the typical day operation simulation, and the power generation planning curve meeting the network safety constraint can be compiled, the checking of the daily decomposed electric quantity of the typical day is passed.
Specifically, a two-stage power plant transaction electric quantity checking method of monthly electric quantity decomposition and typical day operation simulation is adopted, and the two-stage power plant transaction electric quantity checking method is characterized in that a unit combination model of 720 operating points of a month degree considering an overhaul plan is divided into a monthly electric quantity decomposition model and a typical day operation model.
The monthly electric quantity decomposition is based on a unit combination model, and electric quantity plans of all power plants are allocated to days by considering maintenance plans of power transmission and transformation equipment. The monthly power generation amount of each power plant is used as input given information in the decomposition process, and is divided into the daily unit power generation amount through the monthly power decomposition, and the daily unit power generation amount is used as a data basis of typical daily operation simulation.
The typical daily operation simulation is to perform operation simulation on daily generated energy of each power plant through an economic dispatching model according to the electric quantity of each power plant obtained by sharing, and to compile a possible power generation plan curve by considering network constraints and load curves of each time interval so as to check whether the generated energy target of each power plant can meet the network constraint requirements. The typical day is a characteristic day with representativeness selected from the factors such as load similarity and equipment maintenance scheduling in 30 days in the whole month. And a global conclusion is obtained through analysis of a typical day so as to reduce the calculation amount and improve the efficiency. When the daily decomposed electric quantity of each power plant in a certain typical day has a feasible solution through the typical day operation simulation and can be compiled into a power generation plan curve meeting the network safety constraint, the verification of the daily decomposed electric quantity of the typical day is passed. And when all typical days pass the checking, indicating that the monthly transaction electric quantity meets the requirement of network safety constraint, and checking by scheduling.
The process of scheduling checking will be described in detail below:
(1) constructing a monthly electric quantity decomposition model and algorithm:
1) optimizing an objective
The optimization objective is that the monthly power decomposition bias of each power plant is as small as possible, which can be expressed as follows:
Figure RE-GDA0002941047420000091
in the formula: gamma ray1、γ2、γ5Gamma is specified for the price factor, to ensure that the power balance constraint is satisfied preferentially2>>γ1>>γ5(ii) a j is the serial number of each power plant; n is a radical of1N (j) is the number of power plants, and N (j) is the number of units belonging to the power plant j;
Figure RE-GDA0002941047420000092
slack variables introduced for power plant capacity plan balance constraints; t is the number of each day; t is1The number of days of the whole month;
Figure RE-GDA0002941047420000093
relaxation variables introduced for the charge balance constraints;
Figure RE-GDA0002941047420000094
and a relaxation variable is introduced to ensure that the electric quantity of each generating set of the power plant is as uniform as possible.
2) Constraint conditions
The constraint terms considered mainly include:
1. daily electric quantity limit constraint of generator set
Figure RE-GDA0002941047420000095
In the formula: wi,tPlanning the electric quantity of the generator set i on the t day as a decision variable;
Figure RE-GDA0002941047420000096
the upper and lower limits are given constants; i isi,tThe on-off state variable for a given genset i on day t is a 0-1 variable that is 0 when the genset is scheduled for on-day shutdown or service.
Figure RE-GDA0002941047420000097
In the monthly electric quantity decomposition, the monthly electric quantity decomposition is firstly set in advance, the monthly electric quantity decomposition is decomposed into the daily electric quantity in the iteration process, and the feasibility of the daily electric quantity is verified through typical daily simulation to correct the daily electric quantity.
2. Planned balance constraint of power plant electric quantity
Figure RE-GDA0002941047420000101
Figure RE-GDA0002941047420000102
Figure RE-GDA0002941047420000103
In the formula: wjThe monthly transaction electric quantity of the jth power plant is a given value; i ∈ N (j) denotes a generator set belonging to the j-th power plant. The constraint is to establish a link between the power generation capacity of each power plant and the transaction power capacity of the power plant.
Figure RE-GDA0002941047420000104
Not only are slack variables introduced under this constraint, but also monthly power deviations for each power plant.
3. Electric quantity balance constraint
Figure RE-GDA0002941047420000105
Figure RE-GDA0002941047420000106
Figure RE-GDA0002941047420000107
In the formula: dtThe predicted value of the total network power consumption on the t day is a given value; n is a radical of2The number of the generator sets in the whole network is. The constraint is to establish a relation between the power generation amount of each power plant and the power consumption of the power grid so as to ensure the balance of the power every day.
4. The electric quantity of each unit of the power plant is the same
The restraint is practical restraint in the production operation process, and the influence on production control caused by overlarge deviation of the generating capacity of a generating set in the same unit of a power plant is avoided. The above constraints can be expressed as:
Figure RE-GDA0002941047420000108
Figure RE-GDA0002941047420000109
Figure RE-GDA00029410474200001010
in the formula: n (j) is the number of the units of the power plant j;
Figure RE-GDA00029410474200001011
for introducing relaxation variables and satisfying
Figure RE-GDA00029410474200001012
It should be noted that this constraint may not be taken into account when the units of the power plant are in different units or in different regional grids.
3) Solving algorithm
The monthly electric quantity decomposition model is a linear programming problem containing 0-1 state variables and can be directly solved through commercial software packages such as CPLEX and the like.
(2) Typical day operation simulation model and algorithm
1) Optimizing an objective
The optimization objective is that the daily power deviation of each power plant is as small as possible, and can be expressed as follows:
Figure RE-GDA00029410474200001013
in the formula: gamma ray3、γ4For cost factors, for ensuring that the power balance is satisfied preferentiallyBundle, stipulate gamma4>>γ3
Figure RE-GDA00029410474200001014
Figure RE-GDA0002941047420000111
Relaxation variables introduced for the single-day electric quantity plan constraint of the generator set; t is2Number of time periods divided for the entire day;
Figure RE-GDA0002941047420000112
relaxation variables introduced for power balance constraints.
2) Constraint conditions
1. Upper and lower limits of generator set output
Figure RE-GDA0002941047420000113
In the formula: pi,t,nThe power generation output of the ith generator set in the nth time period on the t day is taken as a decision variable;
Figure RE-GDA0002941047420000114
setting the upper and lower output limits as given constants; i isi,tThe on-off state of the unit is given by the monthly electricity decomposition stage and is input into the stage as a constant.
2. Generating set climbing restraint
Figure RE-GDA0002941047420000115
In the formula:
Figure RE-GDA0002941047420000116
the upper limit and the lower limit of the climbing capacity of the first generator set are given constants.
3. Single-day electric quantity plan constraint of generator set
Figure RE-GDA0002941047420000117
Figure RE-GDA0002941047420000118
Figure RE-GDA0002941047420000119
In the formula: t is2Number of time periods divided for the entire day; wi,tPlanning the electric quantity of the generator set i on the t day;
Figure RE-GDA00029410474200001110
Figure RE-GDA00029410474200001111
for introducing relaxation variables and satisfying
Figure RE-GDA00029410474200001112
4. Power balance constraint
Figure RE-GDA00029410474200001113
Figure RE-GDA00029410474200001114
Figure RE-GDA00029410474200001115
In the formula: dt,nThe total network load predicted value of the nth time interval on the tth day is obtained;
Figure RE-GDA00029410474200001116
for introducing relaxation variables and satisfying
Figure RE-GDA00029410474200001117
5. Network transmission constraints
|Xl,t,n|<Xlmax
In the formula: xl,t,nTo control the power flow of section l in the nth time period on day t, XlmaxIs the limit thereof.
It should be particularly noted that the above constraints not only address the static section control requirements in the normal mode of the power grid, but also include the control requirements in the maintenance mode through typical daily selection.
2) Solving algorithm
The model is a linear programming problem, can be obtained by solving through various methods such as an interior point method and the like, and can also be directly called commercial software packages such as CPLEX and the like to solve.
(3) Combined solving method based on two-layer planning
1) Two-tier planning
A typical mathematical model for a two-layer plan can be represented as:
Figure RE-GDA0002941047420000121
the first formula is an upper layer optimization problem, and F (g), Q (g), R (g) are respectively an optimization target, inequality constraint and equality constraint of the upper layer optimization problem; the second expression is the lower layer optimization problem, and f (g), q (g), r (g) are the optimization target, inequality constraint and equality constraint of the lower layer optimization problem respectively.
The lower-layer optimization model in the two-layer planning problem is mainly used for providing a limiting condition of key parameters of the upper-layer optimization model, and the problem is solved through repeated iteration of the upper-layer optimization model and the lower-layer optimization model, and is mainly used for solving a complex decision problem.
2) Model solution
The problem of checking the trading electric quantity of the power plant in the proposed monthly market can be solved based on a two-layer planning model.
General monthAnd taking the power decomposition model as an upper-layer planning problem, and taking the typical daily operation model as a lower-layer planning problem. And limiting the electric quantity of the typical daily unit of the power plant
Figure RE-GDA0002941047420000122
As a tie to the upper and lower layer planning problem.
In a typical day of a typical day operation simulation link, when the daily decomposition electric quantity of a power plant is considered to be restricted by a network and exceeds the maximum electricity generation quantity, the relaxation variable of the corresponding restriction item in the typical day operation simulation is not 0, and the upper limit and the lower limit of the electric quantity of the unit in each typical day can be corrected according to the formula:
Figure RE-GDA0002941047420000123
in the formula:
Figure RE-GDA0002941047420000124
the upper limit and the lower limit of the electric quantity of the new unit are obtained after the upper limit and the lower limit are optimized according to the optimization result. When in use
Figure RE-GDA0002941047420000125
When the lower limit is corrected, the lower limit is corrected when
Figure RE-GDA0002941047420000126
Then, the upper limit is corrected.
Typical day unit upper and lower limits provided by upper layer problem according to lower layer problem feedback
Figure RE-GDA0002941047420000127
And optimizing a daily electric quantity distribution scheme, and performing feasibility checking on the lower layer according to the daily electric quantity distribution method and correcting the upper and lower limit deviation of the electric quantity.
The output condition decision formula is as follows:
Figure RE-GDA0002941047420000131
in the formula:
Figure RE-GDA0002941047420000132
the upper and lower limits of the unit electric quantity obtained by the lower layer optimization problem in the front and back iterations are respectively, and epsilon is a given convergence coefficient. When the judgment requirement is met, the monthly electric quantity daily decomposition values of all the power plants in each typical day can be compiled into a power generation plan curve meeting the network safety constraint, namely the power generation plan curve passes through checking.
In the given optimization frequency range, if iteration converges, the transaction electric quantity is checked through scheduling; otherwise, the verification requirement is not met, the deviation condition of the trading electric quantity of each power plant can be further analyzed according to the iteration result, and the upper limit of the trading electric quantity of a certain power plant is counted.
Referring to fig. 2, based on the same design concept, an embodiment of the present invention further provides a medium-long term market and spot market linking apparatus, including:
the curve decomposition module is used for performing curve decomposition on the base number electric quantity and the medium-and-long-term contract electric quantity based on a preset time interval and historical curves of various types of generator sets;
the safety check module is used for carrying out priority power generation and utilization based on different operation modes of a power grid and carrying out safety check on medium and long term trading marketized electric quantity based on preset rules and periods; and
and the clearing unified module is used for constraining the clearing stage of the spot market based on the safety constraint and clearing the spot market by taking the user side as a clearing point.
The specific implementation manner of the medium-and-long-term market and spot market linking device provided in the embodiments of the present invention can be referred to, and details of the specific implementation manner of the medium-and-long-term market and spot market linking method provided in the embodiments of the present invention are not repeated herein.
Referring to fig. 3, which is a view of a device adapted to be used in conjunction with the medium-and long-term market and spot market linking device provided in the above embodiment of the present invention, an embodiment of the present invention further provides an apparatus, including: a processor, and a memory coupled to the processor;
the memory is used for storing a computer program;
the processor is used to invoke and execute the computer program in memory to perform the long and medium term market and spot market engagement methods described above.
Embodiments of the present invention also provide a storage medium storing a computer program, which when executed by a processor, implements the steps of the medium-and long-term market and spot market joining method as described above.
The method, the device, the equipment and the storage medium for connecting the medium-long-term market and the spot market, provided by the embodiment of the invention, realize seamless connection of price mechanisms of the medium-long-term market and the spot market, and have the characteristics of effectively connecting the medium-long-term market and the spot market of electric power, ensuring safe, economic and efficient operation of the market and the like.
It will be understood by those skilled in the art that all or part of the steps carried by the method for implementing the above embodiments may be implemented by hardware related to instructions of a program, which may be stored in a computer readable storage medium, and when the program is executed, the program includes one or a combination of the steps of the method embodiments.
In addition, functional units in the embodiments of the present invention may be integrated into one processing module, or each unit may exist alone physically, or two or more units are integrated into one module. The integrated module can be realized in a hardware mode, and can also be realized in a software functional module mode. The integrated module, if implemented in the form of a software functional module and sold or used as a stand-alone product, may also be stored in a computer readable storage medium.
The storage medium mentioned above may be a read-only memory, a magnetic or optical disk, etc.
In the description herein, references to the description of the term "one embodiment," "some embodiments," "an example," "a specific example," or "some examples," etc., mean that a particular feature, structure, material, or characteristic described in connection with the embodiment or example is included in at least one embodiment or example of the invention. In this specification, the schematic representations of the terms used above do not necessarily refer to the same embodiment or example. Furthermore, the particular features, structures, materials, or characteristics described may be combined in any suitable manner in any one or more embodiments or examples.
What has been described above includes examples of one or more embodiments. It is, of course, not possible to describe every conceivable combination of components or methodologies for purposes of describing the aforementioned embodiments, but one of ordinary skill in the art may recognize that many further combinations and permutations of various embodiments are possible. Accordingly, the embodiments described herein are intended to embrace all such alterations, modifications and variations that fall within the scope of the appended claims. Furthermore, to the extent that the term "includes" is used in either the detailed description or the claims, such term is intended to be inclusive in a manner similar to the term "comprising" as "comprising" is interpreted when employed as a transitional word in a claim. Furthermore, any use of the term "or" in the specification of the claims is intended to mean a "non-exclusive or".
The above description is only for the specific embodiments of the present invention, but the scope of the present invention is not limited thereto, and any person skilled in the art can easily conceive of the changes or substitutions within the technical scope of the present invention, and all the changes or substitutions should be covered within the scope of the present invention. Therefore, the protection scope of the present invention shall be subject to the protection scope of the appended claims.

Claims (10)

1. A method for linking a medium-long-term market with a spot market is characterized by comprising the following steps:
performing curve decomposition on the base electricity quantity and the medium and long term contract electricity quantities based on a preset time interval and a historical curve of each type of generator set;
the method comprises the following steps of preferentially generating and using electricity based on different operation modes of a power grid, and performing safety check on medium and long term trading marketized electricity based on preset rules and periods;
and (4) restricting the spot market clearing stage based on safety restriction, and clearing and settling the spot market by taking the user side as a settlement point.
2. The method of claim 1, wherein the step of performing curve decomposition on the base electric quantity and the medium-and-long-term contract electric quantity based on the preset time interval and the historical curves of the various types of generator sets comprises:
and carrying out curve decomposition on the base electric quantity and the medium-long term contract electric quantity according to the year, month, week, day and hour, and decomposing according to at least the historical power generation curve and the historical load curve of each type of unit.
3. The method according to claim 2, wherein the curve decomposition of the base electricity quantity and the medium-and-long-term contract electricity quantity according to year, month, week, day and hour specifically comprises:
determining a year and month electric quantity proportion, various types of day relative proportions and a day time electric quantity curve based on historical overall load data, wherein the day time electric quantity curve comprises: peak-to-valley curve, average over the day curve, and peak period curve;
and forming annual, monthly and Wednesday decomposition curves based on the curves, and combining the three decomposition curves based on the market subject demand to generate a curve meeting the self demand.
4. The method of claim 1, wherein the step of restricting the spot market clearing stage based on security restrictions and clearing the spot market with the user side as a clearing point comprises:
and performing optimization calculation based on the combination of the safety constraint units and the safety constraint economic dispatching model to obtain the clearing result of the spot market.
5. The mid-long term market and spot market engaging method according to claim 4, wherein the security constraints comprise: system constraints, unit constraints and network constraints; wherein
The system constraints include: system load balance constraint, system positive and negative spare capacity constraint and system rotation spare constraint;
the unit constraints include: the method comprises the following steps of (1) restraining the upper and lower output limits of a unit, restraining the climbing of the unit, restraining the minimum continuous start-up and shut-down time of the unit and restraining the maximum start-up and shut-down times of the unit;
the network constraints include: line flow constraint and section flow constraint.
6. The method according to claim 5, wherein the spot market clearing forms a node electricity rate every 15 minutes, and an arithmetic mean of 4 node electricity rates for 15 minutes per hour is used as an average node electricity rate per hour for the node.
7. The method for linking the medium-long term market with the spot market according to claim 1, wherein the preferentially generating and using electricity based on different operation modes of the power grid, and the safely checking the marketized electricity quantity of the medium-long term trade based on preset rules and periods comprises:
based on the monthly electric quantity decomposition, the monthly electric quantity of each power plant is divided into the daily unit electric quantity;
performing operation simulation on the daily unit generating capacity of each power plant based on an economic dispatching model to check whether the generating capacity target of each power plant can meet the network constraint requirement;
if the daily decomposed electric quantity of each power plant in a certain typical day has a feasible solution through the typical day operation simulation, and the power generation planning curve meeting the network safety constraint can be compiled, the checking of the daily decomposed electric quantity of the typical day is passed.
8. A medium and long term market and spot market linking device, comprising:
the curve decomposition module is used for performing curve decomposition on the base number electric quantity and the medium-and-long-term contract electric quantity based on a preset time interval and historical curves of various types of generator sets;
the safety check module is used for carrying out priority power generation and utilization based on different operation modes of a power grid and carrying out safety check on medium and long term trading marketized electric quantity based on preset rules and periods; and
and the clearing unified module is used for constraining the clearing stage of the spot market based on the safety constraint and clearing the spot market by taking the user side as a clearing point.
9. An apparatus, comprising: a processor, and a memory coupled to the processor;
the memory is used for storing a computer program;
the processor is configured to invoke and execute the computer program in the memory to perform the medium and long term market and spot market engaging method of any one of claims 1 to 7.
10. A storage medium, characterized in that the storage medium stores a computer program which, when executed by a processor, carries out the steps of the medium and long term market and spot market engaging method according to any one of claims 1-7.
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