CN113379512A - Electric power spot market trading clearing method and system - Google Patents

Electric power spot market trading clearing method and system Download PDF

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CN113379512A
CN113379512A CN202110751977.7A CN202110751977A CN113379512A CN 113379512 A CN113379512 A CN 113379512A CN 202110751977 A CN202110751977 A CN 202110751977A CN 113379512 A CN113379512 A CN 113379512A
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蔡嘉荣
赖蔚蔚
占力超
胡鑫
黄靖茵
向德军
黄康乾
刘珍珍
周睿
黄志生
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Guangdong Electric Power Transaction Center Co ltd
Guangdong Electric Power Information Technology Co Ltd
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Abstract

The invention relates to a method and a system for clearing electric power spot market trading. According to the technical scheme provided by the invention, the actual problem that the current segmental output declaration mode is difficult to meet the requirement of clean energy transaction is fully considered, and the flexible block transaction mode is introduced on the basis of the traditional electric power spot market clearing model, so that the synchronous transaction clearing of the traditional power supply and the clean energy is realized, the application range of the market transaction method is expanded, and the usability of the market transaction method is enhanced.

Description

Electric power spot market trading clearing method and system
Technical Field
The invention relates to the technical field of power markets and dispatching operation, in particular to a method and a system for clearing electric power spot market transactions.
Background
With the continuous deepening of the electric power market reform in China, particularly the establishment and the improvement of the medium-long term market transaction mechanism, the electric power spot market has become the key point of the current market reform. From the first trial situation, the electric power spot market in China is developed by referring to a American PJM electric power market mode, adopting a subsection electric power declaration mode, fully considering the actual situation that the market consciousness and bidding capability of electric power users in China are relatively weak at the initial stage of market construction and adopting a mode of single-side or user-side report without price quotation. In this mode, the electricity market trade clearance model can be expressed as:
Figure BDA0003145061190000011
Figure BDA0003145061190000012
Figure BDA0003145061190000013
Figure BDA0003145061190000014
Figure BDA0003145061190000015
Figure BDA0003145061190000016
in the formulas (1) to (6), NG is the number of generator sets participating in market trading bidding in the whole network, NT is the number of the optimized time segments of the spot market, Delta T is the corresponding time interval, NB is the number of the load nodes in the whole network,
Figure BDA0003145061190000021
is the clearing price of the generator set in the g period,
Figure BDA0003145061190000022
the power generation output is clear in the g time period t of the generator set,
Figure BDA0003145061190000023
for the load node b load prediction value of time period t,
Figure BDA0003145061190000024
upper and lower limit of the power flow of the operating section s, GSDF respectivelyg,s、GSDFb,sRespectively are power transfer distribution factors of the generator set g, the load node b and the operation section s,
Figure BDA0003145061190000025
the g climbing capacity of the generator set is respectively the upper limit value and the lower limit value, NP is the powerThe maximum number of reporting sections of the motor set,
Figure BDA0003145061190000026
Figure BDA0003145061190000027
the declared prices of the sections are respectively obtained,
Figure BDA0003145061190000028
the upper limit value and the lower limit value of the generated output of each section are respectively, and the generated output of each section is continuous, so the maximum generated output of the previous section is equal to the minimum generated output of the next section.
The declaration mode adopted by the generator set in the current electric power spot market clearing model is a sectional electric power declaration mode, and declaration contents of a power generation enterprise comprise maximum and minimum power generation output, maximum and minimum climbing capacity, each sectional price and each sectional power generation output limit value. The fundamental reason for adopting the declaration mode is that at present, China is in the initial stage of market construction, and the main power generation bodies for market transaction access at present mainly adopt coal-fired and gas-fired power supplies. With the continuous deepening of market reform, other types of power supplies such as hydropower and the like are bound to be gradually brought into the market transaction category, and the market transaction declaration mode has the following problems:
(1) the safe operation requirement of clean energy such as water and electricity is difficult to ensure. The running characteristics of clean energy such as water and electricity are greatly different from the running characteristics of traditional power supplies such as coal and gas, the subsection power declaration mode is not consistent with the running characteristics of the clean energy, and the matching of the clearing result and the running requirement of the clean energy cannot be ensured;
(2) it is difficult to fully exert the complementary promotion effect of various energy sources. The output controllability of clean energy such as wind power, photovoltaic and the like is poor, and hydropower has a strong power generation output regulation rate, however, because the power generation output marginal cost difference of different types of power supplies is large, the same declaration mode is adopted without distinction, the price effect is difficult to play, and the complementary promotion effect of multiple energy sources is realized;
due to the influence of the two factors, the existing method for clearing the electric power spot market transaction based on the segmented electric power declaration mode is difficult to adapt to the transaction requirements of various types of power supplies.
Disclosure of Invention
In view of the above, the present invention provides a method and a system for clearing a transaction in a power spot market, so as to solve the problem that the method for clearing a transaction in a power spot market based on a segmented power declaration mode is difficult to adapt to transaction requirements of multiple types of power supplies in the prior art.
In order to achieve the purpose, the invention adopts the following technical scheme:
according to a first aspect of the embodiments of the present invention, there is provided a method for clearing electric power spot market transactions, including:
step S1, the main body of the power generation declares operation data; the power generation main body comprises a traditional power supply and clean energy;
step S2, considering unilateral market reality, taking the lowest electricity purchasing cost meeting the market as an optimization target, and simultaneously constructing constraint conditions according to the operation data, wherein the constraint conditions comprise: the method comprises the following steps of power grid operation constraint, traditional power supply operation constraint, clean energy operation constraint and clean energy flexible block transaction declaration constraint;
and S3, constructing an electric power market trading clearing model considering the flexible block trading of the clean energy according to the optimization target and preset conditions, and solving the electric power market trading clearing model to obtain a clearing result.
Preferably, the step S1 includes:
the traditional power supply adopts a subsection power reporting mode to report operation data;
the clean energy adopts a flexible block transaction mode to declare operation data.
Preferably, the power generation subject reports operation data, specifically:
under the subsection power declaring mode, the traditional power generation main body declares the maximum and minimum power generation output, the maximum and minimum climbing capacity, each subsection price and each subsection power generation output limit value of the generator set in the running state;
a flexible block transaction mode comprising: an hourly transaction mode and a flexible hourly transaction mode;
under the hour trading mode, the clean energy power generation main body declares the generated energy and the declared price of each hour;
under the flexible hour trading mode, the clean energy power generation main body declares the generated energy of a plurality of hours, the corresponding price and the maximum generated output of each hour.
Preferably, the optimization objectives are:
Figure BDA0003145061190000041
in formula (1), Min represents that the optimization objective is a minimization optimization problem; NG is the number of the traditional power generator sets adopting a segmented output declaration mode; NH is the number of clean energy power plants adopting a flexible block transaction mode; NT is the number of the optimized time segments in the segmented output declaration mode, delta T is the corresponding time interval, NHT is the hours of the optimized time segments, and NT is multiplied by delta T as NHT;
Figure BDA0003145061190000042
the clearing price of the traditional power generating set g in the time period t,
Figure BDA0003145061190000043
the power generation output is clear in the g time period t of the traditional power generator set;
Figure BDA0003145061190000044
the price and the reported electric quantity are respectively reported for the hth hour transaction of the clean energy h,
Figure BDA0003145061190000045
the price and the reported electric quantity are respectively traded for the flexible hour of the htth hour of the clean energy h,
Figure BDA0003145061190000046
the state variables of whether the htth hour transaction and the flexible hour transaction of the clean energy h win or not respectively, in the optimization target,
Figure BDA0003145061190000047
Figure BDA0003145061190000048
the method comprises the steps of sequentially purchasing electricity fee for the traditional power supply, purchasing electricity fee for the clean energy in hours, and purchasing electricity fee for the clean energy in flexible hours.
Preferably, the grid operation constraints include:
Figure BDA0003145061190000049
Figure BDA00031450611900000410
in the formulas (2) to (3), NB represents the number of nodes loaded in the whole network,
Figure BDA00031450611900000411
the power generation output is clear in the g time period t of the traditional power generator set,
Figure BDA00031450611900000412
is the generated output of the clean energy h in the time period t,
Figure BDA00031450611900000413
for the load node b load prediction value of time period t,
Figure BDA00031450611900000414
upper and lower limit of the power flow of the operating section s, GSDF respectivelyg,s、GSDFh,s、GSDFb,sThe power transfer distribution factors of the traditional power generator set g, the clean energy h, the load node b and the operation section s are respectively.
Preferably, the conventional power supply operating constraints include:
Figure BDA00031450611900000415
Figure BDA0003145061190000051
Figure BDA0003145061190000052
in the formulae (4) to (6),
Figure BDA0003145061190000053
the upper limit value and the lower limit value of the climbing capability of the generator set g of the traditional power supply are respectively, NP is the maximum number of declaration sections of the traditional power supply in a subsection power declaration mode,
Figure BDA0003145061190000054
Figure BDA0003145061190000055
the declared prices of the sections are respectively obtained,
Figure BDA0003145061190000056
the upper limit value and the lower limit value of the generated output of each section are respectively.
Preferably, the clean energy source operation constraint comprises:
Figure BDA0003145061190000057
Figure BDA0003145061190000058
Figure BDA0003145061190000059
in formulae (7) to (9), EH,Max、EH,MinRespectively an upper limit value and a lower limit value of the total generating capacity of the clean energy in the whole optimization time period,
Figure BDA00031450611900000510
respectively an upper limit value and a lower limit value of the generated energy of the clean energy h in the whole optimization period according to the operation requirement,
Figure BDA00031450611900000511
the upper limit value and the lower limit value of the total generating capacity of all the clean energy in a specific time period t are respectively set.
Preferably, the clean energy flexible block transaction declaration constraint includes:
Figure BDA00031450611900000512
Figure BDA00031450611900000513
Figure BDA00031450611900000514
Figure BDA00031450611900000515
in the formulae (10) to (13),
Figure BDA0003145061190000061
for the maximum power generation output declared by the clean energy h, NF is the maximum winning hour number allowed by the flexible hour exchange, and t epsilon ht represents all time periods belonging to the hour.
Preferably, the solving of the electric power market trade clearing model specifically includes:
and solving the electric power market trade clearing model by using commercial software such as Cplex and the like or by adopting a branch-and-bound optimization method.
According to a second aspect of an embodiment of the present invention, there is provided an electric power spot market transaction clearing system, including:
the reporting module is used for reporting the operation data by the power generation main body; the power generation main body comprises a traditional power supply and clean energy;
the modeling module is used for considering the single-side market reality, taking the lowest market electricity purchasing cost as an optimization target, and meanwhile, constructing constraint conditions according to the operation data, and comprises the following steps: the method comprises the following steps of power grid operation constraint, traditional power supply operation constraint, clean energy operation constraint and clean energy flexible block transaction declaration constraint;
and the solving module is used for constructing an electric power market trading clearing model considering the flexible block trading of the clean energy according to the optimization target and the preset conditions, and solving the electric power market trading clearing model to obtain a clearing result.
By adopting the technical scheme, the invention at least has the following beneficial effects:
the method comprises the steps of reporting operation data through a power generation main body, considering unilateral market reality, taking the condition that the lowest electricity purchasing cost of the market is met as an optimization target, meanwhile, constructing constraint conditions according to the operation data, constructing an electric power market trade clearing model considering the clean energy flexible block trade according to the optimization target and preset conditions, solving the electric power market trade clearing model, and obtaining a clearing result. According to the technical scheme provided by the invention, the actual problem that the current segmental output declaration mode is difficult to meet the requirement of clean energy transaction is fully considered, and the flexible block transaction mode is introduced on the basis of the traditional electric power spot market clearing model, so that the synchronous transaction clearing of the traditional power supply and the clean energy is realized, the application range of the market transaction method is expanded, and the usability of the market transaction method is enhanced.
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 flowchart of a method for clearing a power spot market transaction according to an embodiment of the present invention;
fig. 2 is a flowchart of a power spot market transaction clearing method according to another embodiment of the present invention;
fig. 3 is a schematic block diagram of an electric power spot market trading clearing system according to an embodiment of the present invention.
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.
The technical solution of the present invention is further described in detail by the accompanying drawings and embodiments.
Example one
Referring to fig. 1, an electric power spot market transaction clearing method according to an embodiment of the present invention includes:
step S11, the main body of the power generation declares operation data; the power generation main body comprises a traditional power supply and clean energy;
step S12, considering unilateral market reality, taking the lowest electricity purchasing cost meeting the market as an optimization target, and simultaneously constructing constraint conditions according to the operation data, wherein the constraint conditions comprise: the method comprises the following steps of power grid operation constraint, traditional power supply operation constraint, clean energy operation constraint and clean energy flexible block transaction declaration constraint;
and S13, constructing an electric power market trading clearing model considering the flexible block trading of the clean energy according to the optimization target and preset conditions, and solving the electric power market trading clearing model to obtain a clearing result.
It can be understood that, in the technical scheme provided in this embodiment, the operation data is declared through the power generation main body, the unilateral market reality is considered, the lowest market electricity purchasing cost is met as an optimization target, meanwhile, according to the operation data, a constraint condition is constructed, according to the optimization target and a preset condition, an electric power market trade clearing model considering the clean energy flexible block trade is constructed, and the electric power market trade clearing model is solved to obtain a clearing result. According to the technical scheme provided by the embodiment, the actual problem that the current segmental output declaration mode is difficult to meet the requirement of clean energy transaction is fully considered, the flexible block transaction mode is introduced on the basis of the traditional electric power spot market clearing model, the synchronous transaction clearing of the traditional power supply and the clean energy is realized, the application range of the market transaction method is expanded, and the usability of the market transaction method is enhanced.
Preferably, the step S1 includes:
the traditional power supply adopts a subsection power reporting mode to report operation data;
the clean energy adopts a flexible block transaction mode to declare operation data.
Preferably, the power generation subject reports operation data, specifically:
under the subsection power declaring mode, the traditional power generation main body declares the maximum and minimum power generation output, the maximum and minimum climbing capacity, each subsection price and each subsection power generation output limit value of the generator set in the running state;
a flexible block transaction mode comprising: an hourly transaction mode and a flexible hourly transaction mode;
under the hour trading mode, the clean energy power generation main body declares the generated energy and the declared price of each hour;
under the flexible hour trading mode, the clean energy power generation main body declares the generated energy of a plurality of hours, the corresponding price and the maximum generated output of each hour.
Preferably, the optimization objectives are:
Figure BDA0003145061190000081
in formula (1), Min represents that the optimization objective is a minimization optimization problem; NG is the number of the traditional power generator sets adopting a segmented output declaration mode; NH is the number of clean energy power plants adopting a flexible block transaction mode; NT is the optimized time period number in the subsection output declaration mode, and Delta T is the pairThe time interval, NHT, is the number of optimization period hours, both of which should satisfy NT Δ T ═ NHT;
Figure BDA0003145061190000082
the clearing price of the traditional power generating set g in the time period t,
Figure BDA0003145061190000083
the power generation output is clear in the g time period t of the traditional power generator set;
Figure BDA0003145061190000084
the price and the reported electric quantity are respectively reported for the hth hour transaction of the clean energy h,
Figure BDA0003145061190000085
the price and the reported electric quantity are respectively traded for the flexible hour of the htth hour of the clean energy h,
Figure BDA0003145061190000091
the state variables of whether the htth hour transaction and the flexible hour transaction of the clean energy h win or not respectively, in the optimization target,
Figure BDA0003145061190000092
Figure BDA0003145061190000093
the method comprises the steps of sequentially purchasing electricity fee for the traditional power supply, purchasing electricity fee for the clean energy in hours, and purchasing electricity fee for the clean energy in flexible hours.
Preferably, the grid operation constraints include:
Figure BDA0003145061190000094
Figure BDA0003145061190000095
in the formulas (2) to (3), NB represents the number of nodes loaded in the whole network,
Figure BDA0003145061190000096
the power generation output is clear in the g time period t of the traditional power generator set,
Figure BDA0003145061190000097
is the generated output of the clean energy h in the time period t,
Figure BDA0003145061190000098
for the load node b load prediction value of time period t,
Figure BDA0003145061190000099
upper and lower limit of the power flow of the operating section s, GSDF respectivelyg,s、GSDFh,s、GSDFb,sThe power transfer distribution factors of the traditional power generator set g, the clean energy h, the load node b and the operation section s are respectively.
Preferably, the conventional power supply operating constraints include:
Figure BDA00031450611900000910
Figure BDA00031450611900000911
Figure BDA00031450611900000912
in the formulae (4) to (6),
Figure BDA00031450611900000913
the upper limit value and the lower limit value of the climbing capability of the generator set g of the traditional power supply are respectively, NP is the maximum number of declaration sections of the traditional power supply in a subsection power declaration mode,
Figure BDA00031450611900000914
Figure BDA00031450611900000915
the declared prices of the sections are respectively obtained,
Figure BDA00031450611900000916
the upper limit value and the lower limit value of the generated output of each section are respectively.
Preferably, the clean energy source operation constraint comprises:
Figure BDA0003145061190000101
Figure BDA0003145061190000102
Figure BDA0003145061190000103
in formulae (7) to (9), EH,Max、EH,MinRespectively an upper limit value and a lower limit value of the total generating capacity of the clean energy in the whole optimization time period,
Figure BDA0003145061190000104
respectively an upper limit value and a lower limit value of the generated energy of the clean energy h in the whole optimization period according to the operation requirement,
Figure BDA0003145061190000105
the upper limit value and the lower limit value of the total generating capacity of all the clean energy in a specific time period t are respectively set.
Preferably, the clean energy flexible block transaction declaration constraint includes:
Figure BDA0003145061190000106
Figure BDA0003145061190000107
Figure BDA0003145061190000108
Figure BDA0003145061190000109
in the formulae (10) to (13),
Figure BDA00031450611900001010
for the maximum power generation output declared by the clean energy h, NF is the maximum winning hour number allowed by the flexible hour exchange, and t epsilon ht represents all time periods belonging to the hour.
Preferably, the solving of the electric power market trade clearing model specifically includes:
and solving the electric power market trade clearing model by using commercial software such as Cplex and the like or by adopting a branch-and-bound optimization method.
Example two
According to another embodiment of the present invention, a method for clearing a trade in an electric power spot market is provided, which includes:
step S21, power generation subject declaration:
in the embodiment, the traditional power supplies such as coal and gas are still provided with a subsection power reporting mode to report the operation data, and clean energy such as water and electricity is provided with a flexible block transaction mode to report the operation data.
The subsection power declaration mode requires the power generation main body to declare the maximum and minimum power generation output, the maximum and minimum climbing capacity, each subsection price and each subsection power generation output limit value of the power generation main body in the running state.
Considering that the trading mode is simplified as much as possible in the initial stage of the market, the flexible block trading mode in the embodiment only adopts two varieties, namely an hour trading mode and a flexible hour trading mode.
Under the hour trading mode, the clean energy power generation main body declares the generated energy and the declared price of each hour; under the flexible hour trading mode, the clean energy power generation main body declares a plurality of hours of power generation and corresponding prices, but only declares within no more than allowable hours can bid. In addition, in the flexible block transaction mode, the clean energy power generation main body needs to report the maximum power generation output of each hour.
Step S22, constructing an optimization target:
as with the current optimization goal of electric power spot market trading, the unilateral electric power spot market trading clearing method considering flexible block trading still needs to meet the minimum optimization goal of market electricity purchasing cost, which can be expressed as:
Figure BDA0003145061190000111
in formula (1), Min represents that the optimization objective is a minimization optimization problem; NG is the number of the traditional power generator sets adopting a segmented output declaration mode; NH is the number of clean energy power plants adopting a flexible block transaction mode; NT is the number of the optimized time segments in the segmented output declaration mode, delta T is the corresponding time interval, NHT is the hours of the optimized time segments, and NT is multiplied by delta T as NHT;
Figure BDA0003145061190000112
the clearing price of the traditional power generating set g in the time period t,
Figure BDA0003145061190000113
the power generation output is clear in the g time period t of the traditional power generator set;
Figure BDA0003145061190000114
Figure BDA0003145061190000115
the price and the reported electric quantity are respectively reported for the hth hour transaction of the clean energy h,
Figure BDA0003145061190000116
the price and the reported electric quantity are respectively traded for the flexible hour of the htth hour of the clean energy h,
Figure BDA0003145061190000117
and respectively determining whether the htth hour transaction and the flexible hour transaction of the clean energy h are successful or not.
In the above-described optimization objective, the target,
Figure BDA0003145061190000118
the method comprises the steps of sequentially purchasing electricity fee for the traditional power supply, purchasing electricity fee for the clean energy in hours, and purchasing electricity fee for the clean energy in flexible hours.
Step S23, constructing power grid operation constraint:
according to the operation requirement of the power grid, power grid operation constraint is constructed to ensure that the clearing result meets the operation requirement of the power grid, and the operation constraint can be expressed as follows:
Figure BDA0003145061190000121
Figure BDA0003145061190000122
in the formulas (2) to (3), NB represents the number of nodes loaded in the whole network,
Figure BDA0003145061190000123
the power generation output is clear in the g time period t of the traditional power generator set,
Figure BDA0003145061190000124
is the generated output of the clean energy h in the time period t,
Figure BDA0003145061190000125
for the load node b load prediction value of time period t,
Figure BDA0003145061190000126
upper and lower limit of the power flow of the operating section s, GSDF respectivelyg,s、GSDFh,s、GSDFb,sThe power transfer distribution factors of the traditional power generator set g, the clean energy h, the load node b and the operation section s are respectively. The formula (2) and the formula (3) are sequentially power balanceAnd the constraint and the network transmission capacity constraint are basic constraint items of power grid operation in the clearing of electric power market trade and dispatching operation.
Step S24, constructing the traditional power supply operation constraint:
according to the operating characteristics of the traditional power supply, constructing traditional power supply constraint conditions, which mainly comprise: the upper and lower limits of output constraint, the price constraint, and the climbing ability constraint can be expressed as:
Figure BDA0003145061190000127
Figure BDA0003145061190000128
Figure BDA0003145061190000129
in the formulae (4) to (6),
Figure BDA00031450611900001210
the upper limit value and the lower limit value of the climbing capability of the generator set g of the traditional power supply are respectively, NP is the maximum number of declaration sections of the traditional power supply in a subsection power declaration mode,
Figure BDA00031450611900001211
Figure BDA0003145061190000131
the declared prices of the sections are respectively obtained,
Figure BDA0003145061190000132
the upper limit value and the lower limit value of the generated output of each section are respectively, and the generated output of each section is continuous, so the maximum generated output of the previous section is equal to the minimum generated output of the next section.
Step S25, constructing clean energy operation constraint:
according to the operation requirement of clean energy, the operation conditions which must be met by the declared electric quantity and the like of the clean energy are constructed, and the operation conditions comprise that: the optimal period power generation constraint, the specific period power generation limit constraint, and the like, may be expressed as:
Figure BDA0003145061190000133
Figure BDA0003145061190000134
Figure BDA0003145061190000135
in formulae (7) to (9), EH,Max、EH,MinRespectively an upper limit value and a lower limit value of the total generating capacity of the clean energy in the whole optimization time period,
Figure BDA0003145061190000136
respectively an upper limit value and a lower limit value of the generated energy of the clean energy h in the whole optimization period according to the operation requirement,
Figure BDA0003145061190000137
the upper limit value and the lower limit value of the total generating capacity of all the clean energy in the specific time t are obtained by a market operating mechanism according to the operation analysis and the measurement of a power grid, and the upper limit value and the lower limit value are used as market disclosure information to be released to market members in advance.
Step S26, constructing a clean energy flexible block transaction declaration constraint:
a constraint formula is constructed based on the declared requirements associated with the flexible block transaction. The clean energy flexible block transaction declaration constraints to be considered include: the generated output constraint, the expected electricity constraint, the hourly transaction constraint, the flexible hourly transaction constraint may be expressed as:
Figure BDA0003145061190000138
Figure BDA0003145061190000139
Figure BDA00031450611900001310
Figure BDA00031450611900001311
in the formulae (10) to (13),
Figure BDA0003145061190000141
for the maximum power generation output declared by the clean energy h, NF is the maximum winning hour number allowed by the flexible hour exchange, and t epsilon ht represents all time periods belonging to the hour.
Step S27, modeling and clearing:
and constructing a power market trading clearing model considering flexible block trading based on the optimization targets and the constraint conditions so as to solve and obtain a clearing result.
In the implementation, the formula (1) is used as an optimization target, the formulas (2) to (13) are used as constraint conditions, and then an electric power market trade clearing model considering flexible block trading can be constructed, the model is essentially a mixed integer planning problem, and can be obtained by utilizing commercial software such as Cplex and the like or by adopting mathematical optimization such as branch and bound and the like, the solving process is the prior art, the main innovation of the invention is not influenced, and the solving process is not repeated.
It should be particularly noted that the model clean energy operation constraint, the power grid operation constraint, and the like can be optimized and adjusted according to an application scenario. Modifications of the above should be considered as within the scope of the invention.
It can be understood that, in the technical scheme provided in this embodiment, the operation data is declared through the power generation main body, the unilateral market reality is considered, the lowest market electricity purchasing cost is met as an optimization target, meanwhile, according to the operation data, a constraint condition is constructed, according to the optimization target and a preset condition, an electric power market trade clearing model considering the clean energy flexible block trade is constructed, and the electric power market trade clearing model is solved to obtain a clearing result. According to the technical scheme provided by the embodiment, the actual problem that the current segmental output declaration mode is difficult to meet the requirement of clean energy transaction is fully considered, the flexible block transaction mode is introduced on the basis of the traditional electric power spot market clearing model, the synchronous transaction clearing of the traditional power supply and the clean energy is realized, the application range of the market transaction method is expanded, and the usability of the market transaction method is enhanced.
EXAMPLE III
An embodiment of the present invention provides an electric power spot market transaction clearing system 100, which includes:
the reporting module 101 is used for reporting the operation data by the power generation main body; the power generation main body comprises a traditional power supply and clean energy;
the modeling module 102 is configured to consider a unilateral market reality, take the lowest market electricity purchase cost as an optimization target, and construct a constraint condition according to the operation data, where the constraint condition includes: the method comprises the following steps of power grid operation constraint, traditional power supply operation constraint, clean energy operation constraint and clean energy flexible block transaction declaration constraint;
and the solving module 103 is used for constructing an electric power market trading clearing model considering the flexible block trading of the clean energy according to the optimization target and the preset conditions, and solving the electric power market trading clearing model to obtain a clearing result.
It can be understood that, in the technical scheme provided in this embodiment, the operation data is declared through the power generation main body, the unilateral market reality is considered, the lowest market electricity purchasing cost is met as an optimization target, meanwhile, according to the operation data, a constraint condition is constructed, according to the optimization target and a preset condition, an electric power market trade clearing model considering the clean energy flexible block trade is constructed, and the electric power market trade clearing model is solved to obtain a clearing result. According to the technical scheme provided by the embodiment, the actual problem that the current segmental output declaration mode is difficult to meet the requirement of clean energy transaction is fully considered, the flexible block transaction mode is introduced on the basis of the traditional electric power spot market clearing model, the synchronous transaction clearing of the traditional power supply and the clean energy is realized, the application range of the market transaction method is expanded, and the usability of the market transaction method is enhanced.
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. The terms "first" and "second" are used for descriptive purposes only and are not to be construed as indicating or implying relative importance. The term "plurality" means two or more unless expressly limited otherwise.

Claims (10)

1. A method for clearing electric power spot market transaction is characterized by comprising the following steps:
step S1, the main body of the power generation declares operation data; the power generation main body comprises a traditional power supply and clean energy;
step S2, considering unilateral market reality, taking the lowest electricity purchasing cost meeting the market as an optimization target, and simultaneously constructing constraint conditions according to the operation data, wherein the constraint conditions comprise: the method comprises the following steps of power grid operation constraint, traditional power supply operation constraint, clean energy operation constraint and clean energy flexible block transaction declaration constraint;
and S3, constructing an electric power market trading clearing model considering the flexible block trading of the clean energy according to the optimization target and preset conditions, and solving the electric power market trading clearing model to obtain a clearing result.
2. The method according to claim 1, wherein the step S1 includes:
the traditional power supply adopts a subsection power reporting mode to report operation data;
the clean energy adopts a flexible block transaction mode to declare operation data.
3. The method according to claim 2, characterized in that the power generating agent declares operational data, in particular:
under the subsection power declaring mode, the traditional power generation main body declares the maximum and minimum power generation output, the maximum and minimum climbing capacity, each subsection price and each subsection power generation output limit value of the generator set in the running state;
a flexible block transaction mode comprising: an hourly transaction mode and a flexible hourly transaction mode;
under the hour trading mode, the clean energy power generation main body declares the generated energy and the declared price of each hour;
under the flexible hour trading mode, the clean energy power generation main body declares the generated energy of a plurality of hours, the corresponding price and the maximum generated output of each hour.
4. The method of claim 1, wherein the optimization objective is:
Figure FDA0003145061180000011
in formula (1), Min represents that the optimization objective is a minimization optimization problem; NG is the number of the traditional power generator sets adopting a segmented output declaration mode; NH is the number of clean energy power plants adopting a flexible block transaction mode; NT is the number of the optimized time segments in the segmented output declaration mode, delta T is the corresponding time interval, NHT is the hours of the optimized time segments, and NT is multiplied by delta T as NHT;
Figure FDA0003145061180000021
the clearing price of the traditional power generating set g in the time period t,
Figure FDA0003145061180000022
the power generation output is clear in the g time period t of the traditional power generator set;
Figure FDA0003145061180000023
the price and the reported electric quantity are respectively reported for the hth hour transaction of the clean energy h,
Figure FDA0003145061180000024
the price and the reported electric quantity are respectively traded for the flexible hour of the htth hour of the clean energy h,
Figure FDA0003145061180000025
the state variables of whether the htth hour transaction and the flexible hour transaction of the clean energy h win or not respectively, in the optimization target,
Figure FDA0003145061180000026
Figure FDA0003145061180000027
the method comprises the steps of sequentially purchasing electricity fee for the traditional power supply, purchasing electricity fee for the clean energy in hours, and purchasing electricity fee for the clean energy in flexible hours.
5. The method of claim 4, wherein the grid operating constraints comprise:
Figure FDA0003145061180000028
Figure FDA0003145061180000029
in the formulas (2) to (3), NB represents the number of nodes loaded in the whole network,
Figure FDA00031450611800000210
the power generation output is clear in the g time period t of the traditional power generator set,
Figure FDA00031450611800000211
is the generated output of the clean energy h in the time period t,
Figure FDA00031450611800000212
when it is a load node bPredicted load value, P, of segment ts max、Ps minUpper and lower limit of the power flow of the operating section s, GSDF respectivelyg,s、GSDFh,s、GSDFb,sThe power transfer distribution factors of the traditional power generator set g, the clean energy h, the load node b and the operation section s are respectively.
6. The method of claim 5, wherein the legacy power supply operating constraints comprise:
Figure FDA00031450611800000213
Figure FDA00031450611800000214
Figure FDA0003145061180000031
in the formulae (4) to (6),
Figure FDA0003145061180000032
the upper limit value and the lower limit value of the climbing capability of the generator set g of the traditional power supply are respectively, NP is the maximum number of declaration sections of the traditional power supply in a subsection power declaration mode,
Figure FDA0003145061180000033
Figure FDA0003145061180000034
the declared prices of the sections are respectively obtained,
Figure FDA0003145061180000035
the upper limit value and the lower limit value of the generated output of each section are respectively.
7. The method of claim 6, wherein the clean energy source operating constraints comprise:
Figure FDA0003145061180000036
Figure FDA0003145061180000037
Figure FDA0003145061180000038
in formulae (7) to (9), EH,Max、EH,MinRespectively an upper limit value and a lower limit value of the total generating capacity of the clean energy in the whole optimization time period,
Figure FDA0003145061180000039
respectively an upper limit value and a lower limit value of the generated energy of the clean energy h in the whole optimization period according to the operation requirement,
Figure FDA00031450611800000310
the upper limit value and the lower limit value of the total generating capacity of all the clean energy in a specific time period t are respectively set.
8. The method of claim 7, wherein the clean energy flexible block transaction declaration constraints comprise:
Figure FDA00031450611800000311
Figure FDA00031450611800000312
Figure FDA00031450611800000313
Figure FDA00031450611800000314
in the formulae (10) to (13),
Figure FDA00031450611800000315
for the maximum power generation output declared by the clean energy h, NF is the maximum winning hour number allowed by the flexible hour exchange, and t epsilon ht represents all time periods belonging to the hour.
9. The method according to claim 1, wherein said solving said power market trade clearance model is specifically:
and solving the electric power market trade clearing model by using commercial software such as Cplex and the like or by adopting a branch-and-bound optimization method.
10. An electric power spot market transaction clearing system, comprising:
the reporting module is used for reporting the operation data by the power generation main body; the power generation main body comprises a traditional power supply and clean energy;
the modeling module is used for considering the single-side market reality, taking the lowest market electricity purchasing cost as an optimization target, and meanwhile, constructing constraint conditions according to the operation data, and comprises the following steps: the method comprises the following steps of power grid operation constraint, traditional power supply operation constraint, clean energy operation constraint and clean energy flexible block transaction declaration constraint;
and the solving module is used for constructing an electric power market trading clearing model considering the flexible block trading of the clean energy according to the optimization target and the preset conditions, and solving the electric power market trading clearing model to obtain a clearing result.
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