CN115358787A - Virtual power plant spot market declaring method considering transaction risk and related device - Google Patents

Virtual power plant spot market declaring method considering transaction risk and related device Download PDF

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CN115358787A
CN115358787A CN202211012050.2A CN202211012050A CN115358787A CN 115358787 A CN115358787 A CN 115358787A CN 202211012050 A CN202211012050 A CN 202211012050A CN 115358787 A CN115358787 A CN 115358787A
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骆希
金骆松
庄晓丹
何阳
何洁
吕瑞扬
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Zhejiang Electric Power Trade Center Co ltd
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Abstract

The application discloses a virtual power plant spot market declaring method, a device, electronic equipment and a readable storage medium considering transaction risks, which comprise the following steps: determining a declaration strategy optimization target of a virtual power plant; determining conventional operation constraints and equipment operation constraints of the virtual power plant; determining transaction risk constraints of the virtual power plant; under the optimization objective of the reporting strategy, a spot market reporting model of the virtual power plant is constructed based on transaction risk constraint, equipment operation constraint and conventional operation constraint, and an actual reporting strategy is obtained through solving. According to the method, the time-of-use electricity price forecasting deviation of the electricity spot market and the influence of the time-of-use electricity price forecasting deviation on the trading income of the virtual power plant spot market are fully considered, so that the trading risk constraint based on the condition risk value is constructed, and the virtual power plant spot market declaring method considering the trading risk is provided on the basis, so that the situation that the expected income exceeds the expectation of a virtual power plant operator due to the time-of-use electricity price forecasting deviation is avoided.

Description

Virtual power plant spot market declaration method considering transaction risk and related device
Technical Field
The present application relates to the field of request processing, and in particular, to a virtual power plant spot market declaration method, device, electronic device, and computer-readable storage medium considering transaction risk.
Background
The virtual power plant is a special user cluster, and can realize flexible calling of an internal adjustable power supply by means of advanced information communication and operation control technologies, so that the virtual power plant interacts with the demand of a large power grid, and new energy consumption is promoted. In recent years, with the accelerated promotion of the construction of the spot market, the commercial mode matched with the operation of the virtual power plant is mature day by day, and the research and application of the virtual power plant are accelerated. Thus, virtual power plants are created to declare strategic design issues in spot market transactions.
In the prior art, the problem of optimal scheduling of a virtual power plant is partially researched, an optimization model is constructed on the basis of the price prediction data of the current spot market and the aim of maximizing the expected income of the virtual power plant, and the optimization result can be used as the declaration reference of the virtual power plant; and on the basis of the part, demand side response and energy storage device operation characteristics are further considered, and a more refined optimization scheduling model is constructed. The method solves the problem of optimal scheduling of the virtual power plant under the given clearing result, and can also be used as a basis for formulating a declaration strategy. For more direct use in reporting policy making; in the other part, a virtual power plant declaration strategy based on a game model is constructed, and decision reference is provided for virtual power plant operators through game analysis among different market subjects of the large power grid; and a reporting strategy decision model with the maximum self expected yield as a target is partially constructed, and a reporting strategy is formulated by considering the influence of the expected price fluctuation of the clear electricity on the expected yield.
It can be seen that the main basis of the current virtual power plant spot market transaction declaration strategy design is the expected benefit in the spot market transaction. The existing research carries out more comprehensive research on the operation cost and the expected income of the virtual power plant under different operation modes. However, consideration of the risk of spot market trading price volatility as a basis in the decision making of a virtual power plant declaration is not comprehensive. In fact, as a critical reference for reporting decision making, spot market trading price volatility has a significant impact on reporting strategies. During the process of formulating the declaration strategy, the virtual power plant operator needs to consider expected benefits possibly generated by the declaration strategy and also needs to make spot market transaction price fluctuation risk prevention and control, otherwise, the actual income and the expected income may have larger deviation, and larger loss is brought to the virtual power plant.
Disclosure of Invention
The application aims to provide a virtual power plant spot market declaring method, a virtual power plant spot market declaring device, an electronic device and a computer readable storage medium, wherein transaction risks are considered.
To achieve the above object, the present application provides in a first aspect a virtual power plant spot market declaration method considering transaction risk, the method comprising: determining a declaration strategy optimization target of a virtual power plant; determining conventional operation constraints and equipment operation constraints of the virtual power plant; determining a transaction risk constraint of the virtual power plant; under the optimization objective of the declaration strategy, a spot market declaration model of the virtual power plant is constructed based on transaction risk constraint, equipment operation constraint and conventional operation constraint, and an actual declaration strategy is obtained by solving.
To achieve the above object, the present application provides in a second aspect a virtual plant spot market declaration apparatus that considers a transaction risk, the apparatus comprising: a reporting strategy optimization objective determination unit configured to determine a reporting strategy optimization objective of the virtual power plant; a general operation constraint and equipment operation constraint determination unit configured to determine a general operation constraint and an equipment operation constraint of the virtual power plant; a transaction risk constraint determination unit configured to determine a transaction risk constraint of the virtual power plant; and the model constructing and solving unit is configured to construct a spot market declaration model of the virtual power plant based on transaction risk constraint, equipment operation constraint and conventional operation constraint under a declaration strategy optimization target, and solve to obtain an actual declaration strategy.
To achieve the above object, the present application provides, in a third aspect, an electronic apparatus comprising:
a memory for storing a computer program;
a processor configured to implement the steps of the virtual plant spot market declaration method considering transaction risk as described in any of the embodiments of the first aspect when executing the computer program stored on the memory.
To achieve the above object, in a fourth aspect, the present application provides a computer readable storage medium having stored thereon a computer program which, when executed by a processor, performs the steps of the virtual plant spot market declaration taking into account trading risk as described in any of the embodiments of the first aspect above.
Compared with the prior art, the virtual power plant spot market declaring method considering the transaction risk provided by the application has the advantages that the time-of-use electricity price forecasting deviation of the electricity spot market and the influence of the time-of-use electricity price forecasting deviation on the transaction income of the virtual power plant spot market are fully considered, so that the transaction risk constraint based on the condition risk value is constructed, the virtual power plant spot market declaring method considering the transaction risk is provided on the basis, and the condition-of-use electricity price forecasting deviation is prevented from causing the expected income to exceed the expectation of a virtual power plant operator.
The application also provides a virtual power plant spot market declaring device, electronic equipment and a computer readable storage medium considering transaction risks, and the device, the electronic equipment and the computer readable storage medium have the beneficial effects and are not repeated herein.
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In order to more clearly illustrate the embodiments of the present application or the technical solutions in the prior art, the drawings needed to be used in the description of the embodiments or the prior art will be briefly introduced below, it is obvious that the drawings in the following description are only embodiments of the present application, and for those skilled in the art, other drawings can be obtained according to the provided drawings without creative efforts.
FIG. 1 is a flowchart of a virtual power plant spot market declaration method considering transaction risks according to an embodiment of the present disclosure;
fig. 2 is a block diagram of a virtual power plant spot market declaring device considering transaction risks according to an embodiment of the present disclosure.
Detailed Description
In order to make the objects, technical solutions and advantages of the embodiments of the present application clearer, the technical solutions in the embodiments of the present application will be clearly and completely described below with reference to the drawings in the embodiments of the present application, and it is obvious that the described embodiments are some embodiments of the present application, but not all embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present application.
Referring to fig. 1, fig. 1 is a flowchart of a virtual power plant spot market reporting method considering transaction risks according to an embodiment of the present disclosure, which includes the following steps:
step 101: determining a declaration strategy optimization target of a virtual power plant;
this step is intended to determine the declaration strategy optimization objective of the virtual power plant by an executive body (such as a local server or cloud server for data processing and analysis) adapted to execute the virtual power plant spot market declaration method provided herein that considers transaction risk.
Specifically, the declaration strategy design of the virtual power plant can minimize the expected cost of market trading as an optimization target, and can be expressed as the following formula:
Min Ear(P t VPP )=Ea(P t VPP )+Co(P t NE ,P t CL ,P t BS );
where Min represents the minimization of planning problem, ear (P) t VPP )、Ea(P t VPP )、Co(P t NE ,P t CL ,P t BS ) Respectively, the expected cost of the virtual power plant, the expected electricity purchasing cost and the expected operation cost.
Preferably, the expected electricity purchasing cost can be a total electricity purchasing cost calculated according to the spot market transaction price multi-scenario prediction and the virtual power plant declaration exchange power, and can be expressed as the following formula:
Figure BDA0003811297570000041
wherein, P t VPP For exchanging power, p, of a virtual power plant during a period t k And (T) is a predicted value of the spot market trading price in a time period T in the scene k, and NT and delta T are time interval and duration respectively.
Preferably, the expected operation cost can be the operation cost of each type of adjustable power supply, and the quadratic function form can be expressed as follows:
Co NE =a NE P t NE2 +b NE P t NE +c NE
Co CL =a CL P t CL2 +b CL P t CL +c CL
Co BS =a BS P t BS2 +b BS P t BS +c BS
wherein, co NE 、Co CL 、Co BS The operation cost of three types of adjustable power supplies of new energy, controllable load and energy storage device is shown in sequence as a NE 、b NE 、c NE A quadratic term coefficient, a first order term coefficient and a constant term coefficient, respectively, of a quadratic function describing the operating cost of the new energy CL 、b CL 、c CL Respectively, a quadratic term coefficient, a first order coefficient and a constant term coefficient of a quadratic function describing the running cost of the controllable load BS 、b BS 、c BS Respectively, a quadratic term coefficient, a first term coefficient, and a constant term coefficient, P, describing the operating cost quadratic function of the energy storage device t NE 、P t CL 、P t BS The power generation output, the load calling or the power exchange of new energy, the controllable load and the energy storage device in the time period t are realized.
The sum of the operation costs of the three types of adjustable power supplies is the expected operation cost of the virtual power plant, and can be expressed as follows: co (P) t NE ,P t CL ,P t BS )=Co NE +Co CL +Co BS
Step 102: determining conventional operation constraints and equipment operation constraints of the virtual power plant;
on the basis of step 101, this step is intended to determine the general operating constraints and the equipment operating constraints of the virtual power plant by the executing agent described above.
The conventional operation constraint of the virtual power plant is mainly a power balance constraint, and the conventional operation constraint of the virtual power plant requires the power generation output of the virtual power plant and the exchange power balance of a power load and a large power grid; compared with the power balance constraint which needs to be met by the power exchange of the virtual power plant as a whole, the equipment operation constraint of the virtual power plant refers to the operation constraint which needs to be met by different components in the virtual power plant, and is the difference between the whole and the individual, namely the virtual power plant has different structures and different components.
The conventional operation constraint of the virtual power plant is mainly a power balance constraint, and the conventional operation constraint of the virtual power plant requires the balance of power generation output and power load and exchange power of a large power grid, and can be expressed as the following formula:
P t VPP =P t VPP,L -P t NE -P t CL -P t BS p in the formula t VPP,L Representing the virtual plant time period t electricity load after the controllable power source influence is not considered.
The wind-solar new energy equipment operation constraint requires that a new energy power generation output plan does not exceed the predicted power generation output, the deviation is wind curtailment power and light curtailment power, and the following formula can be expressed:
P t NE =P t NE,F -P t NE,A p in the formula t NE,F 、P t NE,A Are respectively asAnd (3) predicting output and wind and light abandoning power of the wind and light new energy equipment in the time t.
Preferably, the equipment operation constraint of the controllable load is related to the controllable load response requirement, and the operation characteristic constraint thereof requires that the controllable load response quantity does not exceed the response limit value thereof and can only respond in a specified response period, which can be expressed as the following formula:
P t CL ≤P CL,max ,P t CL =0
Figure BDA0003811297570000056
in the formula P CL,max For maximum responsive load limit of controllable load, t CLR To allow a response period time set.
Preferably, the device operation constraint of the energy storage device includes an exchange power constraint, a discharge capability constraint, a charge-discharge state constraint, an electricity storage constraint, and an electricity storage invariant constraint, and may be represented by the following formula:
P t BS =P t BS,D -P t BS,C
Figure BDA0003811297570000051
Figure BDA0003811297570000052
Figure BDA0003811297570000053
Figure BDA0003811297570000054
Figure BDA0003811297570000055
in the formula P t BS,D 、P t BS,C Respectively the discharge power and the charging power of the energy storage device in a time period t,
Figure BDA0003811297570000061
Figure BDA0003811297570000062
respectively the maximum discharge power and the maximum charge power of the energy storage device,
Figure BDA0003811297570000063
respectively a discharge state variable and a charge state variable of the energy storage device in a time period t,
Figure BDA0003811297570000064
for the initial charge storage of the energy storage device, E BS,min 、E BS,max Maximum and minimum electric energy storage quantity of the energy storage device, eta respectively BS To translate into a loss factor to the charge side.
Step 103: determining transaction risk constraints of the virtual power plant;
the implementation of the method is to construct the transaction risk constraint of the virtual power plant based on time-of-use electricity price prediction deviation analysis so as to ensure that the virtual power plant income in the time-of-use electricity price prediction deviation fluctuation range of the declaration strategy is in an expected range. In particular, the method and the system for analyzing the risk of the trading strategy of the virtual power plant adopt a conditional risk value model.
The conditional risk value is a measurement method widely applied in the risk assessment field at present, and is derived from improvement of the risk value, the risk value can quantify the maximum loss under a certain probability and provides reference for risk prevention and control, but the conditional risk value does not meet the consistency risk measurement standard essentially and cannot prevent and control the investment loss risk beyond the expected probability. For this reason, more and more research has been focused on condition risk value in recent years. Conditional risk value is the average level at which the loss exceeds the conditional mean of the risk value, reflecting excess loss, at some confidence level.
Preferably, a time-of-use electricity price prediction uncertainty model of the node where the virtual power plant is located is constructed. And describing possible deviation of time-of-use electricity price prediction by adopting a multi-scenario prediction model. Under this model, the time-of-use electricity prices can be expressed as:
Figure BDA0003811297570000065
where p (t) is the spot market trade price fluctuation vector, p 1 (t)、p 2 (t)、……p N (t) price time series, rho, under scene 1, scene 2 to scene N, respectively 1 、ρ 2 、……ρ N The probability of each scene is satisfied:
Figure BDA0003811297570000066
and N is the number of the current market trading price forecasting scenes.
Preferably, based on the above multi-scenario prediction result of the spot market trading price, the market trading risk condition risk value can be expressed as:
Figure BDA0003811297570000067
in the formula, 1-k is confidence level, k represents expected probability and generally takes 3-5%, ear set 、Ear k And respectively obtaining a positive value function for the expected income requirement of the virtual power plant and the expected benefit under the scene, and meeting the following requirements:
Figure BDA0003811297570000071
in order to meet the market transaction risk prevention and control requirements, the conditional risk value of the virtual power plant under the fluctuation of the spot market transaction price can be expressed as follows in the form of constraint terms by referring to the virtual power plant:
Figure BDA0003811297570000072
var in the formula set Maximum loss wind acceptable for virtual power plantAnd (5) risking.
Step 104: and under the optimization objective of the declaration strategy, constructing a spot market declaration model of the virtual power plant based on transaction risk constraint, equipment operation constraint and conventional operation constraint, and solving to obtain an actual declaration strategy.
The method comprises the steps of constructing a virtual power plant spot market declaration model considering transaction risks by the execution main body, and solving to obtain a declaration strategy.
Preferably, the virtual power plant spot market declaration model considering the transaction risk takes market transaction cost in formula (1) as an optimization target, and considers conventional operation constraint, equipment operation constraint and transaction risk constraint of the virtual power plant, which can be expressed as:
Min Ear(P t VPP );
Figure BDA0003811297570000073
min in the formula represents the minimization of the planning problem and s.t. represents the constraints to be considered.
The model is mathematically a mixed integer quadratic convex programming problem and can be solved by adopting an interior point method or a commercial software package such as Cplex and the like. The main innovation of the invention is not influenced, and the solving process is not described in detail. The declared output plan obtained through solving is actually a virtual power plant spot market declaration strategy proposal scheme considering transaction risks.
Namely, the established model is a model aiming at the amount of the electricity purchasing or electricity selling declaration of the virtual power plant in the spot power market under the premise of considering the transaction risk, and the declared output plan mainly comprising new energy, electricity price prediction information and output which are obtained by optimization in the step 101 is input.
Compared with the prior art, the virtual power plant spot market declaring method considering the transaction risk provided by the application has the advantages that the time-of-use electricity price forecasting deviation of the electricity spot market and the influence of the time-of-use electricity price forecasting deviation on the transaction income of the virtual power plant spot market are fully considered, so that the transaction risk constraint based on the condition risk value is constructed, the virtual power plant spot market declaring method considering the transaction risk is provided on the basis, and the condition-of-use electricity price forecasting deviation is prevented from causing the expected income to exceed the expectation of a virtual power plant operator.
Because the situation is complicated and cannot be illustrated by a list, a person skilled in the art can realize that many examples exist according to the basic method principle provided by the application and the practical situation, and the protection scope of the application should be protected without enough inventive work.
Referring to fig. 2, fig. 2 is a block diagram illustrating a virtual plant spot market reporting apparatus 200 considering transaction risk according to an embodiment of the present invention, where the present embodiment is an apparatus corresponding to the above method embodiment, and the virtual plant spot market reporting apparatus 200 considering transaction risk may include:
a declaration strategy optimization objective determination unit 201 configured to determine a declaration strategy optimization objective of the virtual power plant;
a regular operation constraint and equipment operation constraint determination unit 202 configured to determine a regular operation constraint and an equipment operation constraint of the virtual power plant;
a transaction risk constraint determining unit 203 configured to determine a transaction risk constraint of the virtual power plant;
and the model constructing and solving unit 204 is configured to construct a spot market declaration model of the virtual power plant based on transaction risk constraint, equipment operation constraint and conventional operation constraint under the declaration strategy optimization objective, and solve to obtain an actual declaration strategy.
In some other optional embodiments of the present application, the declaration policy optimization goal determining unit 201 may be further configured to:
constructing a declaration strategy optimization target of the virtual power plant, which is minimized by market transaction expected cost, according to the following formula:
Min Ear(P t VPP )=Ea(P t VPP )+Co(P t NE ,P t CL ,P t BS ) (ii) a Where Min represents the minimization of planning problem, ear (P) t VPP )、Ea(P t VPP )、Co(P t NE ,P t CL ,P t BS ) Respectively the expected cost, the expected electricity purchasing cost and the expected operation cost of the virtual power plant;
Figure BDA0003811297570000081
wherein, P t VPP Exchanging power, p, for a virtual power plant period t k (T) a time period T spot market transaction price predicted value in a scene k, wherein NT and delta T are time period interval and duration respectively;
Co(P t NE ,P t CL ,P t BS )=Co NE +Co CL +Co BS ,Co NE =a NE P t NE2 +b NE P t NE +c NE ,Co CL =a CL P t CL2 +b CL P t CL +c CL ,Co BS =a BS P t BS2 +b BS P t BS +c BS (ii) a Wherein, co NE 、Co CL 、Co BS The operation cost of three types of adjustable power supplies of new energy, controllable load and energy storage device is shown in sequence as a NE 、b NE 、c NE A quadratic term coefficient, a first term coefficient and a constant term coefficient, respectively, of a quadratic function describing the operating cost of the new energy CL 、b CL 、c CL A quadratic term coefficient, a first term coefficient and a constant term coefficient, respectively, of a quadratic function describing the running cost of the controllable load BS 、b BS 、c BS A quadratic term coefficient, a first term coefficient and a constant term coefficient, P, respectively, of a quadratic function describing the operating cost of the energy storage device t NE 、P t CL 、P t BS The energy storage device is respectively a new energy source, a controllable load, a power generation output of the energy storage device in a time period t, a load calling or power exchange.
In some other optional embodiments of the present application, the regular-operation-constraint-and-equipment-operation-constraint determining unit 202 comprises a regular-operation-constraint determining subunit configured to determine regular operation constraints of the virtual power plant, the regular-operation-constraint determining subunit being further configured to:
the method comprises the following steps of constructing power balance constraints among self power generation output, power load and large power grid exchange power of a virtual power plant through the following formulas:
P t VPP =P t VPP,L -P t NE -P t CL -P t BS (ii) a Wherein, P t VPP,L And the power utilization load of the virtual power plant time period t after the influence of the three types of adjustable power sources is not considered is shown.
In some other optional embodiments of the present application, the regular-operation-constraint-and-equipment-operation-constraint determining unit 202 comprises an equipment-operation-constraint determining subunit configured to determine equipment-operation constraints of the virtual power plant, the equipment-operation-constraint determining subunit being further configured to:
the method comprises the following steps of constructing equipment operation constraints of three types of equipment of wind, light, new energy, energy storage and controllable load of a virtual power plant through the following formulas:
P t NE =P t NE,F -P t NE,A (ii) a Wherein, P t NE,F 、P t NE,A Respectively predicting output power and wind abandon light power of the wind and light new energy in a time period t;
P t CL ≤P CL,max ,P t CL =0
Figure BDA0003811297570000093
wherein, P CL,max Maximum responsive load limit for controllable load, t CLR A time set that is an allowed response period;
P t BS =P t BS,D -P t BS,C
Figure BDA0003811297570000091
Figure BDA0003811297570000092
Figure BDA0003811297570000101
wherein, P t BS,D 、P t BS,C Respectively the discharge power and the charge power of the device for storing energy in the time period t,
Figure BDA0003811297570000102
respectively the maximum discharge power and the maximum charge power of the device for storing energy,
Figure BDA0003811297570000103
respectively, a discharge state variable and a charge state variable of the device for storing energy in a time period t,
Figure BDA0003811297570000104
for the initial charge storage of the device for storing energy, E BS,min 、E BS,max Maximum and minimum energy storage capacity, eta, of the device for storing energy BS To convert to a loss factor to the charging side.
In some other optional embodiments of the present application, the transaction risk constraint determining unit 203 may be further configured to:
constructing a time-of-use electricity price prediction uncertainty model of a node where a virtual power plant is located;
based on the uncertainty model for forecasting the time-of-use electricity price, the time-of-use electricity price is expressed as the following formula:
Figure BDA0003811297570000105
wherein p (t) is the spot market trade price fluctuation vector, p 1 (t)、p 2 (t)、……p N (t) price time series, rho, under scene 1, scene 2 to scene N, respectively 1 、ρ 2 、……ρ N For each scene probability, and satisfy
Figure BDA0003811297570000106
N is the number of scenes for predicting the trade price of the spot market;
The market trading risk condition risk value is represented by the following formula:
Figure BDA0003811297570000107
wherein, 1-k is confidence level, k represents expected probability, generally takes 3-5%, ear set 、Ear k The method is characterized in that the method respectively comprises the following steps of obtaining a positive value function for the expected income requirement of the virtual power plant and the expected benefit under the scene, and meeting the constraint of the following formula:
Figure BDA0003811297570000108
Figure BDA0003811297570000109
wherein, var set The maximum risk of loss that the virtual power plant can accept.
In some other optional embodiments of the present application, the model building and solving unit 204 may be further configured to:
under a declaration strategy optimization target, constructing a spot market declaration model of the virtual power plant based on transaction risk constraint, equipment operation constraint and conventional operation constraint;
the actual declaration strategy is obtained by solving the control spot market declaration model based on the following formula:
Min Ear(P t VPP );
Figure BDA0003811297570000111
Figure BDA0003811297570000112
wherein,
min represents the minimization of the planning problem and s.t. represents the constraints that need to be considered.
This embodiment exists as an apparatus embodiment corresponding to the method embodiment described above. Compared with the prior art, the virtual power plant spot market declaring device considering the transaction risk provided by the embodiment sufficiently considers the time-of-use electricity price forecasting deviation of the electricity spot market and the influence of the time-of-use electricity price forecasting deviation on the transaction income of the virtual power plant spot market, further constructs the transaction risk constraint based on the condition risk value, and provides the virtual power plant spot market declaring method considering the transaction risk on the basis, so that the condition-of-use electricity price forecasting deviation is prevented from causing the expected income to exceed the expectation of a virtual power plant operator.
Based on the foregoing embodiments, the present application further provides an electronic device, which may include a memory and a processor, where the memory stores a computer program, and the processor, when calling the computer program in the memory, may implement the steps provided by the foregoing embodiments. Of course, the electronic device may also include various necessary network interfaces, power supplies, other components, and the like.
The present application further provides a computer-readable storage medium, on which a computer program is stored, and the computer program can implement the steps provided by the above embodiments when executed by an execution terminal or a processor. The storage medium may include: various media capable of storing program codes, such as a usb disk, a removable hard disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a magnetic disk, or an optical disk.
The embodiments are described in a progressive manner in the specification, each embodiment focuses on differences from other embodiments, and the same and similar parts among the embodiments are referred to each other. The device disclosed in the embodiment corresponds to the method disclosed in the embodiment, so that the description is simple, and the relevant points can be referred to the description of the method part.
Those of skill would further appreciate that the various illustrative elements and algorithm steps described in connection with the embodiments disclosed herein may be implemented as electronic hardware, computer software, or combinations of both, and that the various illustrative components and steps have been described above generally in terms of their functionality in order to clearly illustrate this interchangeability of hardware and software. Whether such functionality is implemented as hardware or software depends upon the particular application and design constraints imposed on the implementation. Skilled artisans may implement the described functionality in varying ways for each particular application, but such implementation decisions should not be interpreted as causing a departure from the scope of the present application.
The principles and embodiments of the present application are explained herein using specific examples, which are provided only to help understand the method and the core idea of the present application. It will be apparent to those skilled in the art that various changes and modifications can be made in the present invention without departing from the principles of the invention, and these changes and modifications also fall within the scope of the claims of the present application.
It is further noted that, in the present specification, relational terms such as first and second, and the like are used solely to distinguish one entity or action from another entity or action without necessarily requiring or implying any actual such relationship or order between such entities or actions. Also, the terms "comprises," "comprising," or any other variation thereof, are intended to cover a non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements does not include only those elements but may include other elements not expressly listed or inherent to such process, method, article, or apparatus. Without further limitation, an element defined by the phrases "comprising a component of' 8230; \8230;" does not exclude the presence of additional identical elements in the process, method, article, or apparatus that comprises the element.

Claims (9)

1. A virtual power plant spot market declaration method that considers transaction risk, comprising:
determining a declaration strategy optimization target of a virtual power plant;
determining conventional operating constraints and equipment operating constraints of the virtual power plant;
determining a transaction risk constraint for the virtual power plant;
and under the declaration strategy optimization objective, constructing a spot market declaration model of the virtual power plant based on the transaction risk constraint, the equipment operation constraint and the conventional operation constraint, and solving to obtain an actual declaration strategy.
2. A method according to claim 1, wherein the determining declared policy optimization objectives for a virtual power plant comprises:
constructing a declaration strategy optimization target of the virtual power plant, which is minimized by market transaction expected cost, according to the following formula:
Min Ear(P t VPP )=Ea(P t VPP )+Co(P t NE ,P t CL ,P t BS ) (ii) a Where Min represents the minimization of planning problem, ear (P) t VPP )、Ea(P t VPP )、Co(P t NE ,P t CL ,P t BS ) Respectively the expected cost, the expected electricity purchasing cost and the expected operation cost of the virtual power plant;
Figure FDA0003811297560000011
wherein, P t VPP Exchanging power, p, for a virtual power plant period t k (T) a time period T spot market transaction price predicted value in a scene k, wherein NT and delta T are time period interval and duration respectively;
Co(P t NE ,P t CL ,P t BS )=Co NE +Co CL +Co BS ,Co NE =a NE P t NE2 +b NE P t NE +c NE ,Co CL =a CL P t CL2 +b CL P t CL +c CL ,Co BS =a BS P t BS2 +b BS P t BS +c BS (ii) a Wherein, co NE 、Co CL 、Co BS The new energy, the controllable load,Operating cost of three types of adjustable power supplies of energy storage devices, a NE 、b NE 、c NE A quadratic term coefficient, a first order term coefficient and a constant term coefficient, respectively, of a quadratic function describing the operating cost of the new energy CL 、b CL 、c CL A quadratic term coefficient, a first term coefficient and a constant term coefficient, respectively, of a quadratic function describing the running cost of the controllable load BS 、b BS 、c BS Respectively, a quadratic term coefficient, a first order coefficient and a constant term coefficient of a quadratic function describing the operating cost of the energy storage device, P t NE 、P t CL 、P t BS The new energy, the controllable load and the power generation output, the call load or the exchange power of the energy storage device in a time period t are respectively.
3. A method according to claim 2, wherein said determining general operating constraints of the virtual power plant comprises:
constructing power balance constraint among self power generation output, power load and large power grid exchange power of the virtual power plant through the following formula:
P t VPP =P t VPP,L -P t NE -P t CL -P t BS (ii) a Wherein, P t VPP,L And representing the electric load of the virtual power plant time period t after the influence of the three types of the adjustable power supplies is not considered.
4. A method according to claim 3, wherein said determining equipment operating constraints for the virtual power plant comprises:
the equipment operation constraints of the wind, light, new energy, energy storage and controllable load equipment of the virtual power plant are constructed through the following formulas:
P t NE =P t NE,F -P t NE,A (ii) a Wherein, P t NE,F 、P t NE,A Respectively predicting output and wind and light abandoning power of the wind and light new energy in a time period tRate;
P t CL ≤P CL,max ,P t CL =0
Figure FDA0003811297560000028
wherein, P CL,max A maximum responsive load limit, t, for said controllable load CLR A time set that is an allowed response period;
P t BS =P t BS,D -P t BS,C
Figure FDA0003811297560000021
Figure FDA0003811297560000022
Figure FDA0003811297560000023
Figure FDA0003811297560000024
wherein, P t BS,D 、P t BS,C Respectively the discharge power and the charge power of the device for storing energy in the time period t,
Figure FDA0003811297560000025
respectively the maximum discharge power and the maximum charge power of the device for storing energy,
Figure FDA0003811297560000026
respectively a discharge state variable and a charge state variable of the device for storing energy in a time period t,
Figure FDA0003811297560000027
initial charge storage for the device for energy storage, E BS,min 、E BS,max Maximum and minimum energy storage capacity, eta, of the device for storing energy BS To translate into a loss factor to the charge side.
5. The method of claim 4, wherein the determining a transaction risk constraint for the virtual power plant comprises:
constructing a time-of-use electricity price prediction uncertainty model of the node where the virtual power plant is located;
based on the time-of-use electricity price prediction uncertainty model, the time-of-use electricity price is expressed as the following formula:
Figure FDA0003811297560000031
wherein p (t) is the spot market trade price fluctuation vector, p 1 (t)、p 2 (t)、……p N (t) price time series, rho, under scene 1, scene 2 to scene N, respectively 1 、ρ 2 、……ρ N For each scene probability, and satisfy
Figure FDA0003811297560000032
N is the number of scenes for predicting the trading price of the spot market;
the market trading risk condition risk value is represented by the following formula:
Figure FDA0003811297560000033
wherein, 1-k is confidence level, k represents expected probability, generally takes 3-5%, ear set 、Ear k Respectively representing the expected income requirement of the virtual power plant and the expected benefit under the scene, and representing a positive value function, and satisfying the constraint of the following formula:
Figure FDA0003811297560000034
Figure FDA0003811297560000035
wherein, var set The maximum risk of loss acceptable to the virtual power plant.
6. The method of claim 5, wherein constructing a spot market declaration model of the virtual power plant based on the transaction risk constraints, the equipment operation constraints, and the general operation constraints under the declaration strategy optimization objective and solving to obtain an actual declaration strategy comprises:
under the declaration strategy optimization objective, constructing a spot market declaration model of the virtual power plant based on the transaction risk constraint, the equipment operation constraint and the conventional operation constraint;
and controlling the spot market declaration model to solve based on the following formula to obtain an actual declaration strategy:
Min Ear(P t VPP );
Figure FDA0003811297560000036
Figure FDA0003811297560000037
where Min represents the minimization planning problem and s.t. represents the constraints that need to be considered.
7. A virtual plant spot market reporting apparatus that considers transaction risk, comprising:
a reporting strategy optimization objective determination unit configured to determine a reporting strategy optimization objective of the virtual power plant;
a regular operation constraint and equipment operation constraint determination unit configured to determine a regular operation constraint and an equipment operation constraint of the virtual power plant;
a transaction risk constraint determination unit configured to determine a transaction risk constraint of the virtual power plant;
and the model construction and solving unit is configured to construct a spot market declaration model of the virtual power plant based on the transaction risk constraint, the equipment operation constraint and the conventional operation constraint under the declaration strategy optimization objective, and solve to obtain an actual declaration strategy.
8. An electronic device, comprising:
a memory for a computer program;
a processor for implementing the steps of the virtual plant spot market declaration method taking into account trading risk as claimed in any one of claims 1 to 6 when executing the computer program stored on the memory.
9. A readable storage medium having stored thereon a computer program which, when executed by a processor, implements the steps of the virtual power plant spot market declaring method considering transaction risk according to any one of claims 1 to 6.
CN202211012050.2A 2022-08-23 2022-08-23 Virtual power plant spot market declaring method considering transaction risk and related device Pending CN115358787A (en)

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Cited By (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN115936253A (en) * 2022-12-30 2023-04-07 浙江电力交易中心有限公司 Virtual power plant operation optimization method, device, equipment and readable storage medium
CN116128323A (en) * 2023-04-07 2023-05-16 阿里巴巴达摩院(杭州)科技有限公司 Power transaction decision processing method, storage medium and electronic equipment
CN116523193A (en) * 2023-03-08 2023-08-01 上海电享信息科技有限公司 Virtual power plant energy storage scheduling method and device, electronic equipment and storage medium
CN117196173A (en) * 2023-07-27 2023-12-08 河海大学 Virtual power plant distributed scheduling method considering operation risk and network transmission

Cited By (7)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN115936253A (en) * 2022-12-30 2023-04-07 浙江电力交易中心有限公司 Virtual power plant operation optimization method, device, equipment and readable storage medium
CN115936253B (en) * 2022-12-30 2024-05-28 浙江电力交易中心有限公司 Virtual power plant operation optimization method, device, equipment and readable storage medium
CN116523193A (en) * 2023-03-08 2023-08-01 上海电享信息科技有限公司 Virtual power plant energy storage scheduling method and device, electronic equipment and storage medium
CN116523193B (en) * 2023-03-08 2024-01-26 上海电享信息科技有限公司 Virtual power plant energy storage scheduling method and device, electronic equipment and storage medium
CN116128323A (en) * 2023-04-07 2023-05-16 阿里巴巴达摩院(杭州)科技有限公司 Power transaction decision processing method, storage medium and electronic equipment
CN117196173A (en) * 2023-07-27 2023-12-08 河海大学 Virtual power plant distributed scheduling method considering operation risk and network transmission
CN117196173B (en) * 2023-07-27 2024-04-09 河海大学 Virtual power plant distributed scheduling method considering operation risk and network transmission

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