A method and system for real-time market energy and reserve co-optimization and pricing

Abstract

The application discloses a kind of real-time market electric energy and reserve joint clearing and pricing method and system, comprising the following steps: obtaining the basic data of real-time market;Establish full-period electric energy and reserve joint clearing model;According to the basic data, solve full-period electric energy and reserve joint clearing model, obtain each period clearing output;Establish electric energy and reserve node price calculation model;According to each period clearing output, solve electric energy and reserve node price calculation model;Output each period unit output, marginal unit, congestion condition and node price.The application establishes real-time market electric energy and reserve full-period joint clearing and single-period discretization node price pricing model, proposes electric energy and reserve joint clearing coupling pricing method, through electric energy and reserve joint clearing and node price calculation, gives electric energy and reserve plan and node price, provides core algorithm support for electric energy and reserve joint clearing of electric power spot pilot.

Description

Technical Field

[0001] This invention relates to the field of power dispatch automation technology, and in particular to a real-time market power and reserve joint clearing and pricing method and system. Background Technology

[0002] Currently, pilot units of the domestic electricity spot market are gradually entering the trial operation phase of uninterrupted settlement. From the actual operation, compared with the previous three-fairness dispatch model, the electricity spot market makes the entire day-ahead and real-time dispatch process more complex. The main reasons include the following aspects: First, the complexity, accuracy, and transparency of electricity spot market clearing and pricing; second, the diversity of trading varieties makes the coupling relationship between trading varieties closer; third, the sequential clearing of different trading varieties cannot obtain the overall optimal solution, and different clearing sequences will affect the optimal allocation effect and settlement mechanism of the entire spot market; fourth, there are only eight spot market pilot units in China, and other provinces have adopted the previous three-fairness dispatch model. During the settlement trial operation, there are related issues that urgently need to be resolved, such as the contradictions between the combination of generating units in the spot market and manual intervention, the principle of external power allocation and manual intervention and the price in the provincial spot market, and the contradictions between the access and transmission points and the transfer prices in inter-provincial bilateral transactions.

[0003] From international experience, as the electricity spot market matures and develops, more and more electricity markets are adopting the aforementioned joint clearing mechanism. This is because of the strong coupling between electricity and ancillary services. Since foreign electricity markets started earlier, related research and applications are more mature, while my country's electricity market reform is still in its initial stage. The construction of both the electricity spot market and the ancillary services market is in the early stages of pilot projects, with limited related research and practical application experience. Therefore, conducting research on the joint clearing of the electricity and ancillary services markets is crucial for supporting the deepening reform of the domestic electricity spot market. Furthermore, existing technologies not only fail to consider the joint clearing of electricity and reserves but also lack a pricing method that couples reserve prices with electricity prices, resulting in overall low efficiency. Summary of the Invention

[0004] To address the shortcomings of existing technologies, the present invention aims to provide a real-time market power and reserve joint clearing and pricing method and system to solve the problem of low work efficiency in existing technologies.

[0005] To achieve the above objectives, the technical solution adopted by the present invention is as follows:

[0006] A real-time market power and reserve joint clearing and pricing method and system includes the following steps:

[0007] Obtain basic data on the real-time market;

[0008] Establish a full-time energy and reserve joint clearing model;

[0009] Based on the basic data, a joint clearing model of all-time electrical energy and reserves is solved to obtain the clearing output for each time period.

[0010] Establish a calculation model for electricity and reserve node electricity prices;

[0011] Based on the power output during each time period, a model for calculating electricity and reserve node prices is derived.

[0012] Based on the solution results of the electricity and reserve node price calculation model, the output data includes unit output, marginal units, congestion status, and node price for each time period.

[0013] Furthermore, the solution method for the electricity and reserve node price calculation model includes:

[0014] Let the current time period t = 1, and the total number of time periods be T;

[0015] Establish a calculation model for electricity and reserve node electricity price in time period t, and set the initial output of time period t as the cleared output of time period t-1;

[0016] Based on the power output clearing in time period t-1, the power and reserve node price calculation model for time period t is used to obtain the power and reserve price for time period t.

[0017] Let t = t + 1, and repeat the above steps until t > T.

[0018] Furthermore, the basic data includes at least one of the following: system data; unit data; tie-line planning data; load data; unit group; sensitivity data.

[0019] Furthermore, the system data includes at least one of the following: time period information; system load; system reserve requirements; the unit data includes at least one of the following: unit basic information; unit calculation parameters; unit energy quotation; unit reserve quotation; unit initial state; unit power constraints; unit ramp rate; the tie-line planning data includes at least one of the following: tie-line basic information; tie-line planned power; the load data includes bus load forecast; the unit group data includes at least one of the following: unit group power limit; unit group energy limit; the sensitivity data includes at least one of the following: unit; load injection power to line; generation transfer distribution factor of cross-sectional power flow.

[0020] Furthermore, the objective function of the all-time energy and reserve joint clearing model is:

[0021]

[0022] In the formula: N represents the total number of generating units; T represents the total number of time periods; P i,t This represents the winning output of unit i during time period t; C i,t (P i,t R represents the operating cost of unit i during time period t; i,t This indicates that unit i is on standby during time period t; M represents the standby cost of unit i during time period t; b This represents the penalty factor used for optimizing the power generation and consumption balance constraints during market clearing. M represents the positive and negative slack variables during the power generation and consumption balance constraint period t, respectively; r The penalty factor for the system standby demand constraint used in node price calculation; M represents the slack variable during the period t of the system's reserve demand constraint; l The penalty factor for network flow constraints of line l used in node price calculation; These represent the forward and reverse power flow relaxation variables for line l, respectively; NL is the total number of lines; M s The penalty factor is used for network flow constraints in section s used for node price calculation; represents the forward and reverse current relaxation variables of section s, respectively; NS represents the total number of sections; This represents the penalty factor for network flow constraints introduced by the reserve bid amount in the market clearing optimization line l; These represent the positive and negative power flow relaxation variables for introducing the reserve quota into line l, respectively; This represents the penalty factor for introducing the reserve bid amount into the network flow constraint used for market clearing optimization section s; These represent the positive and negative power flow relaxation variables introduced into section s using spare standard quantities.

[0023] Furthermore, the constraints of the all-time power and reserve joint clearing model include system power generation and consumption balance constraints, system reserve demand constraints, unit operation constraints, unit group constraints, and network security constraints.

[0024] Furthermore, the power generation and consumption balance constraint of the system is as follows:

[0025]

[0026] In the formula: T j,t This represents the planned power of tie line j in time period t; NT is the total number of tie lines; D t The system load during time period t;

[0027] The system backup requirement constraints include the positive backup constraint for the winning bid;

[0028] The reserved constraint for the successful bid is:

[0029]

[0030] R i,t ≤γ i α i,t *10 (18)

[0031] In the formula: R i,t This indicates that unit i is on standby during time period t; Indicates the system's 10-minute positive standby requirement during time period t; γ i,t α represents the climbing ability of unit i per minute; i,t This indicates the start-up and shutdown status of unit i during time period t;

[0032] The unit operation constraints include unit output constraints, unit substitution constraints, and unit ramping constraints;

[0033] The unit output constraint is:

[0034]

[0035] In the formula: These are the maximum and minimum output of unit i during time period t, respectively;

[0036] The unit substitutability constraint is as follows:

[0037]

[0038] The unit's ramp-up constraint is:

[0039] P i,t -P i,t-1 ≤ΔP i U (twenty one)

[0040] P i,t-1 -P i,t ≤ΔP i D (twenty two)

[0041] Where, ΔP i U Let ΔP be the maximum ramp rate of unit i. i D This represents the maximum downhill / climb rate of unit i.

[0042] The unit group constraints include unit group output constraints;

[0043] The output constraint of the unit group is:

[0044]

[0045] in, P represents the maximum and minimum output of unit group j during time period t. i,t-1 This represents the output of unit i during the time period t-1;

[0046] The network security constraints include line power flow constraints and cross-sectional power flow constraints.

[0047] The power flow constraint of the line is:

[0048]

[0049]

[0050] Among them, P l max G represents the power flow transmission limit of line l. l-i G is the generator output power transfer distribution factor from node i to line l; l-j The generator output power transfer distribution factor of the node where tie line j is located to line l is denoted by G; K is the number of nodes in the system; l-k D is the generator output power transfer distribution factor from node k to line l; k,t Let be the bus load value of node k during time period t;

[0051] The cross-sectional power flow constraint is as follows:

[0052]

[0053]

[0054] Among them, P s min P s max Let G be the minimum and maximum transmission limits of the power flow at section s, respectively; s-i G is the generator output power transfer distribution factor from node i to section s; s-j G is the generator output power transfer distribution factor from node j to section s; s-k Let be the generator output power transfer distribution factor at node k to section s.

[0055] Furthermore, the objective function of the electricity and standby node price calculation model is:

[0056]

[0057] In the formula: N represents the total number of generating units; T represents the total number of time periods considered; P i,t This represents the winning output of unit i during time period t; C i,t (P i,t R represents the operating cost of unit i during time period t;i,t This indicates that unit i is on standby during time period t; M represents the standby cost of unit i during time period t; r The penalty factor for the system standby demand constraint used in node price calculation; M is a slack variable for the period t constrained by the system's reserve demand; l The penalty factor for network flow constraints of line l used in node price calculation; These represent the forward and reverse power flow relaxation variables for line l, respectively; NL represents the total number of lines; M s The penalty factor is used for network flow constraints in section s used for node price calculation; represents the forward and reverse tidal current relaxation variables of section s, respectively; NS is the total number of sections.

[0058] Furthermore, the node price is:

[0059]

[0060] Where: λ t The Lagrange multiplier represents the system load balance constraint for time period t; The Lagrange multiplier for the maximum positive power flow constraint of line l; The Lagrange multiplier for the maximum reverse power flow constraint of line l; The Lagrange multiplier for the maximum positive power flow constraint at section s; G is the Lagrange multiplier for the maximum reverse power flow constraint at section s; l-n G is the generator output power transfer distribution factor from node n to line l; s-n Let be the generator output power transfer distribution factor at node n to section s.

[0061] A real-time market power and reserve joint clearing and nodal pricing calculation system, the system comprising:

[0062] Acquisition module: Used to acquire basic data from the real-time market;

[0063] Joint Clearing Module: Used to establish a full-time joint clearing model for power and reserve;

[0064] The first solution module is used to solve the joint clearing model of all-time electrical energy and reserves based on the basic data, and to obtain the clearing output for each time period.

[0065] Electricity price calculation module: used to establish electricity price calculation models for power and reserve nodes;

[0066] The second solution module is used to solve the electricity and reserve node price calculation model based on the clearing output of each time period.

[0067] Output module: Used to output unit output, marginal units, congestion status and node price for each time period based on the solution results of the power and reserve node price calculation model.

[0068] A real-time market power and reserve joint clearing and nodal price calculation system, the system comprising a processor and a storage medium;

[0069] The storage medium is used to store instructions;

[0070] The processor is configured to operate according to the instructions to execute the steps of the method described above.

[0071] A computer-readable storage medium having a computer program stored thereon that, when executed by a processor, implements the steps of the method described above.

[0072] Compared with the prior art, the beneficial effects achieved by the present invention are:

[0073] (1) This invention not only constructs a joint clearing model for electricity and reserves, but also establishes a nodal price calculation model after the joint clearing of electricity and reserves. Through the nodal price calculation model with discrete pricing in a single time period, the reserve and nodal prices are calculated based on the joint clearing results of electricity and reserves. Market participants in the electricity market and the reserve and ancillary service market obtain the same benefits, which is in line with the market incentive compatibility rationality principle, realizes the optimal allocation of electricity and ancillary services, simplifies the complex management process of sequential clearing of electricity and reserves, and improves work efficiency.

[0074] (2) The joint clearing model of power and reserve takes into account the coupling relationship between power and reserve, and introduces network security constraints that take into account the reserve bid amount to ensure the effectiveness of the reserve bid capacity and prevent it from becoming unusable due to factors such as overload of the operating section. Attached Figure Description

[0075] Figure 1 This is a flowchart of a real-time market power and reserve joint clearing and pricing method. Detailed Implementation

[0076] The embodiments of the present invention will be further described below with reference to the accompanying drawings and examples. The following examples are only used to more clearly illustrate the technical solutions of the present invention and should not be construed as limiting the scope of protection of the present invention.

[0077] like Figure 1 As shown, a real-time market electricity and reserve joint clearing and pricing method includes the following steps:

[0078] Step S1: Obtain basic data of the real-time market and generate a real-time market power and reserve joint clearing and pricing calculation scenario;

[0079] Step S2: Establish a real-time, all-day joint clearing model for electricity and reserves in the market;

[0080] Step S3: Based on the calculation scenario generated in step S1, solve the real-time market all-time power and reserve joint clearing model constructed in step S2 to obtain the clearing output for each time period.

[0081] Step S4: Let the current time period t = 1, and the total number of time periods be T;

[0082] Step S5: Establish a calculation model for the electricity and reserve node electricity price during time period t, and set its initial point output as the cleared output during time period t-1.

[0083] Step S6: Calculate the electricity and reserve price for time period t, where t = t + 1; if t > T, proceed to step S7; otherwise, repeat step S6.

[0084] Step S7: Output the results, including unit output, marginal units, congestion status, node prices, and other information for each time period.

[0085] In the above scheme, the unit combination is determined in advance by the day-ahead market, and the real-time market energy and reserve joint clearing model type is SCED. This technical solution allows for the acquisition of the optimal energy and reserve configuration, simplifies the complex management process of sequential energy and reserve clearing, and improves work efficiency.

[0086] The basic data in step S1 includes: 1) System data: time period information, system load, system reserve requirements; 2) Unit data: basic unit information, unit calculation parameters, unit energy quotation, unit reserve quotation, unit initial status, unit power constraints, unit ramp rate; 3) Tie line planning data: basic tie line information, tie line planned power; 4) Load data: bus load forecast; 5) Unit group data: unit group power limit, unit group power limit; 6) Sensitivity data: generation transfer distribution factor of unit and load injected power on line and cross-sectional power flow.

[0087] Sensitivity data is obtained by acquiring the latest power grid physical model and real-time operation data, and is calculated using the PQ decoupling method.

[0088] The objective function of the real-time market all-time electricity and reserve joint clearing model is to minimize generation cost, reserve cost, and constraint relaxation cost. The constraint expression is as follows:

[0089]

[0090] In the formula: N represents the total number of generating units; T represents the total number of time periods considered. Assuming the real-time market considers the next hour, with each time period lasting 5 minutes, then T is 12; P i,t This represents the winning output of unit i during time period t; Ci,t (P i,t R is the operating cost of unit i in time period t, which is a piecewise linear function related to the output range declared by the unit and the corresponding energy price; i,t This indicates that unit i is on standby during time period t; M represents the standby cost of unit i during time period t; b This is a penalty factor for the power generation and consumption balance constraint used for market clearing optimization; its value is 1x10 in the market clearing process. 9 ; These are the positive and negative slack variables for the power generation and consumption balance constraint period t, respectively; M r This is a penalty factor for the system reserve demand constraint used in node price calculation; its value is 1x10 during the market clearing process. 6 ; M is a slack variable for the period t constrained by the system's reserve demand; l This is a penalty factor for network flow constraints on line l used in node price calculation; its value is 1x10 in the market clearing process. 8 ; These represent the forward and reverse power flow relaxation variables for line l, respectively; NL represents the total number of lines; M s This is the penalty factor for network flow constraints in section s used for node price calculation; its value is 1x10 in the market clearing process. 8 ; , respectively, represent the forward and reverse current relaxation variables for section s; NS represents the total number of sections; A penalty factor is introduced to the network flow constraint of the reserve bid amount for the market clearing optimization line l. In the market clearing process, this value is 4 x 10. 7 ; For each line l, positive and negative power flow relaxation variables of the reserve target quantity are introduced; A penalty factor is introduced to the network flow constraint of the reserve bid amount for the market clearing optimization section s. In the market clearing process, this value is 4x10. 7 ; Forward and reverse power flow relaxation variables are introduced for the reserve bid amount at section s. The penalty factors here can be modified according to the actual system operation, but must meet a certain order: generation-consumption balance constraint penalty, network security constraint penalty, network security constraint penalty for introducing reserve bid amount, and system reserve demand penalty. Priority is given to ensuring generation-consumption balance, which is the basis for calculating the balance constraint shadow price. Then, network security constraints ensure grid security. Next, network security constraints for introducing reserve bid capacity eliminate reserve bid capacity that cannot be accessed due to network security issues. Finally, system reserve demand constraints are applied.

[0091] The constraints of the real-time market all-time electricity and reserve joint clearing model in step S2 include system power generation and consumption balance constraints, system reserve demand constraints, unit operation constraints, unit group constraints, and network security constraints. The constraint expressions will be explained one by one below.

[0092] The power generation and consumption balance constraint of the system can be described by the following expression for each time period t:

[0093]

[0094] In the formula: P i,t T represents the output of unit i during time period t, a decision variable; j,t This represents the planned power of tie line j in time period t (positive input, negative output), a known constant; NT is the total number of tie lines; D t The system load during time period t; These are the positive and negative slack variables for the power generation and consumption balance constraint period t, respectively.

[0095] System backup requirements constraints include the positive backup constraints for the winning bid:

[0096] The real-time market considers a 10-minute positive reserve for the system, while the day-ahead market considers a 30-minute positive reserve. The system's 10-minute positive reserve constraint expression is as follows:

[0097]

[0098] In the formula: R i,t This indicates that unit i is selected for standby during time period t; it is a non-negative decision variable. This indicates the system's 10-minute standby requirement during time period t. For the period t constrained by the system's reserve demand;

[0099] Since the real-time market considers 10-minute positive reserve, the 10-minute positive reserve of the unit in the bid should be less than the unit's 10-minute ramp-up capability. The constraint on the 10-minute positive reserve of the unit in the bid is as follows:

[0100] R i,t ≤γ i α i,t *10 (32)

[0101] In the formula: γ i,t α represents the climbing ability of unit i per minute; i,t α represents the start-up and shutdown status of unit i during time period t. i,t =0 indicates that the unit is shut down, α i,t =1 indicates that the unit is started; α in the real-time market i,t The market clearing process was determined in advance.

[0102] Unit operating constraints include unit output constraints, unit substitutability constraints, and unit ramping constraints;

[0103] The unit's output should be within its maximum / minimum technical output range. The unit's output constraints are as follows:

[0104]

[0105] In the formula: These are the maximum and minimum output of unit i during time period t, respectively.

[0106] There is a trade-off between the provision of electrical energy services and backup ancillary services by generating units. That is, if each unit of generating capacity is used to provide electrical energy services at any given time, it loses the possibility of providing backup ancillary services. Therefore, a unit substitutability constraint is introduced:

[0107]

[0108] In the formula: R i,t This indicates that unit i is on standby during time period t.

[0109] The unit must meet the ramp rate requirement when climbing uphill or downhill. The unit ramp constraint can be described as follows:

[0110] P i,t -P i,t-1 ≤ΔP i U (35)

[0111] P i,t-1 -P i,t ≤ΔP i D (36)

[0112] Wherein, ΔP i U Let ΔP be the maximum ramp rate of unit i. i D P is the maximum downhill ramp rate of unit i. i,t-1 This represents the output of unit i during the time period t-1.

[0113] Unit group constraints include unit group output constraints:

[0114] In actual power grid operation, it is necessary to classify and group the optimized generating units, and define each group of units as a unit group, requiring them to meet certain constraints. The most common constraint is the output constraint of the unit group, which can be described as follows:

[0115]

[0116] in, For unit group j, the maximum and minimum outputs are given during time period t.

[0117] Network security constraints include line power flow constraints and cross-sectional power flow constraints;

[0118] In the actual operation of the electricity spot market, to ensure that the reserve capacity provided by generating units is not rendered unavailable due to factors such as overload of operating sections during the call-up process, line power flow constraints can be described as follows:

[0119]

[0120]

[0121] Among them, P l max G represents the power flow transmission limit of line l. l-i G is the generator output power transfer distribution factor from node i to line l; l-j The generator output power transfer distribution factor of the node where tie line j is located to line l is denoted by G; K is the number of nodes in the system; l-k D is the generator output power transfer distribution factor from node k to line l; k,t Let be the bus load value of node k during time period t. These are the forward and reverse power flow relaxation variables for line l, respectively.

[0122] Considering the power flow constraints at the critical section, these constraints can be described as follows:

[0123]

[0124]

[0125] Among them, P s min P s max Let G be the minimum and maximum transmission limits of the power flow at section s, respectively; s-i G is the generator output power transfer distribution factor from node i to section s; s-j G is the generator output power transfer distribution factor from node j to section s; s-k Let be the generator output power transfer distribution factor at node k to section s. These are the forward and reverse kinetic flow relaxation variables for section s, respectively.

[0126] By comparing equations (10), (11), (12), and (13), it can be seen that the reserve capacity of the generator unit is introduced in the power flow calculation of the line and the section, so that the reserve capacity provided by the generator unit will not be unavailable due to factors such as overload of the operating section during the call process.

[0127] Step S3 reads the basic data from the calculation scenario in step S1, and generates a mathematical model in the format specified by the commercial solver based on the optimization model constructed in step S2. This model is a linear programming model, which is solved by the optimization algorithm software package to obtain and save information such as unit output plan, reserve plan, marginal units, and node price.

[0128] The objective function of the electricity and reserve node price calculation model in step S5 is to minimize generation cost, reserve cost, and constraint relaxation cost. The specific expression is as follows:

[0129]

[0130] In the formula: N represents the total number of generating units; T represents the total number of time periods considered. Assuming the real-time market considers the next hour, with each time period lasting 5 minutes, then T is 12; P i,t This represents the winning output of unit i during time period t; C i,t (P i,t R is the operating cost of unit i in time period t, which is a piecewise linear function related to the output range declared by the unit and the corresponding energy price; i,t This indicates that unit i is on standby during time period t; M represents the standby cost of unit i during time period t; r This is a penalty factor for the system standby demand constraint used in node price calculation; its value is 1000 in the node price calculation process. M is a slack variable for the period t constrained by the system's reserve demand; l This is a penalty factor for the network flow constraints of line l used in node price calculation; its value is 1000 in the node price calculation process. These represent the forward and reverse power flow relaxation variables for line l, respectively; NL represents the total number of lines; M s The penalty factor for network flow constraints used in node price calculation section s is 1000 in the node price calculation process. Here, represents the forward and reverse power flow relaxation variables for section s, respectively; NS represents the total number of sections. The penalty factor here can be modified according to the actual operation of the system.

[0131] It can be seen that the objective function formula (14) of the node pricing model lacks the cost of relaxing the power generation and consumption balance constraints and the cost of relaxing the network security constraints due to the introduction of reserves, compared to the objective function formula (1) of the market clearing model. Furthermore, the penalty coefficients for system reserves and network security constraints have changed, becoming the market-acceptable penalty price. The changes in the optimization objective will be explained below:

[0132] The reason why the power generation and consumption balance relaxation cost term is not considered in the nodal price calculation model is:

[0133] (1) If the power generation and consumption balance and system reserve can be satisfied simultaneously in the market clearing stage, then the node price calculation stage can certainly also be satisfied, so there is no need to increase the power generation and consumption relaxation cost.

[0134] (2) If the power generation and consumption balance cannot be met in the market clearing stage, since the power generation and consumption balance constraint penalty cost is the largest in the market clearing stage, it means that the adjustable resources have been exhausted. The power generation and consumption balance cannot be achieved in the node price calculation stage either. Therefore, the marginal price of system energy is the market default highest or lowest price. At the same time, the unbalanced quantity is used to correct the system load to ensure that the power generation and consumption balance in the node price calculation stage is strictly established, and then the reserve price and the congestion price are calculated.

[0135] (3) If the power generation and consumption balance and system reserve constraints cannot be satisfied simultaneously in the market clearing stage and are coupled (i.e., mutually substitutable), then it should be ensured that the power generation entities in the market have the same revenue in the power market and the reserve market. Therefore, the power generation and consumption balance must be strictly satisfied in the nodal price calculation stage. If the system reserve cannot be satisfied, the marginal price of the system reserve is the penalty factor of 1000. The shadow price of the power generation and consumption balance constraint is the marginal price of the system reserve plus the marginal unit power generation cost of the system, which is the marginal price of the system energy. Thus, the marginal price of the system energy minus the power generation cost of the system generator equals the system reserve price, achieving the market goal of the same revenue in the power and reserve markets.

[0136] The reason why the network security constraint penalty of introducing standby winning capacity is not considered in the node price calculation model is:

[0137] (1) In the node price calculation stage, the price of the electrical energy of the balancing machine node is the shadow price of the power generation and consumption balance constraint, while the congestion price comes from the network congestion problem caused by meeting the power demand. Therefore, the network security constraint relaxation penalty cost of introducing reserve capacity is not considered in the pricing stage.

[0138] (2) The node price calculation stage is based on the small up and down disturbance of the unit output in the market clearing stage. The power flow change in this stage is very small. In order to consider the effectiveness of the reserve, it is no longer necessary to continue to consider the network security constraint relaxation cost of introducing reserve bid capacity.

[0139] Step S5, the calculation model for electricity and reserve node prices, includes constraints (2) to (10) and (12), without considering network security constraints related to the introduction of reserve winning bid capacity. The market clearing and node price calculation models also differ in the optimization period and unit output range. The market clearing model clears all time periods, while the node price calculation model uses discrete pricing for a single time period. The unit output range in the market clearing model is the physical active power range, while the unit output range in the node price calculation model is based on the market clearing output and can fluctuate slightly upwards and downwards.

[0140] Step S6 uses the market clearing result as a benchmark, sets the initial point and unit output boundary of the node price calculation model for time period t, calls a mature optimization algorithm software package (such as CPLEX) to perform optimization calculation, and obtains and saves the result data such as unit output, marginal units, node marginal electricity price, and reserve price for time period t.

[0141] Step S7 solves the nodal price calculation model to obtain the Lagrange multipliers of system load balance constraints, line / section power flow constraints, and system reserve demand constraints for each time period. The reserve price is the Lagrange multiplier of the system reserve constraint (3). The nodal price of node n in time period t is:

[0142]

[0143] Where: λ t The Lagrange multiplier represents the system load balance constraint for time period t; The Lagrange multiplier is the maximum positive power flow constraint for line l. When the power flow of the line exceeds the limit, the Lagrange multiplier is the network power flow constraint relaxation penalty factor. The Lagrange multiplier is the maximum reverse power flow constraint for line l. When the power flow of the line exceeds the limit, the Lagrange multiplier is the network power flow constraint relaxation penalty factor. The Lagrange multiplier for the maximum positive power flow constraint of section s is used when the power flow of the section exceeds the limit. This Lagrange multiplier is the network power flow constraint relaxation penalty factor. G is the Lagrange multiplier for the maximum reverse power flow constraint at section s. When the power flow at the section exceeds the limit, this Lagrange multiplier is the network power flow constraint relaxation penalty factor; l-n G is the generator output power transfer distribution factor from node n to line l; s-n Let be the generator output power transfer distribution factor at node n to section s.

[0144] This invention discloses a real-time market power and reserve joint clearing and pricing method. Based on basic data such as real-time grid operation mode, unit operating status, ultra-short-term load forecast, ultra-short-term renewable energy forecast, temporary maintenance plan, stable section quota, intraday power receiving plan, unit power and reserve bid prices, and comprehensively considering system balance constraints, unit operation constraints, network security constraints, unit group constraints, and system reserve demand constraints, the method optimizes the decision on unit output and reserve bid volume in the next 15-minute (or 5-minute) granularity period of 4 to 24 hours with the goal of minimizing generation costs, reserve costs, and constraint relaxation penalty costs. The method outputs results such as unit output, reserve bid volume, marginal units, congested sections, nodal prices, and reserve prices.

[0145] This invention is applicable to the joint clearing of electricity and ancillary services in the real-time market and the calculation of node prices, featuring low computational intensity and strong adaptability. The technical solution of this invention has been applied in some provincial-level electricity spot market pilot units, with the application results meeting expectations. Based on the actual operation of some domestic electricity spot market pilot units, this invention establishes a real-time market electricity and reserve joint clearing model for all-time periods and a single-time period discretized node price pricing model. It proposes a coupled pricing method after the joint clearing of electricity and reserves, and through the calculation of electricity and reserve joint clearing and node prices, it provides electricity and reserve plans and node prices, providing core algorithmic support for the joint clearing of electricity and reserves in electricity spot market pilot projects.

[0146] A real-time market power and reserve joint clearing and nodal pricing calculation system, the system comprising:

[0147] Acquisition module: Used to acquire basic data from the real-time market;

[0148] Joint Clearing Module: Used to establish a full-time joint clearing model for power and reserve;

[0149] The first solution module is used to solve the joint clearing model of all-time electrical energy and reserves based on the basic data, and to obtain the clearing output for each time period.

[0150] Electricity price calculation module: used to establish electricity price calculation models for power and reserve nodes;

[0151] The second solution module is used to solve the electricity and reserve node price calculation model based on the clearing output of each time period.

[0152] Output module: Used to output unit output, marginal units, congestion status and node price for each time period.

[0153] A real-time market power and reserve joint clearing and nodal price calculation system, the system comprising a processor and a storage medium;

[0154] The storage medium is used to store instructions;

[0155] The processor is configured to operate according to the instructions to execute the steps of the method described above.

[0156] A computer-readable storage medium having a computer program stored thereon that, when executed by a processor, implements the steps of the method described above.

[0157] This application is described with reference to flowchart illustrations and / or block diagrams of methods, apparatus (systems), and computer program products according to embodiments of this application. It will be understood that each block of the flowchart illustrations and / or block diagrams, and combinations of blocks in the flowchart illustrations and / or block diagrams, can be implemented by computer program instructions. These computer program instructions can be provided to a processor of a general-purpose computer, special-purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, generate instructions for implementing the flowchart... Figure 1 One or more processes and / or boxes Figure 1 A device that provides the functions specified in one or more boxes.

[0158] These computer program instructions may also be stored in a computer-readable storage medium that can direct a computer or other programmable data processing device to function in a particular manner, such that the instructions stored in the computer-readable storage medium produce an article of manufacture including instruction means, which are implemented in a process Figure 1 One or more processes and / or boxes Figure 1 The function specified in one or more boxes.

[0159] These computer program instructions may also be loaded onto a computer or other programmable data processing equipment to cause a series of operational steps to be performed on the computer or other programmable equipment to produce a computer-implemented process, thereby providing instructions that execute on the computer or other programmable equipment for implementing the process. Figure 1 One or more processes and / or boxes Figure 1 The steps of the function specified in one or more boxes.

[0160] The above are merely embodiments of the present invention and are not intended to limit the present invention. Any modifications, equivalent substitutions, improvements, etc., made within the spirit and principles of the present invention are included within the scope of the claims of the present invention pending approval.

Claims

1. A real-time market electricity and reserve joint clearing and pricing method, characterized in that, Includes the following steps: Obtain basic data from the real-time market; A full-time power and reserve joint clearing model is established; wherein, the constraints of the full-time power and reserve joint clearing model include network security constraints, which include line power flow constraints and cross-sectional power flow constraints, and their calculation expressions are as follows; The power flow constraint of the line is: ； ； in, For the line The limits of current transmission; For the unit The node is connected to the line The generator output power transfer distribution factor; For connecting lines The node is connected to the line The generator output power transfer distribution factor; The number of nodes in the system; For nodes For the line The generator output power transfer distribution factor; For nodes exist Bus load value for the specified time period; Indicates the total number of generating units; Indicates the index of the unit; Indicates the unit exist The winning bid output for the specified time period; NT indicates the total number of interconnection lines; Indicates the index of the tie line; Indicates the contact line j During the period t The planned power; k represents the node; , The lines are respectively l Forward and reverse power flow slack variables; Indicates the unit exist The winning bid for the specified period is ready for use; , They represent the lines respectively. l Introduce positive and negative power flow relaxation variables for the standby scalar quantity; The cross-sectional power flow constraint is: ； ； in, , Cross-sections The minimum and maximum transmission limits of the power flow; For the unit The node is located on the cross section The generator output power transfer distribution factor; For connecting lines The node is located on the cross section The generator output power transfer distribution factor; For nodes cross section The generator output power transfer distribution factor; , Representing cross-sections s Forward and reverse power flow slack variables; , Representing cross-sections s Introduce positive and negative power flow relaxation variables for the standby scalar quantity; Based on the basic data, a joint clearing model of all-time energy and reserve is derived to obtain the clearing output for each time period; wherein, the objective function of the joint clearing model of all-time energy and reserve is: ； In the formula: This represents the penalty factor used for optimizing the power generation and consumption balance constraints during market clearing. , These represent the periods of power generation and consumption balance constraints. Positive and negative slack variables; Indicates the use of market clearing and route optimization l Introduce a penalty factor for network flow constraints based on the availability of backup bids; Indicates the optimization section used for market clearing. s A penalty factor is introduced for network flow constraints using a spare prime quantity; F represents the optimization objective. Indicates the current time period; Indicates the total number of time periods considered; For the unit During the period Operating costs; For the unit During the period Contingency costs; The penalty factor for the system standby demand constraint used in node price calculation; For the system's positive and backup demand constraint period Slack variables; For use in node price calculation lines The penalty factor constrained by network trend constraints; Total number of lines; For cross-sections used in node price calculation The penalty factor constrained by network trend constraints; The total number of cross-sections; Indicates the cross-section; This indicates market clearing and route optimization; The calculation model for electricity and reserve node pricing is derived based on the power output and clearing capacity at each time period. The solution method for the electricity and reserve node pricing model includes: Let the current time period t=1, and the total number of time periods be T; Establish a calculation model for electricity and reserve node electricity price in time period t, and set the initial output of time period t as the cleared output of time period t-1; Based on the power output clearing in time period t-1, the power and reserve node price calculation model for time period t is used to obtain the power and reserve price for time period t. Let t = t + 1, and repeat the above steps until t > T. Based on the solution results of the electricity and reserve node price calculation model, the output data includes unit output, marginal units, congestion status, and node price for each time period; wherein, the objective function of the electricity and reserve node price calculation model is: 。 2. The real-time market power and reserve joint clearing and pricing method according to claim 1, characterized in that, The basic data includes at least one of the following: system data; unit data; tie-line planning data; load data; unit group data; sensitivity data.

3. The real-time market power and reserve joint clearing and pricing method according to claim 2, characterized in that, The system data includes at least one of the following: time period information; system load; system reserve requirements; the unit data includes at least one of the following: unit basic information; unit calculation parameters; unit energy quotation; unit reserve quotation; unit initial status; unit power constraints; unit ramp rate; the tie-line planning data includes at least one of the following: tie-line basic information; tie-line planned power; the load data includes bus load forecast; the unit group data includes at least one of the following: unit group power limit; Unit group power limit; the sensitivity data includes at least one of the following: unit; tie line and load injection power to line; power transfer distribution factor of cross-sectional power flow.

4. The real-time market power and reserve joint clearing and pricing method according to claim 1, characterized in that, The constraints of the all-time power and reserve joint clearing model also include system power generation and consumption balance constraints, system reserve demand constraints, unit operation constraints, and unit group constraints.

5. The real-time market power and reserve joint clearing and pricing method according to claim 4, characterized in that, The power generation and consumption balance constraint of the system is: ； In the formula: Indicates the contact line During the period The planned power; Total number of connecting lines; for System load during a given time period; The system backup requirement constraints include the positive backup constraint for the winning bid; Indicates the total number of generating units; Indicates the index of the unit; Indicates the unit exist The time period for winning the bid; , These represent the periods of power generation and consumption balance constraints. Positive and negative slack variables; The reserved constraint for the successful bid is: ； ； In the formula: express The system requires 10 minutes of active standby time. Indicates the unit Climbing capacity per minute; Indicates the unit exist Start / stop status during a given time period; For the system's positive and backup demand constraint period Slack variables; Indicates the unit exist The winning bid for the specified period is ready for use; The unit operation constraints include unit output constraints, unit substitution constraints, and unit ramping constraints; The unit output constraint is: ； In the formula: , They are the generator sets exist Maximum and minimum output during the time period; The unit substitutability constraint is as follows: ； The unit's ramp-up constraint is: ； ； in, For the unit Maximum uphill speed, For the unit Maximum downhill climbing rate; Indicates the unit exist t Output during the -1 time period; The unit group constraints include unit group output constraints; The output constraint of the unit group is: ； in, , For unit group During the period Maximum and minimum output Indicates the unit exist t Output during the -1 time period.

6. The real-time market power and reserve joint clearing and pricing method according to claim 1, characterized in that, The node price is: ； in: Indicates time period t Lagrange multipliers for system load balance constraints; For the line The Lagrange multiplier with maximum positive power flow constraint; For the line Lagrange multipliers for maximum reverse power flow constraint; cross-section s The Lagrange multiplier with maximum positive power flow constraint; cross-section s Lagrange multipliers for maximum reverse power flow constraint; For nodes n For the line The generator output power transfer distribution factor; For nodes n cross section s The generator output power transfer distribution factor; Represents a node n Time period t The node price; L represents the total number of lines; S represents the number of valid cross sections.

7. A real-time market power and reserve joint clearing and pricing system, characterized in that, Includes the following steps: Acquisition module: Used to acquire basic data from the real-time market; Joint clearing module: used to establish a full-time power and reserve joint clearing model; wherein, the constraints of the full-time power and reserve joint clearing model include network security constraints, which include line power flow constraints and cross-sectional power flow constraints, and their calculation expressions are as follows; The power flow constraint of the line is: ； ； in, For the line The limits of current transmission; For the unit The node is connected to the line The generator output power transfer distribution factor; For connecting lines The node is connected to the line The generator output power transfer distribution factor; The number of nodes in the system; For nodes For the line The generator output power transfer distribution factor; For nodes exist Bus load value for the specified time period; Indicates the total number of generating units; Indicates the index of the unit; Indicates the unit exist The winning bid output for the specified time period; NT indicates the total number of interconnection lines; Indicates the index of the tie line; Indicates the contact line j During the period t The planned power; k represents the node; , The lines are respectively l Forward and reverse power flow slack variables; Indicates the unit exist The winning bid for the specified period is ready for use; , They represent the lines respectively. l Introduce positive and negative power flow relaxation variables for the standby scalar quantity; The cross-sectional power flow constraint is as follows: ； ； in, , Cross-sections The minimum and maximum transmission limits of the power flow; For the unit The node is located on the cross section The generator output power transfer distribution factor; For connecting lines The node is located on the cross section The generator output power transfer distribution factor; For nodes cross section The generator output power transfer distribution factor; , Representing cross-sections s Forward and reverse power flow slack variables; , Representing cross-sections s Introduce positive and negative power flow relaxation variables for the standby scalar quantity; The first solution module is used to solve the all-time energy and reserve joint clearing model based on the basic data, and obtain the clearing output for each time period; wherein, the objective function of the all-time energy and reserve joint clearing model is: ； In the formula: This represents the penalty factor used for optimizing the power generation and consumption balance constraints during market clearing. , These represent the periods of power generation and consumption balance constraints. Positive and negative slack variables; Indicates the use of market clearing and route optimization l Introduce a penalty factor for network flow constraints based on the availability of backup bids; Indicates the optimization section used for market clearing. s A penalty factor is introduced for network flow constraints using a spare prime quantity; F represents the optimization objective. Indicates the current time period; Indicates the total number of time periods considered; For the unit During the period Operating costs; For the unit During the period Contingency costs; The penalty factor for the system standby demand constraint used in node price calculation; For the system's positive and backup demand constraint period Slack variables; For use in node price calculation lines The penalty factor constrained by network trend constraints; Total number of lines; For cross-sections used in node price calculation The penalty factor constrained by network trend constraints; The total number of cross-sections; Indicates the cross-section; This indicates market clearing and route optimization; Electricity price calculation module: used to establish electricity price calculation models for power and reserve nodes; The second solution module is used to solve the electricity and reserve node price calculation model based on the clearing output of power in each time period. The solution method for the electricity and reserve node price calculation model includes: Let the current time period t=1, and the total number of time periods be T; Establish a calculation model for electricity and reserve node electricity price in time period t, and set the initial output of time period t as the cleared output of time period t-1; Based on the power output clearing in time period t-1, the power and reserve node price calculation model for time period t is used to obtain the power and reserve price for time period t. Let t = t + 1, and repeat the above steps until t > T. Output module: Used to output unit output, marginal units, congestion status, and node price for each time period based on the solution results of the electricity and reserve node price calculation model; wherein, the objective function of the electricity and reserve node price calculation model is: 。

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