A trading method and device suitable for high proportion of new energy participating in the spot market

Abstract

The present invention discloses a trading method and device adapted to the participation of a high proportion of new energy in the spot market, belonging to the technical field of electric power spot market. The present invention designs a clearing mechanism to ensure that a high proportion of new energy is absorbed in the provincial day-ahead spot market. Taking into account the irrational characteristics of the bidding behavior of power generation entities, in order to prevent the new energy power generation entities from abandoning energy due to bargaining for high prices, a secondary clearing mechanism is designed to grant the new energy power generation entities the right to make a secondary bid. New energy power generators that fail to win the bid due to high bids after the first clearing will adjust their bids according to the results of the first clearing publicity, and strive to get a chance to win the bid in the second clearing, which brings benefits to themselves while enabling the entire power system to absorb new energy to a greater extent. A compensation mechanism is also designed, and new energy that generates more power compensates conventional units that give up power generation space through certain rules, thereby achieving a win-win situation for all types of energy market entities.

Description

Technical Field

[0001] The present invention relates to a trading method and device adapted to a high proportion of new energy participating in a spot market, belonging to the technical field of electric power spot markets. Background Art

[0002] Based on the current pilot provinces in my country's electricity spot market, renewable energy sources are participating in a conservative manner, mostly through guaranteed purchases or quotation of volume without quotation. A few provinces have implemented quotation of volume and alternative trading. In a mature spot market, renewable energy sources should be freed from government subsidies and guaranteed purchases, competing on an equal footing with other conventional power sources, profiting from their own bidding strategies and inherently low variable costs. However, market bidding behavior itself is inherently irrational. When renewable energy units submit bids that exceed their own generation costs in order to maximize returns, they often fail to win bids during the market clearing process, resulting in wasted energy. Summary of the Invention

[0003] The purpose of the present invention is to overcome the shortcomings of the existing technology and provide a trading method and device that is suitable for a high proportion of new energy participating in the spot market. A new secondary clearing mechanism is designed. Based on the results of the first clearing, the new energy power generation entity re-quotes to absorb to a greater extent.

[0004] To achieve the above object, the present invention is implemented by adopting the following technical solutions:

[0005] In a first aspect, the present invention provides a trading method adapted to a high proportion of new energy participating in the spot market, comprising:

[0006] Obtain the bid and quotation information of new energy power generators and conventional power generators;

[0007] Obtaining output forecast information declared by new energy sources, performing forecasting based on the output forecast information to generate load forecast information, and generating a load demand curve based on the load forecast information;

[0008] Based on the bid information and load demand curve, power balance calculation and safety verification are performed according to the safety constraint unit commitment model and the safety economic dispatch model;

[0009] After verification, based on the bid information and load demand curve, and in accordance with the pre-built clearing model, the electricity market is cleared once and a clearing result is generated;

[0010] Determine whether there is new energy abandonment based on the one-time clearing result. If there is no new energy abandonment, take the one-time clearing result as the official clearing result;

[0011] If there is new energy curtailment, the results of the first clearing will be announced, and a second quotation will be made based on the announced results of the first clearing;

[0012] Based on the secondary quotation information, power balance calculation and safety verification are performed according to a safety constraint unit commitment model and a safety economic dispatch model;

[0013] After verification, based on the secondary quotation information and according to the clearing model, the secondary clearing of the electricity market is executed to generate a secondary clearing result, which is used as the formal clearing result.

[0014] Furthermore, after the second clearing, the deviation settlement method is used to compensate the conventional power supply and new energy units.

[0015] Furthermore, when executing the primary clearing of the electricity market and the secondary clearing of the electricity market, the clearing model used is the same, and the formula is as follows:

[0016]

[0017] Where: N is the number of generating units; M is the total number of units’ quotation periods; T is the total number of time periods; P i,s,t is the winning bid power of unit i in segment s during time period t; C i,s The price corresponding to segment s declared for unit i; is the start-up and shutdown cost of thermal power units; I i,t is the operating status of thermal power unit i at time t.

[0018] Furthermore, when executing the primary clearing of the electricity market and the secondary clearing of the electricity market, load balance constraints, unit operation constraints, thermal power unit ramp rate constraints, system reserve capacity constraints and power flow constraints are respectively performed.

[0019] Furthermore, the load balancing constraint includes: ensuring the balance between system load supply and demand in each trading period:

[0020]

[0021] Where: D t is the system load demand during time period t;

[0022] The unit operation constraints include: the generator set output meets its maximum and minimum outputs:

[0023]

[0024] Where: P i,min and P i,max are the minimum and maximum technical outputs of unit i respectively;

[0025] The thermal power unit ramp rate constraint includes: the output increase or decrease of the thermal power unit within a period of time meets the technical ramp rate constraint of the unit:

[0026]

[0027]

[0028] Where: P i,t is the winning bid power of thermal power unit i in time period t; and are the upward and downward climbing rates of thermal power unit i respectively;

[0029] The system reserve capacity constraint includes: the output of the operating units in each period meets the system's positive and negative reserve constraints according to a certain reserve ratio:

[0030]

[0031]

[0032] Where: N G A collection of all the generator sets for the system; and Reserve upper and lower spare constraints for the system respectively;

[0033] The power flow constraints include:

[0034]

[0035] Furthermore, after the secondary clearing, the conventional power supply and new energy units are compensated by using the deviation settlement method, including:

[0036] The shortfall in conventional power generation will be compensated at the first clearing price minus the second clearing price, and the compensation costs borne by renewable energy sources will be apportioned based on their respective proportions of excess power generation. The formula is as follows:

[0037] Settlement of thermal power units:

[0038]

[0039] New energy unit settlement:

[0040]

[0041] Where, The total revenue of reduced-output unit i in period t; is the total revenue of the increased output unit i in period t; and are the pre-cleared electric energy of thermal power unit i and new energy unit i in period t respectively; ΔL is the price difference between the two clearings; They are the reduced output of thermal power units and the increased output of new energy units; is the compensation income of the thermal power company; λ is the ratio of the additional power generated by the new energy unit i to the power generated by the thermal power unit; is the compensation fee required to be paid for new energy unit i; N is the number of thermal power units that have transferred power generation space.

[0042] In a second aspect, the present invention provides a trading device adapted to a high proportion of new energy participating in the spot market, comprising:

[0043] The first acquisition unit is used to obtain the bid information submitted by the new energy power generators and the conventional power generators;

[0044] a second acquiring unit, configured to acquire output forecast information declared by a new energy source, perform forecasting based on the output forecast information to generate load forecast information, and generate a load demand curve based on the load forecast information;

[0045] A first power balance calculation and safety verification unit is configured to perform power balance calculation and safety verification based on the bid information and the load demand curve, in accordance with a safety constraint unit commitment model and a safety economic dispatch model;

[0046] A one-time clearing unit is used to, after verification, perform one-time clearing of the electricity market based on the bid information and the load demand curve and a pre-built clearing model to generate a one-time clearing result;

[0047] A judgment unit, configured to judge whether there is any new energy abandonment according to the one-time clearing result, and if there is no new energy abandonment, take the one-time clearing result as the formal clearing result;

[0048] The secondary quotation unit is used to publicize the primary clearing result when the judgment unit determines that there is new energy curtailment, and to make a secondary quotation based on the publicized primary clearing result;

[0049] A second power balance calculation and safety verification unit is configured to perform power balance calculation and safety verification based on the secondary bidding information and in accordance with a safety-constrained unit commitment model and a safety economic dispatch model;

[0050] The secondary clearing unit is used to perform secondary clearing of the electricity market based on the secondary quotation information and the clearing model after verification, generate a secondary clearing result, and use the secondary clearing result as the formal clearing result.

[0051] Furthermore, it also includes a compensation unit for compensating the conventional power supply and new energy units by adopting a deviation settlement method after the secondary clearing.

[0052] In a third aspect, the present invention provides a trading device adapted to a high proportion of new energy participating in the spot market, the device comprising a processor and a storage medium;

[0053] The storage medium is used to store instructions;

[0054] The processor is configured to operate according to the instructions to execute the steps of any of the aforementioned methods.

[0055] In a fourth aspect, the present invention provides a computer-readable storage medium having a computer program stored thereon, which implements the steps of any of the aforementioned methods when executed by a processor.

[0056] Compared with the prior art, the present invention has the following beneficial effects:

[0057] This invention incorporates a secondary bid-clearing mechanism, granting new energy generators the right to submit a second bid. New energy generators that failed to win bids after the first bid-clearing due to high bids will adjust their bids based on the results of the first bid-clearing announcement, aiming for a chance to win bids during the second bid-clearing. This will generate revenue for the new generators while also enabling the entire power system to incorporate more new energy. Finally, a compensation mechanism is designed, whereby new energy generators that generate more power compensate conventional units that cede generating space through specific rules, achieving a win-win situation for all energy market players and resolving the issue of energy curtailment in the day-ahead spot market, caused by high-price bargaining among new energy generators. BRIEF DESCRIPTION OF THE DRAWINGS

[0058] Figure 1 This is a flow chart of a trading method adapted to a high proportion of new energy participating in the spot market, provided by an embodiment of the present invention. DETAILED DESCRIPTION

[0059] The present invention will be further described below in conjunction with the accompanying drawings. The following embodiments are only used to more clearly illustrate the technical solutions of the present invention and are not intended to limit the scope of protection of the present invention.

[0060] Example 1

[0061] This embodiment introduces a trading method suitable for a high proportion of new energy participating in the spot market, including:

[0062] Obtain the bid and quotation information of new energy power generators and conventional power generators;

[0063] Obtaining output forecast information declared by new energy sources, performing forecasting based on the output forecast information to generate load forecast information, and generating a load demand curve based on the load forecast information;

[0064] Based on the bid information and load demand curve, power balance calculation and safety verification are performed according to the safety constraint unit commitment model and the safety economic dispatch model;

[0065] After verification, based on the bid information and load demand curve, and in accordance with the pre-built clearing model, the electricity market is cleared once and a clearing result is generated;

[0066] Determine whether there is new energy abandonment based on the one-time clearing result. If there is no new energy abandonment, take the one-time clearing result as the official clearing result;

[0067] If there is new energy curtailment, the results of the first clearing will be announced, and a second quotation will be made based on the announced results of the first clearing;

[0068] Based on the secondary quotation information, power balance calculation and safety verification are performed according to a safety constraint unit commitment model and a safety economic dispatch model;

[0069] After verification, based on the secondary quotation information and according to the clearing model, the secondary clearing of the electricity market is executed to generate a secondary clearing result, which is used as the formal clearing result.

[0070] The application process of the trading method provided in this embodiment, which is suitable for a high proportion of new energy participating in the spot market, specifically involves the following steps:

[0071] Step 1: In the day-ahead market stage, first, new energy power generators and conventional power generators declare quantity and price information, new energy generators declare output forecasts, and the load side submits load demand curves based on the load forecast information.

[0072] Step 2: The dispatching agency performs power balance calculation and safety verification based on safety constrained unit commitment (SCUC) and safe economic dispatch (SCED).

[0073] Step 3: The electricity market performs a clearing operation with the minimum total electricity purchase cost as the objective function. The day-ahead market also needs to consider the startup and shutdown costs of the units, so the clearing model is:

[0074]

[0075] Where: N is the number of generating units; M is the total number of units’ quotation periods; T is the total number of time periods; P i,s,t is the winning bid power of unit i in segment s during time period t; C i,s The price corresponding to segment s declared for unit i; is the start-up and shutdown cost of thermal power units; I i,t is the operating status of thermal power unit i at time t (0-1 variable).

[0076] 2) Load balancing constraints

[0077] During each trading session, the system load supply and demand should be balanced:

[0078] Where: D t is the system load demand during period t.

[0079] 3) Unit operation constraints

[0080] The generator set output meets its maximum and minimum output:

[0081] Where: P i,min and P i,max are the minimum and maximum technical outputs of unit i respectively;

[0082] 4) Thermal power unit ramp rate constraints

[0083] The increase or decrease in output of a thermal power unit within a period of time must meet the technical constraints of the unit's technical ramp rate:

[0084]

[0085]

[0086] Where: P i,t is the winning bid power of thermal power unit i in time period t; and are the upward and downward climbing rates of thermal power unit i respectively.

[0087] 5) System spare capacity constraints

[0088] The output of the operating units in each period must meet the system's positive and negative reserve constraints according to a certain reserve ratio:

[0089]

[0090]

[0091] Where: N G A collection of all the generator sets for the system; and Reserve upper and lower spare constraints for the system respectively.

[0092] 6) Power flow constraints

[0093]

[0094] Step 4: The dispatching agency examines whether there is a large amount of abandoned energy from new energy sources. If not, it will be regarded as the formal clearing result. If there is a large amount of abandoned energy, the formula will be used to clear the result at one time, such as the winning bid of each power generation entity and the market clearing electricity price.

[0095] Step 5: Conventional power generation companies' bids remain unchanged. New energy power generation companies will submit a second bid based on the public results of the first clearing. This second bid is an opportunity given to new energy power generation companies to promote the full absorption of new energy. It is foreseeable that most abandoned units will bid prices that are somewhat lower than the winning bid price in the first clearing in order to secure a second bid. Some power generators with more conservative bids may bid ultra-low prices or even zero, often securing a second clearing opportunity. However, there are also some power generators with more adventurous bids who bid high, bidding close to the winning bid price in the first clearing. This bidding strategy represents greater risk. When a large number of new energy power generators adopt this strategy, new competition will arise among them. Those with the same bids will be screened based on the order in which they submitted their bids.

[0096] Based on the above analysis, new energy entities need to comprehensively consider the one-time clearing bid price, their own power generation and operation and maintenance costs when bidding, and reasonably choose a bidding strategy to compete for cancellation.

[0097] Step 6: The dispatching agency performs secondary clearing. Taking the total electricity purchase cost as the objective function, the day-ahead market also needs to consider the unit startup and shutdown costs, so the clearing model is:

[0098]

[0099] Where: N is the number of generating units; M is the total number of units’ quotation periods; T is the total number of time periods; P i,s,t is the winning bid power of unit i in segment s of time period t after the second quotation; C i,s is the price corresponding to segment s declared by unit i after the second quotation; is the start-up and shutdown cost of thermal power units; I i,t is the operating status of thermal power unit i at time t (0-1 variable).

[0100] 2) Load balancing constraints

[0101] During each trading session, the system load supply and demand should be balanced:

[0102] Where: D t is the system load demand during period t.

[0103] 3) Unit operation constraints

[0104] The generator set output meets its maximum and minimum output:

[0105] Where: P i,min and P i,max are the minimum and maximum technical outputs of unit i respectively;

[0106] 4) Thermal power unit ramp rate constraints

[0107] The increase or decrease in output of a thermal power unit within a period of time must meet the technical constraints of the unit's technical ramp rate:

[0108]

[0109]

[0110] Where: P i,t is the winning bid power of thermal power unit i in time period t; and are the upward and downward climbing rates of thermal power unit i respectively.

[0111] 5) System spare capacity constraints

[0112] The output of the operating units in each period must meet the system's positive and negative reserve constraints according to a certain reserve ratio:

[0113]

[0114]

[0115] Where: N G A collection of all the generator sets for the system; and Reserve upper and lower spare constraints for the system respectively.

[0116] 6) Power flow constraints

[0117]

[0118] Calculate the clear result.

[0119] Step 6: Settle compensation.

[0120] Settlement of thermal power units:

[0121]

[0122] New energy unit settlement:

[0123]

[0124] Where, The total revenue of reduced-output unit i in period t; is the total revenue of the increased output unit i in period t; and are the pre-cleared electric energy of thermal power unit i and new energy unit i in period t respectively; ΔL is the price difference between the two clearings; They are the reduced output of thermal power units and the new

[0125] Increased output of energy units; is the compensation income of the thermal power company; λ is the ratio of the additional power generated by the new energy unit i to the power generated by the thermal power unit; is the compensation fee required to be paid for new energy unit i; N is the number of thermal power units that have transferred power generation space.

[0126] This invention incorporates a secondary bid-clearing mechanism, granting new energy generators the right to submit a second bid. New energy generators that failed to win bids after the first bid-clearing due to high bids will adjust their bids based on the results of the first bid-clearing announcement, aiming for a chance to win bids during the second bid-clearing. This will generate revenue for the new generators while also enabling the entire power system to incorporate more new energy. Finally, a compensation mechanism is designed, whereby new energy generators that generate more power compensate conventional units that cede generating space through specific rules, achieving a win-win situation for all energy market players and resolving the issue of energy curtailment in the day-ahead spot market, caused by high-price bargaining among new energy generators.

[0127] Example 2

[0128] This embodiment provides a trading device adapted to a high proportion of new energy participating in the spot market, including:

[0129] The first acquisition unit is used to obtain the bid information submitted by the new energy power generators and the conventional power generators;

[0130] a second acquiring unit, configured to acquire output forecast information declared by a new energy source, perform forecasting based on the output forecast information to generate load forecast information, and generate a load demand curve based on the load forecast information;

[0131] A first power balance calculation and safety verification unit is configured to perform power balance calculation and safety verification based on the bid information and the load demand curve, in accordance with a safety constraint unit commitment model and a safety economic dispatch model;

[0132] A one-time clearing unit is used to, after verification, perform one-time clearing of the electricity market based on the bid information and the load demand curve and a pre-built clearing model to generate a one-time clearing result;

[0133] A judgment unit, configured to judge whether there is any new energy abandonment according to the one-time clearing result, and if there is no new energy abandonment, take the one-time clearing result as the formal clearing result;

[0134] The secondary quotation unit is used to publicize the primary clearing result when the judgment unit determines that there is new energy curtailment, and to make a secondary quotation based on the publicized primary clearing result;

[0135] A second power balance calculation and safety verification unit is configured to perform power balance calculation and safety verification based on the secondary bidding information and in accordance with a safety-constrained unit commitment model and a safety economic dispatch model;

[0136] The secondary clearing unit is used to perform secondary clearing of the electricity market based on the secondary quotation information and the clearing model after verification, generate a secondary clearing result, and use the secondary clearing result as the formal clearing result.

[0137] Furthermore, it also includes a compensation unit for compensating the conventional power supply and new energy units by adopting a deviation settlement method after the secondary clearing.

[0138] Example 3

[0139] This embodiment provides a trading device that adapts to a high proportion of new energy participating in the spot market. The device includes a processor and a storage medium;

[0140] The storage medium is used to store instructions;

[0141] The processor is configured to operate according to the instructions to execute the steps of the method according to any one of the first embodiments.

[0142] Example 4

[0143] This embodiment provides a computer-readable storage medium having a computer program stored thereon. When the program is executed by a processor, the steps of any one of the methods described in Embodiment 1 are implemented.

[0144] The above is only a preferred embodiment of the present invention. It should be pointed out that for ordinary technicians in this technical field, several improvements and modifications can be made without departing from the technical principles of the present invention. These improvements and modifications should also be regarded as the scope of protection of the present invention.

Claims

1. A trading method adapted to a high proportion of new energy participating in the spot market, characterized in that: include: Obtain the bid and quotation information of new energy power generators and conventional power generators; Obtaining output forecast information declared by new energy sources, performing forecasting based on the output forecast information to generate load forecast information, and generating a load demand curve based on the load forecast information; Based on the bid information and load demand curve, power balance calculation and safety verification are performed according to the safety constraint unit commitment model and the safety economic dispatch model; After verification, based on the bid information and load demand curve, and in accordance with the pre-built clearing model, the electricity market is cleared once and a clearing result is generated; Determine whether there is new energy abandonment based on the one-time clearing result. If there is no new energy abandonment, take the one-time clearing result as the official clearing result; If there is new energy curtailment, the results of the first clearing will be announced, and a second quotation will be made based on the announced results of the first clearing; Based on the secondary quotation information, power balance calculation and safety verification are performed according to a safety constraint unit commitment model and a safety economic dispatch model; After verification, based on the secondary quotation information and the clearing model, the secondary clearing of the electricity market is executed to generate a secondary clearing result, which is used as the official clearing result; When executing the primary clearing of the electricity market and the secondary clearing of the electricity market, the clearing model used is the same, and the formula is as follows: Where: N is the number of generator sets; M is the total number of sections in the unit quotation; T is the total number of time periods; P i,s,t is the winning bid power of unit i in segment s during time period t; C i,s The price corresponding to segment s declared for unit i; is the start-up and shutdown cost of thermal power units; I i,t is the operating status of thermal power unit i at time t; When executing the primary clearing of the electricity market and the secondary clearing of the electricity market, load balance constraints, unit operation constraints, thermal power unit ramp rate constraints, system reserve capacity constraints and power flow constraints are respectively implemented; The load balancing constraints include: ensuring the balance between system load supply and demand in each trading period: Where: D t is the system load demand during time period t; The unit operation constraints include: the generator set output meets its maximum and minimum outputs: Where: P i,min and P i,max are the minimum and maximum technical outputs of unit i respectively; The thermal power unit ramp rate constraint includes: the output increase or decrease of the thermal power unit within a period of time meets the technical ramp rate constraint of the unit: Where: P i,t is the winning bid power of thermal power unit i in time period t; and are the upward and downward climbing rates of thermal power unit i respectively; The system reserve capacity constraint includes: the output of the operating units in each period meets the system's positive and negative reserve constraints according to a certain reserve ratio: Where: N G A collection of all the generator sets for the system; and Reserve upper and lower spare constraints for the system respectively; The power flow constraints include:

2. The trading method adapted to a high proportion of new energy participating in the spot market according to claim 1, characterized in that: After the second clearing, the deviation settlement method is used to compensate the conventional power supply and new energy units.

3. The trading method adapted to a high proportion of new energy participating in the spot market according to claim 2, characterized in that: After the secondary clearing, conventional power and new energy units will be compensated using the deviation settlement method, including: The shortfall in conventional power generation will be compensated at the first clearing price minus the second clearing price, and the compensation costs borne by renewable energy sources will be apportioned based on their respective proportions of excess power generation. The formula is as follows: Settlement of thermal power units: New energy unit settlement: Where, The total revenue of reduced-output unit i in period t; is the total revenue of the increased output unit i in period t; and are the pre-cleared electric energy of thermal power unit i and new energy unit i in time period t respectively; ΔL The price difference between the two clearings; They are the reduced output of thermal power units and the increased output of new energy units; is the compensation income of the thermal power company; λ is the ratio of the additional power generated by the new energy unit i to the power generated by the thermal power unit; is the compensation fee required to be paid for new energy unit i; N is the number of thermal power units that transfer power generation space.

4. A trading device adapted to a high proportion of new energy participating in the spot market, adopting the trading method adapted to a high proportion of new energy participating in the spot market according to any one of claims 1 to 3, characterized in that: include: The first acquisition unit is used to obtain the bid information submitted by the new energy power generators and the conventional power generators; a second acquiring unit, configured to acquire output forecast information declared by a new energy source, perform forecasting based on the output forecast information to generate load forecast information, and generate a load demand curve based on the load forecast information; A first power balance calculation and safety verification unit is configured to perform power balance calculation and safety verification based on the bid information and the load demand curve, in accordance with a safety constraint unit commitment model and a safety economic dispatch model; A one-time clearing unit is used to, after verification, perform one-time clearing of the electricity market based on the bid information and the load demand curve and a pre-built clearing model to generate a one-time clearing result; A judgment unit, configured to judge whether there is any new energy abandonment according to the one-time clearing result, and if there is no new energy abandonment, take the one-time clearing result as the formal clearing result; The secondary quotation unit is used to publicize the primary clearing result when the judgment unit determines that there is new energy curtailment, and to make a secondary quotation based on the publicized primary clearing result; A second power balance calculation and safety verification unit is configured to perform power balance calculation and safety verification based on the secondary bidding information and in accordance with a safety-constrained unit commitment model and a safety economic dispatch model; The secondary clearing unit is used to perform secondary clearing of the electricity market based on the secondary quotation information and the clearing model after verification, generate a secondary clearing result, and use the secondary clearing result as the formal clearing result.

5. The trading device adapted to a high proportion of new energy participating in the spot market according to claim 4, characterized in that: It also includes a compensation unit, which is used to compensate conventional power sources and new energy units by adopting the deviation settlement method after the secondary clearing.

6. A trading system adapted to a high proportion of new energy participating in the spot market, characterized by: including processor and storage medium; The storage medium is used to store instructions; The processor is configured to operate according to the instructions to execute the steps of the method according to any one of claims 1 to 3.

7. A computer-readable storage medium having a computer program stored thereon, characterized in that: When the program is executed by a processor, the steps of the method according to any one of claims 1 to 3 are implemented.

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