Long-term transaction strategy recommendation method and system in power market in non-spot mode

Abstract

The invention relates to a long-term transaction strategy recommendation method and system in an electricity market in a non-spot mode. The method comprises the steps of obtaining to-be-tested related data in a power market in a non-spot mode; inputting the to-be-tested related data in the power market in the non-spot mode into a preset medium and long term transaction strategy recommendation model in the power market in the non-spot mode, outputting a recommendation form of a transaction direction and a transaction electricity price, and according to the medium and long term position electric quantity of a participant in each current time period type, determining the transaction direction and the transaction electricity price of the participant. The method comprises the following steps: calculating an upper and lower limit range of assessed electric quantity by combining assessment rules of Hebei south network for different time periods, providing recommendation of a transaction operation direction and recommendation of operation electric quantity for a user within the upper and lower limit range, and then providing recommendation of transaction price for the user according to reference electricity price and price assessment coefficient published by the market for different time periods. The method aims at helping participants to reduce the risk of the participants in the electricity market transaction, thereby achieving the purposes of improving the earnings and improving the benefits.

Description

Technical Field

[0001] The present application relates to the technical field of power market transactions, and in particular to a method and system for recommending medium- and long-term transaction strategies for power markets under non-spot modes. Background Art

[0002] In recent years, the process of electricity marketization has developed rapidly around the world, especially in my country, where pilot markets are steadily advancing electricity marketization reforms based on their unique grid structures and regional characteristics. This process involves not only the continuous improvement of trading rules and varieties, but also the diversification of market participants, such as power generation companies, power sales companies, electricity customers and third-party service providers. These measures are aimed at establishing a more stable, secure and efficient electricity market system. In this system, the medium- and long-term market plays a vital role. It helps market participants lock in electricity prices and electricity supply for a period of time in the future by providing fixed-term electricity trading contracts, thereby effectively maintaining the stability of the electricity production and sales relationship. In addition, the medium- and long-term market also helps to stabilize electricity price fluctuations, provide market participants with foresight and planning, and promote the rationalization of electricity investment. At the same time, it also provides market participants with a means to avoid price risks and supply and demand risks, enhancing the risk resistance of the electricity market.

[0003] According to the "Hebei Southern Power Grid 2024 Medium- and Long-term Trading Work Plan", at this stage, when the monthly unified settlement is made, when the deviation of the two sections of medium- and long-term over-generation (use) and under-generation (use) is greater than 3% of the actual power generation, there are different penalty coefficients according to different time period types. Among them, according to the four time periods of medium- and long-term sharp section, peak section, flat section, and valley section divided by the Hebei Southern Power Grid, the part of the actual power generation that is higher than the position in any time period can be regarded as over-generation. When the over-generation is greater than 3%, according to the above time period type, 0.95, 0.95, 0.9, and 0.85 times of the market medium- and long-term average price will be taken as the settlement price of this part of the power. On the contrary, the part of the actual power generation that is lower than the position will be regarded as under-generation, and the under-generation will be settled at 1.05 times the market medium- and long-term average price. When market entities declare medium- and long-term power, due to the large amount of power data and the inconvenience of obtaining the predicted actual power generation and current position power data, it is difficult to control the position power within the deviation assessment range specified by the rules before trading, and to determine the transaction price range.

[0004] In the existing technology, the scope of application of medium- and long-term trading strategies and methods is medium- and long-term trading in the electricity spot market model. This type of transaction uses the deviation between the spot electricity price and the medium- and long-term price as the trading reference strategy. This strategy has a strong correlation with the spot electricity price forecast results, and the price recommendation must be executed based on the forecast electricity price. In the existing technology, the formulation of medium- and long-term trading strategies in the Hebei Southern Power Grid power market mainly relies on manual experience, lacks effective data support and scientific calculation methods, resulting in uncertainty and low efficiency of trading strategies. In addition, the existing technology is mostly applicable to a single medium- and long-term transaction type, and there are few technical routes applicable to all medium- and long-term transaction types. Since the current power market model of Hebei Southern Power Grid is a non-spot model, the reference factors for medium- and long-term transactions are mainly the market's assessment power range and assessment price range. The existing technical route does not match this trading method and cannot provide corresponding strategic support.

[0005] In the existing technology, the formulation of medium- and long-term trading strategies in the Hebei Southern Power Grid power market mainly relies on manual experience, lacks effective data support and scientific calculation methods, resulting in uncertainty and inefficiency of trading strategies. In addition, trading strategies are generally biased, providing different trading strategies for different medium- and long-term trading methods. The direction and purpose of the strategies are not unified, which increases the learning and understanding costs of traders. Summary of the invention

[0006] In view of this, the purpose of the present invention is to provide a method and system for recommending medium- and long-term trading strategies in the electricity market under a non-spot mode, so as to solve the problem that the formulation of medium- and long-term trading strategies in the Hebei Southern Power Grid power market in the prior art mainly relies on manual experience, lacks effective data support and scientific calculation methods, and trading strategies generally have tendencies, provide different trading strategies for different medium- and long-term trading methods, and the direction and purpose of the strategies are not unified.

[0007] According to a first aspect of an embodiment of the present invention, a method for recommending medium- and long-term trading strategies in a power market under a non-spot mode is provided, comprising:

[0008] Obtain relevant data to be tested in the power market under the non-spot mode; wherein the relevant data include: predicted power generation, market penalty coefficient, market transaction results of the previous month, market-based power ratio, position deviation ratio, position data, and inter-provincial spot data;

[0009] The position data include: the current total position of the trading unit, the position of inter-provincial delivery contracts, and the position of up and down transaction type contracts. The data is generated independently by each participating entity;

[0010] The relevant data to be tested in the power market under the non-spot mode is input into a preset medium- and long-term trading strategy recommendation model for the power market under the non-spot mode, and the recommendation form of trading direction and trading electricity price is output.

[0011] Furthermore, the relevant data to be tested in the power market under the non-spot mode is input into a preset medium- and long-term trading strategy recommendation model for the power market under the non-spot mode, and the recommended form of outputting the trading direction and the trading price includes:

[0012] According to the forecasted power generation, market-based power ratio, position deviation ratio, inter-provincial transmission contract position, and up / down adjustment transaction type contract position data, the upper limit of the position of the trading unit in the medium- and long-term transactions during the period and the lower limit of the position are calculated;

[0013] Recommend the trading direction by using the upper limit of the position held by the trading unit in the medium and long term trading in the period, as well as the lower limit of the position held, and the current total position held by the trading unit;

[0014] The recommended transaction price is calculated by using the recommended transaction direction results, combined with the market transaction results of the previous month and the penalty coefficient;

[0015] Among them, the penalty coefficients include: market over-issuance penalty coefficient and market under-issuance penalty coefficient.

[0016] Furthermore, the upper limit of the power holdings and the lower limit of the power holdings of the trading units in the medium and long-term transactions during the period are calculated based on the predicted power generation, the deviation ratio of the power holdings, the inter-provincial transmission contract positions, and the up and down adjustment transaction type contract positions data, including:

[0017] Using the predicted power generation, market-based power ratio, position deviation ratio, inter-provincial transmission contract position, and up and down adjustment transaction type contract position data, according to the preset upper and lower limit calculation formula of position power, the upper limit of the position power of the trading unit in the medium and long-term transaction in this period and the lower limit of the position power are obtained;

[0018] The preset upper and lower limit calculation formulas for holding power include:

[0019] QT1 max =(QT1 预测 ×γ-QT1 省间外送 -QT1 省间现货 ) / (1-λ)

[0020] QT1 min = (QT1 预测 ×λ-QT1 省间外送 -QT1 省间现货 ) / (1+λ) (1)

[0021] Among them, QT1 max Indicates the upper limit of the trading unit's holding power for medium and long-term transactions during this period, QT1 预测 represents the predicted power generation, γ represents the market power ratio, QT1 省间外送 Indicates inter-provincial delivery contract positions, QT1 省间现货 Indicates the open interest data of the contract of up and down transaction type;

[0022] Among them, QT1 min It indicates the lower limit of the power quantity held by the trading unit in the medium and long term trading during the period; λ indicates the deviation ratio of the holding quantity.

[0023] Furthermore, the recommendation of the trading direction is made by using the upper limit of the position held by the trading unit in the medium and long term trading in the period, the lower limit of the position held, and the current total position held by the trading unit, including:

[0024] The upper limit of the recommended power and the lower limit of the recommended power are calculated by using the upper and lower limits of the positions held by the trading unit in the medium and long term trading in the period, as well as the current total positions held by the trading unit, and by using the preset upper and lower limit calculation formula of the recommended power;

[0025] The recommended upper and lower limits of electricity consumption are used to recommend transaction directions.

[0026] Furthermore, the preset upper and lower limits of recommended power calculation formula include:

[0027] Q T1推荐上限 =Q T1max +Q T1省间外送 +Q T1省间现货 -Q T1上下调× λ-Q T1持仓

[0028] Q T1推荐下限 =Q T1min +Q T1省间外送 +Q T1省间现货 -Q T1上下调 ×λ-Q T1持仓 (2)

[0029] Among them, Q T1推荐上限 Indicates the recommended transaction power limit, Q T1max Indicates the upper limit of the power held by the trading unit for medium and long-term transactions during this period, Q T1上下调 Indicates the contract position of the up and down transaction type, Q T1持仓 Indicates the current total position of the trading unit;

[0030] Q T1推荐下限 Indicates the recommended transaction power limit, Q T1minIt indicates the lower limit of the power quantity held by the trading unit for medium and long term trading during this period.

[0031] Further, the using the recommended upper power limit and the recommended lower power limit to recommend a transaction direction includes:

[0032] If QT1 推荐上限 >0, it is considered as under-issuance and the recommended direction is to sell;

[0033] If QT1 推荐上限 <0, it is considered as under-issuance and the recommended direction is to buy;

[0034] If QT1 推荐上限 >0, and QT1 推荐下限 <0, the recommended direction is to buy or sell.

[0035] Furthermore, the recommended transaction price is calculated by using the recommended transaction direction result, combined with the preset market transaction result and penalty coefficient of the previous month, including:

[0036] When the recommended method is to sell, PT1 推荐 ≥PT1 市场 ×K1;

[0037] When the recommendation method is to buy, PT1 推荐 ≤PT1 市场 ×K2;

[0038] When the recommended method is buy or sell, you can trade in any direction by referring to the recommended price under the corresponding direction;

[0039] If Q T1 If the upper limit of recommendation = 0, no recommendation is needed and it is recommended to wait and see;

[0040] Among them, the PT1 推荐 It represents the recommended transaction electricity price, K1 represents the market over-issuance penalty coefficient, and K2 represents the market under-issuance penalty coefficient.

[0041] According to a second aspect of an embodiment of the present invention, a medium- and long-term trading strategy recommendation system for a power market under a non-spot mode is provided, and the medium- and long-term trading strategy recommendation method for a power market under a non-spot mode applied to any one of the above-mentioned methods includes:

[0042] An acquisition module is used to obtain relevant data to be tested in the power market under the non-spot mode; wherein the relevant data include: predicted power generation, market penalty coefficient, market transaction results of the previous month, market-based power ratio, position deviation ratio, position data, and inter-provincial spot data;

[0043] The position data include: the current total position of the trading unit, the position of inter-provincial delivery contracts, and the position of up and down transaction type contracts. The data is generated independently by each participating entity;

[0044] The data processing module is used to input the relevant data to be tested in the power market under the non-spot mode into the preset medium- and long-term trading strategy recommendation model of the power market under the non-spot mode, and output the recommended form of trading direction and trading electricity price.

[0045] The technical solution provided by the embodiments of the present invention may have the following beneficial effects:

[0046] It can be understood that the technical solution provided by the present invention, based on the transaction demand under the current medium- and long-term transaction rules of Hebei Southern Power Grid, proposes a method for recommending medium- and long-term transaction electricity volume and transaction price strategy in a non-spot environment. This method is mainly based on the medium- and long-term holdings of the participating entities in various time periods, combined with the assessment rules of Hebei Southern Power Grid for different time periods, to calculate the upper and lower limits of the assessment electricity volume, provide users with recommendations on transaction operation directions and operation electricity volume within the upper and lower limits, and then provide users with transaction price recommendations based on the reference electricity prices and price assessment coefficients for different time periods announced by the market. It aims to help participating entities reduce their own risks in electricity market transactions, thereby achieving the purpose of increasing revenue and improving efficiency.

[0047] It can be understood that the technical solution provided by the present invention can be based on the medium- and long-term trading rules of Hebei Southern Power Grid and under the medium- and long-term trading assessment restrictions of Hebei Southern Power Grid. It can automatically recommend quantity and price strategies for any type of medium- and long-term transactions, including bilateral negotiation, centralized bidding, rolling matching, and listed trading through calculation logic, which provides a theoretical reference basis for traders' decision-making and assists traders in conducting various types of medium- and long-term transactions, so as to achieve the goals of intelligent trading decisions, minimizing trading risks, and maximizing trading returns.

[0048] It is to be understood that the foregoing general description and the following detailed description are exemplary and explanatory only and are not restrictive of the invention. BRIEF DESCRIPTION OF THE DRAWINGS

[0049] The accompanying drawings, which are incorporated in and constitute a part of this specification, illustrate embodiments consistent with the invention and, together with the description, serve to explain the principles of the invention.

[0050] Figure 1 is a schematic diagram of steps of a method for recommending medium- and long-term trading strategies in a power market under a non-spot mode according to an exemplary embodiment;

[0051] Figure 2 is an overall schematic diagram of a recommendation model for medium- and long-term trading strategies in a power market under a non-spot mode according to an exemplary embodiment;

[0052] Figure 3 The present invention is a schematic diagram of the system composition for recommending a medium- and long-term trading strategy in the power market under a non-spot mode according to an exemplary embodiment. DETAILED DESCRIPTION

[0053] Exemplary embodiments will be described in detail herein, examples of which are shown in the accompanying drawings. When the following description refers to the drawings, the same numbers in different drawings represent the same or similar elements unless otherwise indicated. The embodiments described in the following exemplary embodiments do not represent all embodiments consistent with the present invention. Instead, they are merely examples of devices and methods consistent with some aspects of the present invention as detailed in the appended claims.

[0054] Embodiment 1

[0055] See also Figure 1 , Figure 1 This is a schematic diagram of steps of a method for recommending a medium- and long-term trading strategy in a power market under a non-spot mode according to an exemplary embodiment, the method comprising:

[0056] S1. Obtain relevant data to be tested in the power market under the non-spot mode; wherein the relevant data include: predicted power generation, market penalty coefficient, market transaction results of the previous month, market-based power ratio, position deviation ratio, position data, and inter-provincial spot data;

[0057] The position data include: the current total position of the trading unit, the position of inter-provincial delivery contracts, and the position of up and down transaction type contracts. The data is generated independently by each participating entity;

[0058] S2. Input the relevant data to be tested in the power market under the non-spot mode into a preset medium- and long-term trading strategy recommendation model for the power market under the non-spot mode, and output the recommended form of trading direction and trading electricity price.

[0059] In one embodiment, see Figure 2 As described in step S2, the relevant data to be tested in the power market under the non-spot mode is input into the preset medium- and long-term trading strategy recommendation model of the power market under the non-spot mode, and the recommended form of the trading direction and trading electricity price is output, including:

[0060] S21. Calculate the upper limit of the power holdings and the lower limit of the power holdings of the trading units in the medium and long-term transactions during the period according to the predicted power generation, the market-based power ratio, the position deviation ratio, the inter-provincial transmission contract position, and the position data of the up-down and down-adjustment transaction type contracts;

[0061] S22. recommending a trading direction by using the upper limit and lower limit of the positions held by the trading unit in the medium and long term trading in the period, as well as the current total positions held by the trading unit;

[0062] S23. Using the recommended results of the transaction direction, combined with the market transaction results of the previous month and the penalty coefficient, the recommended transaction electricity price is calculated;

[0063] Among them, the penalty coefficients include: market over-issuance penalty coefficient and market under-issuance penalty coefficient.

[0064] In one embodiment, as described in step S21, the upper limit of the holding quantity of the trading unit for medium- and long-term transactions in the period and the lower limit of the holding quantity are calculated based on the predicted power generation, the position deviation ratio, the inter-provincial transmission contract position, and the position data of the up-down transaction type contract, including:

[0065] Using the predicted power generation, market-based power ratio, position deviation ratio, inter-provincial transmission contract position, and up and down adjustment transaction type contract position data, according to the preset upper and lower limit calculation formula of position power, the upper limit of the position power of the trading unit in the medium and long-term transaction in this period and the lower limit of the position power are obtained;

[0066] The preset upper and lower limit calculation formulas for holding power include:

[0067] QT1 max =(QT1 预测 ×γ-QT1 省间外送 -QT1 省间现货 ) / (1-λ)

[0068] QT1 min =(QT1 预测 ×λ-QT1 省间外送 -QT1 省间现货 ) / (1+λ) (1)

[0069] Among them, QT1 max Indicates the upper limit of the trading unit's holding power for medium and long-term transactions during this period, QT1 预测 represents the predicted power generation, γ represents the market power ratio, QT1 省间外送 Indicates inter-provincial delivery contract positions, QT1 省间现货 Indicates the open interest data of the contract of up and down transaction type;

[0070] Among them, QT1 min It indicates the lower limit of the power quantity held by the trading unit in the medium and long term trading during the period; λ indicates the deviation ratio of the holding quantity.

[0071] In one embodiment, as described in step S22, the recommendation of the trading direction is made by using the upper limit of the position held by the trading unit in the medium and long term trading in the period, the lower limit of the position held, and the current total position held by the trading unit, including:

[0072] The upper limit of the recommended power and the lower limit of the recommended power are calculated by using the upper and lower limits of the positions held by the trading unit in the medium and long term trading in the period, as well as the current total positions held by the trading unit, and by using the preset upper and lower limit calculation formula of the recommended power;

[0073] The recommended upper and lower limits of electricity consumption are used to recommend transaction directions.

[0074] Furthermore, the preset upper and lower limits of recommended power calculation formula include:

[0075] Q T1推荐上限 =Q T1max +Q T1省间外送 +Q T1省间现货 -Q T1上下调× λ-Q T1持仓

[0076] Q T1推荐下限 =Q T1min +Q T1省间外送 +Q T1省间现货 -Q T1上下调 ×λ-Q T1持仓 (2)

[0077] Among them, Q T1推荐上限 Indicates the recommended transaction power limit, Q T1max Indicates the upper limit of the power held by the trading unit for medium and long-term transactions during this period, Q T1上下调 Indicates the contract position of the up and down transaction type, Q T1持仓 Indicates the current total position of the trading unit;

[0078] Q T1推荐下限 Indicates the recommended transaction power limit, Q T1min It indicates the lower limit of the power quantity held by the trading unit for medium and long term trading during this period.

[0079] Further, the using the recommended upper power limit and the recommended lower power limit to recommend a transaction direction includes:

[0080] If QT1 推荐上限 >0, it is considered as under-issuance and the recommended direction is to sell;

[0081] If QT1 推荐上限 <0, it is considered as under-issuance and the recommended direction is to buy;

[0082] If QT1 推荐上限>0, and QT1 推荐下限 <0, the recommended direction is to buy or sell.

[0083] In one embodiment, as described in step S23, the recommended transaction price is calculated by using the recommended transaction direction result, combined with the preset market transaction result and penalty coefficient of the previous month, including:

[0084] When the recommended method is to sell, PT1 推荐 ≥PT1 市场 ×K1;

[0085] When the recommendation method is to buy, PT1 推荐 ≤PT1 市场 ×K2;

[0086] When the recommended method is buy or sell, you can trade in any direction by referring to the recommended price under the corresponding direction;

[0087] If Q T1 If the upper limit of recommendation = 0, no recommendation is needed and it is recommended to wait and see;

[0088] Among them, the PT1 推荐 It represents the recommended transaction electricity price, K1 represents the market over-issuance penalty coefficient, and K2 represents the market under-issuance penalty coefficient.

[0089] In one embodiment, this application proposes a method for recommending medium- and long-term trading electricity volume and trading electricity price strategies in a non-spot environment based on the trading demand under the current medium- and long-term trading rules of Hebei Southern Power Grid. This method is mainly based on the medium- and long-term holdings of the participating entities in various time periods, combined with the assessment rules of Hebei Southern Power Grid for different time periods, to calculate the upper and lower limits of the assessment electricity volume, provide users with recommendations on trading operation directions and operating electricity volume within the upper and lower limits, and then provide users with transaction price recommendations based on the reference electricity prices and price assessment coefficients for different time periods announced by the market. It aims to help participating entities reduce their own risks in electricity market transactions, thereby achieving the purpose of increasing revenue and improving efficiency.

[0090] For specific implementation, please refer to the following steps:

[0091] 1) Data collection: the required data include:

[0092] Forecasted power generation: The forecasted power generation of the trading unit during the current month and time period. This data is generated independently by each participating entity;

[0093] Market penalty coefficient: the market penalty ratio when the power held by the trading unit exceeds the upper limit of the assessment or falls below the lower limit of the assessment. This data is announced by the trading center;

[0094] Market transaction results of the previous month: the average price of market transactions in the previous month during this period, which is published by the trading center;

[0095] Market electricity ratio: the market electricity ratio of the trading unit type in the month, which is announced by the trading center;

[0096] Position Deviation Ratio: The allowable deviation ratio of the position of the trading unit in the period, which is published by the trading center;

[0097] Position data: the position data of the trading unit in this period of the month, including the total position, the position of inter-provincial delivery contracts, and the position of the up and down transaction type contracts. This data is generated independently by each participating entity;

[0098] Inter-provincial spot data: the cumulative inter-provincial spot electricity data of the trading units in the current month and period, which is independently generated by each participating entity;

[0099] 2) Based on the predicted power generation, the position deviation ratio, the inter-provincial transmission contract position, and the position of the up-down transaction type contract, the upper and lower limits of the position of the trading unit in the medium- and long-term transactions during the period can be calculated. If the position does not meet the lower limit or exceeds the upper limit, it will be assessed by the market;

[0100] 3) Further, based on the current total power holdings of the trading unit, as well as the upper and lower limits of the holdings, the trading direction can be recommended. If the holdings exceed the upper limit, it is recommended to buy to reduce the holdings; if the holdings are below the lower limit, it is recommended to sell to increase the holdings; if the holdings are within the range, the trading direction can be selected according to the market price;

[0101] 4) Further, the recommended transaction price can be calculated based on the market penalty coefficient and the market transaction results of the previous month;

[0102] 5) The specific algorithm implementation form of the above technical solution can refer to the following steps:

[0103] Step 1: Collect data to obtain the predicted power generation of unit a in the T1 period of a certain month: QT1 预测 , market over-issuance penalty coefficient K1, under-issuance penalty coefficient K2, position deviation ratio λ, last month's market transaction results PT 1市场 , the marketized electricity proportion of unit a in the month γ, the total holding volume of unit a in the month and period: Q T1 , Inter-provincial delivery contract holdings: Q T1省间外送 , Adjust the open interest of the contract of transaction type up and down: Q T1上下调 , the cumulative inter-provincial spot electricity is: Q T1省间现货 .

[0104] Step 2: Calculate the upper limit of the holding power QT1 based on the collected data max And the lower limit of holding power QT1min , calculated as in Formula 1.

[0105] Step 3: Based on the upper and lower limits of the holding power calculated in the previous step, and the holding volume data obtained by data collection, the recommended upper limit of trading power: QT1 recommended upper limit, and the recommended lower limit of trading power QT1 recommended lower limit can be calculated, and the calculation method is as shown in Formula 2;

[0106] Step 4: Based on the recommended upper and lower limits of transaction power calculated in the previous step, the transaction direction can be recommended. The recommendation method is as shown in Formula 3:

[0107] If QT1 推荐上限 >0, it is considered as under-issuance and the recommended direction is to sell;

[0108] If QT1 推荐上限 <0, it is considered as under-issuance and the recommended direction is to buy;

[0109] If QT1 推荐上限 >0, and QT1 推荐下限 <0, the recommended direction is to buy or sell.

[0110] Step 5: Based on the recommended transaction direction obtained in the previous step, the recommended transaction price PT1 can be calculated by combining the market transaction results of the previous month and the penalty coefficient. The calculation method is as follows:

[0111] When the recommended method is to sell, PT1 推荐 ≥PT1 市场 ×K1;

[0112] When the recommendation method is to buy, PT1 推荐 ≤PT1 市场 ×K2;

[0113] When the recommended method is buy or sell, you can trade in any direction by referring to the recommended price under the corresponding direction;

[0114] If Q T1 If the upper limit of recommendation = 0, no recommendation is needed and it is recommended to wait and see;

[0115] Among them, the PT1 推荐 It represents the recommended transaction electricity price, K1 represents the market over-issuance penalty coefficient, and K2 represents the market under-issuance penalty coefficient.

[0116] See also Figure 3 , Figure 3 This is a schematic diagram of a system composition for recommending a medium- and long-term trading strategy in a power market under a non-spot mode according to an exemplary embodiment, wherein the system comprises:

[0117] The acquisition module 10 is used to obtain relevant data to be tested in the power market under the non-spot mode; wherein the relevant data include: predicted power generation, market penalty coefficient, market transaction results of the previous month, market-based power ratio, position deviation ratio, position data, and inter-provincial spot data;

[0118] The position data include: the current total position of the trading unit, the position of inter-provincial delivery contracts, and the position of up and down transaction type contracts. The data is generated independently by each participating entity;

[0119] The data processing module 20 is used to input the relevant data to be tested in the power market under the non-spot mode into a preset medium- and long-term trading strategy recommendation model for the power market under the non-spot mode, and output the recommended form of trading direction and trading electricity price.

[0120] In one embodiment, based on the transaction demand under the current medium- and long-term transaction rules of Hebei Southern Power Grid, a method for recommending medium- and long-term transaction electricity and transaction price strategies in a non-spot environment is proposed. This method is mainly based on the medium- and long-term position electricity of the participating entities in each time period, combined with the assessment rules of Hebei Southern Power Grid for different time periods, to calculate the upper and lower limits of the assessment electricity, provide users with recommendations on transaction operation directions and operation electricity within the upper and lower limits, and then provide users with transaction price recommendations based on the reference electricity prices and price assessment coefficients for different time periods announced by the market. It aims to help participating entities reduce their own risks in power market transactions, thereby achieving the purpose of increasing revenue and improving efficiency.

[0121] It can be understood that the same or similar parts of the above embodiments can be referenced to each other, and the contents not described in detail in some embodiments can refer to the same or similar contents in other embodiments.

[0122] It should be noted that, in the description of the present invention, the terms "first", "second", etc. are only used for descriptive purposes and cannot be understood as indicating or implying relative importance. In addition, in the description of the present invention, unless otherwise specified, the meaning of "plurality" refers to at least two.

[0123] Any process or method description in a flowchart or otherwise described herein may be understood to represent a module, segment or portion of code that includes one or more executable instructions for implementing the steps of a specific logical function or process, and the scope of the preferred embodiments of the present invention includes alternative implementations in which functions may not be performed in the order shown or discussed, including performing functions in a substantially simultaneous manner or in the reverse order depending on the functions involved, which should be understood by those skilled in the art to which the embodiments of the present invention belong.

[0124] It should be understood that the various parts of the present invention can be implemented by hardware, software, firmware or a combination thereof. In the above-mentioned embodiments, a plurality of steps or methods can be implemented by software or firmware stored in a memory and executed by a suitable instruction execution system. For example, if implemented by hardware, as in another embodiment, it can be implemented by any one of the following technologies known in the art or their combination: a discrete logic circuit having a logic gate circuit for implementing a logic function for a data signal, a dedicated integrated circuit having a suitable combination of logic gate circuits, a programmable gate array (PGA), a field programmable gate array (FPGA), etc.

[0125] A person skilled in the art may understand that all or part of the steps in the method for implementing the above-mentioned embodiment may be completed by instructing related hardware through a program, and the program may be stored in a computer-readable storage medium, which, when executed, includes one or a combination of the steps of the method embodiment.

[0126] In addition, each functional unit in each embodiment of the present invention may be integrated into a processing module, or each unit may exist physically separately, or two or more units may be integrated into one module. The above-mentioned integrated module may be implemented in the form of hardware or in the form of a software functional module. If the integrated module is implemented in the form of a software functional module and sold or used as an independent product, it may also be stored in a computer-readable storage medium.

[0127] The storage medium mentioned above can be a read-only memory, a magnetic disk or an optical disk, etc.

[0128] In the description of this specification, the description with reference to the terms "one embodiment", "some embodiments", "examples", "specific examples", or "some examples" means that the specific features, structures, materials or characteristics described in conjunction with the embodiment or example are included in at least one embodiment or example of the present invention. In this specification, the schematic representation of the above terms does not necessarily refer to the same embodiment or example. Moreover, the specific features, structures, materials or characteristics described may be combined in any one or more embodiments or examples in a suitable manner.

[0129] Although the embodiments of the present invention have been shown and described above, it is to be understood that the above embodiments are exemplary and are not to be construed as limitations of the present invention. A person skilled in the art may change, modify, replace and vary the above embodiments within the scope of the present invention.

Claims

1. A method for recommending medium- and long-term trading strategies in the power market under the non-spot mode, characterized in that: The method comprises: Obtain relevant data to be tested in the power market under the non-spot mode; wherein the relevant data include: predicted power generation, market penalty coefficient, market transaction results of the previous month, market-based power ratio, position deviation ratio, position data, and inter-provincial spot data; The position data include: the current total position of the trading unit, the position of inter-provincial delivery contracts, and the position of up and down transaction type contracts. The data is generated independently by each participating entity; The relevant data to be tested in the power market under the non-spot mode is input into a preset medium- and long-term trading strategy recommendation model for the power market under the non-spot mode, and the recommendation form of trading direction and trading electricity price is output.

2. The method according to claim 1, characterized in that The method of inputting the relevant data to be tested in the power market under the non-spot mode into a preset medium- and long-term trading strategy recommendation model for the power market under the non-spot mode, and outputting the recommended form of trading direction and trading electricity price, includes: According to the forecasted power generation, market-based power ratio, position deviation ratio, inter-provincial transmission contract position, and up / down adjustment transaction type contract position data, the upper limit of the position of the trading unit in the medium- and long-term transactions during the period and the lower limit of the position are calculated; Recommend the trading direction by using the upper limit of the position held by the trading unit in the medium and long term trading in the period, as well as the lower limit of the position held, and the current total position held by the trading unit; The recommended transaction price is calculated by using the recommended transaction direction results, combined with the market transaction results of the previous month and the penalty coefficient; Among them, the penalty coefficients include: market over-issuance penalty coefficient and market under-issuance penalty coefficient.

3. The method according to claim 2, characterized in that The upper limit of the power holding amount and the lower limit of the power holding amount of the trading unit in the medium and long-term transactions during the period are calculated based on the predicted power generation, the deviation ratio of the holding amount, the inter-provincial transmission contract holding amount, and the up and down adjustment transaction type contract holding amount data, including: Using the predicted power generation, market-based power ratio, position deviation ratio, inter-provincial transmission contract position, and up and down adjustment transaction type contract position data, according to the preset upper and lower limit calculation formula of position power, the upper limit of the position power of the trading unit in the medium and long-term transaction in this period and the lower limit of the position power are obtained; The preset upper and lower limit calculation formulas for holding power include: QT1 max =(QT1 预测 ×γ-QT1 省间外送 -QT1 省间现货 ) / (1-λ) QT1 min =(QT1 预测 ×λ-QT1 省间外送 -QT1 省间现货 ) / (1+λ) (1) Among them, QT1 max Indicates the upper limit of the trading unit's holding power for medium and long-term transactions during this period, QT1 预测 represents the predicted power generation, γ represents the market power ratio, QT1 省间外送 Indicates inter-provincial delivery contract positions, QT1 省间现货 Indicates the open interest data of the contract of up and down transaction type; Among them, QT1 min It indicates the lower limit of the power quantity held by the trading unit in the medium and long term trading during the period; λ indicates the deviation ratio of the holding quantity.

4. The method according to claim 2, characterized in that: The method of recommending a trading direction by using the upper limit of the position held by the trading unit in the medium and long term trading in the period, the lower limit of the position held, and the current total position held by the trading unit includes: The upper limit of the recommended power and the lower limit of the recommended power are calculated by using the upper and lower limits of the positions held by the trading unit in the medium and long term trading in the period, as well as the current total positions held by the trading unit, and by using the preset upper and lower limit calculation formula of the recommended power; The recommended upper and lower limits of electricity consumption are used to recommend transaction directions.

5. The method according to claim 4, characterized in that The preset recommended power upper and lower limit calculation formula includes: Q T1推荐上限 =Q T1max +Q T1省间外送 +Q T1省间现货 -Q T1上下调 ×λ-Q T1持仓 Q T1推荐下限 =Q T1min +Q T1省间外送 +Q T1省间现货 -Q T1上下调 ×λ-Q T1持仓 (2) Among them, Q T1推荐上限 Indicates the recommended transaction power limit, Q T1max Indicates the upper limit of the power held by the trading unit for medium and long-term transactions during this period, Q T1上下调 Indicates the contract position of the up and down transaction type, Q T1持仓 Indicates the current total position of the trading unit; Q T1推荐下限 Indicates the recommended transaction power limit, Q T1min It indicates the lower limit of the power quantity held by the trading unit for medium and long term trading during this period.

6. The method according to claim 5, characterized in that The using the recommended upper power limit and the recommended lower power limit to recommend a transaction direction includes: If QT1 推荐上限 >0, it is considered as under-issuance and the recommended direction is to sell; If QT1 推荐上限 <0, it is considered as under-issuance and the recommended direction is to buy; If QT1 推荐上限 >0, and QT1 推荐下限 <0, the recommended direction is to buy or sell.

7. The method according to claim 2, characterized in that The recommended transaction price is calculated by using the recommended transaction direction result, combined with the preset market transaction result and penalty coefficient of the previous month, including: When the recommended method is to sell, PT1 推荐 ≥PT1 市场 ×K1; When the recommendation method is to buy, PT1 推荐 ≤PT1 市场 ×K2; When the recommended method is buy or sell, you can trade in any direction by referring to the recommended price under the corresponding direction; If Q T1 If the upper limit of recommendation = 0, no recommendation is needed and it is recommended to wait and see; Among them, the PT1 推荐 It represents the recommended transaction electricity price, K1 represents the market over-issuance penalty coefficient, and K2 represents the market under-issuance penalty coefficient.

8. A medium- and long-term trading strategy recommendation system for the power market under the non-spot mode, applied to the medium- and long-term trading strategy recommendation method for the power market under the non-spot mode as described in any one of claims 1-7, characterized in that: The system comprises: An acquisition module is used to obtain relevant data to be tested in the power market under the non-spot mode; wherein the relevant data include: predicted power generation, market penalty coefficient, market transaction results of the previous month, market-based power ratio, position deviation ratio, position data, and inter-provincial spot data; The position data include: the current total position of the trading unit, the position of inter-provincial delivery contracts, and the position of up and down transaction type contracts. The data is generated independently by each participating entity; The data processing module is used to input the relevant data to be tested in the power market under the non-spot mode into the preset medium- and long-term trading strategy recommendation model of the power market under the non-spot mode, and output the recommended form of trading direction and trading electricity price.

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