Electric power spot storage space management method and device, electronic equipment and storage medium
Through the pre-constructed electricity price prediction model and conditional risk value model, the problems of inaccurate market change prediction and slow response in power spot position management are solved, and rapid market adaptation and trading efficiency improvement are achieved under the control of risks.
Patent Information
- Application Number
- CN202411430150.6
- Authority / Receiving Office
- CN · China
- Patent Type
- Applications(China)
- Current Assignee / Owner
- Filing Date
- 2024-10-14
- Publication Date
- 2025-01-10
AI Technical Summary
The existing power spot position management methods rely on manual experience and simple data analysis, and cannot effectively utilize market data, resulting in inaccurate prediction of market changes and slow response, increasing transaction risks and inefficiency.
The pre-constructed electricity price prediction model predicts electricity prices in the future period, determines the position adjustment strategy, and uses the conditional risk value model to evaluate the strategy risk level, and performs position adjustment based on the prediction results and risk assessment.
Accurate prediction and rapid response to market changes have been achieved, the risks of spot power trading have been reduced, and transaction efficiency has been improved.
Smart Images
Figure CN119295217A_ABST
Abstract
Description
Technical Field
[0001] The present invention relates to the field of computer technology, and in particular to a method, device, electronic equipment and storage medium for managing spot electricity storage space. Background Art
[0002] As an important part of the power market, the development of power spot trading has a profound impact on the power industry and the entire social economy. In power spot trading, position management is the key link that determines the success or failure of a transaction. The position management method in the existing technology mainly relies on manual experience and simple data analysis, which cannot make full use of a large amount of market data, resulting in great arbitrariness and uncertainty in the position management process, making it difficult to achieve rapid response and accurate prediction of market changes, resulting in increased risks and low transaction efficiency in power spot trading. Summary of the invention
[0003] The embodiments of the present invention provide a method, device, electronic device and storage medium for managing spot electricity positions, which can accurately predict market changes and quickly respond to market changes while controlling risks.
[0004] In a first aspect, an embodiment of the present invention provides a method for managing a spot electricity warehouse, comprising:
[0005] The price of the target electricity spot product in the future period is predicted by using the pre-built electricity price prediction model to obtain the predicted electricity price in the future period;
[0006] Determining a position adjustment strategy for the target electricity spot product based on the predicted electricity price for the future period;
[0007] Assessing the risk level of the position sizing strategy using a conditional value-at-risk model; and
[0008] The position of the target electricity spot product is adjusted based on the position adjustment strategy and the risk level.
[0009] In a second aspect, an embodiment of the present invention provides a power spot warehouse management device, including:
[0010] The electricity price prediction module is used to predict the price of the target electricity spot product in the future period by using the pre-built electricity price prediction model to obtain the predicted electricity price in the future period;
[0011] An adjustment strategy determination module, configured to determine a position adjustment strategy for the target electricity spot product based on the predicted electricity price for the future period;
[0012] a risk level assessment module, used to assess the risk level of the position adjustment strategy through a conditional value at risk model; and
[0013] A position adjustment module is used to adjust the position of the target electricity spot product based on the position adjustment strategy and the risk level.
[0014] In a third aspect, an embodiment of the present invention further provides an electronic device, comprising a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein when the processor executes the program, an electricity spot warehouse management method as described in any one of the embodiments of the present invention is implemented.
[0015] In a fourth aspect, an embodiment of the present invention further provides a computer-readable storage medium having a computer program stored thereon, which, when executed by a processor, implements a method for managing electricity spot positions as described in any one of the embodiments of the present invention.
[0016] An electricity spot position management method, device, electronic device and storage medium provided in an embodiment of the present invention can accurately predict the price of a target electricity spot product in a future period through a pre-constructed electricity price prediction model, and determine a position adjustment strategy based on the prediction result, which can accurately predict market changes and facilitate accurate prediction and rapid and appropriate response to market changes; the embodiment of the present invention further evaluates the risk level of the determined position adjustment strategy through a conditional risk value model, and then adjusts the position of the target electricity spot product based on the evaluated risk level and the determined position adjustment strategy, which can quickly and appropriately respond to market changes under the premise of controlling risks, reduce risks in electricity spot transactions, and improve the efficiency of electricity spot transactions. BRIEF DESCRIPTION OF THE DRAWINGS
[0017] In order to more clearly illustrate the technical solution of the present invention, the drawings required for use in the embodiments are briefly introduced below. It should be understood that the following drawings only show certain embodiments of the present invention and therefore should not be regarded as limiting the scope. For ordinary technicians in this field, other related drawings can be obtained based on these drawings without paying creative work.
[0018] Figure 1 It is a flow chart of a method for managing electric power spot positions provided by an embodiment of the present invention;
[0019] Figure 2 is another flow chart of the power spot storage management method provided by an embodiment of the present invention;
[0020] Figure 3 is another flow chart of the power spot storage management method provided by an embodiment of the present invention;
[0021] Figure 4 This is a structural intention of the power spot storage management device provided by the embodiment of the present invention;
[0022] Figure 5 It is a structural schematic diagram of an electronic device provided by an embodiment of the present invention. DETAILED DESCRIPTION
[0023] In order to enable those skilled in the art to better understand the scheme of the present invention, the technical scheme in the embodiments of the present invention will be clearly and completely described below in conjunction with the drawings in the embodiments of the present invention. Obviously, the described embodiments are only part of the embodiments of the present invention, not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by ordinary technicians in this field without creative work should fall within the scope of protection of the present invention.
[0024] It should be noted that the terms "first", "second", etc. in the specification and claims of the present invention and the above-mentioned drawings are used to distinguish similar objects, and are not necessarily used to describe a specific order or sequence. It should be understood that the data used in this way can be interchanged where appropriate, so that the embodiments of the present invention described herein can be implemented in an order other than those illustrated or described herein. In addition, the terms "including" and "having" and any variations thereof are intended to cover non-exclusive inclusions, for example, a process, method, system, product or device that includes a series of steps or units is not necessarily limited to those steps or units that are clearly listed, but may include other steps or units that are not clearly listed or inherent to these processes, methods, products or devices.
[0025] Figure 1 A flowchart of a method for managing a spot electricity warehouse provided in an embodiment of the present invention is provided. The method can be executed by a spot electricity warehouse management device provided in an embodiment of the present invention. The device can be implemented in software and / or hardware. In a specific embodiment, the device can be integrated into an electronic device, such as a computer, a server, etc. The following embodiments will be described by taking the device integrated into an electronic device as an example. Figure 1 , the method may specifically include the following steps:
[0026] Step 101, predicting the price of the target power spot product in the future period by using a pre-built power price prediction model to obtain the predicted power price in the future period. This step can accurately predict the price of the target power spot product in the future period by using the pre-built power price prediction model, thereby facilitating the determination of an appropriate position adjustment strategy for the target power spot product based on the predicted power price in the future period.
[0027] Specifically, the electricity price prediction model may be a model constructed based on an error back propagation algorithm or a linear regression method.
[0028] Specifically, the above-mentioned target electricity spot product may be one electricity spot product or multiple electricity spot products.
[0029] Specifically, the above-mentioned power spot products refer to power commodities that have been produced in the power market and can be traded immediately. The power spot market is a market that provides power trading services. Its essence is to provide an effective power trading platform for power companies and users, make the power market more open and transparent, improve the level of market competition, and promote the development of the power industry. In the power spot market, the amount of power (electric energy) that can be expected to be supplied to users by power plants that have been built and connected to the power grid and have the conditions for power generation is called power spot. These power plants are actually equivalent to a "product library" that stores power commodities to be sold. The commodities produced by different types of power plants have obvious "quality" differences, such as the carbon content of raw materials, production costs, output in different time periods, and transportation distances. Consumers can purchase commodities from different manufacturers according to their needs. This kind of power commodity that consumers can choose is the spot in the power market.
[0030] Specifically, the future time period may be a time period from the current time to after the first preset time period, for example, 24 hours after the current time.
[0031] Optionally, the process of predicting the price of the target electricity spot product in the future period by using the pre-built electricity price prediction model to obtain the predicted electricity price in the future period includes:
[0032] Based on the real-time data of the correlation factors of the target electricity spot product, the predicted electricity price for the above-mentioned future period is predicted by the above-mentioned electricity price prediction model.
[0033] Specifically, the above-mentioned correlation factors may include: factors of changes in electricity supply and demand, factors of meteorological changes, and factors of social and economic status, etc.
[0034] Step 102, determine the position adjustment strategy of the target power spot product based on the predicted electricity price in the future period. This step can determine the appropriate position adjustment strategy, which is conducive to appropriately adjusting the position of the target power spot product based on the determined position adjustment strategy to quickly respond to market changes.
[0035] Optionally, the process of determining a position adjustment strategy for a target electricity spot product based on the predicted electricity price for the future period includes: when the predicted electricity price for the future period has an upward trend, determining a position adjustment strategy for increasing the position of the target electricity spot product.
[0036] Specifically, the position of the target electricity spot product can be increased by purchasing the above-mentioned target electricity spot product. Specifically, the quantity of the target electricity spot product to be purchased can be determined based on the predicted increase in electricity prices in future time periods.
[0037] Optionally, the process of determining a position adjustment strategy for a target electricity spot product based on the predicted electricity price for the future period includes: when the predicted electricity price for the future period has a downward trend, determining a position adjustment strategy for reducing the position of the target electricity spot product.
[0038] Optionally, the process of determining the position adjustment strategy of the target power spot product based on the predicted power price in the future period includes:
[0039] When the electricity price predicted in the future period is higher than the purchase price of the purchased target electricity spot product, a position adjustment strategy for reducing the position of the target electricity spot product is determined.
[0040] Specifically, the position of the target electricity spot product can be reduced by selling the above-mentioned target electricity spot product. Specifically, the quantity of the target electricity spot product to be sold can be determined based on the predicted reduction in electricity prices in future time periods.
[0041] Optionally, the process of determining a position adjustment strategy for a target electricity spot product based on the predicted electricity price for future time periods includes: when the changing trend of the predicted electricity price for future time periods remains unchanged, determining a position adjustment strategy for maintaining an existing position of the target electricity spot product.
[0042] Specifically, the existing position of the target electricity spot product can be maintained without performing any trading operation on the target electricity spot product.
[0043] Optionally, when the target electricity spot product includes multiple spot products, for each spot product, the position adjustment strategy of the current spot product is determined based on the predicted trend of electricity price changes in the future time period corresponding to the current spot product; and the position adjustment strategies of each spot product are merged to obtain the position adjustment strategy of the above-mentioned target electricity spot product.
[0044] Step 103, evaluate the risk level of the position adjustment strategy through the conditional value at risk model. This step can accurately evaluate the risk level of the position adjustment strategy, thereby facilitating a rapid and appropriate response to market changes under the premise of controlling risks.
[0045] Specifically, the conditional value at risk (CVaR) model mentioned above can be used to determine the conditional value at risk corresponding to the position adjustment strategy, and the risk level of the position adjustment strategy can be determined based on the conditional value at risk.
[0046] Specifically, the risk level of the position adjustment strategy may be determined based on a preset range of conditional risk values corresponding to different risk levels and a conditional risk value corresponding to the determined position adjustment strategy.
[0047] Step 104, adjust the position of the target power spot product based on the position adjustment strategy and risk level. Based on steps 101 to 103, this step accurately predicts the price of the target power spot product in the future period through the pre-built electricity price forecasting model, and determines the position adjustment strategy based on the forecast result, and further evaluates the risk level of the determined position adjustment strategy through the conditional risk value model, and then adjusts the position of the target power spot product based on the assessed risk level and the determined position adjustment strategy, which can accurately predict market changes and facilitate accurate prediction and rapid and appropriate response to market changes, and further respond quickly and appropriately to market changes under the premise of controlling risks, reduce risks in power spot transactions and improve power spot transaction efficiency.
[0048] Optionally, the process of adjusting the position of the target electricity spot product based on the position adjustment strategy and the risk level includes: when the risk level is not greater than a preset risk level threshold, executing the position adjustment strategy on the target electricity spot product.
[0049] Optionally, the above process of adjusting the position of the target electricity spot product based on the position adjustment strategy and risk level includes: when the risk level is greater than a preset risk level threshold, not executing the position adjustment strategy for the target electricity spot product.
[0050] Optionally, there are multiple position adjustment strategies, and the process of adjusting the positions of the target electricity spot product based on the position adjustment strategy and risk level includes: obtaining a position adjustment strategy with the lowest corresponding risk level to obtain a position adjustment strategy to be executed, and executing the position adjustment strategy to be executed on the target electricity spot product.
[0051] The following further describes a method for managing electric power spot positions provided by another embodiment of the present invention. Figure 2 As shown, the following steps may be included:
[0052] Step 201 : predicting the price of a target power spot product in a future period by using a pre-built power price prediction model to obtain a predicted power price in the future period.
[0053] Step 202: Determine a position adjustment strategy for the target electricity spot product based on the predicted electricity price for the future period.
[0054] Step 203: determine the expected profit of executing the position adjustment strategy for the target power spot product.
[0055] Specifically, for each power sales company, the above-mentioned expected profit of the company can be determined based on the company's operating conditions.
[0056] Step 204: determine the expected rate of return of executing the position adjustment strategy for the target electricity spot product based on the expected return.
[0057] Specifically, the investment cost of the target electricity spot product can be calculated based on the purchase price of the purchased target electricity spot product at the time of purchase, and the above-mentioned expected rate of return can be calculated based on the investment cost and the expected return.
[0058] Step 205: Determine the yield fluctuation mean of the target electricity spot product based on the historical yield of the target electricity spot product.
[0059] Optionally, the above historical yields include: the maximum historical annual yield and the minimum historical annual yield.
[0060] Optionally, the process of determining the fluctuation mean of the yield of the target power spot product based on the historical yield of the target power spot product includes:
[0061] The above yield fluctuation mean is obtained by calculating the average of the historical maximum annual yield and the historical minimum annual yield.
[0062] Step 206, based on the expected return, expected rate of return and mean rate of return fluctuation, the risk level of the position adjustment strategy is evaluated through the conditional value at risk model.
[0063] Optionally, the process of evaluating the risk level of the position adjustment strategy through the conditional value-at-risk model based on expected returns, expected yields and mean yield fluctuations includes:
[0064] Based on expected returns, expected yields and mean yield fluctuations, the conditional value at risk corresponding to the above position adjustment strategy is calculated using the conditional value at risk model.
[0065] Specifically, the process of calculating the conditional value at risk corresponding to the above position adjustment strategy through the conditional value at risk model based on expected return, expected rate of return and mean rate of return fluctuation can be performed by the following formula:
[0066]
[0067] in, It represents the loss value of executing the position adjustment strategy; EWR represents the expected rate of return of executing the position adjustment strategy; Z represents the score corresponding to the position adjustment strategy, corresponding to the required confidence level (common confidence levels include 95% and 99%, corresponding to scores of approximately 1.65 and 2.33, respectively); STD represents the mean rate of return fluctuation; PV represents the expected return of executing the position adjustment strategy; α represents the confidence level; X represents the position adjustment strategy; Represents the loss value at the confidence level α; CVaRα represents the conditional value at risk at the confidence level α.
[0068] Step 207: Adjust the position of the target power spot product based on the position adjustment strategy and risk level.
[0069] The embodiment of the present invention determines the expected return, expected rate of return and mean rate of return fluctuation, and evaluates the risk level of the position adjustment strategy through a risk value model based on the expected return, expected rate of return and mean rate of return fluctuation, so as to accurately evaluate the risk level of the position adjustment strategy.
[0070] The following further describes a method for managing electricity spot positions in another embodiment of the present invention. Figure 3 As shown, in the embodiment of the present invention, the construction process of the above electricity price prediction model may include:
[0071] Step 301, obtaining the historical price of the target power spot product and the historical data of the power price correlation factors corresponding to the historical price, and correspondingly obtaining the historical power price data and the historical correlation data, wherein the power price correlation factors are factors correlated with the price of the target power spot product.
[0072] Specifically, the above-mentioned electricity price-related factors may include: factors affecting changes in electricity supply and demand, meteorological changes, and social and economic conditions.
[0073] Optionally, the process of obtaining historical electricity price data and historical associated data includes: obtaining original data corresponding to the historical electricity price data and historical associated data; cleaning, denoising and standardizing the original data corresponding to the historical electricity price data and historical associated data to obtain the above-mentioned historical electricity price data and historical associated data.
[0074] Specifically, cleaning, denoising and standardizing the raw data can ensure the accuracy and availability of the data.
[0075] Step 302: Based on the historical electricity price data and the historical correlation data, a linear regression method is used to construct an electricity price prediction model.
[0076] Specifically, the process of constructing an electricity price prediction model using a linear regression method based on historical electricity price data and historical correlation data includes:
[0077] A linear regression model is constructed based on electricity price-related factors, and a loss function is determined; based on the above historical electricity price data and historical correlation data, the parameters in the initial linear regression model are iteratively updated to minimize the loss function; the parameter values in the linear regression model are fixed to the corresponding parameters of the minimum loss function to obtain the above electricity price prediction model.
[0078] Optionally, the electricity spot position management method provided by the embodiment of the present invention also includes: before predicting the price of the target electricity spot product in the future time period through the pre-built electricity price prediction model, acquiring real-time data of electricity price related factors to obtain real-time related data.
[0079] Specifically, before predicting the price of the target electricity spot product in the future period through the pre-built electricity price prediction model, the associated data and real-time associated data at the corresponding moment of the previous prediction cycle can be obtained, for example, the associated data at the corresponding moment of the previous day or the previous year.
[0080] Optionally, the process of predicting the price of the target electricity spot product in the future period by using a pre-built electricity price prediction model includes: predicting the price of the target electricity spot product in the future period by using the electricity price prediction model based on real-time correlation data.
[0081] Specifically, the price of the target electricity spot product in the future period may be predicted through the electricity price prediction model based on the correlation data at the corresponding moment of the previous prediction cycle and the real-time correlation data.
[0082] The embodiment of the present invention adopts a linear regression method to construct an electricity price prediction model based on historical electricity price data and historical correlation data, so as to construct an electricity price prediction model with high accuracy and to make a high-precision prediction of the price of the target electricity spot product in the future period.
[0083] Figure 4 is a structural diagram of a power spot warehouse management device provided in an embodiment of the present invention, and the device is suitable for executing the power spot warehouse management method provided in an embodiment of the present invention. Figure 4 As shown, the device may specifically include:
[0084] The electricity price prediction module 401 is used to predict the price of the target electricity spot product in the future period through the pre-built electricity price prediction model to obtain the predicted electricity price in the future period. The pre-built electricity price prediction model can accurately predict the price of the target electricity spot product in the future period, thereby facilitating the determination of an appropriate position adjustment strategy for the target electricity spot product based on the predicted electricity price in the future period.
[0085] Optionally, the construction process of the above-mentioned electricity price prediction model includes: obtaining historical prices of target electricity spot products and historical data of electricity price correlation factors corresponding to the historical prices, correspondingly obtaining historical electricity price data and historical correlation data, where electricity price correlation factors are factors correlated with the prices of target electricity spot products; and constructing an electricity price prediction model based on the historical electricity price data and historical correlation data using a linear regression method.
[0086] Optionally, the power spot storage management device provided in the embodiment of the present invention further includes a real-time correlation data acquisition module, which is used to acquire real-time data of electricity price correlation factors to obtain real-time correlation data.
[0087] Optionally, the electricity price prediction module 401 can be specifically used to predict the price of the target electricity spot product in the future period based on the real-time correlation data through the electricity price prediction model.
[0088] The adjustment strategy determination module 402 is used to determine the position adjustment strategy of the target power spot product based on the predicted electricity price in the future period. It can determine the appropriate position adjustment strategy, and then facilitate the appropriate adjustment of the position of the target power spot product based on the determined position adjustment strategy to quickly respond to market changes.
[0089] Optionally, there are multiple position adjustment strategies.
[0090] Optionally, the above-mentioned adjustment strategy determination module 402 can be specifically used to determine a position adjustment strategy for increasing the positions of the target electricity spot product when the electricity price trend in the future period is predicted to be rising; to determine a position adjustment strategy for reducing the positions of the target electricity spot product when the electricity price trend in the future period is predicted to be falling; and to determine a position adjustment strategy for maintaining the existing positions of the target electricity spot product when the electricity price trend in the future period is predicted to be unchanged.
[0091] The risk level assessment module 403 is used to assess the risk level of the position adjustment strategy through the conditional value at risk model. The risk level of the position adjustment strategy can be accurately assessed, thereby facilitating a rapid and appropriate response to market changes under the premise of controlling risks.
[0092] Optionally, the above-mentioned risk level assessment module 403 is also used to determine the expected profit of executing the position adjustment strategy for the target electricity spot product; determine the expected rate of return of executing the position adjustment strategy for the target electricity spot product based on the expected profit; and determine the rate of return fluctuation mean of the target electricity spot product based on the historical rate of return of the target electricity spot product.
[0093] Optionally, the risk level assessment module 403 is also specifically used to assess the risk level of the position adjustment strategy through a conditional value-at-risk model based on expected returns, expected yields and mean yield fluctuations.
[0094] Position adjustment module 404 is used to adjust the position of the target power spot product based on the position adjustment strategy and risk level. In combination with modules 401 to 403, the price of the target power spot product in the future period can be accurately predicted by the pre-built electricity price prediction model, and the position adjustment strategy can be determined based on the prediction result. The risk level of the determined position adjustment strategy can be further evaluated by the conditional risk value model, and then the position of the target power spot product can be adjusted based on the evaluated risk level and the determined position adjustment strategy. It can accurately predict market changes and facilitate accurate prediction and rapid and appropriate response to market changes, and further respond quickly and appropriately to market changes under the premise of controlling risks, reduce the risks in power spot transactions, and improve the efficiency of power spot transactions.
[0095] Optionally, the position adjustment module 404 can be specifically used to execute a position adjustment strategy for the target electricity spot product when the risk level is not greater than a preset risk level threshold.
[0096] Optionally, the position adjustment module 404 can be specifically used to obtain a position adjustment strategy with the lowest corresponding risk level to obtain a position adjustment strategy to be executed, and execute the position adjustment strategy to be executed on the target power spot product.
[0097] Those skilled in the art can clearly understand that for the convenience and simplicity of description, only the division of the above-mentioned functional modules is used as an example for illustration. In actual applications, the above-mentioned functions can be assigned to different functional modules as needed, that is, the internal structure of the device is divided into different functional modules to complete all or part of the functions described above. The specific working process of the functional modules described above can refer to the corresponding process in the aforementioned method embodiment, and will not be repeated here.
[0098] An embodiment of the present invention also provides an electronic device, including a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein when the processor executes the program, the method for managing electricity spot positions provided in any of the above embodiments is implemented.
[0099] An embodiment of the present invention further provides a computer-readable medium having a computer program stored thereon, and when the program is executed by a processor, the method for managing the spot storage position of electricity provided in any of the above embodiments is implemented.
[0100] An embodiment of the present invention further provides a computer program product, including a computer program, which, when executed by a processor, implements the electricity spot storage management method as described in any one of the embodiments of the present invention.
[0101] Reference below Figure 5, which shows a schematic diagram of the structure of a computer system 500 of an electronic device suitable for implementing an embodiment of the present invention. Figure 5 The electronic device shown is only an example and should not bring any limitation to the functions and scope of use of the embodiments of the present invention.
[0102] like Figure 5 As shown, the computer system 500 includes a central processing unit (CPU) 501, which can perform various appropriate actions and processes according to a program stored in a read-only memory (ROM) 502 or a program loaded from a storage part 508 into a random access memory (RAM) 503. In the RAM 503, various programs and data required for the operation of the system 500 are also stored. The CPU 501, the ROM 502, and the RAM 503 are connected to each other via a bus 504. An input / output (I / O) interface 505 is also connected to the bus 504.
[0103] The following components are connected to the I / O interface 505: an input section 506 including a keyboard, a mouse, etc.; an output section 507 including a cathode ray tube (CRT), a liquid crystal display (LCD), etc., and a speaker, etc.; a storage section 508 including a hard disk, etc.; and a communication section 509 including a network interface card such as a LAN card, a modem, etc. The communication section 509 performs communication processing via a network such as the Internet. A drive 510 is also connected to the I / O interface 505 as needed. A removable medium 511, such as a magnetic disk, an optical disk, a magneto-optical disk, a semiconductor memory, etc., is installed on the drive 510 as needed, so that a computer program read therefrom is installed into the storage section 508 as needed.
[0104] In particular, according to the embodiments disclosed in the present invention, the process described above with reference to the flowchart can be implemented as a computer software program. For example, the embodiments disclosed in the present invention include a computer program product, which includes a computer program carried on a computer-readable medium, and the computer program includes a program code for executing the method shown in the flowchart. In such an embodiment, the computer program can be downloaded and installed from the network through the communication part 509, and / or installed from the removable medium 511. When the computer program is executed by the central processing unit (CPU) 501, the above-mentioned functions defined in the system of the present invention are executed.
[0105] It should be noted that the computer-readable medium shown in the present invention may be a computer-readable signal medium or a computer-readable storage medium or any combination of the above two. The computer-readable storage medium may be, for example, but not limited to, an electrical, magnetic, optical, electromagnetic, infrared, or semiconductor system, device or device, or any combination of the above. More specific examples of computer-readable storage media may include, but are not limited to: an electrical connection with one or more wires, a portable computer disk, a hard disk, a random access memory (RAM), a read-only memory (ROM), an erasable programmable read-only memory (EPROM or flash memory), an optical fiber, a portable compact disk read-only memory (CD-ROM), an optical storage device, a magnetic storage device, or any suitable combination of the above. In the present invention, a computer-readable storage medium may be any tangible medium containing or storing a program that can be used by or in combination with an instruction execution system, device or device. In the present invention, a computer-readable signal medium may include a data signal propagated in a baseband or as part of a carrier wave, which carries a computer-readable program code. This propagated data signal may take a variety of forms, including but not limited to electromagnetic signals, optical signals, or any suitable combination of the above. Computer-readable signal media may also be any computer-readable medium other than computer-readable storage media, which may send, propagate or transmit a program for use by or in conjunction with an instruction execution system, apparatus or device. The program code contained on the computer-readable medium may be transmitted using any appropriate medium, including but not limited to: wireless, wire, optical cable, RF, etc., or any suitable combination of the above.
[0106] The flow chart and block diagram in the accompanying drawings illustrate the possible architecture, function and operation of the system, method and computer program product according to various embodiments of the present invention. In this regard, each box in the flow chart or block diagram can represent a module, a program segment, or a part of a code, and the above-mentioned module, program segment, or a part of a code contains one or more executable instructions for realizing the specified logical function. It should also be noted that in some alternative implementations, the functions marked in the box can also occur in a different order from the order marked in the accompanying drawings. For example, two boxes represented in succession can actually be executed substantially in parallel, and they can sometimes be executed in the opposite order, depending on the functions involved. It should also be noted that each box in the block diagram or flow chart, and the combination of the boxes in the block diagram or flow chart can be implemented with a dedicated hardware-based system that performs a specified function or operation, or can be implemented with a combination of dedicated hardware and computer instructions.
[0107] The modules and / or units involved in the embodiments of the present invention may be implemented in software or hardware. The modules and / or units described may also be provided in a processor, for example, may be described as follows: a processor includes an electricity price prediction module, an adjustment strategy determination module, a risk level assessment module, and a position adjustment module. The names of these modules do not, in some cases, constitute limitations on the modules themselves.
[0108] As another aspect, the present invention also provides a computer-readable medium, which may be included in the device described in the above embodiment; or it may exist independently without being assembled into the device. The above computer-readable medium carries one or more programs, and when the above one or more programs are executed by a device, the device can achieve: predicting the price of the target power spot product in the future period through a pre-built electricity price prediction model to obtain the predicted electricity price in the future period; determining the position adjustment strategy of the target power spot product based on the predicted electricity price in the future period; evaluating the risk level of the position adjustment strategy through a conditional risk value model; and adjusting the position of the target power spot product based on the position adjustment strategy and the risk level.
[0109] The above specific implementations do not constitute a limitation on the protection scope of the present invention. It should be understood by those skilled in the art that various modifications, combinations, sub-combinations and substitutions may occur depending on design requirements and other factors. Any modification, equivalent substitution and improvement made within the spirit and principle of the present invention shall be included in the protection scope of the present invention.
Claims
1. A method for managing electric power spot positions, characterized in that: include: The price of the target electricity spot product in the future period is predicted by using the pre-built electricity price prediction model to obtain the predicted electricity price in the future period; Determining a position adjustment strategy for the target electricity spot product based on the predicted electricity price for the future period; Evaluate the risk level of the position adjustment strategy through the conditional value-at-risk model; as well as The position of the target electricity spot product is adjusted based on the position adjustment strategy and the risk level.
2. The power spot storage management method according to claim 1, characterized in that: The determining of the position adjustment strategy of the target power spot product based on the predicted power price in the future period includes: When the change trend of the electricity price in the future period is predicted to be an increase, determining a position adjustment strategy for increasing the position of the target electricity spot product; When the change trend of the electricity price in the future period is predicted to be downward, determining a position adjustment strategy for reducing the position of the target electricity spot product; When the change trend of the electricity price predicted in the future period remains unchanged, a position adjustment strategy for maintaining the existing position of the target electricity spot product is determined.
3. The method for managing electric power spot positions according to claim 1, characterized in that: Before evaluating the risk level of the position adjustment strategy by using a conditional value at risk model, the method further includes: Determining the expected return of executing the position adjustment strategy for the target electricity spot product; Determining an expected rate of return of executing the position adjustment strategy on the target electricity spot product based on the expected return; and Determine the yield fluctuation mean of the target electricity spot product based on the historical yield of the target electricity spot product; The step of evaluating the risk level of the position adjustment strategy by using a conditional value at risk model includes: Based on the expected return, the expected rate of return and the mean rate of return fluctuation, the risk level of the position adjustment strategy is evaluated through the conditional value-at-risk model.
4. The method for managing electric power spot positions according to claim 1, characterized in that: The adjusting the position of the target power spot product based on the position adjustment strategy and the risk level includes: When the risk level is not greater than a preset risk level threshold, the position adjustment strategy is executed on the target electricity spot product.
5. The method for managing electric power spot positions according to claim 1, characterized in that: The number of the position adjustment strategies is multiple; The adjusting the position of the target power spot product based on the position adjustment strategy and the risk level includes: The position adjustment strategy corresponding to the lowest risk level is obtained to obtain a position adjustment strategy to be executed, and the position adjustment strategy to be executed is executed on the target power spot product.
6. The method for managing electric power spot positions according to claim 1, characterized in that: The construction process of the electricity price prediction model includes: Acquire the historical price of the target power spot product and the historical data of the power price associated factors corresponding to the historical price, and obtain the historical power price data and the historical associated data accordingly, wherein the power price associated factors are factors associated with the price of the target power spot product; and Based on the historical electricity price data and the historical correlation data, a linear regression method is used to construct the electricity price prediction model.
7. The method for managing electric power spot positions according to claim 6, characterized in that: Before predicting the price of the target electricity spot product in the future period by using the pre-built electricity price prediction model, the method further includes: Acquiring real-time data of the electricity price-related factors to obtain real-time related data; The method of predicting the price of the target electricity spot product in the future period by using the pre-built electricity price prediction model includes: Based on the real-time associated data, the price of the target electricity spot product in a future period is predicted by the electricity price prediction model.
8. A power spot storage management device, characterized in that: include: The electricity price prediction module is used to predict the price of the target electricity spot product in the future period by using the pre-built electricity price prediction model to obtain the predicted electricity price in the future period; An adjustment strategy determination module, configured to determine a position adjustment strategy for the target electricity spot product based on the predicted electricity price for the future period; A risk level assessment module, used to assess the risk level of the position adjustment strategy through a conditional value at risk model; as well as A position adjustment module is used to adjust the position of the target electricity spot product based on the position adjustment strategy and the risk level.
9. An electronic device comprising a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein: When the processor executes the program, the electricity spot storage management method as described in any one of claims 1 to 7 is implemented.
10. A computer-readable storage medium having a computer program stored thereon, characterized in that: When the program is executed by a processor, the power spot storage management method as described in any one of claims 1 to 7 is implemented.