Joint simulation system for multi-level electricity market comprehensively considering medium and long term transaction and spot transaction

Abstract

The invention discloses a joint simulation system for a multi-level power market comprehensively considering medium and long term transactions and spot transactions. The joint simulation system comprises a power market comprehensive price calculation model construction module, a processing module and a result output module, the power market comprehensive price calculation model construction module firstly establishes a power market medium-and-long-term transaction mathematical model and a power market spot clearing model containing branch power flow constraint relaxation, and then constructs a power market comprehensive price calculation model based on the power market medium-and-long-term transaction mathematical model and the power market spot clearing model. The processing module calculates the comprehensive transaction electric quantity and the electricity price of the electricity market by using an electricity market comprehensive price calculation model; and the result output module outputs the comprehensive transaction electric quantity and the electricity price of the electricity market. According to the invention, the influence of medium and long term transaction and spot transaction on the electricity price and electricity charge of the user is quantified, and medium and long term transaction and spot transaction decision can be guided.

Description

Technical Field

[0001] The present invention relates to the field of power market, and in particular to a joint simulation system for a multi-level power market that comprehensively considers medium- and long-term transactions and spot transactions. Background Art

[0002] After nearly 10 years of development, my country's power market has gradually formed a power market system with medium- and long-term transactions as the "ballast stone" and spot pilot projects as the "experimental field". Medium- and long-term transactions have the advantages of ensuring power supply, stabilizing prices and promoting the development of green energy, but they are difficult to reflect the supply and demand situation and cannot effectively guide the optimal allocation of resources; while spot transactions have the advantages of price discovery, strong flexibility, and adaptability to the randomness of new energy power generation, but prices fluctuate greatly and market players need to bear higher operational risks.

[0003] It can be seen from this that medium- and long-term transactions and spot transactions have strong complementary characteristics. Medium- and long-term transactions can mitigate market risks to a certain extent, while the spot market can reflect supply and demand conditions through price signals and better realize optimal resource allocation.

[0004] Existing studies have conducted in-depth research on the modeling of medium- and long-term transactions and spot transactions in the power market, but rarely consider the impact of medium- and long-term transactions and spot transactions on the operation of the power market. With the continuous deepening of my country's power market construction and the continuous increase in the proportion of the spot market, the coordination and cooperation between medium- and long-term transactions and spot transactions will become increasingly important. Summary of the invention

[0005] The purpose of the present invention is to provide a joint simulation system for a multi-level power market that comprehensively considers medium- and long-term transactions and spot transactions, including a power market comprehensive price calculation model construction module, a processing module, and a result output module;

[0006] The power market comprehensive price calculation model construction module first establishes a medium- and long-term transaction mathematical model of the power market and a power market spot clearing model including branch power flow constraint relaxation, and then constructs a power market comprehensive price calculation model based on the medium- and long-term transaction mathematical model of the power market and the power market spot clearing model;

[0007] The processing module calculates the comprehensive transaction volume and electricity price of the power market using the comprehensive price calculation model of the power market;

[0008] The result output module outputs the comprehensive transaction volume and electricity price of the electricity market.

[0009] Furthermore, the medium- and long-term transaction mathematical model of the power market includes a bilateral transaction model, a matching transaction model, and a listing transaction model.

[0010] Furthermore, the goal of the bilateral transaction model in the power market is to ensure that the amount of electricity sold, purchased, and priced by both parties in the same transaction is consistent, and the constraints include declared electricity constraints and system security constraints;

[0011] The amount of electricity sold by seller i in a bilateral transaction is P BSi As shown below:

[0012]

[0013] Among them, P Bij is the bilateral contractual quantity signed between seller i and buyer j; m B is the number of buyers participating in bilateral transactions; n B is the number of sellers participating in the bilateral transaction;

[0014] The amount of electricity purchased by buyer j in a bilateral transaction is P BBj As shown below:

[0015]

[0016] The electricity cost C of the bilateral transaction concluded by seller i BSi As shown below:

[0017]

[0018] Among them, c Bij is the bilateral contract price between seller i and buyer j;

[0019] The electricity cost C of the bilateral transaction concluded by buyer j BBj As shown below:

[0020]

[0021] The average bilateral transaction price p of seller i BSi As shown below:

[0022]

[0023] The average bilateral transaction price p of seller j BBj As shown below:

[0024]

[0025] The power consumption constraints are as follows:

[0026] P BSi ≤P BSimax i=1,2,...,n B (7)

[0027] P BBj ≤P BBjmaxj=1,2,...,m B (8)

[0028] Among them, P BSimax P is the upper limit of electricity quantity reported by the seller in bilateral transactions; BBjmax The upper limit of electricity quantity declared by the buyer in bilateral transactions;

[0029] The system security constraints are as follows:

[0030] f B ≥0 (9)

[0031] Among them, f B It is the system security constraint function.

[0032] Furthermore, the objective function of the power market matching transaction model is as follows:

[0033]

[0034] Among them, P Mij is the transaction volume between seller i and buyer j in the matching transaction; c MSi is the electricity price declared by seller i; c MBj is the electricity price declared by buyer j; n M The number of sellers participating in the matching transaction; m M The number of buyers participating in the matching transaction;

[0035] The constraints of the power market matching transaction model include declared power constraints and system security constraints;

[0036] The power consumption constraints are as follows:

[0037] P MSi ≤P MSimax i=1,2,...,n M (11)

[0038] P MBj ≤P MBimax j=1,2,...,m M (12)

[0039] Among them, P MSimax The seller declares the upper limit of electricity consumption in the matching transaction; MBimax Declare the power limit for the buyer in the matching transaction;

[0040] The amount of electricity sold by seller i in the matching transaction P MSi and the amount of electricity purchased by buyer j in the matching transaction P MBi As shown below:

[0041]

[0042] The system security constraints are as follows:

[0043] f B ≥0 (15)

[0044] Among them, f B is the system safety constraint function;

[0045] Electricity fee C for the matching transaction completed by seller i MSi As shown below:

[0046]

[0047] Among them, c MSi is the electricity price declared by seller i in the matching transaction;

[0048] Electricity cost C for the matching transaction completed by buyer j MBj As shown below:

[0049]

[0050] Among them, c MBj is the electricity price declared by buyer j in the matching transaction;

[0051] The average price of matching transactions completed by seller i is p MSi As shown below:

[0052]

[0053] The average price of matching transactions completed by buyer j is p MBj As shown below:

[0054]

[0055] Furthermore, the electricity market listing transaction model is as follows:

[0056]

[0057] Among them, P Lij P is the transaction volume between seller i and buyer j in the listing transaction; LBj P is the listed power of buyer j participating in the listed transaction; LSij is the delisting power of seller i to buyer j; n L is the number of sellers participating in the listing transaction;

[0058] The amount of electricity sold by seller i in the listing transaction is P LSi As shown below:

[0059]

[0060] Among them, m Lis the number of buyers participating in the listing transaction;

[0061] The amount of electricity purchased by buyer j in the listing transaction is P LBj As shown below:

[0062]

[0063] The constraints of the electricity market listing transaction model include system security constraints and system safety constraints;

[0064] The power consumption constraints are as follows:

[0065] P LSi ≤P LSimax i=1,2,...,n L (twenty three)

[0066] P LBj ≤P LBjmax j=1,2,...,m L (twenty four)

[0067] Among them, P LSimax P is the upper limit of the electricity quantity reported by the seller in the listing transaction; LBjmax The upper limit of electricity quantity reported by the buyer in the listed transaction;

[0068] The system security constraints are as follows:

[0069] f B ≥0 (25)

[0070] Among them, f B is the system safety constraint function;

[0071] Electricity cost C for the listed transaction completed by seller i LSi for:

[0072]

[0073] Among them, c Lj is the listed electricity price of buyer j in the listing transaction;

[0074] Electricity cost C of the listed transaction completed by buyer j LBj As shown below:

[0075]

[0076] The average price of listings completed by seller i is p LSi As shown below:

[0077]

[0078] Furthermore, the objective function of the electricity market spot clearing model is as follows:

[0079]

[0080] Among them, N G and N L They represent the total number of market units and the total number of system branches respectively; T represents the total number of time periods considered in the one-time clearing calculation of the day-ahead electricity energy market; c i,t represents the declared price of market unit i in period t; P i,t represents the output of market unit i in period t; M pen represents the network power flow constraint relaxation penalty factor used for node power price calculation; and represents the forward and reverse power flow relaxation variables of branch l in period t;

[0081] Among them, the declared price c of market unit i in period t is i,t As shown below:

[0082]

[0083] Among them, c i0 is the electricity price in the first stage; Δc ik P is the step-by-step cumulative electricity price; i,k is the segmented power, k=1,2,...,N s -1;N s is the number of segments; N G Indicates the total number of units in the market; P i,t represents the output of market unit i in period t;

[0084] Furthermore, the constraints of the spot clearing model in the power market include system load balance constraints, upper and lower limits of unit output constraints, unit ramping constraints, and branch power flow constraints;

[0085] The system load balancing constraints are as follows:

[0086]

[0087] Among them, N B Indicates the total number of nodes in the system; D k,t represents the load of node k in time period t;

[0088] The upper and lower limits of the unit output are as follows:

[0089]

[0090] in, and are the upper and lower limits of the rated output of market unit i in time period t; u i,tRepresents the start and stop status of market unit i in time period t, if it is shut down, it is 0, otherwise it is 1;

[0091] The unit climbing constraints are as follows:

[0092]

[0093] in, and They represent the maximum ramp-up rate and the maximum ramp-down rate of market unit i respectively; P i,t-1 , P i,1 , P i,0 They represent the output of market unit i in period t-1, period 1 and the initial period respectively;

[0094] The branch flow constraints are as follows:

[0095]

[0096] in, represents the power transmission limit of branch l; N L Indicates the total number of branches in the system; G l-i G represents the power transfer distribution factor of the node where the market unit i is located to the line l; l-k represents the power transfer distribution factor of node k to line l.

[0097] Furthermore, the steps of calculating the comprehensive transaction volume and price of electricity in the electricity market include:

[0098] s1) Calculate the single-period electricity fee C of user i in the medium- and long-term transaction li ,Right now:

[0099] C li =C Bi +C Mi +C Li i=1,2,...,n (36)

[0100] If the user is a seller, then C Bi =C BSi , C Mi =C MSi , C Li =C LSi ; If the user is a buyer, then C Bi =C BBi , C Mi =C MBi , C Li =C LBi ;n l The number of users participating in market transactions;

[0101] s2) Calculate the net contract power P of user i in a single period in medium and long-term transactions li ,Right now:

[0102] P li =P Bi +P Mi +P Li i=1,2,...,n (37)

[0103] If the user is a seller, then P Bi =P BSi , P Mi =P MSi , P Li =P LSi ; If the user is a buyer, then P Bi =P BBi , P Mi =P MBi , P Li =P LBi .

[0104] s3) Calculate the single-period comprehensive price p of user i in medium- and long-term transactions li ,Right now:

[0105]

[0106] s4) Single-period electricity cost C of user i in spot trading si ,Right now:

[0107] C si =λ i (P si -P li ) i=1,2,...,n (39)

[0108] Among them, λ i is the node electricity price of user i in spot trading; P si Clear the electricity volume for user i’s spot transaction;

[0109] The node electricity price λ of user i in spot trading i As shown below:

[0110]

[0111] Among them, μ t The dual multiplier representing the system load balance constraint in time period t; and They represent the dual multipliers of the maximum forward and reverse power constraints of branch l respectively; when the branch power constraint exceeds the limit, the branch power relaxation variable and When it is not zero, and is the penalty factor for network power flow constraint relaxation;

[0112] s5) Calculate the comprehensive transaction electricity fee C of user i in the electricity market for a single period i ,Right now:

[0113] C i =C li +C si i=1,2,...,n (41)

[0114] Calculate the comprehensive transaction price p of user i in the electricity market in a single period i ,Right now:

[0115]

[0116] s6) Calculate the comprehensive transaction electricity cost C of user i in the electricity market for the clearing period T Ti ,Right now:

[0117]

[0118] s7) Calculate the transaction power P of user i in the power market for the clearing period T Ti and the comprehensive transaction price p in the electricity market for user i Ti ,Right now:

[0119]

[0120]

[0121] Furthermore, the medium and long-term declared power P li The following constraints are met:

[0122] P li ≤P limax i=1,2,...,n (46)

[0123] Among them, P limax The upper limit of the total electricity consumption reported by user i in medium and long-term transactions.

[0124] The technical effect of the present invention is unquestionable. The present invention comprehensively constructs a medium- and long-term transaction and spot transaction model for the electricity market. In the modeling, it fully considers different transaction varieties of medium- and long-term transactions, while considering the connection between medium- and long-term transactions and spot transactions. It quantifies the impact of medium- and long-term transactions and spot transactions on users' electricity prices and charges, and can guide medium- and long-term transaction and spot transaction decisions. BRIEF DESCRIPTION OF THE DRAWINGS

[0125] Figure 1 Provides a basic process framework;

[0126] Figure 2 is the electricity price at the spot trading node;

[0127] Figure 3 For the power generation side, the average price of the power market, which takes into account both bilateral transactions and spot transactions, is compared with the average price of spot transactions;

[0128] Figure 4 The comprehensive average price of the electricity market that comprehensively considers bilateral transactions and spot transactions on the electricity user side is compared with the average spot transaction price.

[0129] Figure 5 For the power generation side, the comprehensive average price of the electricity market, which comprehensively considers matching transactions and spot transactions, is compared with the average spot transaction price.

[0130] Figure 6 For the electricity users, the comprehensive average price of the electricity market, which comprehensively considers matching transactions and spot transactions, is compared with the average spot transaction price.

[0131] Figure 7 For the power generation side, the comprehensive average price of the electricity market that comprehensively considers listed transactions and spot transactions is compared with the average spot transaction price.

[0132] Figure 8 For the electricity users, the comprehensive average price of the electricity market that comprehensively considers listed transactions and spot transactions is compared with the average spot transaction price.

[0133] Fig. 9 The comprehensive average price of the electricity market, which comprehensively considers three types of medium- and long-term transactions and spot transactions on the power generation side, is compared with the average spot transaction price.

[0134] Fig.10 The comprehensive average price of the electricity market, which comprehensively considers three types of medium- and long-term transactions and spot transactions on the electricity user side, is compared with the average spot transaction price. DETAILED DESCRIPTION

[0135] The present invention is further described below in conjunction with the embodiments, but it should not be understood that the above subject matter of the present invention is limited to the following embodiments. Without departing from the above technical ideas of the present invention, various substitutions and changes are made according to the common technical knowledge and customary means in the art, which should all be included in the protection scope of the present invention.

[0136] Embodiment 1:

[0137] See also Figures 1 to 10 , a joint simulation system for multi-level power markets that comprehensively considers medium- and long-term transactions and spot transactions, including a power market comprehensive price calculation model construction module, a processing module, and a result output module;

[0138] The power market comprehensive price calculation model construction module first establishes a medium- and long-term transaction mathematical model of the power market and a power market spot clearing model including branch power flow constraint relaxation, and then constructs a power market comprehensive price calculation model based on the medium- and long-term transaction mathematical model of the power market and the power market spot clearing model;

[0139] The processing module calculates the comprehensive transaction volume and electricity price of the power market using the comprehensive price calculation model of the power market;

[0140] The result output module outputs the comprehensive transaction volume and price of the power market and visualizes them.

[0141] Embodiment 2:

[0142] A joint simulation system for a multi-level electricity market that comprehensively considers medium- and long-term transactions and spot transactions has the same technical content as Example 1. Furthermore, the mathematical model for medium- and long-term transactions in the electricity market includes a bilateral transaction model, a matching transaction model, and a listing transaction model.

[0143] Embodiment 3:

[0144] A joint simulation system for a multi-level power market that comprehensively considers medium- and long-term transactions and spot transactions, the technical content of which is the same as any one of Embodiments 1-2. Further, the goal of the bilateral transaction model in the power market is that the buyer and seller have the same power sales, purchase and price in the same transaction, and the constraints include declared power constraints and system safety constraints;

[0145] The amount of electricity sold by seller i in a bilateral transaction is P BSi As shown below:

[0146]

[0147] Among them, P Bij is the bilateral contractual quantity signed between seller i and buyer j; m B is the number of buyers participating in bilateral transactions; n B is the number of sellers participating in the bilateral transaction;

[0148] The amount of electricity purchased by buyer j in a bilateral transaction is P BBj As shown below:

[0149]

[0150] Among them, n B is the number of sellers participating in the bilateral transaction;

[0151] The electricity cost C of the bilateral transaction concluded by seller i BSi As shown below:

[0152]

[0153] Among them, c Bij is the bilateral contract price between seller i and buyer j;

[0154] The electricity cost C of the bilateral transaction concluded by buyer j BBj As shown below:

[0155]

[0156] The average bilateral transaction price p of seller i BSi As shown below:

[0157]

[0158] The average bilateral transaction price p of seller j BBj As shown below:

[0159]

[0160] The power consumption constraints are as follows:

[0161] P BSi ≤P BSimax i=1,2,...,n B (7)

[0162] P BBj ≤P BBjmax j=1,2,...,m B (8)

[0163] Among them, P BSimax P is the upper limit of electricity quantity reported by the seller in bilateral transactions; BBjmax The upper limit of electricity quantity declared by the buyer in bilateral transactions;

[0164] The system security constraints are as follows:

[0165] f B ≥0 (9)

[0166] Among them, f B It is the system security constraint function.

[0167] Embodiment 4:

[0168] A joint simulation system for a multi-level power market taking into account medium- and long-term transactions and spot transactions is provided. The technical content is the same as any one of Embodiments 1-3. Furthermore, the objective function of the power market matching transaction model is as follows:

[0169]

[0170] Among them, P Mij is the transaction volume between seller i and buyer j in the matching transaction; cMSi is the electricity price declared by seller i; c MBj is the electricity price declared by buyer j; n M The number of sellers participating in the matching transaction; m M The number of buyers participating in the matching transaction;

[0171] The constraints of the power market matching transaction model include declared power constraints and system security constraints;

[0172] The power consumption constraints are as follows:

[0173] P MSi ≤P MSimax i=1,2,...,n M (11)

[0174] P MBj ≤P MBimax j=1,2,...,m M (12)

[0175] Among them, P MSimax The seller declares the upper limit of electricity consumption in the matching transaction; MBimax Declare the power limit for the buyer in the matching transaction;

[0176] The amount of electricity sold by seller i in the matching transaction P MSi and the amount of electricity purchased by buyer j in the matching transaction P MBi As shown below:

[0177]

[0178] The system security constraints are as follows:

[0179] f B ≥0 (15)

[0180] Among them, f B is the system safety constraint function;

[0181] Electricity fee C for the matching transaction completed by seller i MSi As shown below:

[0182]

[0183] Among them, c MSi is the electricity price declared by seller i in the matching transaction;

[0184] Electricity cost C for the matching transaction completed by buyer j MBj As shown below:

[0185]

[0186] Among them, cMBj is the electricity price declared by buyer j in the matching transaction;

[0187] The average price of matching transactions completed by seller i is p MSi As shown below:

[0188]

[0189] The average price of matching transactions completed by buyer j is p MBj As shown below:

[0190]

[0191] In the formula, m M The number of buyers participating in the matching transaction.

[0192] Embodiment 5:

[0193] A joint simulation system for a multi-level power market taking into account medium- and long-term transactions and spot transactions is provided. The technical content is the same as any one of Embodiments 1-4. Furthermore, the power market listing transaction model is as follows:

[0194]

[0195] Among them, P Lij P is the transaction volume between seller i and buyer j in the listing transaction; LBj P is the listed power of buyer j participating in the listed transaction; LSij is the delisting power of seller i to buyer j; n L is the number of sellers participating in the listing transaction;

[0196] The amount of electricity sold by seller i in the listing transaction is P LSi As shown below:

[0197]

[0198] Among them, m L is the number of buyers participating in the listing transaction;

[0199] The amount of electricity purchased by buyer j in the listing transaction is P LBj As shown below:

[0200]

[0201] The constraints of the electricity market listing transaction model include system security constraints and system safety constraints;

[0202] The power consumption constraints are as follows:

[0203] P LSi ≤P LSimax i=1,2,...,nL (twenty three)

[0204] P LBj ≤P LBjmax j=1,2,...,m L (twenty four)

[0205] Among them, P LSimax P is the upper limit of the electricity quantity reported by the seller in the listing transaction; LBjmax The upper limit of electricity quantity reported by the buyer in the listed transaction;

[0206] The system security constraints are as follows:

[0207] f B ≥0 (25)

[0208] Among them, f B is the system safety constraint function;

[0209] Electricity cost C for the listed transaction completed by seller i LSi for:

[0210]

[0211] Among them, c Lj is the listed electricity price of buyer j in the listing transaction;

[0212] Electricity cost C of the listed transaction completed by buyer j LBj As shown below:

[0213]

[0214] The average price of listings completed by seller i is p LSi As shown below:

[0215]

[0216] Embodiment 6:

[0217] A joint simulation system for a multi-level power market that comprehensively considers medium- and long-term transactions and spot transactions has the same technical content as any one of Embodiments 1-5. Further, the objective function of the power market spot clearing model is as follows:

[0218]

[0219] Among them, N G and N L They represent the total number of market units and the total number of system branches respectively; T represents the total number of time periods considered in the one-time clearing calculation of the day-ahead electricity energy market; c i,t represents the declared price of market unit i in period t; P i,trepresents the output of market unit i in period t; M pen represents the network power flow constraint relaxation penalty factor used for node power price calculation; and represents the forward and reverse power flow relaxation variables of branch l in period t;

[0220] Among them, the declared price c of market unit i in period t is i,t As shown below:

[0221]

[0222] Among them, c i0 is the electricity price in the first stage; Δc ik P is the step-by-step cumulative electricity price; i,k is the segmented power, k=1,2,...,N s -1;N s is the number of segments; N G Indicates the total number of units in the market; P i,t Represents the output of market unit i in period t.

[0223] Embodiment 7:

[0224] A joint simulation system for a multi-level power market that comprehensively considers medium- and long-term transactions and spot transactions, the technical content of which is the same as any one of Embodiments 1-6. Further, the constraints of the power market spot clearing model include system load balance constraints, unit output upper and lower limit constraints, unit ramp constraints, and branch power flow constraints;

[0225] The system load balancing constraints are as follows:

[0226]

[0227] Among them, N B Indicates the total number of nodes in the system; D k,t represents the load of node k in time period t; N G Indicates the total number of units in the market; P i,t represents the output of market unit i in period t;

[0228] The upper and lower limits of the unit output are as follows:

[0229]

[0230] in, and are the upper and lower limits of the rated output of market unit i in time period t; u i,t Represents the start and stop status of market unit i in time period t, if it is shut down, it is 0, otherwise it is 1;

[0231] The unit climbing constraints are as follows:

[0232]

[0233] in, and They represent the maximum ramp-up rate and the maximum ramp-down rate of market unit i respectively; P i,t-1 , P i,1 , P i,0 They represent the output of market unit i in period t-1, period 1 and the initial period respectively;

[0234] The branch flow constraints are as follows:

[0235]

[0236] in, represents the power transmission limit of branch l; N L Indicates the total number of branches in the system; G l-i G represents the power transfer distribution factor of the node where the market unit i is located to the line l; l-k represents the power transfer distribution factor of node k to line l.

[0237] Embodiment 8:

[0238] A joint simulation system for a multi-level power market taking into account medium- and long-term transactions and spot transactions, the technical content of which is the same as any one of Embodiments 1-7, further, the step of calculating the comprehensive transaction volume and electricity price of the power market includes:

[0239] s1) Calculate the single-period electricity fee C of user i in the medium- and long-term transaction li ,Right now:

[0240] C li =C Bi +C Mi +C Li i=1,2,...,n (36)

[0241] If the user is a seller, then C Bi =C BSi , C Mi =C MSi , C Li =C LSi ; If the user is a buyer, then C Bi =C BBi , C Mi =C MBi , C Li =C LBi ;n l The number of users participating in market transactions;

[0242] s2) Calculate the net contract power P of user i in a single period in medium and long-term transactions li ,Right now:

[0243] P li =P Bi +P Mi +P Li i=1,2,...,n (37)

[0244] If the user is a seller, then P Bi =P BSi , P Mi =P MSi , P Li =P LSi ; If the user is a buyer, then P Bi =P BBi , P Mi =P MBi , P Li =P LBi .

[0245] s3) Calculate the single-period comprehensive price p of user i in medium- and long-term transactions li ,Right now:

[0246]

[0247] s4) Single-period electricity cost C of user i in spot trading si ,Right now:

[0248] C si =λ i (P si -P li ) i=1,2,...,n (39)

[0249] Among them, λ i is the node electricity price of user i in spot trading; P si Clear the electricity volume for user i’s spot transaction;

[0250] The node electricity price λ of user i in spot trading i As shown below:

[0251]

[0252] Among them, μ t The dual multiplier representing the system load balance constraint in time period t; and They represent the dual multipliers of the maximum forward and reverse power constraints of branch l respectively; when the branch power constraint exceeds the limit, the branch power relaxation variable and When it is not zero, and is the penalty factor for network power flow constraint relaxation;

[0253] s5) Calculate the comprehensive transaction electricity fee C of user i in the electricity market for a single period i ,Right now:

[0254] C i =C li +C si i=1,2,...,n (41)

[0255] Calculate the comprehensive transaction price p of user i in the electricity market in a single period i ,Right now:

[0256]

[0257] s6) Calculate the comprehensive transaction electricity cost C of user i in the electricity market for the clearing period T Ti ,Right now:

[0258]

[0259] s7) Calculate the transaction power P of user i in the power market for the clearing period T Ti and the comprehensive transaction price p in the electricity market for user i Ti ,Right now:

[0260]

[0261] Embodiment 9:

[0262] A joint simulation system for multi-level power markets taking into account medium- and long-term transactions and spot transactions, the technical content of which is the same as any one of Embodiments 1-8, and further, the medium- and long-term declared power quantity P li The following constraints are met:

[0263] P li ≤P limax i=1,2,...,n (46)

[0264] Among them, P limax The upper limit of the total electricity consumption reported by user i in medium and long-term transactions.

[0265] Embodiment 10:

[0266] The method of using the joint simulation system for medium- and long-term transactions and spot transactions in multi-level power markets is as follows:

[0267] First, mathematical models of three typical medium- and long-term electricity trading modes, namely bilateral trading, matchmaking trading and listing trading, are established to analyze the price characteristics of medium- and long-term electricity trading; a spot clearing model for the electricity market with relaxed branch flow constraints is established to analyze the price characteristics of the spot market. Then, a comprehensive price calculation model for the electricity market is constructed by comprehensively considering medium- and long-term trading and spot trading. Finally, the IEEE 14-node system is simulated in the Matlab software environment to analyze the impact of medium- and long-term trading and spot trading on market prices. The specific method steps are as follows:

[0268] Mathematical Model of Medium and Long-term Transactions in Electricity Market

[0269] The bilateral transaction model is as follows:

[0270] The key to constructing a mathematical model for bilateral transactions is that the buyer and seller negotiate autonomously to form the transaction volume and price, so that the buyer and seller have the same volume and price in the same transaction. For a certain market entity, its volume is the sum of all transaction contracts.

[0271] The amount of electricity sold by seller i in a bilateral transaction is P BSi for:

[0272]

[0273] Among them, P Bij is the bilateral contractual quantity signed between seller i and buyer j; m B is the number of buyers participating in bilateral transactions.

[0274] The amount of electricity purchased by buyer j in a bilateral transaction is P BBi for:

[0275]

[0276] Among them, n B is the number of sellers participating in bilateral transactions.

[0277] The transaction volume of bilateral transactions must meet the following constraints:

[0278] Reporting power consumption restrictions

[0279] P BSi ≤P BSimax i=1,2,...,n B (3)

[0280] P BBj ≤P BBjmax j=1,2,...,m B (4)

[0281] Among them, P BSimaxPBBjmax is the upper limit of electricity quantity declared by the seller in a bilateral transaction; PBBjmax is the upper limit of electricity quantity declared by the buyer in a bilateral transaction.

[0282] System security constraints

[0283] f B ≥0 (5)

[0284] Among them, f B Generally refers to system safety constraint functions.

[0285] The electricity cost C of the bilateral transaction concluded by seller i BSi for:

[0286]

[0287] Among them, c Bij is the bilateral contract price signed between seller i and buyer j.

[0288] The electricity cost C of the bilateral transaction concluded by buyer j BBj for:

[0289]

[0290] The average bilateral transaction price p of seller i BSi for:

[0291]

[0292] The average bilateral transaction price p of seller j BBj for:

[0293]

[0294] The matching transaction model is as follows:

[0295] The optimization goal of the matching transaction model is to maximize social welfare. The mathematical model is as follows:

[0296]

[0297] Among them, P Mij is the transaction volume between seller i and buyer j in the matching transaction; c MSi is the electricity price declared by seller i; c MBj is the electricity price declared by buyer j; n M The number of sellers participating in the matching transaction; m M The number of buyers participating in the matching transaction.

[0298] The constraints are:

[0299] Reporting power consumption restrictions

[0300] PMSi ≤P MSimax i=1,2,...,n M (11)

[0301] P MBj ≤P MBimax j=1,2,...,m M (12)

[0302] Among them, P MSimax The seller declares the upper limit of electricity consumption in the matching transaction; MBimax The upper limit of electricity quantity declared by the buyer in the matching transaction; the electricity quantity sold by seller i in the matching transaction P MSi and the amount of electricity purchased by buyer j in the matching transaction P MBi It can be expressed as:

[0303]

[0304] System security constraints

[0305] f B ≥0 (15)

[0306] Electricity fee C for the matching transaction completed by seller i MSi for:

[0307]

[0308] Among them, c MSi It is the electricity price declared by seller i in the matching transaction.

[0309] Electricity cost C for the matching transaction completed by buyer j MBj for:

[0310]

[0311] Among them, c MBj is the electricity price declared by buyer j in the matching transaction.

[0312] The average price of matching transactions completed by seller i is p MSi for:

[0313]

[0314] The average price of matching transactions completed by seller j is p MBj for:

[0315]

[0316] The listing transaction model is as follows:

[0317]

[0318] Among them, P Lij P is the transaction volume between seller i and buyer j in the listing transaction; LBj P is the listed power of buyer j participating in the listed transaction; LSij is the delisting power of seller i to buyer j; n L The number of sellers participating in the listing transaction.

[0319] The amount of electricity sold by seller i in the listing transaction is P LSi for:

[0320]

[0321] Among them, m L The number of buyers participating in the listing transaction.

[0322] The amount of electricity purchased by buyer j in the listing transaction is P LBj for:

[0323]

[0324] The trading volume of listed transactions must meet the following constraints:

[0325] Reporting power consumption restrictions

[0326] P LSi ≤P LSimax i=1,2,...,n L (twenty three)

[0327] P LBj ≤P LBjmax j=1,2,...,m L (twenty four)

[0328] Among them, P LSimax P is the upper limit of the electricity quantity reported by the seller in the listing transaction; LBjmax The upper limit of electricity volume reported by the buyer in the listed transaction.

[0329] System security constraints

[0330] f B ≥0 (25)

[0331] Electricity cost C for the listed transaction completed by seller i LSi for:

[0332]

[0333] Among them, c Lj is the listed electricity price of buyer j in the listing transaction.

[0334] Electricity cost C of the listed transaction completed by buyer j LBjfor:

[0335]

[0336] Among them, c LBj is the listed electricity price of buyer j in the listing transaction.

[0337] The average price of listings completed by seller i is p LSi for:

[0338]

[0339] From the above-mentioned mathematical model of medium- and long-term transactions in the electricity market, it can be seen that the price in medium- and long-term transactions is determined by the quotations of market players, there is no direct correlation between quantity and price, and it is difficult to use price signals to guide resource allocation.

[0340] Mathematical Model of Spot Trading in Electricity Market

[0341] Firstly, a spot market clearing model with branch flow constraint relaxation is constructed.

[0342] (1) Objective function

[0343] The node electricity price calculation model minimizes the overall system operation cost through optimization calculation. The objective function is shown in formula (29):

[0344]

[0345] Among them, N G and N L They represent the total number of market units and the total number of system branches respectively; T represents the total number of time periods considered in the one-time clearing calculation of the day-ahead electricity energy market; c i,t represents the declared price of market unit i in period t; P i,t represents the output of market unit i in period t; M pen represents the network power flow constraint relaxation penalty factor used for node power price calculation; and Represents the forward and reverse power flow slack variables of branch l in time period t.

[0346] The spot market quotation adopts the capacity quotation (i.e., step quotation) model, and the formula is as follows:

[0347]

[0348] Among them, c i0 is the electricity price in the first stage; Δc ik P is the step-by-step cumulative electricity price; i,k is the segmented power, k=1,2,...,N s -1;N s is the number of segments; N GIndicates the total number of units in the market; P i,t Represents the output of market unit i in period t.

[0349] (2) System load balancing constraints

[0350]

[0351] Among them, N B Indicates the total number of nodes in the system; D k,t represents the load of node k in time period t.

[0352] (3) Upper and lower limits of unit output

[0353]

[0354] in, and are the upper and lower limits of the rated output of market unit i in time period t; u i,t Represents the start / stop status of market unit i in period t. If it is shut down, it is 0, otherwise it is 1.

[0355] (4) Unit climbing constraints

[0356]

[0357] in, and They represent the maximum ramp-up rate and maximum ramp-down rate of market unit i respectively.

[0358] (5) Branch flow constraints

[0359]

[0360] in, represents the power transmission limit of branch l; N L Indicates the total number of branches in the system; G l-i G represents the power transfer distribution factor of the node where the market unit i is located to the line l; l-k represents the power transfer distribution factor of node k to line l.

[0361] (6) Node electricity price calculation

[0362] After solving the above-mentioned day-ahead electricity energy market clearing model, the dual multipliers of the system load balance constraints and branch flow constraints in each time period can be obtained, and the electricity price of node i in time period t can be determined by Equation 36.

[0363]

[0364] Among them, λ k,t represents the electricity price of node k in time period t; μt The dual multiplier representing the system load balance constraint in time period t; and They represent the dual multipliers of the maximum forward and reverse power constraints of branch l. When the branch power constraint exceeds the limit, the branch power relaxation variable and When it is not zero, and It is the penalty factor for network power flow constraint relaxation, which is set by the power dispatching agency.

[0365] From the above-mentioned mathematical model of spot trading in the electricity market, it can be seen that the spot trading price is determined by the node electricity price of market clearing, which is obtained by the dual multiplier of the optimal power flow of the power system, and directly reflects the market supply and demand situation.

[0366] Considering both mid- and long-term transactions and spot transactions, a comprehensive price calculation model for the electricity market is constructed:

[0367] It is assumed that spot trading in the electricity market is carried out in the form of full electricity declaration and centralized optimization and clearing. The full electricity of medium- and long-term contracts is settled, and the deviation electricity between the spot market and the medium- and long-term market net contracts is settled at the spot market price. In order to facilitate the analysis of the mutual impact of medium- and long-term transactions and spot transactions, this invention assumes that the spot transaction electricity is the actual transaction electricity.

[0368] The single-period electricity cost C of user i in medium- and long-term transactions li The calculation formula is:

[0369] C li =C Bi +C Mi +C Li i=1,2,...,n (37)

[0370] If the user is a seller, then C Bi =C BSi , C Mi =C MSi , C Li =C LSi ; If the user is a buyer, then C Bi =C BBi , C Mi =C MBi , C Li =C LBi ;n l is the number of users participating in market transactions.

[0371] Net contract power P of user i in a single period in medium and long-term transactions li The calculation formula is:

[0372] P li =P Bi+P Mi +P Li i=1,2,...,n (38)

[0373] If the user is a seller, then P Bi =P BSi , P Mi =P MSi , P Li =P LSi ; If the user is a buyer, then P Bi =P BBi , P Mi =P MBi , P Li =P LBi .

[0374] The medium- and long-term electricity consumption reported by each user should also meet the following constraints:

[0375] P li ≤P limax i=1,2,...,n (39)

[0376] Among them, P limax The upper limit of the total electricity consumption reported by user i in medium and long-term transactions.

[0377] The comprehensive price p of user i in a single period in medium and long-term transactions li The calculation formula is:

[0378]

[0379] The electricity cost C of user i in a single period in spot trading si The calculation formula is:

[0380] C si =λ i (P si -P li ) i=1,2,...,n (41)

[0381] Among them, λ i is the node electricity price of user i in spot trading; P si Clearing electricity for user i’s spot transactions.

[0382] Therefore, the comprehensive transaction fee C of user i in the electricity market for a single period is i for:

[0383] C i =C li +C si i=1,2,...,n (42)

[0384] The single-period comprehensive transaction price p of user i in the power marketi for:

[0385]

[0386] For the clearing period T, the comprehensive transaction electricity cost C of user i in the electricity market is Ti The calculation formula is:

[0387]

[0388] For the clearing period T, the transaction volume P of user i in the electricity market Ti The calculation formula is:

[0389]

[0390] For the clearing period T, the comprehensive transaction price p of user i in the power market is Ti (i.e. average price) is calculated as follows:

[0391]

[0392] The basic process framework of the present invention is as follows Figure 1 shown.

[0393] 0: Data preparation: medium and long-term transaction input data - bilateral transactions (P Bij , P BSimax , P BBjmax 、c Bij );Matching transaction(P Mij , P MSimax , P MBimax 、c MSi 、c MBj );Listing transaction(P Lij , P LSimax , P LBjmax 、c LSi 、c LBj ). Spot trading input data

[0394] 1: Simulate the medium- and long-term trading situation. In bilateral transactions and listed transactions, directly calculate the transaction volume and average transaction price of each user to determine whether the transaction volume exceeds the limit. If so, adjust the contract volume of the user's bilateral transactions and the listed volume or delisted volume of the listed transaction. In matching transactions, directly obtain the user's transaction volume and average transaction price based on the optimization model. Finally, determine whether the medium- and long-term transaction volume exceeds the limit. If so, adjust the medium- and long-term electricity volume of the user based on the priority of the user's participation in different markets.

[0395] 2: Simulate spot trading. Obtain the electricity price of each node and the spot trading volume based on the spot trading model.

[0396] 3: Calculate and comprehensively consider medium- and long-term transactions and spot transactions to construct the comprehensive price of the electricity market, and simulate and analyze the impact of medium- and long-term transactions and spot transactions on market prices and user trading conditions.

[0397] After the present invention adopts the above technical scheme, it mainly has the following effects: a comprehensive model of medium- and long-term transactions and spot transactions in the electricity market is constructed, different transaction varieties of medium- and long-term transactions are fully considered in the modeling, and the connection between medium- and long-term transactions and spot transactions is considered at the same time, and the impact of medium- and long-term transactions and spot transactions on users' electricity prices and charges is quantified, which can guide medium- and long-term transactions and spot transactions. Decision-making.

[0398] Embodiment 11:

[0399] The verification of the joint simulation system of the multi-level power market considering medium- and long-term transactions and spot transactions is as follows:

[0400] (1) Test system

[0401] In this embodiment, the IEEE 14-node system is used as the test system. The system has a total of 14 nodes, of which 5 nodes are connected to the power generation side users (i.e. sellers), numbered AE, and connected to nodes 1, 2, 3, 6, and 8 respectively. 11 nodes are connected to the power consumption side users (i.e. buyers), numbered 1-11, and connected to nodes 2, 3, 4, 5, 6, 9, 10, 11, 12, 13, and 14 respectively. The spot market organizes market transactions in a mode where the power generation side reports the quantity and quotes, and the user side reports the quantity but does not quote. It is assumed that sellers all use three-segment quotations based on capacity, and each segment is evenly divided into the total capacity. The basic information of the user is as follows:

[0402] Table 1 Basic information table of power generation side (seller)

[0403]

[0404] Table 2 Basic information table of electricity consumption measurement (buyer)

[0405]

[0406] In medium- and long-term transactions, in order to reflect the market's expectations of supply and demand, pre-clearing is first performed through the spot trading calculation model, and then the medium- and long-term expected transaction electricity price is randomly generated based on the pre-clearing marginal electricity price. In order to simulate market trading behavior, the smaller the difference between the expected transaction electricity prices of buyers and sellers in bilateral transactions, the easier it is to trade. The transaction price is a random number between the transaction electricity prices of buyers and sellers during the period. In matching transactions, the expected transaction electricity price is the user's quotation. In listed transactions, the buyer's expected transaction electricity price is the listed electricity price.

[0407] The proportion of each user's planned investment in medium- and long-term transactions is 50% of the total electricity demand, and the spot load fluctuation is 20% of the benchmark load. The spot market is calculated every 15 minutes, and the calculation cycle is one month. The following four cases are analyzed for different medium- and long-term market types.

[0408] In case 1, only bilateral transactions are considered in long-term transactions.

[0409] In case 2, only matching transactions are considered in long-term transactions.

[0410] In case 3, only listed transactions are considered in long-term transactions.

[0411] Case 4: Medium to long term transactions comprehensively consider three types of transactions.

[0412] (2) Spot trading simulation

[0413] Depend on Figure 2 It can be seen that the electricity prices of each node in this embodiment are mainly concentrated between 400 and 600 yuan. Due to line congestion, the electricity prices of each node are different. At time points 355, 679, 1349 and 1613, the market prices deviate from the general price curve, and the high-priced nodes are nodes 6, 9, 10, 11, 12, 13, and 14. The highest price is the electricity price of node 6 at time point 355, which is 7102 yuan.

[0414] Multi-level electricity market simulation considering both mid- and long-term transactions and spot transactions

[0415] In Case 1, the bilateral transaction volume and electricity price are shown in Tables 3 and 4.

[0416] Table 3 Bilateral transaction volume

[0417] 3 4 5 7 8 10 11 A 0 0 0 29 23.5 0 0 B 45 0 11.2 0 0 0 0 C 0 0 0 30 0 0 0 D 0 11.1 0 0 0 30 0 E 2.8 6.5 0 0 0 23.5 1.9

[0418] Table 4 Bilateral transaction electricity prices

[0419]

[0420]

[0421] Due to load fluctuations, the proportion of medium and long-term transactions is 43.67% to 65.65%. Figure 3 and Figure 4It can be seen that from the perspective of the market as a whole, bilateral transactions effectively mitigated the price fluctuations in the market. For the four time points that deviated from the general price curve, the average comprehensive transaction price on the power generation side dropped from 1744, 589, 735, and 735 yuan to 1162, 532, 616, and 616 yuan respectively compared with the spot transaction price, and the average comprehensive transaction price on the power consumption side dropped from 4551, 843, 2007, and 2007 yuan to 2734, 673, 1386, and 1386 yuan respectively compared with the spot transaction price. This shows that the medium- and long-term market can alleviate the impact of extreme high prices on the overall market to a certain extent, but extreme high prices may still exist.

[0422] For the high-price nodes of the four high-price scenarios, the bilateral transactions and spot transactions in the power market are shown in Table 5. Since this transaction is randomly generated, the spot transaction volume of the power user 5 at the four high-price time points, the power user 7 at time 355, and the power user 8 at time 1349 and 1613 is lower than the bilateral transaction volume, so the excess bilateral transaction volume will be sold in the spot market. The comparison between the comprehensive electricity price of the power market at the high-price node and the spot transaction price is shown in Table 6. For individual users (especially power users), bilateral transactions fix the electricity price of part of the capacity, so it can alleviate the operational risks brought by the high price of the spot market node. However, if the bilateral transaction capacity is greater than the spot transaction capacity, the user side will switch from purchasing electricity to selling electricity in the spot market, and its comprehensive electricity price may be lower than the general market level, such as the comprehensive transaction price of the power user 7 at time 355 becomes -115 yuan. This may widen the price difference between users in the market and lead to market unfairness.

[0423] Table 5 Bilateral and spot transaction electricity volume in high-price node electricity market

[0424]

[0425] Table 6 Comparison of comprehensive electricity prices in high-price node power markets and spot trading prices (only bilateral transactions are considered in the medium and long term)

[0426]

[0427]

[0428] In Case 2, the bids from the power generation side and the power consumption side of the matching transaction are shown in Table 1 and Table 2 respectively. The final transaction volume is shown in Table 9.

[0429] Table 7 Power price of matching transactions on the power generation side

[0430] serial number A B C D E Electricity Prices 452 456 419 455 472

[0431] Table 8 Electricity prices for electricity-consuming side matching transactions

[0432] serial number 1 2 3 4 5 6 Electricity Prices 481 479 441 448 466 426 serial number 7 8 9 10 11 Electricity Prices 483 443 507 409 470

[0433] Table 9: Electricity volume of matching transactions

[0434] 1 2 5 7 9 11 A 10.8 2.1 5.6 14.5 23.05 7.45 B 0 0 0 0 0 0 C 0 15 0 15 0 15 D 0 0 0 0 0 0 E 0 0 0 0 0 0

[0435] Since the capacity of participants in a matching transaction may not necessarily be able to complete the transaction, the proportion of medium- and long-term transactions in this case is 22.10% to 33.22%. Figure 5 and Figure 6 It can be seen that from the perspective of the market as a whole, matchmaking transactions can slow down market price fluctuations. For the four time points that deviate from the general price curve, the average comprehensive transaction price on the power generation side dropped from 1744, 589, 735, and 735 yuan to 1731, 575, 727, and 727 yuan respectively compared with the spot transaction price, and the average comprehensive transaction price on the power consumption side dropped from 4551, 843, 2007, and 2007 yuan to 3593, 759, 1665, and 1665 yuan respectively compared with the spot transaction price. Compared with Case 1, on the one hand, due to the decrease in the proportion of medium- and long-term transactions, the ability to regulate high prices is weaker. In particular, in the power generation side market, since the power generation user D corresponding to the high-price node 6 does not participate in the medium- and long-term market, the full-capacity electricity price is the spot transaction price, and the high market price has hardly been alleviated. Therefore, in order to give full play to the regulatory ability of medium- and long-term transactions for extremely high prices, in addition to the overall proportion of medium- and long-term transactions, we should also pay attention to the individual circumstances of those participating in medium- and long-term transactions. Users who may encounter high-price nodes should participate in the medium- and long-term market as much as possible.

[0436] For the high-price nodes in the four high-price scenarios, the electricity market matching transactions and spot transaction volumes are shown in Table 10. In this case, only users 5, 7, 9, and 11 on the high-price node side completed transactions in the matching transactions. The comparison between the comprehensive electricity price in the power market and the spot transaction price at the high-price node is shown in Table 11. The high electricity prices of users at the high-price nodes participating in the matching transactions have been controlled to a certain extent.

[0437] Table 10 High-price node power market matching transactions and spot transaction quantities

[0438]

[0439] Table 11 Comparison of comprehensive electricity prices in high-price node power markets and spot trading electricity prices (only matching transactions are considered in the medium and long term)

[0440]

[0441] In Case 3, the listed electricity prices are shown in Table 12. The electricity volume of the listed transactions is shown in Table 13. The corresponding average price of the delisted transactions on the power generation side is shown in Table 14. In this example, the medium- and long-term transaction capacity is evenly distributed among users.

[0442] Table 12 Electricity prices listed for trading on the electricity consumption side

[0443] serial number 1 2 3 4 5 6 7 8 9 10 11 Electricity Prices 452 453 444 494 436 429 452 450 491 450 432

[0444] Table 13 Transaction volume of listed transactions

[0445]

[0446]

[0447] Table 14 Average price of delisting transactions on the power generation side

[0448] serial number A B C D E Electricity Prices 453 451 445 448 451

[0449] The comprehensive average price of the electricity market taking into account the listed transactions and spot transactions and the average spot transaction price are as follows: Figure 7 and Figure 8 As shown. Due to load fluctuations, the proportion of medium- and long-term transactions is 43.67% to 65.64%, which is close to the proportion in Case 1, and the final comprehensive price performance is also close to that in Case 1. For the four time points that deviate from the general price curve, the average comprehensive transaction price on the power generation side decreased from 1744, 589, 735, and 735 yuan to 1286, 538, 635, and 635 yuan respectively compared with the spot transaction price, and the average comprehensive transaction price on the power consumption side decreased from 4551, 843, 2007, and 2007 yuan to 2736, 668, 1318, and 1318 yuan respectively compared with the spot transaction price.

[0450] For the high-price nodes in the four high-price scenarios, the electricity market listed transactions and spot transaction electricity are shown in Table 15. In this case, all high-price nodes participated in medium- and long-term transactions. The comparison between the comprehensive electricity price in the power market and the spot transaction electricity price at the high-price nodes is shown in Table 16. The high electricity prices for users at the high-price nodes have been alleviated to a certain extent.

[0451] Table 15 High-price node electricity market listed transactions and spot transactions

[0452]

[0453] Table 16 Comparison between comprehensive electricity prices in high-price node power markets and spot trading prices (only listed transactions are considered in the medium and long term)

[0454]

[0455]

[0456] In Case 4, the electricity volume and electricity price of medium- and long-term transactions are shown in Tables 17 to 20.

[0457] Table 17 Medium and long term transaction volume on power generation side

[0458] serial number A B C D E Electricity Prices 56.55 43.94 45 28.46 40.54

[0459] Table 18 Medium and long term transaction volume on the electricity consumption side

[0460] serial number 1 2 3 4 5 6 Electricity Prices 10.85 17.1 23.9 8.8 5.6 34.75 serial number 7 8 9 10 11 Electricity Prices 29.5 11.75 23.05 26.75 22.45

[0461] Table 19 Medium and long term average price on power generation side

[0462] serial number A B C D E Electricity Prices 462 435 435 447 439

[0463] Table 20 Medium and long term average price of electricity consumption

[0464] serial number 1 2 3 4 5 6 Electricity Prices 431 479 436 457 449 429 serial number 7 8 9 10 11 Electricity Prices 467 503 508 457 449

[0465] The comprehensive average price of the electricity market taking into account medium- and long-term transactions and spot transactions is similar to the average spot transaction price. Fig. 9 and Fig.10 As shown. For the high-price nodes of the four high-price scenarios, the medium- and long-term transactions and spot transaction electricity in the power market are shown in Table 21, and the comparison between the comprehensive electricity price of the high-price node power market and the spot transaction electricity price is shown in Table 22. Based on this case, it can be seen that the present invention can conduct a comprehensive analysis of different types of power market transactions and quantify the impact of medium- and long-term transactions and spot transactions on user electricity prices and charges.

[0466] Table 21 Electricity volume of medium- and long-term transactions and spot transactions in the high-price node electricity market

[0467]

[0468]

[0469] Table 22 Comparison between comprehensive electricity prices in high-price node power markets and spot trading electricity prices

[0470]

Claims

1. A joint simulation system for multi-level power markets that comprehensively considers medium- and long-term transactions and spot transactions, characterized by: It includes a power market comprehensive price calculation model building module, a processing module and a result output module. The power market comprehensive price calculation model construction module first establishes a medium- and long-term transaction mathematical model of the power market and a power market spot clearing model including branch power flow constraint relaxation, and then constructs a power market comprehensive price calculation model based on the medium- and long-term transaction mathematical model of the power market and the power market spot clearing model; The processing module calculates the comprehensive transaction volume and electricity price of the power market using the comprehensive price calculation model of the power market; The result output module outputs the comprehensive transaction volume and electricity price of the electricity market.

2. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 1 is characterized in that: The medium- and long-term transaction mathematical model of the power market includes a bilateral transaction model, a matching transaction model, and a listing transaction model.

3. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 2 is characterized in that: The goal of the bilateral transaction model in the power market is to ensure that the buyer and seller have the same electricity sales, purchase and price in the same transaction. The constraints include declared electricity constraints and system security constraints. The amount of electricity sold by seller i in a bilateral transaction is P BSi As shown below: Among them, P Bij is the bilateral contractual quantity signed between seller i and buyer j; m B is the number of buyers participating in bilateral transactions; n B is the number of sellers participating in the bilateral transaction; The amount of electricity purchased by buyer j in a bilateral transaction is P BBj As shown below: The electricity cost C of the bilateral transaction concluded by seller i BSi As shown below: Among them, c Bij is the bilateral contract price between seller i and buyer j; The electricity cost C of the bilateral transaction concluded by buyer j BBj As shown below: The average bilateral transaction price p of seller i BSi As shown below: The average bilateral transaction price p of seller j BBj As shown below: The reported power constraints are as follows: P BSi ≤P BSimax i=1,2,...,n B (7) P BBj ≤P BBjmax j=1,2,...,m B (8) Among them, P BSimax P is the upper limit of electricity quantity reported by the seller in bilateral transactions; BBjmax The upper limit of electricity quantity declared by the buyer in bilateral transactions; The system security constraints are as follows: f B ≥0 (9) Among them, f B It is the system security constraint function.

4. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 2 is characterized in that: The objective function of the power market matching transaction model is as follows: Among them, P Mij is the transaction volume between seller i and buyer j in the matching transaction; c MSi is the electricity price declared by seller i; c MBj is the electricity price declared by buyer j; n M The number of sellers participating in the matching transaction; m M The number of buyers participating in the matching transaction; The constraints of the power market matching transaction model include declared power constraints and system security constraints; The reported power constraints are as follows: P MSi ≤P MSimax i=1,2,...,n M (11) P MBj ≤P MBimax j=1,2,...,m M (12) Among them, P MSimax The seller declares the upper limit of electricity consumption in the matching transaction; MBimax Declare the power limit for the buyer in the matching transaction; The amount of electricity sold by seller i in the matching transaction P MSi and the amount of electricity purchased by buyer j in the matching transaction P MBj As shown below: The system security constraints are as follows: f B ≥0 (15) Among them, f B is the system safety constraint function; Electricity fee C for the matching transaction completed by seller i MSi As shown below: Among them, c MSi is the electricity price reported by seller i in the matching transaction; Electricity cost C for the matching transaction completed by buyer j MBj As shown below: Among them, c MBj is the electricity price declared by buyer j in the matching transaction; The average price of matching transactions completed by seller i is p MSi As shown below: The average price of matching transactions completed by buyer j is p MBj As shown below:

5. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 2 is characterized in that: The electricity market listing transaction model is as follows: Among them, P Lij P is the transaction volume between seller i and buyer j in the listing transaction; LBj P is the listed power of buyer j participating in the listed transaction; LSij is the delisting power of seller i to buyer j; n L is the number of sellers participating in the listing transaction; The amount of electricity sold by seller i in the listing transaction is P LSi As shown below: Among them, m L is the number of buyers participating in the listing transaction; The amount of electricity purchased by buyer j in the listing transaction is P LBj As shown below: The constraints of the electricity market listing transaction model include system security constraints and system safety constraints; The reported power constraints are as follows: P LSi ≤P LSimax i=1,2,...,n L (23) P LBj ≤P LBjmax j=1,2,...,m L (24) Among them, P LSimax P is the upper limit of the electricity quantity reported by the seller in the listing transaction; LBjmax The upper limit of electricity quantity reported by the buyer in the listed transaction; The system security constraints are as follows: f B ≥0 (25) Among them, f B is the system safety constraint function; Electricity cost C for the listed transaction completed by seller i LSi for: Among them, c Lj is the listed electricity price of buyer j in the listing transaction; Electricity cost C of the listed transaction completed by buyer j LBj As shown below: The average price of listings completed by seller i is p LSi As shown below:

6. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 1 is characterized in that: The objective function of the electricity market spot clearing model is as follows: Among them, N G and N L They represent the total number of market units and the total number of system branches respectively; T represents the total number of time periods considered in the one-time clearing calculation of the day-ahead electricity energy market; c i,t represents the declared price of market unit i in period t; P i,t represents the output of market unit i in period t; M pen represents the network power flow constraint relaxation penalty factor used for node power price calculation; and represents the forward and reverse power flow relaxation variables of branch l in period t; Among them, the declared price c of market unit i in period t is i,t As shown below: Among them, c i0 is the electricity price in the first stage; Δc ik P is the step-by-step cumulative electricity price; i,k is the segmented power, k=1,2,...,N s -1;N s is the number of segments; N G Indicates the total number of units in the market; P i,t Represents the output of market unit i in period t.

7. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 1 is characterized in that: The constraints of the spot clearing model in the power market include system load balance constraints, upper and lower limits of unit output constraints, unit ramp constraints, and branch power flow constraints; The system load balancing constraints are as follows: Among them, N B Indicates the total number of nodes in the system; D k,t represents the load of node k in time period t; The upper and lower limits of the unit output are as follows: in, and are the upper and lower limits of the rated output of market unit i in time period t; u i,t Represents the start and stop status of market unit i in time period t, if it is shut down, it is 0, otherwise it is 1; The unit climbing constraints are as follows: in, and They represent the maximum ramp-up rate and the maximum ramp-down rate of market unit i respectively; P i,t-1 , P i,1 , P i,0 They represent the output of market unit i in period t-1, period 1 and the initial period respectively; The branch flow constraints are as follows: in, represents the power transmission limit of branch l; N L Indicates the total number of branches in the system; G l-i G represents the power transfer distribution factor of the node where the market unit i is located to the line l; l-k represents the power transfer distribution factor of node k to line l.

8. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 1 is characterized in that: The steps for calculating the comprehensive transaction volume and price of electricity in the electricity market include: 1) Calculate the single-period electricity fee C of user i in medium- and long-term transactions li ,Right now: C li =C Bi +C Mi +C Li i=1,2,...,n (36) If the user is a seller, then C Bi =C BSi , C Mi =C MSi , C Li =C LSi ; If the user is a buyer, then C Bi =C BBi , C Mi =C MBi , C Li =C LBi ;n l The number of users participating in market transactions; 2) Calculate the net contract power P of user i in a single period in medium and long-term transactions li ,Right now: P li =P Bi +P Mi +P Li i=1,2,...,n (37) If the user is a seller, then P Bi =P BSi , P Mi =P MSi , P Li =P LSi ; If the user is a buyer, then P Bi =P BBi , P Mi =P MBi , P Li =P LBi . 3) Calculate the single-period comprehensive price p of user i in medium- and long-term transactions li ,Right now: 4) The electricity cost C of user i in a single period in spot trading si ,Right now: C si =λ i (P si -P li ) i=1,2,...,n (39) Among them, λ i is the node electricity price of user i in spot trading; P si Clear the electricity volume for user i’s spot transaction; The node electricity price λ of user i in spot trading i As shown below: Among them, μ t The dual multiplier representing the system load balance constraint in time period t; and They represent the dual multipliers of the maximum forward and reverse power constraints of branch l respectively; when the branch power constraint exceeds the limit, the branch power relaxation variable and When it is not zero, and is the penalty factor for network power flow constraint relaxation; 5) Calculate the comprehensive transaction electricity fee C of user i in the electricity market for a single period i ,Right now: C i =C li +C si i=1,2,...,n (41) Calculate the comprehensive transaction price p of user i in the electricity market in a single period i ,Right now: 6) Calculate the comprehensive transaction electricity cost C of user i in the electricity market for the clearing period T Ti ,Right now: 7) For the clearing period T, calculate the transaction volume P of user i in the power market Ti and the comprehensive transaction price p in the electricity market for user i Ti ,Right now:

9. The joint simulation system of multi-level power market considering medium- and long-term transactions and spot transactions according to claim 8 is characterized in that: Medium and long term declared electricity quantity P li The following constraints are met: P li ≤P limax i=1,2,...,n (46) Among them, P limax The upper limit of the total electricity consumption reported by user i in medium and long-term transactions.

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