In-province spot market clearing method and system

Abstract

The invention discloses an in-province spot market clearing method and system, and the method comprises the steps: building an in-province spot market clearing model with the minimization of the power purchase cost of a standard amount of in-province spot goods of a unit as an optimization target, obtaining the boundary conditions of the in-province spot market, and obtaining the optimization space of the clearing of the in-province spot market; obtaining a transaction result of the inter-provincial spot market as a constraint condition for clearing the intra-provincial spot market; solving the in-province spot market clearing model to obtain in-province bid-winning active power and active power of the unit, and calculating node marginal electricity price; and issuing a clearing result of the provincial spot market. According to the method, in-province spot market clearing calculation coupled with the inter-province market is achieved, a large amount of manpower is not needed, the calculation speed can meet the actual application requirement, the defects that traditional in-province spot market clearing calculation depends on experience and is low in efficiency are effectively overcome, and the method has wide popularization prospects.

Description

Technical Field

[0001] The invention relates to the technical field of power system dispatching automation, in particular to a provincial spot market clearing method and system. Background Art

[0002] In the two-level electricity spot market system with inter-provincial and intra-provincial coordinated operation, the intra-provincial spot market first conducts pre-balancing or pre-clearing, and determines the quotation curve for participating in the inter-provincial market based on the pre-clearing results. After receiving the inter-provincial market clearing results, the formal clearing of the intra-provincial spot market is carried out. The power coupling relationship between the inter-provincial and intra-provincial electricity spot markets determines that the results of inter-provincial spot transactions will affect the transaction volume and price of the intra-provincial spot market to a certain extent. At present, when the intra-provincial spot market is formally cleared, the interconnection line plan superimposed with the inter-provincial spot transaction results is taken as the boundary condition. However, in the current dispatching agency clearing method, the inter-provincial market bidding results of various market entities are not considered in detail in the intra-provincial spot market clearing, but are only used as the basis for settlement. In this case, inter-provincial incremental transactions will change the supply and demand balance structure within the province, causing fluctuations in the intra-provincial spot electricity price, thereby affecting the electricity costs of market-oriented users within the province. Taking the sending province as an example, it participates in inter-provincial spot transactions as a seller. The results of the inter-provincial transactions are used as the incremental load at the sending end. The thermal power units in the province need to generate more electricity, and the spot price in the province is priced based on the marginal units after the increase, thereby raising the price of the spot market in the province.

[0003] Therefore, how to take into account the inter-provincial market bidding results of market entities and conduct intra-provincial spot market clearing calculations has become a technical problem that technical personnel in this field urgently need to solve. Summary of the invention

[0004] Purpose of the invention: The purpose of the present invention is to provide a method and system for clearing the intra-provincial spot market coupled with the inter-provincial market. In view of the power coupling relationship between the inter-provincial and intra-provincial power spot markets, a method and system for clearing the intra-provincial spot market is proposed, which takes the inter-provincial transaction results of market entities as physical constraints. Without affecting the optimization space of the intra-provincial spot market, the problem of raising users' electricity costs caused by the financial settlement processing of inter-provincial transaction results is solved, and the coordinated operation efficiency of the inter-provincial and intra-provincial spot markets is improved.

[0005] Technical solution: The provincial spot market clearing method of the present invention comprises the following steps:

[0006] Obtain the boundary conditions of the provincial spot market to obtain the optimal space for clearing the provincial spot market;

[0007] Obtain the transaction results of the inter-provincial spot market as the constraint condition for clearing the intra-provincial spot market;

[0008] Taking the minimum power purchase cost of the winning bid of the provincial spot market as the optimization goal, a provincial spot market clearing model is established;

[0009] Solve the provincial spot market clearing model, obtain the provincial winning active power of the unit and the unit active power, and calculate the node marginal electricity price;

[0010] Release the clearing results of the provincial spot market, including the active power of the units winning the bid within the province, the active power of the units and the node marginal electricity price.

[0011] Furthermore, the boundary conditions of the provincial spot market include system operation boundaries, unit operation boundaries and power grid safety boundaries; among them, the system operation boundaries include system load demand and system backup demand in each time period, the unit operation boundaries include the upper and lower limits of each unit's output, ramp rate, and minimum continuous start and stop time, and the power grid safety boundaries include the upper and lower limits of each transmission section.

[0012] Furthermore, the transaction results of the inter-provincial spot market include the inter-provincial power plan of the interconnection line and the inter-provincial transaction results of the units; wherein, the inter-provincial power plan of the interconnection line serves as the boundary for clearing the intra-provincial spot market, and the inter-provincial transaction results of the units serve as the physical constraints for clearing the intra-provincial spot market.

[0013] Furthermore, the objective function of the provincial spot market clearing model is:

[0014]

[0015] Where T is the number of time periods contained in the power system dispatch cycle; I is the total number of generator sets in the power system; is the active power of unit i in the province in period t; u is the power purchase cost or fee of the winning bid in the province for unit i in period t; i,t is the start and stop status of unit i in period t; S i (u i,t ) is the startup cost or expense of unit i in period t; M is the relaxation amount of the inter-provincial transaction results of unit i in period t in the intra-provincial clearing model; OUT is the relaxation penalty factor of the inter-provincial transaction results of the units.

[0016] Furthermore, the constraints of the provincial spot market clearing model include the provincial power purchase cost constraints, using the provincial active power P of the unit IN i,t To model:

[0017]

[0018] 0≤l i,s ≤L i,s;

[0019] Where S is the number of linear segments of the unit quotation curve; c i,s is the slightly increased price of segment s of the quotation curve of unit i; l i,s is the winning number of unit i in segment s; L i,s is the length of the quoted segment s for unit i.

[0020] Furthermore, the constraints of the provincial spot market clearing model include inter-provincial transaction constraints, using the inter-provincial active power To model:

[0021]

[0022]

[0023] in, is the inter-provincial transaction result of unit i in period t.

[0024] Furthermore, the constraints of the provincial spot market clearing model include system operation, unit operation, and grid security constraints, using the unit active power P i,t To model:

[0025]

[0026] -Δ i ≤P i,t -P i,t-1 ≤Δ i ;

[0027]

[0028] Among them, P i,t is the active power of unit i in period t, is the inter-provincial bid active power of unit i in period t; P i,t is the active power of unit i in period t;

[0029] T t is the inter-provincial power plan of the tie line during period t; L t is the system load in period t; t is the shadow price of the system load balance constraint in period t; R i,t The active reserve provided by unit i during period t; R t is the system backup requirement for period t; P i,min and P i,max are the lower and upper limits of the output of unit i respectively; P i,t-1 is the active power of unit i in period t-1; Δ iis the maximum value of the ramp rate of unit i in each period; UT i and DT i are the minimum start-up time and minimum shutdown time of unit i respectively; y i,τ Is the sign of whether the unit i has changed from shutdown to startup in the period τ; z i,τ Is the sign of whether the unit i has changed from startup to shutdown state in the period τ; L ij represents the power flow limit of branch ij; M is the set of power grid computing nodes; l i,t is the node load power; S i,j,t is the sensitivity of the injected power of node i to branch ij; β + i,j,t and β - i,j,t are the shadow prices of the upper and lower power constraints of branch ij respectively.

[0030] Furthermore, the provincial spot market clearing model is solved to obtain the shadow price λ of the load balance constraint. t , the shadow price β of the trend limit constraint + i,j,t , the shadow price β of the trend lower limit constraint - i,j,t ; Calculate the node marginal electricity price LMP in the provincial spot market i,t :

[0031]

[0032] SF i,j,t is the sensitivity of the injected power of node i to the associated branch ij.

[0033] The provincial spot market clearing system of the present invention comprises:

[0034] The provincial spot market clearing model establishment unit is used to obtain the boundary conditions of the provincial spot market and obtain the optimization space of its provincial spot market clearing; obtain the transaction results of the inter-provincial spot market as the constraint conditions for the provincial spot market clearing; take the minimum purchase cost of the provincial spot winning bid of the unit as the optimization goal, and establish the provincial spot market clearing model;

[0035] A provincial spot market clearing model solving unit, used to solve the provincial spot market clearing model, obtain the provincial winning active power of the unit and the unit active power, and calculate the node marginal electricity price;

[0036] The provincial spot market clearing result release unit is used to release the provincial spot market clearing results, including the unit's provincial winning active power, unit active power and node marginal electricity price.

[0037] The electronic device described in the present invention includes a memory, a processor, and a computer program stored in the memory and executable on the processor. When the computer program is loaded into the processor, the provincial spot market clearing method is implemented.

[0038] The computer-readable storage medium of the present invention stores a computer program, and when the computer program is executed by a processor, the provincial spot market clearing method is implemented.

[0039] Beneficial effects: Compared with the prior art, the advantages of the present invention are: 1) The present invention realizes the clearing calculation of the provincial spot market coupled with the inter-provincial market, does not require the participation of a large amount of manpower, and the calculation speed can meet the needs of practical applications, effectively solving the problem that the traditional provincial spot market clearing calculation relies on experience and is inefficient, and has broad promotion prospects; 2) By modeling the unit output as two parts: the provincial winning bid power and the inter-provincial winning bid power, the provincial electricity purchase cost only considers the provincial winning bid amount of the unit, which helps to ensure the stability of the provincial spot market clearing price and avoid raising the provincial electricity cost due to participation in the inter-provincial market; 3) By loosely modeling the inter-provincial winning bid amount, the inter-provincial winning bid amount can be reduced when the adjustable resources within the provincial clearing range are exhausted, which can avoid the situation where the flow exceeds the limit in order to meet the inter-provincial winning bid amount of the unit during the formal clearing of the province, and effectively ensure the safety of the power grid. BRIEF DESCRIPTION OF THE DRAWINGS

[0040] Figure 1 It is a schematic diagram of the modeling principle of the provincial spot market clearing of the present invention;

[0041] Figure 2 It is a flow chart of the provincial spot market clearing method of the present invention. DETAILED DESCRIPTION

[0042] The technical solution of the present invention is further described below in conjunction with the accompanying drawings.

[0043] like Figure 1 As shown in the figure, taking the day-ahead stage as an example, the coordinated operation mechanism of the inter-provincial and provincial markets is as follows: the provincial dispatching center conducts provincial pre-clearing based on the provincial market declaration information and the provincial power generation and consumption pre-balance information, and obtains the pre-plan of the unit; the thermal power units and new energy power generation enterprises in the province report the quantity and quotation to participate in the inter-provincial spot market based on the results of the provincial pre-clearing and refer to their own surplus power generation capacity in each time period; the National Dispatching Center organizes inter-provincial spot transactions to complete market clearing, and issues the results of the inter-provincial spot market clearing, including the inter-provincial power plan of the interconnection line and the inter-provincial transaction results of the unit; the provincial dispatching center conducts provincial spot market clearing based on the results of the inter-provincial spot market clearing.

[0044] When clearing the intra-provincial spot market, the intra-provincial spot market clearing method coupled with the inter-provincial market is adopted, and the inter-provincial power plan of the interconnection line is used as the boundary of the intra-provincial clearing. At the same time, the inter-provincial transaction results of each unit are considered as the physical constraints for the active power optimization of the generator set. The output of the generator set consists of two parts: intra-provincial clearing power and inter-provincial winning power.

[0045] like Figure 2 As shown, the provincial spot market clearing method described in the present invention includes the following steps.

[0046] 1) Obtain the boundary conditions of the provincial spot market, including the system operation boundary, unit operation boundary, and power grid safety boundary, to determine the optimization space for clearing the provincial spot market; among them, the system operation boundary includes the system load demand and system backup demand in each period, the unit operation boundary includes the upper and lower limits of the output of each unit, the ramp rate, and the minimum continuous start-up and shutdown time, and the power grid safety boundary includes the upper and lower limits of each transmission section.

[0047] 2) Obtain the transaction results of the inter-provincial spot market, including the inter-provincial power plan of the interconnection line and the inter-provincial transaction results of the units, which are used as the constraint conditions for clearing the intra-provincial spot market; among them, the inter-provincial power plan of the interconnection line serves as the boundary of clearing the intra-provincial spot market, and the inter-provincial transaction results of the units serve as the physical constraints for clearing the intra-provincial spot market.

[0048] 3) Establish a provincial spot market clearing model that takes into account the constraints of inter-provincial transaction results, in which the output of each unit consists of two parts: the active power of the provincial bid and the active power of the inter-provincial bid:

[0049]

[0050] Where: is the active power of unit i in the province in period t; is the inter-provincial bid active power of unit i in period t; P i,t is the active power of unit i in period t.

[0051] Taking the minimum power purchase cost of the winning bid of the unit's intra-provincial spot market as the optimization goal, and taking into account the relaxation penalty of the physical constraints of the inter-provincial transactions of the units, the objective function of the intra-provincial spot market clearing model considering the constraints of the inter-provincial transaction results is:

[0052]

[0053] Where: T is the number of time periods contained in the power system dispatch cycle; I is the total number of generator sets in the power system; is the active power of unit i in the province in period t; u is the power purchase cost or fee of the winning bid in the province for unit i in period t; i,tis the start and stop status of unit i in period t; S i (u i,t ) is the startup cost or expense of unit i in period t; M is the relaxation amount of the inter-provincial transaction results of unit i in period t in the intra-provincial clearing model; OUT is the relaxation penalty factor of the inter-provincial transaction results of the units.

[0054] The cost constraint condition of purchasing electricity within the province adopts the active power P of the unit winning bid within the province. IN i,t Modeling is performed with the following constraints:

[0055]

[0056] 0≤l i,s ≤L i,s ;

[0057] Where: S is the number of linear segments of the unit quotation curve; c i,s is the slightly increased price of segment s of the quotation curve of unit i; l i,s is the winning number of unit i in segment s; L i,s is the length of the quoted segment s for unit i.

[0058] The inter-provincial transaction constraint condition adopts the inter-provincial active power Modeling is performed with the following constraints:

[0059]

[0060] Where: is the inter-provincial transaction result of unit i in period t.

[0061] The system operation, unit operation, and power grid safety constraints use the unit active power P i,t Modeling is performed with the following constraints:

[0062]

[0063] P i,min u i,t ≤P i,t +R i,t ≤P i,max u i,t ;

[0064] -Δ i ≤P i,t -P i,t-1 ≤Δ i ;

[0065]

[0066] Where: Pi,t is the active power of unit i in period t; T t is the inter-provincial power plan of the tie line during period t; L t is the system load in period t; t is the shadow price of the system load balance constraint in period t, by solving The specific λ can be obtained t Numerical value; R i,t The active reserve provided by unit i during period t; R t is the system backup requirement for period t; P i,min and P i,max are the lower and upper limits of the output of unit i respectively; P i,t-1 is the active power of unit i in period t-1; Δ i is the maximum value of the ramp rate of unit i in each period; UT i and DT i are the minimum start-up time and minimum shutdown time of unit i respectively; y i,τ Is the sign of whether the unit i has changed from shutdown to startup in the period τ; z i,τ Is the sign of whether the unit i has changed from startup to shutdown state in the period τ; L ij represents the power flow limit of branch ij; M is the set of power grid computing nodes; l i,t is the node load power; S i,j,t is the sensitivity of the injected power of node i to branch ij; β + i,j,t and β - i,j,t are the shadow prices of the upper and lower power constraints of branch ij respectively.

[0067] 4) Solve the provincial spot market clearing model considering the inter-provincial transaction result constraints and obtain the unit’s provincial active power P IN i,t , Unit active power P i,t , and the shadow price λ of the load balancing constraint t , the shadow price β of the trend limit constraint + i,j,t , the shadow price β of the trend lower limit constraint - i,j,t ; Calculate the node marginal electricity price in the provincial spot market:

[0068]

[0069] Where: LMP i,t is the marginal electricity price of node i in period t, SF i,j,t is the sensitivity of the injected power of node i to the associated branch ij.

[0070] 5) Publish the clearing results of the provincial spot market, including the winning active power P of the unit in the province IN i,t , Unit active power P i,t , node marginal price LMP i,t , the clearing of the provincial spot market coupled with the inter-provincial market has been completed.

[0071] The results of clearing the provincial spot market coupled with the inter-provincial market are analyzed. In this embodiment, the sum of the system load and the medium- and long-term external power transmission of the verification system in a certain period is 600MW, and the winning bid of the generator set participating in the inter-provincial spot is 100MW. The monotonically increasing quotations declared by the units are accumulated, of which the quotations of 500MW to 650MW are 350 yuan / MWh, and the quotations of 650MW to 800MW are 400 yuan / MWh. When the system does not participate in the inter-provincial spot, the total power of the generator set optimized for clearing is 600MW, and the marginal electricity price of the cleared provincial market is 350 yuan / MWh. After the system participates in the inter-provincial spot, the inter-provincial winning bid of 100MW of each unit is used as the physical constraint for the optimization of the generator set output. The total power of the generator set participating in the optimized clearing within the province is still 600MW, and the marginal electricity price of the cleared provincial market is 350 yuan / MWh, and the clearing price of the provincial market remains unchanged. At the same time, the output of the generator set takes into account both the provincial clearance results and the inter-provincial bidding results, ensuring the physical safety of the unit output results.

[0072] The provincial spot market clearing system of the present invention comprises:

[0073] The provincial spot market clearing model establishment unit is used to obtain the boundary conditions of the provincial spot market and obtain the optimization space of its provincial spot market clearing; obtain the transaction results of the inter-provincial spot market as the constraint conditions for the provincial spot market clearing; take the minimum purchase cost of the provincial spot winning bid of the unit as the optimization goal, and establish the provincial spot market clearing model;

[0074] A provincial spot market clearing model solving unit, used to solve the provincial spot market clearing model, obtain the provincial winning active power of the unit and the unit active power, and calculate the node marginal electricity price;

[0075] The provincial spot market clearing result release unit is used to release the provincial spot market clearing results, including the unit's provincial winning active power, unit active power and node marginal electricity price.

[0076] The electronic device described in the present invention includes a memory, a processor, and a computer program stored in the memory and executable on the processor. When the computer program is loaded into the processor, the provincial spot market clearing method is implemented.

[0077] The computer-readable storage medium of the present invention stores a computer program, and when the computer program is executed by a processor, the provincial spot market clearing method is implemented.

[0078] The computer-readable storage media may include RAM, ROM, EEPROM, CD-ROM or other optical disk storage, magnetic disk storage or other magnetic storage devices, flash memory, or any other medium that can be used to store the desired program code in the form of instructions or data structures and that can be accessed by a computer.

[0079] The processor is used to execute the computer program stored in the memory to implement each step of the method involved in the above embodiment.

Claims

1. A method for clearing the provincial spot market, characterized in that: The steps include: Obtain the boundary conditions of the provincial spot market to obtain the optimal space for clearing the provincial spot market; Obtain the transaction results of the inter-provincial spot market as the constraint condition for clearing the intra-provincial spot market; Taking the minimum power purchase cost of the winning bid of the provincial spot market as the optimization goal, a provincial spot market clearing model is established; Solve the provincial spot market clearing model, obtain the provincial winning active power of the unit and the unit active power, and calculate the node marginal electricity price; Release the clearing results of the provincial spot market, including the active power of the units winning the bid within the province, the active power of the units and the node marginal electricity price.

2. The provincial spot market clearing method according to claim 1, characterized in that: The boundary conditions of the provincial spot market include system operation boundaries, unit operation boundaries and power grid safety boundaries; among them, the system operation boundaries include system load demand and system backup demand in each time period, the unit operation boundaries include the upper and lower limits of the output of each unit, the ramp rate, and the minimum continuous start and stop time, and the power grid safety boundaries include the upper and lower limits of each transmission section.

3. The provincial spot market clearing method according to claim 1, characterized in that: The transaction results of the inter-provincial spot market include the inter-provincial power plan of the interconnection line and the inter-provincial transaction results of the units; among them, the inter-provincial power plan of the interconnection line serves as the boundary of the clearing of the intra-provincial spot market, and the inter-provincial transaction results of the units serve as the physical constraints of the clearing of the intra-provincial spot market.

4. The method for clearing the provincial spot market according to claim 3, characterized in that: The objective function of the provincial spot market clearing model is: Where T is the number of time periods contained in the power system dispatch cycle; I is the total number of generator sets in the power system; is the active power of unit i in the province in period t; u is the power purchase cost or fee of the winning bid of unit i in the province during period t; i,t is the start and stop status of unit i in period t; S i (u i,t ) is the startup cost or expense of unit i in period t; M is the relaxation amount of the inter-provincial transaction results of unit i in period t in the intra-provincial clearing model; OUT is the relaxation penalty factor of the inter-provincial transaction results of the units.

5. The method for clearing the provincial spot market according to claim 4, characterized in that: The constraints of the provincial spot market clearing model include the provincial power purchase cost constraint, using the provincial active power P of the unit IN i,t To model: 0≤l i,s ≤L i,s ； Where S is the number of linear segments of the unit quotation curve; c i,s is the slightly increased price of segment s of the quotation curve of unit i; l i,s is the winning number of unit i in segment s; L i,s is the length of the quoted segment s for unit i.

6. The method for clearing the provincial spot market according to claim 4, characterized in that: The constraints of the provincial spot market clearing model include inter-provincial transaction constraints, using the inter-provincial active power To model: in, is the inter-provincial transaction result of unit i in period t.

7. The method for clearing the provincial spot market according to claim 4, characterized in that: The constraints of the provincial spot market clearing model include system operation, unit operation, and grid security constraints. The unit active power P i,t To model: P i,min u i,t ≤P i,t +R i,t ≤P i,max u i,t ; -D i ≤P i,t -P i,t-1 ≤Δ i ; Among them, P i,t is the active power of unit i in period t, is the inter-provincial bid active power of unit i in period t; P i,t is the active power of unit i in period t; T t is the inter-provincial power plan of the tie line during period t; L t is the system load in period t; t is the shadow price of the system load balance constraint in period t; R i,t The active reserve provided by unit i during period t; R t is the system backup requirement for period t; P i,min and P i,max are the lower and upper limits of the output of unit i respectively; P i,t-1 is the active power of unit i in period t-1; Δ i is the maximum value of the ramp rate of unit i in each period; UT i and DT i are the minimum start-up time and minimum shutdown time of unit i respectively; y i,τ Is the sign of whether the unit i has changed from shutdown to startup in the period τ; z i,τ Is the sign of whether the unit i has changed from startup to shutdown state in the period τ; L ij represents the power flow limit of branch ij; M is the set of power grid computing nodes; l i,t is the node load power; S i,j,t is the sensitivity of the injected power of node i to branch ij; β + i,j,t and β - i,j,t are the shadow prices of the upper and lower power constraints of branch ij respectively.

8. The method for clearing the provincial spot market according to claim 7, characterized in that: Solve the provincial spot market clearing model and obtain the shadow price λ of the load balance constraint t , the shadow price β of the trend limit constraint + i,j,t , the shadow price β of the trend lower limit constraint - i,j,t ; Calculate the node marginal electricity price LMP in the provincial spot market i,t : SF i,j,t is the sensitivity of the injected power of node i to the associated branch ij.

9. A provincial spot market clearing system, characterized in that: include: The provincial spot market clearing model establishment unit is used to obtain the boundary conditions of the provincial spot market and obtain the optimization space of the provincial spot market clearing; The transaction results of the inter-provincial spot market are obtained as the constraint conditions for the clearing of the intra-provincial spot market; the provincial spot market clearing model is established with the minimum purchase cost of the winning bid of the provincial spot market as the optimization goal; A provincial spot market clearing model solving unit, used to solve the provincial spot market clearing model, obtain the provincial winning active power of the unit and the unit active power, and calculate the node marginal electricity price; The provincial spot market clearing result release unit is used to release the provincial spot market clearing results, including the unit's provincial winning active power, unit active power and node marginal electricity price.

10. An electronic device comprising a memory, a processor, and a computer program stored in the memory and executable on the processor, characterized in that: When the computer program is loaded into the processor, the provincial spot market clearing method according to any one of claims 1 to 8 is implemented.

11. A computer-readable storage medium storing a computer program, characterized in that: When the computer program is executed by the processor, the provincial spot market clearing method according to any one of claims 1-8 is implemented.

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