Electric power spot day-ahead market coal-fired unit gross profit deconstruction analysis algorithm

Abstract

The invention discloses a gross profit deconstruction analysis algorithm for a coal-fired unit in an electric power spot day-ahead market, and the algorithm carries out the reverse analysis of the relation between the clearing price of the electric power spot day-ahead market and the actual clearing power of the coal-fired unit. The day-ahead clearing electric quantity is decomposed into four parts of planned transaction, medium and long term contract out-of-limit transaction, less clearing forced transaction and more clearing forced transaction, and the influence value of each factor on the day-ahead clearing electric charge and gross profit is calculated. In the specific implementation process, the algorithm analyzes the clearing electric quantity, the clearing electric charge and the clearing gross profit of each transaction clearing period in detail. According to the method, the understanding of enterprises on revenue composition is improved, the enterprises are helped to make more intelligent decisions when facing complex market environments, and the economic benefits and the market competitiveness are improved. In addition, the algorithm is beneficial to identifying potential risks and improving transaction strategies, a powerful data analysis tool is provided for enterprises, and the perspective analysis capability of transaction data of power generation enterprises is improved.

Description

Technical Field

[0001] The present invention relates to the technical field of power spot market analysis, and in particular to a gross profit deconstruction analysis algorithm for coal-fired units in the power spot day-ahead market. Background Art

[0002] The medium- and long-term electricity market has been officially operational since 2015. In September 2023, the National Development and Reform Commission and the National Energy Administration issued a notice on the issuance of the "Basic Rules for the Electricity Spot Market (Trial)" to gradually promote the operation of the electricity spot market. The electricity spot market will be divided into 96 time periods of 15 minutes each day. D-day day-ahead electricity energy transactions will be carried out on D-1, and the transaction objects will be the power generation and consumption from the next natural day to the next working day. Each natural day contains 96 trading clearing periods (00:15-24:00), and each 15 minutes is a trading clearing period. A 96-point day-ahead clearing price curve is formed based on factors such as electricity supply and demand.

[0003] In the spot electricity day-ahead market, coal-fired power generation units are cleared separately with 96 trading clearing periods as the time granularity, generating day-ahead cleared electricity volume and day-ahead cleared electricity charges for 96 trading clearing periods every day.

[0004] Reference document: "Basic Rules of Electricity Spot Market (Trial Implementation)".

[0005] like Figure 1 The figure shows the clearing price curve of the electricity spot market on the day-ahead.

[0006] like Figure 2 As shown, it is the revenue details of each transaction clearing period from 0:00 to 4:00 on a certain day in the spot day-ahead market of coal-fired units.

[0007] For the spot day-ahead market, there are many factors that affect the revenue of coal-fired power generation units, such as unit output quotation plan (planned transaction), medium- and long-term contract over-limit transactions, under-clearing forced transactions, and over-clearing forced transactions. Currently, there is no deconstruction analysis function for the day-ahead clearing electricity fee and day-ahead clearing gross profit in the spot day-ahead market. Therefore, coal-fired power generation companies cannot clearly understand the sources of the day-ahead clearing electricity fee and day-ahead clearing gross profit, and cannot adjust the unit output quotation strategy in a targeted manner based on the clearing electricity fee and gross profit results.

[0008] The deviation between the day-ahead clearing electricity volume of coal-fired units and the expected quotation will lead to the deviation between the actual revenue and gross profit and the expected revenue and gross profit of the planned transaction. Deconstructing the reasons for the deviation of the day-ahead clearing electricity volume of coal-fired units and the impact on the actual revenue and gross profit is of guiding significance for the analysis and adjustment of the quotation strategy of coal-fired power generation units. Summary of the invention

[0009] The present invention discloses a gross profit deconstruction and analysis algorithm for coal-fired units in the electricity spot day-ahead market, which is applied to the fields of revenue analysis and profit analysis of generator sets in the electricity spot day-ahead market. In the electricity spot day-ahead market, the factors affecting the day-ahead clearing electricity quantity of coal-fired units are perspectively deconstructed, and the influence value of each factor on the day-ahead clearing electricity fee and the day-ahead clearing electricity fee is calculated.

[0010] The algorithm of the present invention disassembles the components of power clearing: including planned transactions, medium- and long-term contract over-limit transactions, less clearing forced transactions, and more clearing forced transactions;

[0011] The day-ahead clearing electricity is decomposed and calculated based on four factors:

[0012] 1. Planned transaction settlement electricity; 2. Medium- and long-term contract over-limit transaction settlement electricity; 3. Less forced transaction settlement electricity; 4. More forced transaction settlement electricity;

[0013] The day-ahead electricity fee is decomposed and calculated based on four factors:

[0014] 1. Electricity charges for planned transactions; 2. Electricity charges for medium- and long-term contracts exceeding the limit; 3. Electricity charges for forced transactions due to less clearing; 4. Electricity charges for forced transactions due to more clearing;

[0015] The daily liquidation gross profit is decomposed and calculated according to four factors:

[0016] 1. Gross profit from planned transaction settlement; 2. Gross profit from over-limit transaction settlement of medium and long-term contracts; 3. Gross profit from under-clearing forced transaction settlement; 4. Gross profit from over-clearing forced transaction settlement.

[0017] The specific steps are as follows:

[0018] Step 1: Disassemble the components of power clearing: including planned transactions, medium- and long-term contract over-limit transactions, less clearing forced transactions, and more clearing forced transactions;

[0019] Step 2: Calculate the contribution of each factor to clearing electricity:

[0020] First calculate the contribution of over-limit trading electricity in medium- and long-term contracts:

[0021] When P 中长期-D日-X <P 下限-D日 When P 越限-D日-X =P 下限-D日 -P 中长期-D日-X ;

[0022] When P 中长期-D日-X >P 上限-D日 When P 越限-D日-X =P 上限-D日 -P 中长期-D日-X ;

[0023] When P 中长期-D日-X ∈[P 下限-D日 , P 上限-D日 ], P 越限-D日-X =0.

[0024] Then, three types of factors are calculated according to different situations: planned transactions, transactions beyond the limit of medium and long-term contracts, forced transactions due to under-clearing, and forced transactions due to over-clearing.

[0025] Case 1: Only planned transactions and medium- and long-term contract over-limit transactions are included:

[0026] P 越限-D日-X Calculated as above;

[0027] P 计划-D日-X =P 出清-D日-X -P 中长期-D日-X -P 越限-D日-X ;

[0028] P 少出清-D日-X =0;

[0029] P 多出清-D日-X =0.

[0030] Case 2: Contains only planned transactions, medium- and long-term contract limit-breaking transactions, and few forced transactions:

[0031] P 越限-D日-X Calculated as above;

[0032] P 计划-D日-X =P 起D日-n -P 中长期-D日-X -P 越限-D日-X ;

[0033] P 少出清-D日-X =P 出清-D日-X -P 起D日-n ;

[0034] P 多出清-D日-X =0.

[0035] Case 3: Only includes planned transactions, medium- and long-term contract over-limit transactions, and forced liquidation transactions:

[0036] P 越限-D日-X Calculated as above;

[0037] P 计划-D日-X =P 终D日-n -P 中长期-D日-X -P 越限-D日-X ;

[0038] P 少出清-D日-X =0;

[0039] P 多出清-D日-X =P 出清-D日-X -P终D日-n .

[0040] Among them, P 计划-D日-X The planned trading power of coal-fired unit X in a certain trading clearing period on day D,

[0041] P 出清-D日-X The clearing power of coal-fired unit X in a certain transaction clearing period on day D,

[0042] P 中长期-D日-X The medium- and long-term contract power of a transaction clearing period X on D day,

[0043] P 越限-D日-X The over-limit transaction power of the coal-fired unit medium- and long-term contract in a certain transaction clearing period X on day D,

[0044] P 下限-D日 The lower limit of coal-fired unit output on D day,

[0045] P 上限-D日 The output limit of coal-fired units on D-day.

[0046] P 少出清-D日-X The coal-fired unit X under-cleared forced trading output in a certain trading clearing period on day D,

[0047] P 起D日-n The starting point of the nth output section of the coal-fired unit’s previous quotation on D day,

[0048] P 多出清-D日-X is the excess clearing of forced trading power by coal-fired unit X in a certain trading clearing period on day D,

[0049] P 终D日-n It is the end point of the nth output section of the coal-fired unit’s previous quotation on day D.

[0050] Step 3: Calculate the clearing power impact value of each factor. For each transaction clearing period, the calculation is as follows:

[0051] (1) D-day X period - planned transaction settlement electricity:

[0052] Q 计划-D日-X =P 计划-D日-X ×(100%-η D )×T;

[0053] (2) D-day X period - medium and long-term contract over-limit transaction clearing electricity volume:

[0054] Q 越限-D日-X =P 越限-D日-X ×(100%-η D )×T;

[0055] (3) D-day X period - less forced transaction clearing electricity:

[0056] Q 少出清-D日-X =P 少出清-D日-X ×(100%-η D )×T;

[0057] (4) D-day X period - more liquidation of forced transaction liquidation electricity:

[0058] Q 多出清-D日-X =P 多出清-D日-X ×(100%-η D )×T.

[0059] Where Q represents the clearing quantity of each transaction clearing period, and the subscripts represent different types of transactions; η D represents the power consumption rate of coal-fired units on D day; T represents the duration of each transaction clearing period in the day-ahead market;

[0060] Step 4: Calculate the impact value of each factor on the clearing electricity cost. According to the clearing electricity quantity, calculate the corresponding clearing electricity cost, including:

[0061] (1) D-day X period - planned transaction settlement electricity fee:

[0062] R 计划-D日-X =Q 计划-D日-X ×J 日前-D日-X ;

[0063] (2) D-day X period - liquidation electricity fee for medium and long-term contracts exceeding the limit transaction:

[0064] R 越限-D日-X =Q 越限-D日-X ×J 日前-D日-X ;

[0065] (3) D-day X period - less clearing of forced trade clearing electricity charges:

[0066] R 少出清-D日-X =Q 少出清-D日-X ×J 日前-D日-X ;

[0067] (4) D-day X period - long-clearance forced transaction settlement electricity fee:

[0068] R 多出清-D日-X =Q 多出清-D日-X ×J 日前-D日-X .

[0069] Where: R represents the clearing electricity fee for each transaction clearing period, and the subscripts represent different types of transactions; J 日前-D日-X It is the day-ahead electricity clearing price.

[0070] Step 5: Calculate the impact value of each factor on the liquidation gross profit, deduct the unit variable cost of the coal-fired unit on the day from the liquidation electricity fee, and get:

[0071] (1) D-day X period - gross profit of planned transaction liquidation:

[0072] G 计划-D日-X =R 计划-D日-X -C 单位-D日 ×Q 计划-D日-X ;

[0073] (2) D-day X period - gross profit from liquidation of medium- and long-term contracts beyond the limit:

[0074] G 越限-D日-X =R 越限-D日-X -C 单位-D日 ×Q 越限-D日-X ;

[0075] (3) D-day X period - less liquidation of forced trades gross profit:

[0076] G 少出清-D日-X =R 少出清-D日-X -C 单位-D日 ×Q 少出清-D日-X ;

[0077] (4) D-day X period - long liquidation forced transaction liquidation gross profit:

[0078] G 多出清-D日-X =R 多出清-D日-X -C 单位-D日 ×Q 多出清-D日-X .

[0079] Where: G represents the gross profit of each transaction clearing period, and the subscripts represent different types of transactions; C 单位-D日 is the unit variable cost of the coal-fired unit on D day.

[0080] Step 6: Summarize the impact values. There are 96 trading clearing periods every day. Get the gross profit on D-day. Sum up each trading clearing period by item, and you can get the impact values ​​of the four factors on the gross profit of coal-fired units in the market on D-day:

[0081] (1) Gross profit of planned trading settlement on D day:

[0082]

[0083] (2) Gross profit from liquidation of over-limit transactions of medium- and long-term contracts on D-day:

[0084]

[0085] (3) Gross profit from forced trade liquidation due to less liquidation on D-day:

[0086]

[0087] (4) Gross profit from forced trading liquidation on D-day:

[0088]

[0089] Furthermore, the total gross profit of the coal-fired unit on the day before the market on unit D is G, which is the sum of the four factors in step 6. 总-D日 ;

[0090] G 总-D日 =G 计划-D日 +G 少出清-D日 +G 多出清-D日 +G 越限-D日 .

[0091] Divide the gross profit of the unit on D day of a single factor by the total gross profit of the coal-fired units in the market before the unit on D day and multiply it by 100%, and you can see the impact of various factors on the gross profit of the coal-fired units on the entire D day:

[0092] (1) The impact of the gross profit of planned transaction settlement on D-day on the total gross profit of coal-fired units settled on D-day:

[0093] Y 计划-D日 =(G 计划-D日 ÷G 总-D日 )×100%;

[0094] (2) The impact of the gross profit of liquidation of medium- and long-term contracts beyond the limit on D-day on the total gross profit of liquidation of coal-fired units on D-day:

[0095] Y 越限-D日 =(G 越限-D日 ÷G 总-D日 )×100%;

[0096] (3) The impact of the gross profit of forced transactions due to less liquidation on D-day on the total gross profit of coal-fired units on D-day:

[0097] Y 少出清-D日 =(G 少出清-D日 ÷G 总-D日 )×100%;

[0098] (4) The impact of the forced transaction liquidation gross profit on the D-day on the total liquidation gross profit of the coal-fired units on the D-day:

[0099] Y 多出清-D日 =(G 多出清-D日 ÷G 总-D日 )×100%.

[0100] Further description of the above scheme, J 日前-D日-X is the day-ahead electricity clearing price, in CNY / MWh; R represents the clearing electricity fee for each transaction clearing period, and the subscripts represent different types of transactions, in CNY.

[0101] Compared with the prior art, the present invention has the following beneficial effects:

[0102] The reverse deduction method adopted by the present invention realizes the analysis of the three key indicators of "day-ahead settlement power", "day-ahead settlement electricity fee" and "day-ahead settlement gross profit", disassembles the four factors that affect the above indicators, and calculates the impact of each factor on the above indicators. This calculation method provides accurate data reference for coal-fired power generation companies, points out the impact of various factors on key indicators, assists market players in adjusting the quotation strategy of the tiered output quotation in the power spot market, reduces the negative impact of adverse factors on key indicators, and enhances the trading ability and risk hedging ability of power generation companies.

[0103] Through the coal-fired unit gross profit deconstruction analysis algorithm provided by the present invention, coal-fired power generation enterprises can accurately understand the specific revenue and gross profit composition of each trading period. This enables enterprises to make better decisions based on actual data when adjusting quotation strategies, thereby directly improving economic benefits. It provides strong data support for the management of coal-fired power generation enterprises, enabling them to quickly review the market after the daily spot market is cleared before the day, identify problems and formulate improvement measures. Accurate data analysis helps enterprises respond quickly to market changes and improve decision-making efficiency and accuracy. The analysis algorithm provided by the present invention can help enterprises predict possible risk points in advance, such as the additional costs caused by under-clearing forced transactions or over-clearing forced transactions. By identifying these risk factors in advance, enterprises can take preventive measures to reduce the probability of adverse events and ensure stable operations and profits. The present invention helps to promote the continuous improvement of market mechanisms, promote the rational allocation of power resources, and improve the operating efficiency of the entire power system. BRIEF DESCRIPTION OF THE DRAWINGS

[0104] In order to more clearly illustrate the technical solutions in the embodiments of the present invention, the drawings required for use in the description of the embodiments will be briefly introduced below. Obviously, the drawings described below are only some embodiments of the present invention. For ordinary technicians in this field, other drawings can be obtained based on these drawings without creative work.

[0105] Figure 1 The clearing price curve for the electricity spot market on the day-ahead;

[0106] Figure 2 It is the revenue details of each transaction clearing period from 0:00 to 4:00 on a certain day in the spot day-ahead market of coal-fired units;

[0107] Figure 3 This is a schematic diagram of the tiered output quotation for local units;

[0108] Figure 4This is a schematic diagram of the formation principle of the day-ahead electricity energy clearing price;

[0109] Figure 5 This is a schematic diagram of the formation principle of coal-fired unit clearing power in the day-ahead market;

[0110] Figure 6 This is a schematic diagram of the deviation of coal-fired unit output from the quotation expectation in the day-ahead market;

[0111] Figure 7 Schematic diagram of electricity trading for the plan;

[0112] Figure 8 To clear less forced trades, planned trades power schematics;

[0113] Fig. 9 To clear more forced transactions and planned transactions power schematic diagram;

[0114] Fig.10 Schematic diagram of nine coal-fired unit clearing models;

[0115] Fig.11 This is a flow chart for analyzing the revenue and gross profit of coal-fired units in the current market.

[0116] Glossary:

[0117] 1) Planned trading: The situation where the power generation contracts are sold due to over-generation within the planned quoted output range of the unit, and the power generation contracts are bought due to under-generation.

[0118] 2) Over-limit transactions of medium- and long-term contracts: In the spot day-ahead market, the medium- and long-term contract power is greater than the output upper limit, resulting in under-generation and forced to buy power contracts, or the medium- and long-term total power is less than the output lower limit, resulting in over-generation and forced to sell power contracts.

[0119] 3) Less clearing of forced transactions: In the spot day-ahead market, due to the non-marginal pricing area where the unit is located, deep peak regulation, and safety verification load reduction, there is a situation where the power generation is insufficient and the buyer is forced to buy the power contract.

[0120] 4) Forced transactions due to excessive clearing: The quotations of coal-fired units during a certain transaction clearing period are too high compared with the quotations of most market units, triggering the "three oligopolies" mechanism (the quotations of the three highest power generation entities in the spot market on the day before cause the clearing price of the zone to increase by more than 30 yuan / MWh, and the clearing price exceeds the benchmark price of coal-fired units (391 yuan / MWh), canceling the pricing power of the "three oligopolies" coal-fired units), resulting in over-generation and forced selling of electricity contracts.

[0121] The above drawings have shown clear embodiments of the present invention, which will be described in more detail below. These drawings and text descriptions are not intended to limit the scope of the present invention in any way, but to illustrate the concept of the present invention for those skilled in the art by referring to specific embodiments. DETAILED DESCRIPTION

[0122] The following will be combined with the drawings in the embodiments of the present invention to clearly and completely describe the technical solutions in the embodiments of the present invention. Obviously, the described embodiments are part of the embodiments of the present invention, not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by ordinary technicians in this field without creative work are within the scope of protection of the present invention.

[0123] To make the technical solutions and advantages of the present invention more clear, the embodiments of the present invention will be described in further detail below with reference to the accompanying drawings.

[0124] Before describing the present invention, it is necessary to understand the formation principle of the day-ahead electricity clearing price of power generators in the electricity spot market.

[0125] There are many types of power sources in the electricity spot market: coal-fired power generation, gas-fired power generation, wind power generation, photovoltaic power generation, and inter-regional power transmission. The pricing units that actually participate in the formation of the clearing price are coal-fired units. On D-1, all the centrally dispatched coal-fired units will make tiered quotations for different power generation capacities according to their own conditions, forming a tiered output quotation curve with up to 10 sections, as shown below: Figure 3 shown.

[0126] The market organizer collects the tiered output quotations of all the centrally dispatched coal-fired units to form a tiered quotation set for all coal-fired units in the market on D day. The market coal-fired unit load in each transaction clearing period (every 15 minutes) on D day is used as the margin of the X-axis of the tiered quotation set, and the corresponding Y value is the day-ahead electricity energy clearing price, forming a 96-point day-ahead electricity energy clearing price curve, as shown in Figure 4 shown.

[0127] In addition, it is also necessary to understand the principle of coal-fired unit clearing in the electricity spot market:

[0128] The day-ahead unit output refers to the unit output curve formed based on the quotation of a single unit.

[0129] The day-ahead electricity clearing price for each trading clearing period (every 15 minutes) on D-day obtained above is used as the margin of the Y-axis of the step output quotation curve of each coal-fired unit. The corresponding X value is the day-ahead unit output, forming a 96-point day-ahead unit output curve.

[0130] from Figure 4Given the clearing price curve of electricity energy at 96:00 on D day, taking the clearing period from 07:00 to 07:15 on D day as an example, the clearing price of electricity energy at this time is 600 yuan / MWh. Figure 5 By comparing the step output quotation curve of coal-fired units on D day, it can be concluded that when the unit clearing power at this time is 750MW-800MW, it meets the quotation expectations of coal-fired units. By analogy, taking the clearing price of electricity energy at 96 o'clock on the day as the clearing margin, we can get the following: Figure 5 The unit output curve at 96 o'clock on the day before is shown.

[0131] But the actual situation is not like this. Figure 6 As shown, the actual winning bid output of the unit on the day-ahead may be less than 750MW or greater than 800MW, which does not meet the quotation expectations of the coal-fired unit. The reason for the deviation between the coal-fired unit’s day-ahead clearing power and the quotation expectations is the factors of “overrunning of medium- and long-term contracts, less clearing of forced transactions, and more clearing of forced transactions” mentioned above. The deviation between the coal-fired unit’s day-ahead clearing power and the quotation expectations will cause the actual revenue and gross profit to deviate from the expected revenue and gross profit of the planned transaction. Deconstructing the reasons for the deviation of the coal-fired unit’s day-ahead clearing power and the impact on the actual revenue and gross profit is of guiding significance for the analysis and adjustment of the quotation strategy of coal-fired power generation units.

[0132] Since the day-ahead clearing electricity quantity and day-ahead clearing electricity charges in the electricity spot market are only disclosed according to each transaction clearing period (every 15 minutes), the composition of the day-ahead clearing electricity quantity and day-ahead clearing electricity charges are undisclosed information. It is impossible to directly obtain the reasons why the day-ahead clearing electricity quantity of coal-fired units deviates from the trading plan and the impact on actual revenue and gross profit from the electricity spot market.

[0133] The present invention adopts reverse analysis, by analyzing and comparing the clearing price of the electricity spot market and the clearing power of coal-fired units, decomposes the output of coal-fired units in the day-ahead market into four factors, and then calculates the clearing electricity, clearing electricity charges, and clearing gross profit generated by each factor. The following describes the decomposition method of the output of coal-fired units in the day-ahead market, the clearing electricity, clearing electricity charges, and clearing gross profit generated by each factor.

[0134] The specific steps include: Fig.11 As shown,

[0135] Step 1:

[0136] Disassemble the components of electricity clearing: including planned transactions, over-limit transactions under medium- and long-term contracts, less-clearing forced transactions, and more-clearing forced transactions.

[0137] Step 2:

[0138] Calculate the contribution of each factor to clearing electricity:

[0139] Calculation parameter definition: The upper limit of the output of the coal-fired unit on D day, denoted as P 上限-D日 ; The lower limit of coal-fired unit output on D day, denoted as P 下限-D日 ; The medium- and long-term contract power of a transaction clearing period X on day D is recorded as P 中长期-D日-X ; The day-ahead electricity clearing price of a transaction clearing period X on day D is denoted by J 日前-D日-X , in CNY / MWh; the clearing power of coal-fired unit X in a transaction clearing period on day D is denoted as P 出清-D日-X ; The nth segment of the day-ahead quotation of the coal-fired unit on D is recorded as J 报D日-n ; The starting point of the nth output of the coal-fired unit on the day of D is recorded as P 起D日-n The output end point of the nth stage of the coal-fired unit’s previous quotation on day D is recorded as P 终D日-n .

[0140] The planned trading power of coal-fired unit X in a certain trading clearing period on day D is denoted as P 计划-D日-X ; The coal-fired unit X under-cleared forced trading output in a certain trading clearing period on day D, denoted as P 少出清-D日-X ; The excess clearing of forced trading power by coal-fired units X in a certain trading clearing period on day D is recorded as P 多出清-D日-X ; The over-limit transaction power of the medium- and long-term contract of the coal-fired unit X in a certain transaction clearing period on day D is recorded as P 越限-D日-X .

[0141] Over-limit trading of medium- and long-term contracts: When a transaction is cleared during the D-day period P 中长期-D日-X <P 下限-D日 (P is determined by unit performance indicators such as maintenance, heating, and minimum technical output 下限-D日 ) or P 中长期-D日-X >P 上限-D日 (P is determined by unit performance indicators such as maintenance, heating, and maximum technical output 上限-D日 ), the unit output will be limited and forced to conduct medium- and long-term contract over-limit transactions, selling or buying electricity contracts:

[0142] When P 中长期-D日-X <P 下限-D日 When P 越限-D日-X =P 下限-D日 -P 中长期-D日-X ;

[0143] When P 中长期-D日-X >P 上限-D日 When P 越限-D日-X =P 上限-D日 -P 中长期-D日-X ;

[0144] When P 中长期-D日-X ∈[P 下限-D日 , P 上限-D日 ], P 越限-D日-X =0.

[0145] Only includes planned transactions and mid- and long-term contract over-limit transactions:

[0146] Condition: If Figure 7 As shown,

[0147] 1) When J 日前-D日-X ∈[J 报D日-n ,J 报D日-n+1 )hour,

[0148] The corresponding planned trading output range: [P 起D日-n , P 终D日-n );

[0149] Satisfy P 出清-D日-X ∈[P 起D日-n , P 终D日-n );

[0150] Calculation results:

[0151] Since the unit's cleared power a day ago is between the starting and ending points of the quoted output corresponding to the market clearing price, the cleared power meets the expectations of the quotation strategy, so the planned transaction power is:

[0152] P 计划-D日-X =P 出清-D日-X -P 中长期-D日-X -P 越限-D日-X ;

[0153] Figure 7 Case P 越限-D日-X The output limit is not exceeded, so

[0154] P 越限-D日-X =0;

[0155] In this case, there is no forced trade under-clearance or forced trade over-clearance:

[0156] Right now:

[0157] P 少出清-D日-X =0;

[0158] P 多出清-D日-X =0.

[0159] Only planned transactions, medium- and long-term contract over-limit transactions, and less forced transactions:

[0160] Condition: If Figure 8 As shown,

[0161] 1) When J 日前-D日-X ∈[J 报D日-n ,J 报D日-n+1 )hour,

[0162] The corresponding planned trading output range: [P起D日-n , P 终D日-n )

[0163] Satisfy P 出清-D日-X ∈[P 下限-D日 , P 起D日-n ).

[0164] Calculation results:

[0165] Since the unit's day-ahead cleared electricity was less than the starting point of the quoted output corresponding to the market clearing price, the cleared electricity was lower than expected by the quotation strategy. Therefore, the output consisted of two parts: under-cleared forced transactions and planned transaction output.

[0166] In the case of less clearing, the power that must be cleared reaches the starting point of the output range corresponding to the quotation to meet the transaction expectations. The planned transaction power is:

[0167] P 计划-D日-X =P 起D日-n -P 中长期-D日-X -P 越限-D日-X ,

[0168] Figure 8 Case P 越限-D日-X The output limit is not exceeded, so

[0169] P 越限-D日-X =0;

[0170] The actual clearing is less than the starting point of the output range corresponding to the quotation, thus causing the difference, that is, the less cleared forced trading power is:

[0171] P 少出清-D日-X =P 出清-D日-X -P 起D日-n ;

[0172] In this case, there is no forced trade situation:

[0173] P 多出清-D日-X =0.

[0174] Only includes planned transactions, mid- and long-term contract over-limit transactions, and forced liquidation transactions:

[0175] Conditions: If Fig. 9 As shown,

[0176] 1) When J 日前-D日-X ∈[J 报D日-n ,J 报D日-n+1 )hour,

[0177] The corresponding planned trading output range: [P 起D日-n , P 终D日-n ),

[0178] Satisfy P 出清-D日-X∈[P 终D日-n , P 上限-D日 ].

[0179] Calculation results:

[0180] Since the unit's cleared power a day ago is greater than or equal to the quoted output endpoint of the market clearing price, the cleared power is higher than the quotation strategy expectations, so the output consists of more clearing forced transactions and planned transaction outputs.

[0181] In the case of over-clearing, the power must be cleared to reach the end of the output range corresponding to the quotation to meet the transaction expectations. The planned transaction power is:

[0182] P 计划-D日-X =P 终D日-n -P 中长期-D日-X -P 越限-D日-X ;

[0183] Fig. 9 Case P 越限-D日-X The output limit is not exceeded, so

[0184] P 越限-D日-X =0;

[0185] The actual clearing is greater than the end point of the output range corresponding to the quotation, thus causing the difference, that is, the excess clearing of forced trading power is:

[0186] P 多出清-D日-X =P 出清-D日-X -P 终D日-n ;

[0187] In this case, there is no forced transaction of under-clearance:

[0188] P 少出清-D日-X =0.

[0189] According to the above situation deconstruction method and unit clearing judgment mechanism, nine clearing models will be combined, such as Fig.10 shown.

[0190] Step 3:

[0191] Calculate the impact value of each factor on the clearing electricity. For each transaction clearing period, the power consumption rate of the coal-fired unit on day D is denoted as η D ; The duration of each transaction clearing period in the day-ahead market is recorded as T; The planned transaction clearing electricity of coal-fired unit X in a transaction clearing period on day D is recorded as Q 计划-D日-X ; The amount of electricity that was less cleared by coal-fired unit X during a certain trading clearing period on day D is recorded as Q 少出清-D日-X ; The excess clearing power of coal-fired unit X in a certain transaction clearing period on day D is recorded as Q 多出清-D日-X; The clearing electricity of the coal-fired unit medium- and long-term contract over-limit transaction in a certain transaction clearing period X on day D, recorded as Q 越限-D日-X .

[0192] Calculation of day-ahead clearing electricity:

[0193] Taking into account that the statistical metering point for clearing electricity is the generator end, and the statistical metering point for the day-ahead clearing electricity is the grid-connected point, it is necessary to propose the impact of plant electricity consumption on the calculation results and calculate the clearing electricity for each transaction clearing period.

[0194] D-day X period - planned transaction settlement power:

[0195] Q 计划-D日-X =P 计划-D日-X ×(100%-η D )×T;

[0196] D-day X period - medium and long-term contract over-limit transaction clearing electricity:

[0197] Q 越限-D日-X =P 越限-D日-X ×(100%-η D )×T;

[0198] D-day X period - less forced transaction clearing power:

[0199] Q 少出清-D日-X =P 少出清-D日-X ×(100%-η D )×T;

[0200] D-day X period - long-term forced transaction liquidation power:

[0201] Q 多出清-D日-X =P 多出清-D日-X ×(100%-η D )×T.

[0202] Step 4:

[0203] Calculate the impact of each factor on the clearing electricity cost, and calculate the corresponding clearing electricity cost based on the clearing electricity quantity.

[0204] Calculation parameter definition:

[0205] The planned transaction settlement electricity fee of coal-fired unit X in a transaction clearing period on day D is recorded as R 计划-D日-X ; The electricity fee for forced trading settlement of coal-fired unit X in a certain trading clearing period on day D is recorded as R 少出清-D日-X ; The over-clearing forced transaction settlement electricity fee of coal-fired unit X in a certain transaction clearing period on day D is recorded as R 多出清-D日-X ; The clearing electricity fee for the coal-fired unit medium- and long-term contract over-limit transaction in a certain transaction clearing period X on day D is recorded as R 越限-D日-XR represents the clearing electricity fee for each transaction clearing period, and the subscripts represent different types of transactions, in CNY.

[0206] The day-ahead clearing electricity charges generated by various situations in a certain transaction clearing period X on day D are calculated only with the clearing electricity quantity and the day-ahead electricity energy clearing price J. 日前-D日-X Related.

[0207] D-day X period-planned transaction clearing electricity fee:

[0208] R 计划-D日-X =Q 计划-D日-X ×J 日前-D日-X ;

[0209] D-day X period - Medium and long-term contract over-limit transaction clearing electricity fee:

[0210] R 越限-D日-X =Q 越限-D日-X ×J 日前-D日-X ;

[0211] D-day X period - less clearing of forced transaction clearing electricity fee:

[0212] R 少出清-D日-X =Q 少出清-D日-X ×J 日前-D日-X ;

[0213] D-day X period - long-clearance forced transaction clearing electricity fee:

[0214] R 多出清-D日-X =Q 多出清-D日-X ×J 日前-D日-X .

[0215] Step 5:

[0216] Calculate the impact value of each factor on the liquidation gross profit, deduct the unit variable cost of the coal-fired unit on the day from the liquidation electricity fee, and define the calculation parameters:

[0217] The gross profit of the planned transaction settlement of coal-fired unit X in a certain transaction clearing period on day D is recorded as G 计划-D日-X ; The gross profit of forced transaction liquidation of coal-fired unit X in a certain transaction clearing period on day D is recorded as G 少出清-D日-X ; The gross profit of forced trading liquidation of coal-fired unit X in a certain trading clearing period on day D is recorded as G 多出清-D日-X ; The gross profit of the over-limit transaction liquidation of the medium- and long-term contract of the coal-fired unit X in a certain transaction clearing period on D day is recorded as G 越限-D日-X .

[0218] The unit variable cost of the coal-fired unit on D day is denoted as C 单位-D日 ; The gross profit of the planned transaction settlement of the coal-fired unit on D day is recorded as G 计划-D日; The gross profit of forced trading liquidation of coal-fired units on D day is recorded as G 少出清-D日 ; The gross profit of forced trading liquidation of coal-fired units on D day is recorded as G 多出清-D日 ; On D day, the gross profit of the liquidation of the medium- and long-term contracts of coal-fired units beyond the limit transaction is recorded as G 越限-D日 .

[0219] The day-ahead settlement gross profit generated by various situations during the clearing period X of a certain transaction on D day should be deducted from the unit variable cost of the coal-fired unit on that day based on the clearing electricity fee. The unit variable cost is the cost of coal consumption, environmental protection, etc. generated by the coal-fired unit for each additional unit of electricity generated.

[0220] D-day X period - planned transaction liquidation gross profit:

[0221] G 计划-D日-X =R 计划-D日-X -C 单位-D日 ×Q 计划-D日-X ;

[0222] D-day X period - medium and long-term contract over-limit transaction liquidation gross profit:

[0223] G 越限-D日-X =R 越限-D日-X -C 单位-D日 ×Q 越限-D日-X ;

[0224] D-day X period - less liquidation of forced trades liquidation gross profit:

[0225] G 少出清-D日-X =R 少出清-D日-X单位-D日 ×Q 少出清-D日-X ;

[0226] D-day X period - long liquidation forced transaction liquidation gross profit:

[0227] G 多出清-D日-X =R 多出清-D日-X -C 单位-D日 ×Q 多出清-D日-X .

[0228] Step 6: Summarize the impact values. There are 96 trading clearing periods every day. Get the gross profit on D-day. Sum up each trading clearing period by item, and you can get the impact values ​​of the four factors on the gross profit of coal-fired units in the market on D-day:

[0229] (1) Gross profit of planned trading settlement on D day:

[0230]

[0231] (2) Gross profit from liquidation of over-limit transactions of medium- and long-term contracts on D-day:

[0232]

[0233] (3) Gross profit from forced trade liquidation due to less liquidation on D-day:

[0234]

[0235] (4) Gross profit from forced trading liquidation on D-day:

[0236]

[0237] The sum of the four factors in step 6 is the total gross profit of the coal-fired unit on the day before the market on unit D G. 总-D日 :

[0238] G 总-D日 =G 计划-D日 +G 少出清-D日 +G 多出清-D日 +G 越限-D日 .

[0239] Divide the gross profit of the unit on D day of a single factor by the total gross profit of the coal-fired units in the market before the unit on D day and multiply it by 100%, and you can see the impact of various factors on the gross profit of the coal-fired units on the entire D day:

[0240] (1) The impact of the gross profit of planned transaction settlement on D-day on the total gross profit of coal-fired units settled on D-day:

[0241] Y 计划-D日 =(G 计划-D日 ÷G 总-D日 )×100%;

[0242] (2) The impact of the gross profit of liquidation of medium- and long-term contracts beyond the limit on D-day on the total gross profit of liquidation of coal-fired units on D-day:

[0243] Y 越限-D日 =(G 越限-D日 ÷G 总-D日 )×100%;

[0244] (3) The impact of the gross profit of forced transactions due to less liquidation on D-day on the total gross profit of coal-fired units on D-day:

[0245] Y 少出清-D日 =(G 少出清-D日 ÷G 总-D日 )×100%;

[0246] (4) The impact of the forced transaction liquidation gross profit on the D-day on the total liquidation gross profit of the coal-fired units on the D-day:

[0247] Y 多出清-D日 =(G 多出清-D日 ÷G 总-D日 )×100%.

[0248] In summary, the algorithm achieves a detailed deconstruction of the day-ahead clearing electricity volume, clearing electricity charges, and clearing gross profit by reversely analyzing the relationship between the clearing price of the electricity spot market and the actual clearing electricity volume of coal-fired units. By quantitatively analyzing the specific influencing factors of each transaction clearing period, the present invention not only provides accurate data support for coal-fired power generation enterprises, but also significantly improves the decision-making ability and economic benefits of enterprises in a complex market environment.

[0249] Those skilled in the art will readily appreciate other embodiments of the present invention after considering the specification and practicing the present invention. This application is intended to cover any variations, uses or adaptations of the present invention that follow the general principles of the present invention and include common knowledge or customary techniques in the art that are not disclosed by the present invention. The specification and examples are to be considered exemplary only, and the true scope and spirit of the present invention are indicated by the claims above.

[0250] It should be understood that the present invention is not limited to the exact construction that has been described above and shown in the drawings and that various modifications and changes may be made without departing from the scope thereof. The scope of the present invention is limited only by the appended claims.

Claims

1. An algorithm for deconstructing and analyzing the gross profit of coal-fired units in the electricity spot day-ahead market, characterized by: Step 1: Disassemble the components of power clearing: including planned transactions, medium- and long-term contract over-limit transactions, less clearing forced transactions, and more clearing forced transactions; Step 2: Calculate the contribution of each factor to clearing electricity: Over-limit transactions of medium and long-term contracts: Planned Transaction: Less liquidation of forced trades: More liquidation of forced trades: Among them, P 计划-D日-X is the planned trading power of coal-fired unit X in a transaction clearing period on day D, P 出清-D日-X The clearing power of coal-fired unit X in a certain transaction clearing period on day D, P 中长期-D日-X The medium- and long-term contract power of a transaction clearing period X on D day, P 越限-D日-X is the over-limit transaction power of the coal-fired unit in the medium- and long-term contract during a certain transaction clearing period X on day D, P 下限-D日 The lower limit of coal-fired unit output on D day, P 上限-D日 The output limit of coal-fired units on D-day. P 少出清-D日-X is the forced trading output of coal-fired unit X in a certain trading clearing period on day D, P 起D日-n The starting point of the nth output section of the coal-fired unit’s previous quotation on D day, P 多出清-D日-X The excess clearing of forced trading power by coal-fired unit X in a certain trading clearing period on day D, P 终D日-n The end point of the nth stage of the coal-fired unit’s previous quotation on D day; Step 3: Calculate the clearing power impact value of each factor. For each transaction clearing period, the calculation is as follows: (1) D-day X period - planned transaction settlement electricity: Q 计划-D日-X =P 计划-D日-X ×(100%-η D )×T; (2) D-day X period - medium and long-term contract over-limit transaction clearing electricity volume: Q 越限-D日-X =P 越限-D日-X ×(100%-η D )×T; (3) D-day X period - less forced transaction clearing electricity: Q 少出清-D日-X =P 少出清-D日-X ×(100%-η D )×T; (4) D-day X period - more liquidation of forced transaction liquidation electricity: Q 多出清-D日-X =P 多出清-D日-X ×(100%-η D )×T; Where Q represents the clearing quantity of each transaction clearing period, and the subscripts represent different types of transactions; η D represents the power consumption rate of coal-fired units on D day; T represents the duration of each transaction clearing period in the day-ahead market; Step 4: Calculate the impact value of each factor on the clearing electricity cost. According to the clearing electricity quantity, calculate the corresponding clearing electricity cost, including: (1) D-day X period - planned transaction settlement electricity fee: R 计划-D日-X =Q 计划-D日-X ×J 日前-D日-X ; (2) D-day X period - liquidation electricity fee for medium- and long-term contracts exceeding the limit transaction: R 越限-D日-X =Q 越限-D日-X ×J 日前-D日-X ; (3) D-day X period - less clearing of forced trade clearing electricity charges: R 少出清-D日-X =Q 少出清-D日-X ×J 日前-D日-X ; (4) D-day X period - long-term forced transaction settlement electricity fee: R 多出清-D日-X =Q 多出清-D日-X ×J 日前-D日-X ; Where: R represents the clearing electricity fee for each transaction clearing period, and the subscripts represent different types of transactions; J 日前-D日-X The day-ahead electricity clearing price; Step 5: Calculate the impact value of each factor on the liquidation gross profit, deduct the unit variable cost of the coal-fired unit on the day from the liquidation electricity fee, and get: (1) D-day X period - gross profit of planned transaction liquidation: G 计划-D日-X =R 计划-D日-X -C 单位-D日 ×Q 计划-D日-X ; (2) D-day X period - gross profit from liquidation of medium- and long-term contracts beyond the limit: G 越限-D日-X =R 越限-D日-X -C 单位-D日 ×Q 越限-D日-X ; (3) D-day X period - less liquidation of forced trades gross profit: G 少出道-D日-X =R 少出清-D日-X -C 单位-D日 ×Q 少出清-D日-X ; (4) D-day X period - long liquidation forced transaction liquidation gross profit: G 多出清-D日-X =R 多出清-D日-X -C 单位-D日 ×Q 多出清-D日-X ; Where: G represents the gross profit of each transaction clearing period, and the subscripts represent different types of transactions; C 单位-D日 is the unit variable cost of the coal-fired unit on D day; Step 6: Summarize the impact values. There are 96 trading clearing periods every day. Get the gross profit on D-day. Sum up each trading clearing period by item, and you can get the impact values ​​of the four factors on the gross profit of coal-fired units in the market on D-day: (1) Gross profit of planned trading settlement on D day: (2) Gross profit from liquidation of over-limit transactions of medium- and long-term contracts on D-day: (3) Gross profit from forced trade liquidation due to less liquidation on D-day: (4) Gross profit from forced trading liquidation on D-day:

2. The algorithm for deconstructing and analyzing the gross profit of coal-fired units in the electricity spot day-ahead market according to claim 1 is characterized by: The sum of the four factors in step 6 is the total gross profit of the coal-fired unit on the day before the market on unit D G. 总-D日 ; G 总-D日 =G 计划-D日 +G 少出清-D日 +G 多出清-D日 +G 越限-D日 By dividing the gross profit of the unit on D day of a single factor by the total gross profit of the coal-fired units in the market before the unit on D day and then multiplying by 100%, we can see the impact factor of various factors on the gross profit of the coal-fired units on the entire D day (a positive number indicates that the total profit is positively or negatively affected by the transaction of this type, and a negative number indicates that the total profit is positively or negatively affected by the transaction of this type): (1) Factors affecting the gross profit of planned transaction settlement on D day on the total gross profit of coal-fired units settled on D day: Y 计划-D日 =(G 计划-D日 ÷G 总-D日 )×100%; (2) Factors affecting the gross profit of liquidation of medium- and long-term contracts beyond the limit on D day on the total gross profit of liquidation of coal-fired units on D day: Y 越限-D日 =(G 越限-D日 ÷G 总-D日 )×100%; (3) The factors affecting the gross profit of forced transactions due to less liquidation on D-day on the total liquidation gross profit of coal-fired units on D-day: Y 少出清-D日 =(G 少出清-D日 ÷G 总-D日 )×100%; (4) The factors affecting the gross profit of forced trading liquidation on the D-day on the total gross profit of coal-fired units liquidation on the D-day: Y 多出清-D日 =(G 多出清-D日 ÷G 总-D日 )×100%。 3. The algorithm for deconstructing and analyzing the gross profit of coal-fired units in the electricity spot day-ahead market according to claim 1 is characterized by: J 日前-D日-X is the day-ahead electricity clearing price, in CNY / MWh; R represents the clearing electricity fee for each transaction clearing period, and the subscripts represent different types of transactions, in CNY.

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