Centralized bidding clearing method based on interval quotation and related device

Abstract

The invention belongs to a centralized bidding clearing method, and aims to solve the technical problems that an existing clearing mechanism cannot realize fair and effective supply and demand matching for a plurality of crossed and overlapped quotation intervals of a market subject, and a single price quotation mode of an existing centralized bidding transaction causes market subject quotation difficulty and is not beneficial to market transaction and market price adjustment. According to the interval quotation-based centralized bidding clearing method and the related device, both buyers and sellers can perform declaration according to an interval quotation mode, upper and lower limit values of quotation intervals of all buyers and / or sellers are sequenced and reconstructed to form a plurality of new buying and selling quotation intervals, and the new buying and selling quotation intervals are successively matched and cleared, so that the success rate of the buyers and / or sellers is improved. And clearing prices and clearing amounts of the corresponding buyers and sellers are obtained. The quotation professional level requirement of the market subject is effectively reduced, the quotation difficulty of the market subject is solved, the market subject can conveniently participate in the transaction, and the market transaction can be effectively promoted.

Description

Technical Field

[0001] The present application relates to a centralized bidding clearing method, and specifically to a centralized bidding clearing method based on interval quotations and related devices. Background Art

[0002] With the development of social economy, the trading modes of various commodities are becoming more and more diverse, and centralized bidding trading is a common commodity trading mode. Taking electricity as an example, electricity is also a commodity. There is also a trading mode of "centralized bidding for electricity" in the electricity trading mode, which adopts marginal clearing (such as the power market in Guangdong Province, China) or high-low matching clearing (such as the power market in Henan Province, China) and other price formation mechanisms, and includes unilateral quotation and bilateral quotation. In the unilateral quotation method, one party in the power transaction (usually the power generator or the power buyer) submits the price and quantity to the power market (trading center) in a sealed manner. In the bilateral quotation method, the power generator and the power buyer submit the price and quantity to the power market in a sealed manner in both directions.

[0003] In the actual market, the marginal cost (or profit) of market players is affected by a combination of factors (such as fluctuations in variable costs, changes in interest rates and exchange rates, etc.), which are difficult to measure accurately. In addition, the market transaction price is related to factors such as market supply and demand, and the declaration strategy of market players. The single price quotation model in the existing centralized bidding transactions has caused market players to face quotation difficulties, and it is easy for market players to suffer losses due to inaccurate quotations (such as failure to trade or loss of interests due to small trading volume), which affects the enthusiasm of market players to participate in transactions and the total trading volume of the market, which is not conducive to the functioning of the market price adjustment mechanism, is not conducive to alleviating the impact of market power, and hinders full competition in the market.

[0004] In reality, since it is difficult to assess the exact price of goods, the bidding willingness of market players is mostly flexible. The expected bid is usually a range rather than a fixed price. This has been confirmed by relevant experimental studies in behavioral economics.

[0005] Still taking electricity as an example, if market players are supported to make bids in the form of intervals in centralized electricity bidding, the above problems may be solved. However, if both the supply and demand sides make bids in the form of intervals, the bids of market members will overlap with multiple bid intervals of different sizes, and the existing clearing mechanism cannot achieve fair and effective supply and demand matching. Therefore, it is also impossible to use the existing marginal clearing or high-low matching clearing methods to calculate the clearing price and clearing volume.

[0006] Among them, the Chinese patent with publication number CN108198006A discloses a centralized bidding and clearing method and system for electric energy market transactions, including: obtaining all interval quotation information participating in the bidding; dividing the interval quotation information into two categories according to the bidding subject, the first category of bidding subjects is the power purchase side, and the second category of bidding subjects is the power sales side; based on the two categories of interval quotation information, clearing is performed according to the preset clearing rules. Although this method realizes the transaction of interval quotation between buyers and sellers, there are some obvious problems. For example, the upper limit of the quotation interval of the power purchaser and the lower limit of the quotation interval of the power seller are only used for priority sorting, and the clearing price is the average of the lower limit of the quotation interval of the power purchaser and the upper limit of the quotation interval of the power seller. The supply and demand parties with higher rankings may not be able to trade because the lower limit of the quotation interval of the power purchaser is too low and the upper limit of the quotation interval of the power seller is too high, while the lower rankings may trade because the upper and lower limits of the quotation interval of the supply and demand parties are reasonable. This method makes market members face greater quotation difficulties, lacks fairness, is not conducive to market transactions, and lacks practicality. Summary of the invention

[0007] This application aims to address the technical problems that the existing clearing mechanism is unable to achieve fair and effective supply and demand matching for multiple cross-overlapping quotation intervals of market entities, and the single price quotation model of existing centralized bidding transactions causes quotation difficulties for market entities, which is not conducive to market transactions and market price regulation. A centralized bidding clearing method and related devices based on interval quotation are provided.

[0008] In order to achieve the above objectives, this application adopts the following technical solutions: In the first aspect, the present application proposes a centralized bidding clearing method based on interval quotations, including: S1-1, select a sub-interval that has not been cleared from the virtual quotation interval set PG to form a to-be-cleared interval; the method for obtaining the virtual quotation interval set PG is: After sorting the upper and lower limits of all the bid intervals of the participants, a virtual bid interval set PG consisting of the upper and lower limits that are adjacent in sequence is obtained; S1-2, determine the participants corresponding to the interval to be cleared: If the sub-intervals of the virtual quotation interval set PG do not overlap with each other, then the participants corresponding to the interval to be cleared meet the following conditions: they have not been cleared and the quotation interval overlaps with the interval to be cleared; If the sub-intervals of the virtual quotation interval set PG overlap on the sub-interval boundaries, then the participants corresponding to the interval to be cleared meet the following conditions: they are not cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval; S1-3, combining the commodity information and the outstanding quantity of each participant, determining the corresponding clearing quantity of each participant, and determining the corresponding clearing price; S1-4, determine whether there are any sub-intervals that can be traded but have not been cleared in the virtual quotation interval set PG, if so, return to step S1-1, otherwise, complete the clearing.

[0009] In the second aspect, the present application proposes a centralized bidding clearing system based on interval quotations, including: The first waiting-to-clear interval module is used to select a sub-interval that has not been cleared from the virtual quotation interval set PG to form a waiting-to-clear interval; the method for obtaining the virtual quotation interval set PG is: After sorting the upper and lower limits of all the bid intervals of the participants, a virtual bid interval set PG consisting of the upper and lower limits that are adjacent in sequence is obtained; The first corresponding market member module is used to determine the participants corresponding to the interval to be cleared: If the sub-intervals of the virtual quotation interval set PG do not overlap with each other, then the participants corresponding to the interval to be cleared meet the following conditions: they have not been cleared and the quotation interval overlaps with the interval to be cleared; If the sub-intervals of the virtual quotation interval set PG overlap on the sub-interval boundaries, then the participants corresponding to the interval to be cleared meet the following conditions: they are not cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval; The first clearing quantity and clearing price module is used to determine the corresponding clearing quantity of each participant and the corresponding clearing price by combining the commodity information and the uncleared quantity of each participant; The first judgment module is used to judge whether there are any sub-intervals that can be traded but have not been cleared in the virtual quotation interval set PG. If so, the first interval to be cleared module is used again to form an interval to be cleared. Otherwise, the clearing is completed.

[0010] In the third aspect, the present application proposes a centralized bidding clearing method based on interval quotations, including: S2-1, select a sub-interval that has not been cleared from the buyer's interval set PB and the seller's interval set PS respectively, to form a to-be-cleared purchase interval and a to-be-cleared sales interval; the method for obtaining the buyer's interval set PB and the seller's interval set PS is: After sorting the upper and lower limits of all buyer quotation intervals, a buyer interval set PB consisting of sequentially adjacent upper or lower limits is obtained; after sorting the upper and lower limits of all seller quotation intervals, a seller interval set PS consisting of sequentially adjacent upper or lower limits is obtained; Alternatively, after sorting the upper and lower limits of all buyer quotation intervals and all seller quotation intervals, a buyer interval set PB and a seller interval set PS consisting of sequentially adjacent upper and lower limits are obtained; S2-2, determine the buyer corresponding to the purchase range to be cleared: If the sub-intervals of the buyer interval set PB do not overlap with each other, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared; if the sub-intervals of the buyer interval set PB overlap on the sub-interval boundaries, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared to form a non-degenerate interval; Determine the seller corresponding to the sales range to be cleared: If the sub-intervals of the seller interval set PS do not overlap with each other, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared; if the sub-intervals of the seller interval set PS overlap on the sub-interval boundaries, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared to form a non-degenerate interval; S2-3, combining the outstanding quantity of each buyer and the outstanding quantity of each seller, determining the corresponding clearing quantity of each buyer and each seller, and determining the corresponding clearing price; S2-4, determine whether there are sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS; if so, return to step S2-1, otherwise, complete the clearing.

[0011] Fourthly, the present application proposes a centralized bidding and clearing system based on interval quotations, including: The second to-be-cleared interval module is used to select a sub-interval that has not been cleared from the buyer interval set PB and the seller interval set PS, respectively, to form a to-be-cleared purchase interval and a to-be-cleared sales interval; the method for obtaining the buyer interval set PB and the seller interval set PS is: After sorting the upper and lower limits of all buyer quotation intervals, a buyer interval set PB consisting of sequentially adjacent upper or lower limits is obtained; after sorting the upper and lower limits of all seller quotation intervals, a seller interval set PS consisting of sequentially adjacent upper or lower limits is obtained; Alternatively, after sorting the upper and lower limits of all buyer quotation intervals and all seller quotation intervals, a buyer interval set PB and a seller interval set PS consisting of sequentially adjacent upper and lower limits are obtained; The second corresponding market member module is used to determine the buyer corresponding to the purchase interval to be cleared and the seller corresponding to the sales interval to be cleared: If the sub-intervals of the buyer interval set PB do not overlap with each other, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared; if the sub-intervals of the buyer interval set PB overlap on the sub-interval boundaries, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared to form a non-degenerate interval; If the sub-intervals of the seller interval set PS do not overlap with each other, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared; if the sub-intervals of the seller interval set PS overlap on the sub-interval boundaries, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared to form a non-degenerate interval; The second clearing quantity and clearing price module is used to combine the uncleared quantity of each buyer and the uncleared quantity of each seller to determine the corresponding clearing quantity of each buyer and each seller, and determine the corresponding clearing price; The second judgment module is used to judge whether there are sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS; if so, the second interval to be cleared module is used again to form a to-be-cleared purchase interval and a to-be-cleared sales interval; otherwise, the clearing is completed.

[0012] In the fifth aspect, the present application proposes an electronic device, comprising: a memory, one or more processors; the memory is coupled to the processor; wherein the memory stores computer program code, the computer program code includes computer instructions, and when the computer instructions are executed by the processor, the electronic device executes the steps of the aforementioned two centralized bidding clearing methods based on interval quotations.

[0013] In a sixth aspect, the present application proposes a computer-readable storage medium, in which a computer program is stored. When the computer program is executed by a processor, the steps of the aforementioned two centralized bidding and clearing methods based on interval quotations are implemented.

[0014] Compared with the prior art, this application has the following beneficial effects: 1. This application proposes a centralized bidding and clearing method based on interval quotations. Buyers and sellers (market entities) can submit bids in accordance with the interval quotation method. The upper and lower limits of all buyer and / or seller quotation intervals are sorted and reconstructed to form multiple new buying and selling quotation intervals (equivalent to forming multiple new virtual buyers and virtual sellers). These new buying and selling quotation intervals are matched and cleared one by one to obtain the clearing price and clearing volume of the corresponding buyers and sellers. This application effectively reduces the quotation professional level requirements of market entities, solves the quotation dilemma of market entities, facilitates market entities to participate in transactions, and can effectively promote market transactions. This application gives priority to clearing the sub-interval with the largest transaction volume. The sub-interval corresponds to the largest number of declarations, which usually means that the price range of the sub-interval is closer to the real market value of the commodity, which can effectively alleviate the irrational quotations of participants (such as the price that is obviously deviated from the market value of the commodity due to insufficient quotation experience) or malicious quotations (such as the price declared at a loss to seize market share) or price manipulation (such as the market power of power generators), which has a positive effect on improving the market price formation mechanism, stabilizing market prices, and reducing the impact of market power.

[0015] 2. This application supports both unilateral quotation transaction forms and bilateral quotation transaction forms. It can be applied to unilateral or bilateral sealed centralized bidding scenarios such as various physical commodities, energy commodities, financial commodities, technical trade services, etc., and has a wide range of applications.

[0016] 3. This application provides a variety of quotation interval formation methods (such as overlapping method, non-overlapping method, updating set method, non-updating set method, etc.), supports multiple types of interval quotations (such as open interval, closed interval, half-open and half-closed interval) and single quotation mixed declaration, supports a variety of clearing methods (such as marginal clearing, high-low matching clearing, giving priority to clearing the sub-interval with the largest trading volume, etc.), and provides a variety of clearing price calculation methods and clearing volume allocation methods, which are convenient for selection and combination according to actual needs, flexible to use, and highly practical.

[0017] 4. This application also proposes a centralized bidding and clearing system based on interval quotations, electronic equipment and computer storage media, which have all the advantages of the above-mentioned centralized bidding and clearing method based on interval quotations. BRIEF DESCRIPTION OF THE DRAWINGS

[0018] In order to more clearly illustrate the technical solutions of the embodiments of the present application, the drawings required for use in the embodiments will be briefly introduced below. It should be understood that the following drawings only show certain embodiments of the present application and therefore should not be regarded as limiting the scope. For ordinary technicians in this field, other related drawings can be obtained based on these drawings without creative work.

[0019] Figure 1 This is a flow chart of the first embodiment of the present application; Figure 2 This is a flow chart of Embodiment 5 of the present application; Figure 3 This is a schematic diagram of the information declared by the buyer and the information declared by the seller in Example 5 of the present application. DETAILED DESCRIPTION

[0020] In order to make the purpose, technical solution and advantages of the embodiments of the present application clearer, the technical solution in the embodiments of the present application will be clearly and completely described below in conjunction with the drawings in the embodiments of the present application. Obviously, the described embodiments are part of the embodiments of the present application, rather than all the embodiments. The components of the embodiments of the present application described and shown in the drawings here can be arranged and designed in various different configurations.

[0021] Therefore, the following detailed description of the embodiments of the present application provided in the accompanying drawings is not intended to limit the scope of the present application for which protection is sought, but merely represents selected embodiments of the present application. Based on the embodiments in the present application, all other embodiments obtained by ordinary technicians in the field without creative work are within the scope of protection of the present application.

[0022] It should be noted that similar reference numerals and letters denote similar items in the following drawings, and therefore, once an item is defined in one drawing, further definition and explanation thereof is not required in subsequent drawings.

[0023] Furthermore, the terms “first”, “second”, etc. are merely used for distinguishing descriptions and should not be understood as indicating or implying relative importance.

[0024] In the description of the embodiments of the present application, it is also necessary to explain that, unless otherwise clearly specified and limited, the terms "set", "install", "connect", and "connect" should be understood in a broad sense. For example, it can be a fixed connection, a detachable connection, or an integral connection; it can be a mechanical connection or an electrical connection; it can be a direct connection, or it can be indirectly connected through an intermediate medium, or it can be the internal connection of two components. For ordinary technicians in this field, the specific meanings of the above terms in this application can be understood according to specific circumstances.

[0025] The present application is further described in detail below with reference to the accompanying drawings: Embodiment 1 like Figure 1 As shown, it is a schematic diagram of the first basic embodiment of the centralized bidding clearing method based on interval quotation of the present application, which may include: S101, publish product information.

[0026] Commodities can be physical commodities such as precious metals, coal, rice, or energy commodities such as electricity, carbon assets, green certificates, or financial commodities such as bonds and stocks, or services such as advertising space (including Internet) leasing, specific job labor (such as road cleaning), etc. The published commodity information should clearly state whether it is for sale or purchase.

[0027] Product information may include the name, quality, quantity, etc. of the product or service. For example, the product name is copper, the quality is red copper, and the quantity is 1,000 tons; or the product name is electricity, the quality is new energy, and the quantity is 100,000 kilowatts; or the product name is corporate bonds, the quality is BB grade, and the quantity is 100 million yuan; or the product name is an APP advertising space, the quality is the homepage banner advertising space, and the quantity is 10.

[0028] Product information may also include an upper limit and / or lower limit of the declared price, and / or an upper limit and / or lower limit of the declared quantity, and participants should make declarations within such limits.

[0029] Commodity information can be released through notifications, bidding, auctions, websites (or apps), advertisements, auctions, etc. These channels are usually managed by specific institutions (such as commodity exchanges) and release commodity information in public or targeted forms.

[0030] S102, selecting a sub-interval that has not yet been cleared from the virtual quotation interval set PG to form a to-be-cleared interval.

[0031] The virtual quotation interval set PG is obtained in the following way: After sorting the upper and lower limits of all participants' quotation intervals, a virtual quotation interval set PG consisting of adjacent upper or lower limits is obtained. Participants refer to entities participating in centralized bidding, including enterprises, institutions or individuals. Participant quotation interval refers to the price range declared by the participants, including the upper and lower limits of the quotation interval. The "adjacent upper or lower limits" here refer to the adjacent values ​​composed of "the upper and lower limits of all participants' quotation intervals", and the subsequent related descriptions are similar.

[0032] The upper and / or lower limits of the bid range of the participants may need to meet the bid requirements of the commodity information. For example, the commodity information may contain information on the upper limit of the declared price, and the upper limit of the bid range declared by the participants should not be greater than the upper limit of the declared price. In addition to the bid range, the participants are usually required to declare quantity information. The declared quantity information may need to meet the quantity requirements of the commodity information. For example, the commodity information may contain information on the lower limit of the declared quantity, and the quantity declared by the participants should not be less than the lower limit of the declared quantity.

[0033] The methods for forming the virtual quotation interval set PG include: Non-overlapping mode: each sub-interval does not overlap with each other; Or, overlapping mode: each sub-interval can overlap on the sub-interval boundary.

[0034] The following will describe various preferred embodiments of the present invention based on examples: Assume that the published information of goods for sale is: Goods A, quantity is 500, and the lower limit of the declared price is 280 yuan / piece. The participants in the centralized bidding are p1, p2, p3 and p4. Table 1 shows the declared information of each participant, including the upper limit and lower limit of the quotation range and the declared quantity. Among them, the quotation range is a closed interval, and the unit of the upper and lower limits is yuan. The quotation range indicates the price range of the unit quantity of goods that the participants are willing to accept. For example, the lower limit and upper limit of the quotation range of participant p1 are 310 and 340 respectively, indicating that when the price of 1 commodity A is between 310 and 340, participant p1 is willing to accept it.

[0035]

[0036] The upper and lower limits of the quotation ranges of all participants in Table 1 are: 310, 340, 300, 360, 320, 330, 380. Sorting these values, for example, in descending order, the result is: 380, 360, 340, 330, 320, 310, 300. In the above sorting results, 380 and 360 are adjacent in sequence, 360 and 340 are adjacent in sequence, 340 and 330 are adjacent in sequence, 330 and 320 are adjacent in sequence, 320 and 310 are adjacent in sequence, and 310 and 300 are adjacent in sequence.

[0037] After sorting, a virtual quotation interval set PG consisting of upper or lower limits that are adjacent in sequence is obtained. The method of forming the virtual quotation interval set PG includes: Non-overlapping mode: The sub-intervals do not overlap with each other. For example, the virtual quotation interval set PG is: {[380,360), [360,340), [340,330), [330,320), [320,310), [310,300]}, which contains 6 sub-intervals, and the sub-intervals do not overlap with each other.

[0038] Or, overlapping mode: each sub-interval can overlap on the sub-interval boundary. For example, the virtual quotation interval set PG is: {[380,360], [360,340], [340,330], [330,320], [320,310], [310,300]}, and the sub-intervals can overlap on the boundary values ​​(for example, [380,360] and [360,340] overlap on the boundary value 360).

[0039] The upper and lower limits of all the bid ranges above have had duplicate values ​​(such as 360) removed before sorting. Unless otherwise specified, all subsequent examples will have duplicate values ​​removed by default.

[0040] When selecting a sub-interval that has not been cleared from the virtual quotation interval set PG, you can choose the sub-interval with the highest or lowest price. Usually, when the published commodity information is of a sales nature, select the sub-interval with the highest price; when the published commodity information is of a purchase nature, select the sub-interval with the lowest price. For example, if the published commodity information is the sale of 1,000 tons of copper, according to the principle of giving priority to the highest bidder, the sub-interval with the highest price should be selected. For another example, if the published commodity information is the purchase of 1,000 tons of copper, according to the principle of giving priority to the lowest bidder, the sub-interval with the lowest price should be selected. Taking the declaration information in Table 1 as an example, if the sub-interval with the highest price is selected, it will be the interval consisting of 380 and 360.

[0041] S103, determining the participants corresponding to the interval to be cleared, specifically: If the virtual quotation interval set PG is formed in a non-overlapping manner, the participants must meet the conditions that the quotation interval has not been cleared and overlaps with the interval to be cleared; Or, if the virtual quotation interval set PG is formed in an overlapping manner, the participants must satisfy the condition that the quotation interval is not cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval.

[0042] The overlap here means that the bid range of the participants and the range to be cleared have an intersection. The intersection can be a value or a range, and the subsequent related descriptions are similar.

[0043] Among them, a degenerate interval refers to an interval of the form [x,x]={x}, and a non-degenerate interval refers to an interval that is non-empty and not a degenerate interval.

[0044] Taking the declaration information in Table 1 as an example, if the virtual quotation interval set PG is formed in a non-overlapping manner, PG is: {[380,360), [360,340), [340,330), [330,320), [320,310), [310,300]}. If the interval to be cleared is [380,360), the participant corresponding to the interval to be cleared is p4, because only p4 meets the condition of not being cleared and the quotation interval overlaps with the interval to be cleared. If the interval to be cleared is [340,330), the participants corresponding to the interval to be cleared are p1, p2, p3 and p4, because p1, p2, p3 and p4 all meet the condition of not being cleared and the quotation interval overlaps with the interval to be cleared.

[0045] Still taking the declaration information in Table 1 as an example, if the virtual quotation interval set PG is formed by overlapping, PG is: {[380,360], [360,340], [340,330], [330,320], [320,310], [310,300]}. If the interval to be cleared is [380,360], the participant corresponding to the interval to be cleared is p4, because only p4 meets the condition of not being cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval. Although the quotation intervals of participants p2 and p3 overlap with the interval to be cleared [380,360], they only overlap on the boundary 360. This overlap can only form a degenerate interval [360,360], and cannot form a non-degenerate interval. If the interval to be cleared is [340,330], the participants corresponding to the interval to be cleared are p1, p2, p3 and p4, because p1, p2, p3 and p4 all meet the condition of not being cleared and the quotation interval and the interval to be cleared have an overlap that can form a non-degenerate interval.

[0046] S104, combining the commodity information and the uncleared quantity of each participant, determining the corresponding cleared quantity of each participant, and determining the corresponding clearing price.

[0047] There is no order limit for calculating the clearing quantity and clearing price. In addition, the specific method for determining the clearing quantity and clearing price can be set according to actual needs. If the centralized auction adopts the marginal price for clearing, the clearing price only needs to be determined in the last transaction. The marginal price refers to the transaction price of the last unit of the commodity.

[0048] Taking Table 1 as an example, assuming that the virtual quotation interval set PG is: {[380,360], [360,340], [340,330],[330,320], [320,310], [310,300]}, when selecting a sub-interval that has not yet been cleared from PG, the sub-interval with the highest price is selected, that is, the interval to be cleared is [380,360], and the corresponding participant is p4.

[0049] The clearing price clearPrice is calculated according to the preset rules and satisfies pgu ≥ clearPrice ≥ pgd; where pgu is the upper limit of the interval to be cleared, and pgd is the lower limit of the interval to be cleared. Assuming that the calculation rule of the clearing price clearPrice is the interval average, then clearPrice=(380+360) / 2=370.

[0050] Calculate the interval clearing quantity clearance corresponding to the interval to be cleared; where clearance is the smaller value of qtyG and qtyC, qtyG is the uncleared quantity of the commodity, and qtyC is the sum of the uncleared quantities of each participant.

[0051] At first, the unsold quantity of product A, qtyG = 500, and the unsold quantity of participant p4, qtyC = 120. Since qtyC < qtyG, the clearance of the interval is 120. After the interval [380, 360] is cleared, the unsold quantity of product A becomes qtyG = 500 - 120 = 380, and the unsold quantity of participant p4 becomes 0.

[0052] Allocate the clearance of the interval among the participants according to the preset rules. If the calculated clearance of a participant is greater than the corresponding unsold quantity, the excess part can be redistributed among other participants. For example, assuming that the set clearance allocation rule is that the participant with a larger unsold quantity has priority, the clearance of the interval needs to be allocated to each participant in descending order of the unsold quantity. Another example, assuming that the set clearance allocation rule is to allocate equally (or allocate according to the proportion of the unsold quantity), the clearance of the interval needs to be allocated equally (or allocated according to the proportion of the unsold quantity) to each participant.

[0053] S105. Determine whether there is still an unsold sub-interval in the virtual quotation interval set PG that can be traded. If so, return to step S102; otherwise, complete the clearance.

[0054] When determining whether there is still an unsold sub-interval that can be traded, if all the products have been cleared or all the participants have been cleared, it is considered that there is no unsold sub-interval that can be traded. In the above example, there is an unsold sub-interval (such as the sub-interval [360, 340]) in the virtual quotation interval set PG that can be traded, and it is necessary to return to step S102 to continue the execution.

[0055] And so on until the clearance is completed.

[0056]

[0057] Embodiment 2 In the example of Table 1 in Embodiment 1, the quotation intervals of all participants are closed intervals. The quotation intervals of the participants can also include open intervals, or include degenerate intervals (i.e., single quotations). Still taking the above product A as an example, Table 3 shows the declaration information of the participants including open intervals and degenerate intervals.

[0058]

[0059] In Table 2, the quoted price intervals of participants p1, p2, p3, p4 and p5 are [310,350], (330,370], (350,370), [330,360) and [340,340] respectively. Among them, [310,350] is a closed interval, (330,370] is a left open and right closed interval, (350,370) is an open interval, [330,360) is a left closed and right open interval, and [340,340] is a degenerate interval.

[0060] The difference between the second embodiment and the first embodiment is that: In step S102, the method for obtaining the virtual quotation interval set PG further includes: if there is a repeated value in the upper limit value or the lower limit value of the participant's quotation interval and the repeated value is both an open interval and a closed interval boundary, the repeated value is used to form a degenerate interval, and a side of a non-degenerate interval adjacent to the degenerate interval close to the degenerate interval is set as an open interval; If the quotation interval of a participant is a degenerate interval, the degenerate interval will be retained, and the side of the non-degenerate interval adjacent to the degenerate interval close to the degenerate interval will be set as an open interval.

[0061] Taking Table 2 as an example, the upper and lower limits of the quotation ranges of all participants are sorted in descending order and the results are: 370, 360, 350, 340, 330, 310.

[0062] During the sorting process, 370 is the repeated upper limit value, and is also the boundary of the open interval and the closed interval, so 370 forms the degenerate interval [370,370]. Similarly, 330 is the repeated lower limit value, and is also the boundary of the open interval and the closed interval, so 330 forms the degenerate interval [330,330]. Although 350 is also a repeated value, it is not a repeated upper limit value or a repeated lower limit value, so there is no need to form a degenerate interval with 350.

[0063] During the sorting process, the quote interval [340,340] of p5 is a degenerate interval, and this degenerate interval is retained.

[0064] In the non-degenerate interval adjacent to the degenerate interval, the side close to the degenerate interval needs to be set as an open interval. Therefore, the interval composed of 370 and 360, the side adjacent to the degenerate interval [370,370] is set as an open interval, that is, (370,360]; the interval composed of 360 and 350, the upper limit value corresponding to 360 is an open interval, and the lower limit value corresponding to 350 is also an open interval, and the sub-interval containing the corresponding values ​​is also set to the same type of interval, that is, (360,350); the interval composed of 350 and 340, the side adjacent to the degenerate interval [340,340] is set as an open interval , the upper limit value corresponding to 350 is a closed interval, that is, [350,340); the interval composed of 340 and 330, the side adjacent to the degenerate interval [340,340] is set to an open interval, and the side adjacent to the degenerate interval [330,330] is set to an open interval, that is, (340,330); the interval composed of 330 and 310, the side adjacent to the degenerate interval [330,330] is set to an open interval, and the lower limit value corresponding to 310 is a closed interval, that is, (330,310].

[0065] In summary, the virtual quotation interval set PG is: {[370,370],(370,360], (360,350), [350,340),[340,340],(340,330), [330,330], (330,310]}.

[0066] Embodiment 3 It can be seen from Table 2 in Example 1 that the only participant corresponding to the interval [340,330] to be cleared in the last round is p1, whose quotation interval is [310,340]. The quotations of other cleared participants have an impact on their final clearing price. Example 3 eliminates this influence. It differs from Example 1 in that: between step S104 and step S105, it also includes: deleting the upper limit value and / or lower limit value of the quotation interval associated only with the cleared participants from the upper limit value and lower limit value of the quotation interval of all participants; updating the virtual quotation interval set PG. When updating the virtual quotation interval set PG, the method of forming the virtual quotation interval set PG in step S102 can continue to be used. For ease of explanation, this preferred scheme is referred to as the "update set method".

[0067] Using the method of Example 3, the new clearing results of the case shown in Table 2 are shown in Table 4.

[0068]

[0069] Embodiment 4 In step S102 of the first embodiment, when selecting a sub-interval that has not been cleared from the virtual quotation interval set PG, the sub-interval with the highest price is selected because the published commodity information is of a sales nature. If the published commodity information is of a purchasing nature, the sub-interval with the lowest price should usually be selected.

[0070] Embodiment 4 When selecting a sub-interval that has not been cleared from the virtual quotation interval set PG, a sub-interval with the largest transaction volume is selected. This is a new type of clearing method provided by this patent. The sub-interval corresponding to the largest declared quantity usually means that the sub-interval is closer to the real market value of the commodity. Giving priority to the sub-interval with the largest transaction volume can effectively alleviate the irrational quotations of the participants (such as the price that is obviously deviated from the market value of the commodity due to insufficient quotation experience) or malicious quotations (such as the price declared at a loss to seize market share).

[0071] Taking the declaration information in Table 1 of Example 1 as an example, if a sub-interval that maximizes the transaction volume is selected, it is the interval consisting of 340 and 330, because the declaration quantity corresponding to this sub-interval is the largest, and the quotation intervals of participants p1, p2, p3 and p4 all cover this sub-interval, and the corresponding declaration quantity is: 150+200+160+120=630. Assuming that the set clearing quantity allocation rule is that the participant with the largest uncleared quantity is given priority, the clearing process is shown in Table 5.

[0072]

[0073] In a specific implementation, the above-mentioned various solutions can be combined as needed. For example, the third embodiment and the fourth embodiment can be combined. That is, when selecting a sub-interval that has not been cleared from the virtual quotation interval set PG, a sub-interval with the largest transaction volume is selected, and the upper limit value and / or lower limit value of the quotation interval associated only with the cleared participants is deleted from the upper limit value and lower limit value of the quotation interval of all participants, and the virtual quotation interval set PG is updated.

[0074] Embodiment 5 like Figure 2 As shown, it is a schematic diagram of a second basic embodiment of the centralized bidding clearing method based on interval quotation of the present application, which may include: S201, select a sub-interval that has not been cleared from the buyer's interval set PB and the seller's interval set PS respectively, to form a to-be-cleared buying interval and a to-be-cleared selling interval.

[0075] The buyer interval set PB and the seller interval set PS are obtained in the following way: After sorting the upper and lower limits of all buyer quotation intervals, a buyer interval set PB consisting of sequentially adjacent upper or lower limits is obtained. After sorting the upper and lower limits of all seller quotation intervals, a seller interval set PS consisting of sequentially adjacent upper or lower limits is obtained. For the convenience of subsequent description, the method of obtaining PB and PS in Example 5 is referred to as the "discrete method".

[0076] The commodity (or service) information involved in the centralized bidding may be similar to that in Example 1. In addition to the quotation range, the buyer and / or the seller usually needs to declare quantity information. The commodity (or service) information may include the upper limit of the price declared by the buyer and / or the lower limit of the price declared by the buyer, and / or the upper limit of the quantity declared by the buyer and / or the lower limit of the quantity declared by the buyer, and the buyer shall declare within this limit. The commodity (or service) information may also include the upper limit of the price declared by the seller and / or the lower limit of the price declared by the seller, and / or the upper limit of the quantity declared by the seller and / or the lower limit of the quantity declared by the seller, and the seller shall declare within this limit.

[0077] The method of forming the buyer interval set PB and / or the seller interval set PS includes: Non-overlapping mode: each sub-interval does not overlap with each other; Or, overlapping mode: each sub-interval can overlap on the sub-interval boundary.

[0078] The following will describe various preferred embodiments of the present invention based on examples: Assume that the traded commodity is electricity, and the quotation interval of all buyers and sellers is a closed interval. Tables 6 and 7 are the declaration information of the buyers and sellers respectively. Among them, the basic unit of the declared electricity quantity is 1000 kWh (1 MW), and the declared price (the upper limit and lower limit of the interval in Tables 6 and 7) is also based on 1000 kWh (in yuan). For example, when the declared quantity value is 200, the corresponding electricity quantity is 200*1000 kWh=200,000 kWh. For another example, when the declared price is 350, the price per kWh is 350 yuan / 1000 kWh=0.35 yuan / kWh.

[0079]

[0080]

[0081] Form 6 Purchaser Declaration Information and Form 7 Seller Declaration Information are also available Figure 3 Intuitive representation.

[0082] The following describes a method for obtaining the buyer's interval set PB and the seller's interval set PS in combination with the "discrete method".

[0083] The upper and lower limits of all buyer quotation intervals in Table 6 are: 310, 340, 300, 360, 320, 330, 380. These values ​​are sorted, for example, in descending order, and the result is: 380, 360, 340, 330, 320, 310, 300. After sorting, a buyer interval set PB consisting of adjacent upper or lower limits is obtained. The method of forming the buyer interval set PB includes: Non-overlapping mode: each sub-interval does not overlap with each other. For example, the buyer interval set PB is: {[380,360), [360,340), [340,330),[330,320), [320,310), [310,300]}, contains 6 sub-intervals, and the sub-intervals do not overlap with each other.

[0084] Or, overlapping mode: each sub-interval can overlap on the sub-interval boundary. For example, the formed purchaser interval set PB is: {[380,360], [360,340], [340,330], [330,320], [320,310], [310,300]}, and the sub-intervals can overlap on the boundary values ​​(for example, [380,360] and [360,340] overlap on the boundary value 360).

[0085] Similarly, the upper and lower limits of all seller quotation intervals in Table 7 are: 330, 370, 320, 390, 310, 360. Sorting these values, for example, in ascending order, results in: 310, 320, 330, 360, 370, 390. After sorting, a seller interval set PS consisting of adjacent upper or lower limits is obtained. The seller interval set PS formed in a non-overlapping manner is: {[310, 320), [320, 330), [330, 360), [360, 370), [370, 390)}. The seller interval set PS formed by overlapping is: {[310, 320], [320, 330],[330, 360], [360, 370], [370, 390]}.

[0086] Select a sub-interval that has not been cleared from the buyer's interval set PB and the seller's interval set PS respectively, and when forming the corresponding to-be-cleared purchase interval and to-be-cleared sales interval, the following method can be used: Method 1: Select the sub-interval with the highest price from the sub-intervals that have not been cleared in the buyer's interval set PB, and select the sub-interval with the lowest price from the sub-intervals that have not been cleared in the seller's interval set PS.

[0087] The principle followed by method 1 is: the buyer with the higher price is preferred, and the seller with the lower price is preferred. This principle is also a principle commonly used in commodity market transactions (such as the electricity market). Based on method 1, the purchase interval to be cleared is the interval between 380 and 360, and the sales interval to be cleared is the interval between 310 and 320.

[0088] Taking the declaration information in Tables 6 and 7 as an example, assuming that the buyer's interval set PB and the seller's interval set PS are formed in a non-overlapping manner, the purchase interval to be cleared and the sales interval to be cleared are [380,360) and [310, 320) respectively; if they are formed in an overlapping manner, the purchase interval to be cleared and the sales interval to be cleared are [380,360] and [310, 320] respectively.

[0089] S202, determining the buyer corresponding to the purchase range to be cleared, specifically: If the buyer's interval set PB is formed in a non-overlapping manner, the buyer must satisfy that it is not cleared and the quotation interval overlaps with the purchase interval to be cleared; or, if the buyer's interval set PB is formed in an overlapping manner, the buyer must satisfy that it is not cleared and the quotation interval overlaps with the purchase interval to be cleared to form a non-degenerate interval.

[0090] Determine the seller corresponding to the sales interval to be cleared, specifically: if the seller interval set PS is formed in a non-overlapping manner, the seller must satisfy that it is not cleared and the quotation interval overlaps with the sales interval to be cleared; or, if the seller interval set PS is formed in an overlapping manner, the seller must satisfy that it is not cleared and the quotation interval overlaps with the sales interval to be cleared to form a non-degenerate interval.

[0091] Taking the declaration information in Table 6 and Table 7 as an example, when the buyer interval set PB and the seller interval set PS are formed in a non-overlapping manner, the pending purchase interval and the pending sales interval are [380,360) and [310, 320) respectively. When determining the buyer corresponding to the pending purchase interval [380,360), the buyer must meet the condition that the quotation interval has not been cleared and overlaps with the pending purchase interval. Only buyer b4 meets this condition. Similarly, the seller corresponding to the pending sales interval [310, 320) is s3.

[0092] When the buyer interval set PB and the seller interval set PS are formed in an overlapping manner, the purchase interval to be cleared and the sales interval to be cleared are [380,360] and [310, 320] respectively. When determining the buyer corresponding to the purchase interval to be cleared [380,360], the buyer must meet the condition that it has not been cleared and the quotation interval overlaps with the purchase interval to be cleared to form a non-degenerate interval. Only buyer b4 meets this condition. Although the quotation intervals of buyers b2 and b3 also overlap with the purchase interval to be cleared [380,360], they only overlap at the boundary value 360. This overlap can only form a degenerate interval, not a non-degenerate interval. Similarly, the seller corresponding to the sales interval to be cleared [310, 320] is s3.

[0093] S203, combining the uncleared quantity of each buyer and the uncleared quantity of each seller, determining the corresponding cleared quantity of each buyer and each seller; and determining the corresponding clearing price.

[0094] The specific method for determining the clearing quantity and clearing price can be set according to actual needs. If the centralized auction adopts the marginal price for clearing, the clearing price only needs to be determined in the last transaction.

[0095] There is no order limit for calculating the clearing quantity and clearing price, which can be set according to the actual situation. Here, the interval clearing quantity corresponding to the purchase interval to be cleared and the sales interval to be cleared is calculated first.

[0096] As a preferred embodiment of the present application, clearance is the smaller value of qtyB and qtyS. Wherein, qtyB is the sum of the uncleared quantities of each buyer corresponding to the purchase interval to be cleared, and qtyS is the sum of the uncleared quantities of each seller corresponding to the sales interval to be cleared.

[0097] Based on the above example, the buyer corresponding to the purchase interval to be cleared is b4, qtyB=120; the seller corresponding to the sales interval to be cleared is s3, qtyS=220. Therefore, clearance=120. At this time, the purchase interval to be cleared has been cleared, and the sales interval to be cleared has not been cleared, and the corresponding uncleared amount is qtyS-qtyB=100.

[0098] The corresponding clearing amount of each buyer or seller can be allocated in the following way: According to the outstanding amount of each buyer or seller, the clearance amount is allocated among the buyers or sellers in proportion; Alternatively, the clearance amount is evenly distributed among the buyers or sellers; Alternatively, the interval clearance is allocated among the buyers or sellers according to a preset priority; Alternatively, the interval clearance amount is allocated among the buyers or sellers according to preset rules.

[0099] The preset rules may include some constraints. For example, the rule may include "buyers and / or sellers whose outstanding amount is less than a specified value (such as 5) do not participate in the allocation."

[0100] The specific method of allocation can be determined based on actual conditions.

[0101] In some embodiments of the present application, if the calculated result of the cleared quantity of a buyer or seller is greater than the corresponding uncleared quantity, the excess amount will be redistributed among other buyers or other sellers.

[0102] In this example, choose to evenly distribute the interval clearance between each buyer or seller. Since there is only one buyer and one seller, the clearance amounts corresponding to b4 and s3 are both 120. Among them, b4 has been completely cleared, and the remaining uncleared amount of s3 is 220-120=100.

[0103] When determining the clearPrice, you can set calculation rules based on actual conditions. The following are some preferred determination methods: clearPrice =((psu+psd) / 2+(pbu+pbd) / 2) / 2; Among them, psu is the upper limit of the sales interval to be cleared, psd is the lower limit of the sales interval to be cleared, pbu is the upper limit of the purchase interval to be cleared, and pbd is the lower limit of the purchase interval to be cleared; Alternatively, clearPrice is equal to the weighted average of (pbu+pbd) / 2 and (psu+psd) / 2; Or, clearPrice = (psu + pbd) / 2; Alternatively, clearPrice is equal to the weighted average of pbd and psu; Alternatively, when the pending clearing purchase interval and the pending clearing sale interval overlap, clearPrice is equal to the average or weighted average of the overlapping portions; Alternatively, clearPrice is calculated according to preset rules.

[0104] The above-mentioned weighted average value refers to the weighting of the uncleared quantities corresponding to the purchase range to be cleared and the sales range to be cleared.

[0105] As a preferred embodiment of the present application, when determining the clearing price clearPrice corresponding to the current purchase interval to be cleared and the sales interval to be cleared, the condition should be met: pbu ≥ clearPrice ≥ psd.

[0106] In this example, ((psu+psd) / 2+(pbu+pbd) / 2) / 2 is selected to calculate clearPrice, that is: clearPrice =((psu+psd) / 2+(pbu+pbd) / 2) / 2=((320+310) / 2+(380+360) / 2) / 2=342.5.

[0107] For simplicity, unless otherwise specified, all subsequent examples assume the clearing price clearPrice = ((psu+psd) / 2+(pbu+pbd) / 2) / 2.

[0108] As a preferred embodiment of the present application, before determining the clearing quantity and clearing price, it is possible to first determine whether the condition pbu≥psd is satisfied. If so, continue to determine the clearing quantity and clearing price. Otherwise, determine whether there are any sub-intervals that can be traded and have not been cleared in the buyer's interval set PB and the seller's interval set PS, and prepare for the next round of clearing.

[0109] S204, determine whether there are any sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS; if so, return to step S201, otherwise, complete the clearing.

[0110] In this example, both the buyer and the seller have not fully sold out, and there are sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS, and the process returns to step S201.

[0111] As a preferred embodiment of the present application, when determining whether there are sub-intervals that are tradeable and have not been cleared, the condition is: there are sub-intervals that have not been cleared that satisfy pbu≥psd. This example satisfies this condition, such as the sub-interval [360,340] (or [360,340)) that has not been cleared in PB and the sub-interval [310, 320] (or [310, 320)) that has not been cleared in PS, satisfying pbu≥psd.

[0112] As a preferred embodiment of the present application, the conditions for completing the clearance are: the buyer has fully cleared, or the seller has fully cleared, or there are no sub-intervals that can be traded but have not been cleared.

[0113] And so on, complete the clearing of each purchase range to be cleared and sales range to be cleared one by one.

[0114] For simplicity, unless otherwise specified, all subsequent examples assume that the buyer interval set PB and the seller interval set PS are formed in an overlapping manner; the interval clearance is evenly distributed among each buyer or seller; if the calculated clearance amount of a buyer or seller is greater than the corresponding uncleared amount, the excess amount is redistributed among other buyers or other sellers. The corresponding clearing process is shown in Table 8.

[0115]

[0116] In the above clearing process, the interval clearing volume in the fourth round is 100. After the clearing volume is evenly distributed among the buyers, the calculated clearing volume of b2 and b3 is 50. The calculated clearing volume of b3 is greater than its corresponding uncleared volume of 30. The extra 20 is redistributed among other buyers, that is, the extra 20 is allocated to b2 again. In the end, the corresponding clearing volume of b2 is 70, and the corresponding clearing volume of b3 is 30.

[0117] After the fifth round, since all buyers have cleared out, there are no more sub-intervals that can be traded and have not been cleared, so the clearing is completed. The final clearing results are shown in Table 9.

[0118]

[0119] Embodiment 6 Embodiment 6 is another basic embodiment, which is different from Embodiment 5 in that: in step S201, the buyer interval set PB and the seller interval set PS are obtained by the following method: after sorting the upper and lower limits of all buyer quotation intervals and all seller quotation intervals, the buyer interval set PB and the seller interval set PS consisting of sequentially adjacent upper and lower limits are obtained. For the convenience of subsequent description, the method of obtaining PB and PS in Embodiment 6 is referred to as "merge method".

[0120] When using the "merger method" to form PB and PS, the number of buyers corresponding to the sub-intervals in the buyer interval set PB should generally meet the condition of being greater than or equal to 1, and the number of sellers corresponding to the sub-intervals in the seller interval set PS should also meet the condition of being greater than or equal to 1.

[0121] Based on the information shown in Tables 6 and 7, it is assumed that the buyer interval set PB and the seller interval set PS are formed in an overlapping manner. Using the "merge method", the upper and lower limits of all buyer quotation intervals and all seller quotation intervals are: 310, 340, 300, 360, 320, 330, 380, 370, 390.

[0122] After sorting in descending order, we get a set of buyer intervals PB consisting of adjacent upper or lower limits: {[380,370], [370,360], [360,340], [340,330], [330,320], [320,310], [310,300]}. PB does not include [390,380] because the number of buyers corresponding to this sub-interval does not meet the condition of being greater than or equal to 1.

[0123] After sorting in ascending order, we get a set of seller intervals PS consisting of adjacent upper or lower limits: {[310,320], [320,330], [330,340], [340,360], [360,370], [370,380], [380,390]}. PS does not include [300,310] because the number of sellers corresponding to this sub-interval does not meet the condition of being greater than or equal to 1.

[0124] Assuming that the buyer's interval set PB and the seller's interval set PS are formed in a non-overlapping manner and the "merging method" is adopted, PB is: { [380,370), [370,360), [360,340), [340,330), [330,320), [320,310), [310,300]}, and PS is: {[310,320), [320,330), [330,340), [340,360), [360,370), [370,380), [380,390]}.

[0125] Embodiment 7 In the examples of Table 6 and Table 7 of Embodiment 5, the quotation intervals of all buyers and sellers are closed intervals. The quotation intervals may also include open intervals or degenerate intervals. Tables 10 and 11 show examples including open intervals and degenerate intervals.

[0126]

[0127]

[0128] The difference between the seventh embodiment and the fifth embodiment is that: In step S201, the method for obtaining the buyer's interval set PB and the seller's interval set PS also includes: if there is a repeated value in the upper limit value or the lower limit value of the buyer's quotation interval or the seller's quotation interval, and the repeated value is simultaneously an open interval and a closed interval boundary, a degenerate interval is formed with the repeated value, and a side of a non-degenerate interval adjacent to the degenerate interval close to the degenerate interval is set as an open interval; if a buyer's quotation interval or a seller's quotation interval is a degenerate interval, the degenerate interval is retained, and a side of a non-degenerate interval adjacent to the degenerate interval close to the degenerate interval is set as an open interval.

[0129] The "discrete method" is adopted, assuming that the way of forming the buyer's interval set PB and the seller's interval set PS is overlapping.

[0130] Taking Table 10 as an example, the upper and lower limits of all buyer quotation intervals are sorted in descending order, and the result is: 380, 360, 340, 330, 310. During the sorting process, 360 is a repeated upper limit value, and is also the boundary of the open interval and the closed interval, and 360 forms a degenerate interval [360,360]. Similarly, 310 is a repeated lower limit value, and is also the boundary of the open interval and the closed interval, and 310 forms a degenerate interval [310,310]. Although 330 is also a repeated value, it is not a repeated upper limit value or a repeated lower limit value, so there is no need to form a degenerate interval with 330.

[0131] In a non-degenerate interval adjacent to a degenerate interval, the side close to the degenerate interval needs to be set as an open interval. Therefore, for the interval formed by 380 and 360, the side adjacent to the degenerate interval [360,360] is set as an open interval, the upper limit value corresponding to 380 is an open interval, and the sub-interval containing the corresponding value is also set to the same type of interval, that is, (380,360); for the interval formed by 360 and 340, the side adjacent to the degenerate interval [360,360] is set as an open interval, the lower limit value corresponding to 340 is a closed interval, and the sub-interval containing the corresponding value is also set to the same type of interval, that is, (360,340]); for the interval formed by 340 and 330, the lower limit value corresponding to 330 is an open interval, and the sub-interval containing the corresponding value is also set to the same type of interval, that is, [340,330); for the interval formed by 330 and 310, the side adjacent to the degenerate interval [310,310] is set as an open interval, the upper limit value corresponding to 330 is a closed interval, and the sub-interval containing the corresponding value is also set to the same type of interval, that is, [330,310).

[0132] In summary, the buyer interval set PB is: {(380,360),[360,360], (360,340], [340,330),[330,310),[310,310]}.

[0133] Taking Table 11 as an example, the upper and lower limits of all sellers' quotation intervals are sorted in ascending order, and the result is: 330, 340, 370, 390. During the sorting process, 330 is a repeated lower limit value, and is also the boundary of the open interval and the closed interval, forming a degenerate interval [330,330] with 330. The quotation interval [340,340] of s3 is a degenerate interval, and this degenerate interval is retained.

[0134] In the non-degenerate interval adjacent to the degenerate interval, the side close to the degenerate interval needs to be set as an open interval. Therefore, for the interval composed of 330 and 340, the side adjacent to the degenerate interval [330,330] is set as an open interval, and the side adjacent to the degenerate interval [340,340] is set as an open interval, that is, (330,340); for the interval composed of 340 and 370, the side adjacent to the degenerate interval [340,340] is set as an open interval, the upper limit value corresponding to 370 is an open interval, and the sub-interval containing the corresponding value is also set to the same type of interval, that is, (340,370); for the interval composed of 370 and 390, the upper limit value corresponding to 390 is an open interval, and the sub-interval containing the corresponding value is also set to the same type of interval, that is, [370,390).

[0135] In summary, the seller interval set PS is: {[330,330],(330,340),[340,340], (340,370),[370,390)}.

[0136] The "merge method" can also be used. If the buyer's quotation interval or the seller's quotation interval is a degenerate interval, or there is a repeated value in the upper or lower limit of the buyer's quotation interval or the seller's quotation interval, and the repeated value is both an open interval and a closed interval boundary, when forming a degenerate interval, it can be formed independently on the buyer's side and the seller's side, or it can be formed by merging. In specific implementation, it can be selected according to actual conditions.

[0137] Embodiment 8 In Example 5, in the 4th round, sellers s3 and s2 have all been cleared, leaving only s1. The declared range of seller s1 is [330, 370], but due to the influence of s3's declared upper limit of 360, the sales range to be cleared in the 4th round is [330,360], which has an adverse impact on the clearing price of seller s1. Similarly, in the 5th round, buyers b4, b3 and b2 have all been cleared, leaving only b1. The declared range of buyer b1 is [310, 340], but due to the influence of b4's declared lower limit of 330, the purchase range to be cleared in the 5th round is [330, 340], which has an adverse impact on the clearing price of buyer b1.

[0138] Embodiment 8 eliminates the above-mentioned influence, and its difference from Embodiment 5 is that: between step S203 and step S204, it also includes: deleting the upper limit value and / or lower limit value of the quotation interval associated only with the cleared buyers from the upper limit value and lower limit value of all buyers' quotation intervals, and / or deleting the upper limit value and / or lower limit value of the quotation interval associated only with the cleared sellers from the upper limit value and lower limit value of all sellers' quotation intervals; updating the buyer interval set PB and / or the seller interval set PS. For the convenience of explanation, this preferred solution is referred to as the "update set method".

[0139] Based on the information in Tables 6 and 7, the corresponding clearing process is shown in Table 12.

[0140]

[0141] In the clearing process of Table 12, after the first round of b4 is cleared, the lower limit value 330 and the upper limit value 380 of the quotation interval associated only with b4 are deleted, and the upper and lower limits of all remaining buyer quotation intervals are sorted in descending order: 360, 340, 320, 310, 300. Therefore, the updated buyer interval set PB is: {[360,340], [340,320], [320,310], [310,300]}. Similarly, PB and / or PS are updated after each round of clearing. Table 13 shows the clearing results of the above "updated set method":

[0142] Embodiment 9 The difference between the ninth embodiment and the fifth embodiment is that the method 1 is replaced by the method 2, that is: Select a sub-interval that has not been cleared from the buyer's interval set PB and the seller's interval set PS, and form the corresponding purchase interval to be cleared and the sales interval to be cleared. The following method is used: Method 2: Select the un-cleared sub-interval with the largest transaction volume from the buyer's interval set PB and the seller's interval set PS respectively.

[0143] Method 2 is a new type of clearing method provided by this patent. The sub-interval with the largest transaction volume usually means that the sub-interval is closer to the real market value of the commodity. Giving priority to the sub-interval with the largest transaction volume can effectively prevent irrational quotations from participants.

[0144] Based on the information in Table 6 and Table 7, the sub-intervals that have not been cleared that have the largest transaction volume are selected, which are the sub-interval [340,330] of PB and the sub-interval [330,360] of PS. Among them, the sum of the unsold amount on the buying side corresponding to the sub-interval [340,330] of PB is the sum of the unsold amount on b1, b2, b3 and b4, that is, 150+200+160+120=630; the sum of the unsold amount on the selling side corresponding to the sub-interval [330,360] of PS is the sum of the unsold amount on s1, s2 and s3, that is, 280+160+220=660.

[0145] The buyers corresponding to the purchase interval [340,330] to be cleared are b1, b2, b3 and b4, and the sellers corresponding to the sales interval [330,360] to be cleared are s1, s2 and s3. The interval clearing quantity clearance = 630, the clearing quantities of b1, b2, b3 and b4 are 150, 200, 160 and 120 respectively, and the clearing quantities of s1, s2 and s3 are 250, 160 and 220 respectively; the clearing price clearPrice == ((360+330) / 2+(340+330) / 2) / 2=340.

[0146] Since all buyers have cleared out after the first round, there are no sub-intervals that have not been cleared and can be traded, so the clearing is completed. The specific clearing process is shown in Table 14 below:

[0147] Embodiment 10 In the tenth embodiment, the following method is used to select the sub-interval that has not been cleared: Before selecting the sub-interval that has not been cleared in step S201, simulate clearing is performed according to the following steps: S001, select a sub-interval with the highest price from the sub-intervals that have not been simulated and cleared in the buyer's interval set PB, and select a sub-interval with the lowest price from the sub-intervals that have not been simulated and cleared in the seller's interval set PS, and form a purchase interval to be simulated and cleared and a sales interval to be simulated and cleared accordingly; S002, determine the buyer corresponding to the purchase interval to be simulated and cleared. If the buyer interval set PB is formed in a non-overlapping manner, the buyer must meet the requirement of not being simulated and cleared and the quotation interval overlaps with the purchase interval to be simulated and cleared; if the buyer interval set PB is formed in an overlapping manner, the buyer must meet the requirement of not being simulated and the quotation interval overlaps with the purchase interval to be simulated and cleared to form a non-degenerate interval. Determine the sellers corresponding to the sales interval to be simulated and cleared. If the seller interval set PS is formed in a non-overlapping manner, the sellers must meet the requirement of not being simulated and having an overlapping quotation interval with the sales interval to be simulated and cleared; if the seller interval set PS is formed in an overlapping manner, the sellers must meet the requirement of not being simulated and having an overlapping quotation interval with the sales interval to be simulated and cleared that can form a non-degenerate interval. S003, combining the simulated unsold quantity of each buyer and the simulated unsold quantity of each seller, determining the corresponding simulated clearing quantity of each buyer and each seller; and determining the corresponding simulated clearing price; S004, determine whether there are any tradable sub-intervals that have not been simulated and cleared in the buyer's interval set PB and the seller's interval set PS. If so, return to step S001; otherwise, complete the simulated clearing and obtain the marginal clearing price.

[0148] Then select the sub-interval that has not been cleared: From the buyer interval set PB, select the sub-interval that contains or is greater than the marginal clearing price and is closest to the marginal clearing price that has not yet been cleared; From the seller interval set PS, select the uncleared sub-interval that contains or is less than the marginal clearing price and is closest to the marginal clearing price.

[0149] For the sake of convenience, the method of selecting the sub-interval that has not yet been cleared is referred to as "method 3".

[0150] Based on the information in Tables 6 and 7, assuming that the method of obtaining the buyer's interval set PB and the seller's interval set PS is the "merger method", the buyer's interval set PB is: {[380,370], [370,360],[360,340], [340,330],[330,320], [320,310], [310,300]}, and the seller's interval set PS is: {[310,320], [320,330],[330,340], [340,360], [360,370], [370,380], [380,390]}.

[0151] First, simulate clearing is performed, and the process is shown in Table 15 below:

[0152] In the above simulated clearing process, after the first round of simulated clearing, the purchase interval [380,370] to be cleared has been cleared, and the corresponding buyer b4 has also been cleared. Since the buyer corresponding to the next highest-priced sub-interval [370,360] in PB is only b4, and b4 has been cleared, in the second round of simulated clearing, the purchase interval to be cleared is the sub-interval [360,340] with the highest price.

[0153] The marginal clearing price obtained after the simulated clearing is the clearing price of the last round, which is 335. Since the simulated clearing only requires the marginal clearing price, the simulated clearing price does not need to be calculated for rounds 1-4.

[0154] After the simulated clearing is completed, select the sub-intervals that have not been cleared. From the buyer's interval set PB, select the sub-intervals that are not cleared and contain or are greater than the marginal clearing price and are closest to the marginal clearing price, that is, the purchase interval to be cleared is [340,330]; from the seller's interval set PS, select the sub-intervals that are not cleared and contain or are less than the marginal clearing price and are closest to the marginal clearing price, that is, the sales interval to be cleared is [330,340]. The specific clearing process is shown in Table 16 below:

[0155] In the tenth embodiment, the buyers and sellers whose bids are close to the marginal clearing price are cleared first, so that both parties can make their bids as rational as possible and avoid excessively lowering or raising the bids for the sake of transaction. The Anhui Power Exchange Center in China adopts this centralized bidding clearing method.

[0156] It should be noted that the above preferred embodiments can also be combined in different ways according to actual conditions to meet actual needs. For example, "Method 3" and "Discrete Method" can be used in combination. And in the simulated clearing process of "Method 3", the "Update Set Method" can be combined. If the "Update Set Method" is used in the simulated clearing process, because the buyer interval set PB and the seller interval set PS are changed in the simulated clearing process, PB and PS need to be reconstructed during the formal clearing.

[0157] Through various combinations, more preferred embodiments of the present application can be formed. The specific process of clearing out is similar and will not be described in detail.

[0158] A variety of flexible clearing price calculation methods are provided in the embodiments of the present application. In actual calculations, the calculation result of the clearing price clearPrice may be greater than the upper limit of the purchase interval to be cleared or less than the lower limit of the sales interval to be cleared. Such a calculation result lacks meaning and exceeds the transaction intention range of the buyer and seller. For example: the purchase interval to be cleared is [340,320], and the sales interval to be cleared is [330,380]. According to the calculation method of Example 5, clearPrice=((psu+psd) / 2+(pbu+pbd) / 2) / 2= ((380+330) / 2 +(340+320) / 2) / 2=342.5. The clearing price clearPrice is 342.5, which exceeds the upper limit of 340 of the purchase interval to be cleared. Although the buyer and seller have a price consensus interval of [340,330], the transaction cannot be completed.

[0159] To solve the above problems, in some preferred embodiments of the present application, the following processing can also be performed: After determining the clearing quantity and clearing price: If clearPrice < psd, then set clearPrice = psd; If clearPrice > pbu, then set clearPrice = pbu; Alternatively, before determining the clearing price in step S203: If pbd < psd, then set pbd = psd; If psu > pbu, then set psu = pbu; Alternatively, before determining the clearing price in step S203: If psu > pbu, then set psu = pbu; If pbu > psu, then set pbu = psu; If psd < pbd, then set psd = pbd; If pbd < psd, then set pbd = psd.

[0160] Taking the to-be-cleared purchase range [340, 320] and the to-be-cleared sales range [330, 380] as an example, the calculated result of the clearing price clearPrice is 342.5. Since clearPrice > pbu, set clearPrice = pbu = 340, and the final clearing price clearPrice is 340. Similarly, if clearPrice < psd, then clearPrice can be set to psd.

[0161] If pbd < psd, then set pbd = psd; if psu > pbu, then set psu = pbu. The purpose is to eliminate the non-tradable parts in the to-be-cleared purchase range and the to-be-cleared sales range, that is, the part where the buyer's price is lower than the seller's lowest price, and the part where the seller's price is higher than the buyer's highest price. Taking the to-be-cleared purchase range [360, 100] and the to-be-cleared sales range [330, 350] as an example, since pbd < psd, set pbd = 330; since psu < pbu, psu remains unchanged. The final clearing price is: clearPrice = 342.5.

[0162] If psu > pbu, then set psu = pbu; if pbu > psu, then set pbu = psu; if psd < pbd, then set psd = pbd; if pbd < psd, then set pbd = psd. The purpose is to directly use the price consensus interval between the buyer and the seller as the to-be-cleared purchase interval and the to-be-cleared sales interval. At this time, the calculated result of clearPrice will definitely fall within the consensus interval. Taking the to-be-cleared purchase interval [360, 100] and the to-be-cleared sales interval [330, 350] as an example, the price consensus interval is [330, 350], and the final clearing price is: clearPrice = 340.

[0163] In the above embodiments based on Tables 6 and 7, there is no case of degenerate intervals in the buyer interval set PB and the seller interval set PS. If there are degenerate intervals, when determining the buyer corresponding to the to-be-cleared purchase interval, it is only necessary that the buyer has not been cleared and the quoted price interval overlaps with the to-be-cleared purchase interval; similarly, when determining the seller corresponding to the to-be-cleared sales interval, it is only necessary that the seller has not been cleared and the quoted price interval overlaps with the to-be-cleared sales interval.

[0164] For example, the quoted price intervals of buyers b1, b2, b3, and b4 are [310, 350], (330, 370], (350, 370), and [330, 360) respectively. Then the buyer interval set PB is: {[370, 370], (370, 360], (360, 350), [350, 330), [330, 330], (330, 310]}. Using "Method 1", when determining the buyer corresponding to the to-be-cleared purchase interval [370, 370], only the quoted price interval of buyer b2 overlaps with the to-be-cleared purchase interval (i.e., the value 370).

[0165] Correspondingly, the present application also proposes two centralized call auction clearing systems based on interval quotes: The following is an embodiment of the centralized call auction clearing system based on interval quotes of the present application, which may include: The first to-be-cleared interval module is used to select an uncleared sub-interval from the virtual quoted price interval set PG to form a to-be-cleared interval; the method for obtaining the virtual quoted price interval set PG is: After sorting the upper limit values and lower limit values of all participating parties' quoted price intervals, obtain the virtual quoted price interval set PG composed of sequentially adjacent upper limit values or lower limit values; The first corresponding market member module is used to determine the participating party corresponding to the to-be-cleared interval: If the sub-intervals in the virtual quoted price interval set PG do not overlap with each other, the participating party corresponding to the to-be-cleared interval satisfies: not cleared and the quoted price interval overlaps with the to-be-cleared interval; If the sub-intervals of the virtual quotation interval set PG overlap on the sub-interval boundaries, then the participants corresponding to the interval to be cleared meet the following conditions: they are not cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval; The first clearing quantity and clearing price module is used to determine the corresponding clearing quantity of each participant and the corresponding clearing price by combining the commodity information and the uncleared quantity of each participant; The first judgment module is used to judge whether there are any sub-intervals that can be traded but have not been cleared in the virtual quotation interval set PG. If so, the first interval to be cleared module is used again to form an interval to be cleared. Otherwise, the clearing is completed.

[0166] The following is another embodiment of the centralized bidding and clearing system based on interval quotation of the present application, which may include: The second to-be-cleared interval module is used to select a sub-interval that has not been cleared from the buyer interval set PB and the seller interval set PS, respectively, to form a to-be-cleared purchase interval and a to-be-cleared sales interval; the method for obtaining the buyer interval set PB and the seller interval set PS is: After sorting the upper and lower limits of all buyer quotation intervals, a buyer interval set PB consisting of sequentially adjacent upper or lower limits is obtained; after sorting the upper and lower limits of all seller quotation intervals, a seller interval set PS consisting of sequentially adjacent upper or lower limits is obtained; Alternatively, after sorting the upper and lower limits of all buyer quotation intervals and all seller quotation intervals, a buyer interval set PB and a seller interval set PS consisting of sequentially adjacent upper and lower limits are obtained; The second corresponding market member module is used to determine the buyer corresponding to the purchase interval to be cleared and the seller corresponding to the sales interval to be cleared: If the sub-intervals of the buyer interval set PB do not overlap with each other, then the buyer corresponding to the to-be-cleared purchase interval satisfies: it has not been cleared and the quoted interval overlaps with the to-be-cleared purchase interval; if the sub-intervals of the buyer interval set PB overlap on the sub-interval boundary, then the buyer corresponding to the to-be-cleared purchase interval satisfies: it has not been cleared and the quoted interval overlaps with the to-be-cleared purchase interval to form a non-degenerate interval; If the sub-intervals of the seller interval set PS do not overlap with each other, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared; if the sub-intervals of the seller interval set PS overlap on the sub-interval boundaries, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared to form a non-degenerate interval; The second clearing quantity and clearing price module is used to combine the uncleared quantity of each buyer and the uncleared quantity of each seller to determine the corresponding clearing quantity of each buyer and each seller, and determine the corresponding clearing price; The second judgment module is used to judge whether there are sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS; if so, the second interval to be cleared module is used again to form a to-be-cleared purchase interval and a to-be-cleared sales interval; otherwise, the clearing is completed.

[0167] It should be noted that in the several embodiments provided in the present application, it should be understood that the disclosed devices and methods can be implemented in other ways. For example, the system embodiments described above are merely schematic. For example, the division of each module is only a logical function division. There may be other division methods in actual implementation. For example, multiple modules can be combined or integrated into another device, or some features can be ignored or not executed. The module described as a separate component may or may not be physically separated. The component displayed as a module may be a physical unit or multiple physical units, that is, it may be located in one place, or it may be distributed in multiple different places. Some or all of the modules may be selected according to actual needs to achieve the purpose of the scheme of this embodiment.

[0168] In addition, each module in each embodiment of the present invention may be integrated into a processing unit, each module may exist physically separately, or two or more modules may be integrated into one unit. The above-mentioned integrated unit may be implemented in the form of hardware or in the form of software functional units.

[0169] An embodiment of the present application also provides an electronic device, which may include one or more processors, a memory, and a communication interface.

[0170] The memory, the communication interface and the processor are coupled, for example, the memory, the communication interface and the processor may be coupled together via a bus.

[0171] The communication interface is used for data transmission with other devices. The memory stores computer program code. The computer program code includes computer instructions. When the computer instructions are executed by the processor, the electronic device executes the steps of the centralized bidding and clearing method based on interval quotation.

[0172] Wherein, the processor can be a processor or a controller, for example, a central processing unit (CPU), a general processor, a digital signal processor (DSP), an application-specific integrated circuit (ASIC), a field programmable gate array (FPGA) or other programmable logic devices, transistor logic devices, hardware components or any combination thereof. It can implement or execute various exemplary logic boxes, modules and circuits described in conjunction with the present disclosure. The processor can also be a combination that implements a computing function, such as a combination of one or more microprocessors, a combination of a DSP and a microprocessor, and the like. The processor can be used to support electronic devices to execute the method steps provided in the above embodiments. Wherein, the bus can be a peripheral component interconnect standard (PCI) bus or an extended industry standard architecture (EISA) bus, etc. The above bus can be divided into an address bus, a data bus, a control bus, etc.

[0173] The computer-readable storage medium provided in the embodiments of the present application performs various exemplary logic blocks, modules and circuits described in conjunction with the present disclosure. The processor may also be a combination that implements computing functions, such as a combination of one or more microprocessors, a combination of a DSP and a microprocessor, etc. The processor may be used to support an electronic device in executing the method steps provided in the above embodiments.

[0174] The bus may be a Peripheral Component Interconnect (PCI) bus or an Extended Industry Standard Architecture (EISA) bus, etc. The above bus may be divided into an address bus, a data bus, a control bus, etc.

[0175] A computer program is stored in a computer-readable storage medium, and when the computer program is executed by a processor, the steps of the above-mentioned centralized bidding and clearing method based on interval quotations are implemented.

[0176] The computer-readable storage medium involved in the present application includes random access memory (RAM), internal memory, read-only memory (ROM), electrically programmable ROM, electrically erasable programmable ROM, registers, hard disks, removable disks, CD-ROMs, or any other form of storage medium known in the technical field.

[0177] For the description of the relevant parts of the centralized bidding and clearing system based on interval quotations, electronic device and computer-readable storage medium provided in the embodiments of the present application, please refer to the detailed description of the corresponding parts in the centralized bidding and clearing method based on interval quotations provided in the embodiments of the present application, which will not be repeated here. In addition, the parts of the above-mentioned technical solutions provided in the embodiments of the present application that are consistent with the implementation principles of the corresponding technical solutions in the prior art are not described in detail to avoid excessive elaboration.

[0178] The above are only preferred embodiments of the present application and are not intended to limit the present application. For those skilled in the art, the present application may have various modifications and variations. Any modification, equivalent replacement, improvement, etc. made within the spirit and principle of the present application shall be included in the protection scope of the present application.

Claims

1. A centralized bidding clearing method based on interval quotation, characterized in that: include: S1-1, select a sub-interval that has not been cleared from the virtual quotation interval set PG to form a to-be-cleared interval; the method for obtaining the virtual quotation interval set PG is: After sorting the upper and lower limits of all the bid intervals of the participants, a virtual bid interval set PG consisting of the upper and lower limits that are adjacent in sequence is obtained; S1-2, determine the participants corresponding to the interval to be cleared: If the sub-intervals of the virtual quotation interval set PG do not overlap with each other, then the participants corresponding to the interval to be cleared meet the following conditions: they have not been cleared and the quotation interval overlaps with the interval to be cleared; If the sub-intervals of the virtual quotation interval set PG overlap on the sub-interval boundaries, then the participants corresponding to the interval to be cleared meet the following conditions: they are not cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval; S1-3, combining the commodity information and the outstanding quantity of each participant, determining the corresponding clearing quantity of each participant, and determining the corresponding clearing price; S1-4, determine whether there are any sub-intervals that can be traded but have not been cleared in the virtual quotation interval set PG, if so, return to step S1-1, otherwise, complete the clearing.

2. The centralized bidding and clearing method based on interval quotation according to claim 1 is characterized in that: In step S1-1, the method for obtaining the virtual quotation interval set PG further includes: If there is a repeated value in the upper or lower limit of the bid interval of the participant and the repeated value is both an open interval and a closed interval boundary, the repeated value forms a degenerate interval, and the side of the non-degenerate interval adjacent to the degenerate interval close to the degenerate interval is set as an open interval; If the quotation interval of a participant is a degenerate interval, the degenerate interval will be retained, and the side of the non-degenerate interval adjacent to the degenerate interval close to the degenerate interval will be set as an open interval.

3. The centralized bidding and clearing method based on interval quotation according to claim 1 or 2 is characterized in that: Between step S1-3 and step S1-4, the following is further included: From the upper and lower limits of the quotation intervals of all participants, delete the upper and / or lower limits of the quotation intervals associated only with the cleared participants, and update the virtual quotation interval set PG.

4. The centralized bidding and clearing method based on interval quotation according to claim 1 or 2 is characterized in that: In step S1-1, selecting a sub-interval that has not been cleared includes: From the sub-intervals of the virtual quotation interval set PG that have not been cleared, select the sub-interval with the highest or lowest price; Alternatively, a sub-interval with the largest transaction volume is selected from the sub-intervals of the virtual quotation interval set PG that have not yet been cleared.

5. The centralized bidding and clearing method based on interval quotation according to claim 4 is characterized in that: In step S1-3, determining the corresponding clearing price includes: The clearing price is calculated according to the preset rules, and the clearing price clearPrice satisfies: pgu ≥ clearPrice ≥ pgd Among them, pgu is the upper limit of the interval to be cleared, and pgd is the lower limit of the interval to be cleared; In step S1-3, the determination of the corresponding clearing amount of each participant includes: The smaller value of qtyG and qtyC is used as the interval clearing quantity corresponding to the interval to be cleared; where qtyG is the uncleared quantity of the commodity, and qtyC is the sum of the uncleared quantities of the corresponding participants; The interval clearance volume is allocated among the participants according to the preset rules.

6. A centralized bidding clearing system based on interval quotation, characterized in that: include: The first waiting-to-clear interval module is used to select a sub-interval that has not been cleared from the virtual quotation interval set PG to form a waiting-to-clear interval; the method for obtaining the virtual quotation interval set PG is: After sorting the upper and lower limits of all the bid intervals of the participants, a virtual bid interval set PG consisting of the upper and lower limits that are adjacent in sequence is obtained; The first corresponding market member module is used to determine the participants corresponding to the interval to be cleared: If the sub-intervals of the virtual quotation interval set PG do not overlap with each other, then the participants corresponding to the interval to be cleared meet the following conditions: they have not been cleared and the quotation interval overlaps with the interval to be cleared; If the sub-intervals of the virtual quotation interval set PG overlap on the sub-interval boundaries, then the participants corresponding to the interval to be cleared meet the following conditions: they are not cleared and the quotation interval overlaps with the interval to be cleared to form a non-degenerate interval; The first clearing quantity and clearing price module is used to determine the corresponding clearing quantity of each participant and the corresponding clearing price by combining the commodity information and the uncleared quantity of each participant; The first judgment module is used to judge whether there are any sub-intervals that can be traded but have not been cleared in the virtual quotation interval set PG. If so, the first interval to be cleared module is used again to form an interval to be cleared. Otherwise, the clearing is completed.

7. A centralized bidding clearing method based on interval quotation, characterized in that: include: S2-1, select a sub-interval that has not been cleared from the buyer's interval set PB and the seller's interval set PS respectively, to form a to-be-cleared purchase interval and a to-be-cleared sales interval; the method for obtaining the buyer's interval set PB and the seller's interval set PS is: After sorting the upper and lower limits of all buyer quotation intervals, a buyer interval set PB consisting of sequentially adjacent upper or lower limits is obtained; after sorting the upper and lower limits of all seller quotation intervals, a seller interval set PS consisting of sequentially adjacent upper or lower limits is obtained; Alternatively, after sorting the upper and lower limits of all buyer quotation intervals and all seller quotation intervals, a buyer interval set PB and a seller interval set PS consisting of sequentially adjacent upper and lower limits are obtained; S2-2, determine the buyer corresponding to the purchase range to be cleared: If the sub-intervals of the buyer interval set PB do not overlap with each other, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared; if the sub-intervals of the buyer interval set PB overlap on the sub-interval boundaries, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared to form a non-degenerate interval; Determine the seller corresponding to the sales range to be cleared: If the sub-intervals of the seller interval set PS do not overlap with each other, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared; if the sub-intervals of the seller interval set PS overlap on the sub-interval boundaries, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared to form a non-degenerate interval; S2-3, combining the outstanding quantity of each buyer and the outstanding quantity of each seller, determining the corresponding clearing quantity of each buyer and each seller, and determining the corresponding clearing price; S2-4, determine whether there are sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS; if so, return to step S2-1, otherwise, complete the clearing.

8. The centralized bidding and clearing method based on interval quotation according to claim 7 is characterized in that: In step S2-1, the method for obtaining the buyer interval set PB and the seller interval set PS further includes: If there is a repeated value in the upper limit or lower limit of the buyer's quotation interval or the seller's quotation interval, and the repeated value is both an open interval and a closed interval boundary, the repeated value is used to form a degenerate interval, and the side of the non-degenerate interval adjacent to the degenerate interval close to the degenerate interval is set as an open interval; If a buyer's quotation interval or a seller's quotation interval is a degenerate interval, the degenerate interval is retained, and the side of the non-degenerate interval adjacent to the degenerate interval close to the degenerate interval is set as an open interval.

9. The centralized bidding and clearing method based on interval quotation according to claim 7 or 8 is characterized in that: Between step S2-3 and step S2-4, the following is also included: (1-1) From the upper and lower limits of all buyer quotes, delete the upper and / or lower limits of the quotes associated only with the cleared buyers; and / or deleting the upper limit value and / or lower limit value of the quotation range associated only with the cleared sellers from the upper limit values ​​and lower limit values ​​of the quotation ranges of all sellers; (1-2) Update the buyer interval set PB and / or the seller interval set PS.

10. The centralized bidding and clearing method based on interval quotation according to claim 7 or 8, characterized in that: In step S2-1, selecting a sub-interval that has not been cleared includes: Solution 1: Select the sub-interval with the highest price from the sub-intervals that have not been cleared from the buyer's interval set PB, and select the sub-interval with the lowest price from the sub-intervals that have not been cleared from the seller's interval set PS; Or, Option 2: Select the sub-interval with the largest transaction volume that has not been cleared from the buyer interval set PB and the seller interval set PS respectively; Or, option three: Before step S2-1, the method further includes: simulating clearing; S0-1, select a sub-interval with the highest price from the sub-intervals that have not been simulated and cleared in the buyer's interval set PB, and select a sub-interval with the lowest price from the sub-intervals that have not been simulated and cleared in the seller's interval set PS, and form a purchase interval to be simulated and cleared and a sales interval to be simulated and cleared accordingly; S0-2, determine the buyer corresponding to the purchase interval to be simulated: If the sub-intervals of the buyer interval set PB do not overlap with each other, then the buyer corresponding to the purchase interval to be simulated clearing satisfies: no simulated clearing and the quotation interval overlaps with the purchase interval to be simulated clearing; If the sub-intervals of the buyer interval set PB overlap on the sub-interval boundaries, then the buyer corresponding to the purchase interval to be simulated clearing satisfies: no simulated clearing and the quotation interval overlaps with the purchase interval to be simulated clearing to form a non-degenerate interval; Determine the seller corresponding to the sales interval to be simulated: If the sub-intervals of the seller interval set PS do not overlap with each other, then the seller corresponding to the sales interval to be simulated clearing satisfies: no simulated clearing and the quotation interval overlaps with the sales interval to be simulated clearing; If the sub-intervals of the seller interval set PS overlap on the sub-interval boundaries, then the seller corresponding to the sales interval to be simulated and cleared satisfies: no simulated clearing and the quotation interval overlaps with the sales interval to be simulated and cleared to form a non-degenerate interval; S0-3, combining the simulated unsold quantity of each buyer and the simulated unsold quantity of each seller, determining the corresponding simulated clearing quantity of each buyer and each seller, and determining the corresponding simulated clearing price; S0-4, determine whether there are any sub-intervals that are tradeable and have not been cleared in the simulation in the buyer interval set PB and the seller interval set PS. If so, return to step S0-1; otherwise, complete the simulation clearing and obtain the marginal clearing price; In step S2-1, selecting a sub-interval that has not been cleared includes: From the buyer interval set PB, select the sub-interval that contains or is greater than the marginal clearing price and is closest to the marginal clearing price that has not yet been cleared; From the seller interval set PS, select the uncleared sub-interval that contains or is less than the marginal clearing price and is closest to the marginal clearing price.

11. The centralized bidding and clearing method based on interval quotation according to claim 10 is characterized in that: Between step S2-2 and step S2-3, the following is also included: Determine whether pbu ≥ psd is satisfied. If so, execute step S2-3; otherwise, execute step S2-4; wherein pbu is the upper limit of the purchase range to be cleared, and psd is the lower limit of the sales range to be cleared; In step S2-3, determining the corresponding clearing price includes: clearPrice =((psu+psd) / 2+(pbu+pbd) / 2) / 2; Among them, psu is the upper limit of the sales range to be cleared, pbd is the lower limit of the purchase range to be cleared, and clearPrice is the clearing price; Alternatively, clearPrice is equal to the weighted average of (pbu+pbd) / 2 and (psu+psd) / 2; Or, clearPrice = (psu + pbd) / 2; Alternatively, clearPrice is equal to the weighted average of pbd and psu; Alternatively, when the pending clearing purchase interval and the pending clearing sale interval overlap, clearPrice is equal to the average or weighted average of the overlapping portions; Alternatively, clearPrice is calculated according to a preset rule.

12. The centralized bidding and clearing method based on interval quotation according to claim 10, characterized in that: Between step S2-3 and step S2-4, the following is also included: If clearPrice < psd, then let clearPrice = psd; If clearPrice > pbu, then let clearPrice = pbu; or, Between step S2-2 and step S2-3, the following is also included: If pbd < psd, then let pbd = psd; If psu > pbu, then let psu = pbu; or, Between step S2-2 and step S2-3, the following is also included: If psu > pbu, then let psu = pbu; If pbu > psu, then set pbu = psu; If psd < pbd, then let psd = pbd; If pbd < psd, then set pbd = psd.

13. The centralized bidding and clearing method based on interval quotation according to claim 10 is characterized in that: In step S2-3, the determining of the corresponding clearing amount of each buyer and each seller includes: (2-1) The smaller value of qtyB and qtyS is taken as the interval clearance quantity corresponding to the purchase interval to be cleared and the sales interval to be cleared; where qtyB is the sum of the uncleared quantities of each buyer, and qtyS is the sum of the uncleared quantities of each seller; (2-2) Allocate the clearance amount among the buyers or sellers in proportion to the outstanding amount of each buyer or seller; Alternatively, the interval clearance is evenly distributed among the buyers or sellers; Alternatively, the interval clearance is allocated among the buyers or sellers according to a preset priority; Alternatively, the interval clearance amount is allocated among the buyers or sellers according to preset rules.

14. A centralized bidding clearing system based on interval quotation, characterized in that: include: The second to-be-cleared interval module is used to select a sub-interval that has not been cleared from the buyer interval set PB and the seller interval set PS, respectively, to form a to-be-cleared purchase interval and a to-be-cleared sales interval; the method for obtaining the buyer interval set PB and the seller interval set PS is: After sorting the upper and lower limits of all buyer quotation intervals, a buyer interval set PB consisting of sequentially adjacent upper or lower limits is obtained; after sorting the upper and lower limits of all seller quotation intervals, a seller interval set PS consisting of sequentially adjacent upper or lower limits is obtained; Alternatively, after sorting the upper and lower limits of all buyer quotation intervals and all seller quotation intervals, a buyer interval set PB and a seller interval set PS consisting of sequentially adjacent upper and lower limits are obtained; The second corresponding market member module is used to determine the buyer corresponding to the purchase interval to be cleared and the seller corresponding to the sales interval to be cleared: If the sub-intervals of the buyer interval set PB do not overlap with each other, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared; if the sub-intervals of the buyer interval set PB overlap on the sub-interval boundaries, then the buyer corresponding to the purchase interval to be cleared satisfies: it has not been cleared and the quoted interval overlaps with the purchase interval to be cleared to form a non-degenerate interval; If the sub-intervals of the seller interval set PS do not overlap with each other, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared; if the sub-intervals of the seller interval set PS overlap on the sub-interval boundaries, then the seller corresponding to the sales interval to be cleared satisfies: it has not been cleared and the quotation interval overlaps with the sales interval to be cleared to form a non-degenerate interval; The second clearing quantity and clearing price module is used to combine the uncleared quantity of each buyer and the uncleared quantity of each seller to determine the corresponding clearing quantity of each buyer and each seller, and determine the corresponding clearing price; The second judgment module is used to judge whether there are sub-intervals that can be traded but have not been cleared in the buyer's interval set PB and the seller's interval set PS; if so, the second interval to be cleared module is used again to form a to-be-cleared purchase interval and a to-be-cleared sales interval; otherwise, the clearing is completed.

15. An electronic device, characterized in that: include: A memory and one or more processors; the memory is coupled to the processor; wherein the memory stores computer program code, the computer program code includes computer instructions, and when the computer instructions are executed by the processor, the electronic device executes the steps of the centralized bidding and clearing method based on interval quotations as described in any one of claims 1 to 5 or any one of claims 7 to 13.

16. A computer-readable storage medium, characterized in that: The computer-readable storage medium stores a computer program, which, when executed by a processor, implements the steps of the centralized bidding and clearing method based on interval quotations as described in any one of claims 1 to 5 or any one of claims 7 to 13.

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