Multi-time scale standard energy block transaction rolling clearing method and system

Abstract

The invention provides a multi-time scale standard energy block transaction rolling clearing method and system, and the method comprises the steps: setting a transaction period which comprises a plurality of continuous time slots; receiving or rejecting new standard energy block declaration of the market subject according to a preset declaration rule, and updating a standard energy block set of the market subject; in each round of rolling clearing, constructing a clearing model based on all time slots from the current moment to the end of the transaction cycle and the standard energy block set; solving the clearing model, determining a transacted standard energy block according to a clearing result, and updating a standard energy block set and an electricity purchase and sale limit of the market subject according to an updating rule; and repeating the rolling clearing process at the beginning of the next transaction cycle. According to the method, the market mobility and the transaction efficiency are improved.

Description

Technical Field

[0001] This invention relates to the field of electricity market technology, and in particular to a method and system for rolling clearing of standard energy block trading across multiple time scales. Background Technology

[0002] In 2024, the Shaanxi Power Exchange Center released the "Implementation Rules for Continuous Trading and Standard Energy Block Trading on Working Days in the Shaanxi Power Market (Trial Version)," exploring continuous trading based on standard energy blocks. This mechanism allows power users participating in spot time-of-use settlement to participate in continuous trading on working days with power generation companies such as coal-fired power, new energy, and hydropower, with market participants independently determining the time-of-use contract volume. In the current trading method, the exchange center first overlays various existing contract curves of each market participant on the execution day to form an initial position curve. Then, the trading platform uses standardized energy blocks (1 hour × 1 megawatt-hour) as the smallest unit to divide the contract positions into several independent energy blocks, and organizes trading on this basis.

[0003] The existing technology has the following main drawbacks: First, the standardized energy blocks generated are all decomposed to the hourly level, which prevents the continuous value of electricity production and consumption from being fully reflected in the transaction. Second, although the rules allow different types of market participants to participate in the transaction (buyers of energy blocks can be wholesale users or electricity sales companies with surplus electricity demand, or power generation companies with existing contracts and repurchase or reduction needs, or new market entities; sellers of energy blocks can be power generation companies with surplus power generation capacity, or wholesale users or electricity sales companies with existing contracts and repurchase or reduction needs, or new market entities), it is essentially still a means of adjusting the decomposition curve of existing medium- and long-term contracts. Finally, the existing technology is limited to the rolling matching and clearing of the electricity volume in the transaction, which makes it difficult to meet the market participants' flexible trading needs across cycles and multiple time scales, thus restricting further improvement in market efficiency. Summary of the Invention

[0004] In view of this, the present invention provides a method and system for rolling clearing of standard energy block transactions on multiple time scales to solve the above problems.

[0005] This invention provides a rolling clearing method for standard energy block trading across multiple time scales, comprising: setting a trading cycle, the trading cycle including multiple consecutive time slots; accepting or rejecting new standard energy block applications from market participants according to preset application rules, and updating the standard energy block set of the market participants; constructing a clearing model based on all time slots from the current moment to the end of the trading cycle and the standard energy block set during each round of rolling clearing; solving the clearing model, determining the standard energy blocks traded based on the clearing results, and updating the standard energy block set and electricity purchase and sale quota of the market participants according to update rules; and repeating the above rolling clearing process at the beginning of the next trading cycle.

[0006] In another implementation of the invention, the clearing model takes maximizing social welfare as its objective function:

[0007] in, T This represents the total number of time slots within a trading cycle, and is also the number of the last time slot. t 0 represents the real-time moment when the clearing algorithm is running; It is the collection of market participants involved in the transaction; Market entities m A collection of standard energy blocks for electricity purchases awaiting clearance; Market entities m A collection of standard energy blocks for electricity sales awaiting clearance; For market entities m The j The purchase price of electricity for each standard energy block; For market entities m The i The electricity price for each standard energy block; For market entities m The j Each electricity purchase standard energy block in t Electricity purchases during the time slot; For market entities m The i Each electricity sales standard energy block in t Electricity sales volume during the time slot; For market entities m No. j Whether a standard energy block for electricity purchase is sold is determined by a 0-1 variable, where 1 indicates a sale and 0 indicates no sale.

[0008] In another implementation of the present invention, the constraints of the clearing model include: the total electricity volume of the standard energy blocks sold in each time slot is equal to the total electricity volume of the standard energy blocks purchased; for each standard energy block, the electricity volume sold and purchased in each time slot it covers is the standard electricity volume, and the electricity volume sold and purchased in other time slots is zero; the total electricity volume purchased and sold by each market participant in each time slot does not exceed a preset limit; and the available transmission capacity of key transmission sections is constrained.

[0009] In another implementation of the present invention, the update rule includes: removing the traded standard energy blocks from the standard energy block set, the standard energy block set including a power sales standard energy block set and a power purchase standard energy block set; and setting the start time... The energy blocks were removed from the standard energy block set for electricity sales. For market entities m No. i The starting time slot for each standard energy block for electricity sales; the starting time... The energy blocks were removed from the standard energy block set for electricity purchase. For market entities m No. j The starting time slot for each standard energy block purchased.

[0010] In another aspect, the present invention provides a multi-timescale standard energy block trading rolling clearing system, comprising: a data processing module: setting a trading cycle, the trading cycle including multiple consecutive time slots; accepting or rejecting new standard energy block applications from market participants according to preset application rules, and updating the standard energy block set of the market participants; a model building module: constructing a clearing model based on all time slots from the current moment to the end of the trading cycle and the standard energy block set during each round of rolling clearing; a model solving module: solving the clearing model, determining the standard energy blocks traded according to the clearing results, and updating the standard energy block set and electricity purchase and sale quota of the market participants according to update rules; and repeating the above rolling clearing process at the beginning of the next trading cycle.

[0011] In another implementation of the invention, the clearing model takes maximizing social welfare as its objective function:

[0012] in, T This represents the total number of time slots within a trading cycle, and is also the number of the last time slot. t 0 represents the real-time moment when the clearing algorithm is running; It is the collection of market participants involved in the transaction; Market entities m A collection of standard energy blocks for electricity purchases awaiting clearance; Market entitiesm A collection of standard energy blocks for electricity sales awaiting clearance; For market entities m The j The purchase price of electricity for each standard energy block; For market entities m The i The electricity price for each standard energy block; For market entities m The j Each electricity purchase standard energy block in t Electricity purchases during the time slot; For market entities m The i Each electricity sales standard energy block in t Electricity sales volume during the time slot; For market entities m No. j Whether a standard energy block for electricity purchase is sold is determined by a 0-1 variable, where 1 indicates a sale and 0 indicates no sale.

[0013] In another implementation of the present invention, the constraints of the clearing model include: the total electricity volume of the standard energy blocks sold in each time slot is equal to the total electricity volume of the standard energy blocks purchased; for each standard energy block, the electricity volume sold and purchased in each time slot it covers is the standard electricity volume, and the electricity volume sold and purchased in other time slots is zero; the total electricity volume purchased and sold by each market participant in each time slot does not exceed a preset limit; and the available transmission capacity of key transmission sections is constrained.

[0014] In another implementation of the present invention, the update rule includes: removing the traded standard energy blocks from the standard energy block set, the standard energy block set including a power sales standard energy block set and a power purchase standard energy block set; and setting the start time... The energy blocks were removed from the standard energy block set for electricity sales. For market entities m No. i The starting time slot for each standard energy block for electricity sales; the starting time... The energy blocks were removed from the standard energy block set for electricity purchase. For market entities m No. j The starting time slot for each standard energy block purchased.

[0015] In another aspect, the present invention provides an electronic device comprising: a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein the processor, when executing the computer program, implements the steps of a multi-timescale standard energy block trading rolling clearing method as described in any of the preceding claims. In another aspect, the present invention provides a computer storage medium storing a computer program that, when executed by a processor, implements the steps of a multi-timescale standard energy block trading rolling clearing method as described in any of the preceding claims.

[0016] The multi-timescale standard energy block trading rolling clearing method of this invention defines an energy block structure with clearly defined start and end time slots, and proposes standardized requirements for the electricity volume of each time slot. This method retains the degree of standardization while truly reflecting the continuous value of electricity production and consumption. It allows market participants to submit applications for purchasing and selling energy blocks at different times, enabling flexible switching between purchasing and selling roles. Furthermore, it proposes a multi-timescale coordinated standard energy block rolling clearing mechanism, establishing a unified trading framework covering different cycles such as daily, multi-day, ten-day, and monthly, and providing corresponding clearing algorithm models to achieve coordinated optimization of energy blocks across multiple cycles, thereby improving the flexibility of contract adjustments and trading efficiency. Attached Figure Description

[0017] To more clearly illustrate the technical solutions in the embodiments of the present invention or the prior art, the accompanying drawings used in the description of the embodiments or the prior art will be briefly introduced below. By reading the detailed description of the embodiments below, the advantages and benefits of the solutions will become clear to those skilled in the art. The accompanying drawings are only for illustrating preferred embodiments and are not intended to limit the present invention. In the accompanying drawings: Figure 1 This is a schematic diagram of a multi-timescale standard energy block trading rolling clearing method according to an embodiment of the present invention.

[0018] Figure 2 This is a schematic diagram of a transaction process according to an embodiment of the present invention.

[0019] Figure 3 This is a schematic diagram of time-of-use electricity pricing according to an embodiment of the present invention.

[0020] Figure 4 This is a schematic diagram of time-of-use electricity pricing according to an embodiment of the present invention.

[0021] Figure 5 This is a schematic diagram of the market transaction results of multi-period rolling standard energy blocks according to an embodiment of the present invention.

[0022] Figure 6 This is a schematic diagram of the market transaction results of standard energy blocks in a single time period, according to an embodiment of the present invention. Detailed Implementation

[0023] To enable those skilled in the art to better understand the technical solutions in the embodiments of the present invention, the technical solutions in the embodiments of the present invention will be clearly and thoroughly described below with reference to the accompanying drawings. Obviously, the described embodiments are only some embodiments of the present invention, and not all embodiments. Based on the embodiments of the present invention, all other embodiments obtained by those skilled in the art should fall within the protection scope of the present invention.

[0024] Figure 1 A schematic diagram of a multi-timescale standard energy block trading rolling clearing method provided by an embodiment of the present invention is shown below. Figure 1 As shown, this embodiment mainly includes: S101. Set a transaction cycle, wherein the transaction cycle includes multiple consecutive time slots.

[0025] For example, the trading cycle is the complete time period covered by the market's standard energy block trading and rolling clearing. Its length can be set by day, ten days or month. During each rolling clearing, the scope of the optimization calculation covers all time slots from the current moment until the end of the trading cycle.

[0026] Specifically, the transaction cycle is set as follows: ={1,2,…, T},in T The total number of time slots within a trading period, with each time slot representing... It represents a fixed time interval (such as 15 minutes, 1 hour, etc.).

[0027] S102. Accept or reject new standard energy block applications from market entities according to preset application rules, and update the standard energy block set of the market entity.

[0028] For example, the set of market entities is denoted as Each market entity A party can participate in the market as both a power purchaser and a power seller, but cannot exist in the same time slot as a party waiting to purchase or sell electricity.

[0029] A standard energy block is the basic unit of a transaction. A standard energy block has the following parameter definitions: Electricity Specifications: Each standard energy block has the same electricity sales / purchase volume in each time slot it covers, and the value is specified by the trading center (e.g., 1MWh). Standardized electricity specifications are the core of "standardization".

[0030] Time attribute: Each standard energy block has a clearly defined start time slot and end time slot, which are determined by the applicant.

[0031] Price attributes: Each standard energy block has a clearly defined declared selling / purchasing price, and the same price applies to each time slot covered by the standard energy block, which is determined by the declaring entity.

[0032] S103. During each round of rolling clearing, a clearing model is constructed based on all time slots from the current moment to the end of the trading cycle and the set of standard energy blocks.

[0033] S104. Solve the clearing model, determine the standard energy blocks for the transactions based on the clearing results, and update the standard energy block set and electricity purchase and sale quota of the market participants according to the update rules.

[0034] S105. Repeat the rolling clearing process described above at the start of the next trading cycle.

[0035] The multi-timescale standard energy block trading rolling clearing method of this invention defines an energy block structure with clearly defined start and end time slots, and proposes standardized requirements for the electricity volume of each time slot. This method retains the degree of standardization while truly reflecting the continuous value of electricity production and consumption. It allows market participants to submit applications for purchasing and selling energy blocks at different times, enabling flexible switching between purchasing and selling roles. Furthermore, it proposes a multi-timescale coordinated standard energy block rolling clearing mechanism, establishing a unified trading framework covering different cycles such as daily, multi-day, ten-day, and monthly, and providing corresponding clearing algorithm models to achieve coordinated optimization of energy blocks across multiple cycles, thereby improving the flexibility of contract adjustments and trading efficiency.

[0036] In another implementation of the invention, the clearing model takes maximizing social welfare as its objective function, assuming that at a certain moment... t 0, model with t The next time slot after 0 To optimize the start time, time slots are used. T To optimize the end time: (1) in, T This represents the total number of time slots within a trading cycle, and is also the number of the last time slot. t 0 represents the real-time moment when the clearing algorithm is running; It is the collection of market participants involved in the transaction; Market entities m A collection of standard energy blocks for electricity purchases awaiting clearance; Market entities m A collection of standard energy blocks for electricity sales awaiting clearance; For market entities m The j The purchase price of electricity for each standard energy block; For market entities m Thei The electricity price for each standard energy block; For market entities m The j Each electricity purchase standard energy block in t Electricity purchases during the time slot; For market entities m The i Each electricity sales standard energy block in t Electricity sales volume during the time slot; For market entities m No. j Whether a standard energy block for electricity purchase is sold is determined by a 0-1 variable, where 1 indicates a sale and 0 indicates no sale.

[0037] For example, the objective function aims to maximize market social welfare, which is the sum of consumer surplus and producer surplus. The first term is the total value of all transactions involving the purchase of energy blocks (purchase intention), and the second term is the total cost of all transactions involving the sale of energy blocks (selling cost). The difference between the two is the social welfare.

[0038] In another implementation of the present invention, the constraints of the clearing model include: the total electricity volume of the standard energy blocks sold in each time slot is equal to the total electricity volume of the standard energy blocks purchased; for each standard energy block, the electricity volume sold and purchased in each time slot it covers is the standard electricity volume, and the electricity volume sold and purchased in other time slots is zero; the total electricity volume purchased and sold by each market participant in each time slot does not exceed a preset limit; and the available transmission capacity of key transmission sections is constrained.

[0039] For example, in each time slot, the total electricity sold by all traded standard energy blocks is equal to the total electricity purchased by all traded standard energy blocks: (2) Within the covered time period, the electricity sold / purchased by each standard energy block is the prescribed standard amount at each time. Q std In other time slots, the electricity sold / purchased is 0, reflecting the time continuity characteristic of the energy block: (3) (4) in, For market entities m No. i The starting time slot for a standard energy block for electricity sales; For market entities m No. i The termination time slot for a standard energy block for electricity sales; For market entities m No.j The starting time slot for each standard energy block purchased for electricity; For market entities m No. i The termination time slot for each standard energy block purchased.

[0040] Each market participant's total electricity sales / purchase transactions in each time slot are subject to quota constraints to prevent abuse of market power and excessive risk accumulation, similar to position limits in financial markets. (5) (6) The clearing process must consider the available transmission capacity (ATC) constraints of key transmission sections to ensure the physical feasibility of the transaction outcome. Therefore, this model aggregates the cleared electricity from each market participant to the relevant transmission section based on their location, and limits their total power to no more than the available transmission capacity of that section, specifically as follows: (7) in, ATC z,t Transmission section z In the time slot t Available transmission capacity; S z,m For market entities m cross section z The power flow distribution factor; This is a set of key transmission sections.

[0041] In another implementation of the present invention, the update rule includes: removing the traded standard energy blocks from the standard energy block set, the standard energy block set including a power sales standard energy block set and a power purchase standard energy block set; and setting the start time... The energy blocks were removed from the standard energy block set for electricity sales. For market entities m No. i The starting time slot for each standard energy block for electricity sales; the starting time... The energy blocks were removed from the standard energy block set for electricity purchase. For market entities m No. j The starting time slot for each standard energy block purchased.

[0042] For example, such as Figure 2 As shown, at time tAt 0:00, the trading center accepts new standard energy block declarations from market participants, or allows market participants to withdraw unsold standard energy blocks. A single market participant may simultaneously declare both electricity sales standard energy blocks and electricity purchase standard energy blocks, but the start and end times of all electricity purchase and sales energy blocks of a single market participant cannot be the same, ensuring that the same market participant does not have unsold purchase and sales volumes within the same time slot. Declarations that do not meet the requirements will be rejected by the trading center; declarations that meet the requirements will be added to the corresponding market participant's electricity purchase and sales energy block set.

[0043] When the next time slot is reached The start time At that time, the trading center will stop accepting new standard energy block applications and run the clearing algorithm. After clearing is completed, the trading results will be released, and the following market parameters will be updated: the set of standard energy blocks for each market participant's electricity purchase and sale. , Maximum electricity purchase / sale limits for each market entity and .

[0044] The update rules for the standard energy block set of electricity purchase and sale by various market entities are as follows: (1) Standard energy blocks that have been traded are removed from the standard energy block set of market participants.

[0045] (2) Set the start time Energy blocks from the set Removed from the middle.

[0046] (3) Set the start time Energy blocks from the set Remove from the middle.

[0047] This mechanism embodies the fundamental principle of standard energy blocks (segmented bidding), ensuring the continuous value of electricity production and consumption. Energy blocks whose starting time is earlier than the current clearing cycle are considered "unsold" and will not participate in subsequent trading processes.

[0048] Meanwhile, the maximum electricity sales / purchase limits for each market entity and The updated formula is: (8) (9) in, and These are the updated electricity sales / purchase limits, to be used in the next round of clearing algorithm; and These are the optimized values ​​of the standard energy block transaction variables for electricity sales / purchases obtained after the previous round of clearing.

[0049] The energy block trading system of this invention is based on the concept of segmented bidding, aiming to reflect the continuous value of electricity production and consumption, and has the following main beneficial effects: First, while improving the standardization of standardized energy blocks, we should retain the physical characteristics and market value of the continuity of electricity production and use.

[0050] Second, it breaks through the existing restrictions on the roles of market participants in the energy block trading, solves the problem of fixed trading identities, and improves the flexibility of market participation.

[0051] Third, effectively coordinate the declaration and clearing of energy blocks across multiple time scales (such as daily, multi-day, ten-day, and monthly) to establish a unified and efficient trading mechanism.

[0052] Example 1 Two different trading models were compared: 1. The multi-time-slot rolling standard energy block in the invention sets each time slot to 1 hour, the standard power is 1MWh, and the time of each energy block can span multiple time slots (e.g., 1-24 hours, 7-11 hours, 15-24 hours, etc.).

[0053] 2. The current standard energy blocks in Shaanxi Province have a time limit of 1 hour for each energy block.

[0054] The example involves five entities, which can be divided into three seller entities and two buyer entities based on their declarations. The details of the multi-period rolling standard energy blocks declared by each entity are shown in Tables 1 and 2.

[0055] Table 1. Market Entities' Declaration of Multi-Period Rolling Standard Energy Blocks for Electricity Sales

[0056] Table 2. Rolling Standard Energy Blocks for Electricity Purchases by Market Entities (Multi-Period Rolling)

[0057] In the application for single-time energy blocks, the electricity volume for each time period will be broken down into 1MWh×1h units for application. The time-of-use electricity price will be as follows: Figure 3 As shown, the electricity purchase price is as follows: Figure 4 As shown.

[0058] The clearing results of the two methods are as follows: Figure 5 and Figure 6 As shown. The multi-period rolling standard energy block clearing method proposed in this invention results in smoother fluctuations in transaction results, better reflecting the continuous characteristics of electricity production and consumption, with a total social welfare of 3.87 × 10⁻⁶. 5Yuan; however, using only the single-period standard energy block clearing method resulted in greater fluctuations in transaction results, with a total social welfare of 3.14 × 10. 5 Yuan. The results show that the method of the present invention improves the standardization of standardized energy blocks while preserving the physical characteristics and market value of the continuity of electricity production and use.

[0059] This invention designs a cross-time standard energy block product that truly reflects the continuity of electrical energy, establishes a trading mechanism that supports market participants in flexibly switching between purchasing and selling roles, constructs a unified trading framework covering multiple time scales, and improves market liquidity and trading efficiency. In the proposed cross-time standard energy block trading mechanism that supports the coexistence of purchasing and selling roles, the same market participant can switch between purchasing and selling roles to submit energy block applications at different times. Through the design of continuous energy blocks with a clear time span, the characteristics of electrical energy continuity are truly reflected. Through a centralized bidding trading format with multi-period coordination, truly standardized product trading is achieved, significantly improving the flexibility of contract adjustment and trading efficiency.

[0060] Another aspect of the present invention provides a multi-timescale standard energy block trading rolling clearing system, characterized in that it includes: Data processing module: sets a transaction cycle, which includes multiple consecutive time slots; accepts or rejects new standard energy block applications from market participants according to preset application rules, and updates the standard energy block set of the market participants.

[0061] Model building module: During each round of rolling clearing, a clearing model is built based on all time slots from the current moment to the end of the trading cycle and the set of standard energy blocks.

[0062] Model Solving Module: Solve the clearing model, determine the standard energy blocks for transactions based on the clearing results, and update the standard energy block set and electricity purchase and sale quota of the market participants according to the update rules; repeat the above rolling clearing process at the beginning of the next trading cycle.

[0063] The multi-timescale standard energy block trading rolling clearing system of this invention defines an energy block structure with clearly defined start and end time slots, and proposes standardized requirements for the electricity volume of each time slot. This system retains a degree of standardization while truly reflecting the continuous value of electricity production and consumption. It allows market participants to submit applications for purchasing and selling energy blocks at different times, enabling flexible switching between purchasing and selling roles. Furthermore, it proposes a multi-timescale coordinated standard energy block rolling clearing mechanism, establishing a unified trading framework covering different cycles such as daily, multi-day, ten-day, and monthly, and providing corresponding clearing algorithm models to achieve coordinated optimization of energy blocks across multiple cycles, thereby improving the flexibility of contract adjustments and trading efficiency.

[0064] In another implementation of the invention, the clearing model takes maximizing social welfare as its objective function:

[0065] in, T This represents the total number of time slots within a trading cycle, and is also the number of the last time slot. t 0 represents the real-time moment when the clearing algorithm is running; It is the collection of market participants involved in the transaction; Market entities m A collection of standard energy blocks for electricity purchases awaiting clearance; Market entities m A collection of standard energy blocks for electricity sales awaiting clearance; For market entities m The j The purchase price of electricity for each standard energy block; For market entities m The i The electricity price for each standard energy block; For market entities m The j Each electricity purchase standard energy block in t Electricity purchases during the time slot; For market entities m The i Each electricity sales standard energy block in t Electricity sales volume during the time slot; For market entities m No. j Whether a standard energy block for electricity purchase is sold is determined by a 0-1 variable, where 1 indicates a sale and 0 indicates no sale.

[0066] In another implementation of the present invention, the constraints of the clearing model include: the total electricity volume of the standard energy blocks sold in each time slot is equal to the total electricity volume of the standard energy blocks purchased; for each standard energy block, the electricity volume sold and purchased in each time slot it covers is the standard electricity volume, and the electricity volume sold and purchased in other time slots is zero; the total electricity volume purchased and sold by each market participant in each time slot does not exceed a preset limit; and the available transmission capacity of key transmission sections is constrained.

[0067] In another implementation of the present invention, the update rule includes: removing the traded standard energy blocks from the standard energy block set, the standard energy block set including a power sales standard energy block set and a power purchase standard energy block set; and setting the start time... The energy blocks were removed from the standard energy block set for electricity sales. For market entities m No. i The starting time slot for each standard energy block for electricity sales; the starting time... The energy blocks were removed from the standard energy block set for electricity purchase. For market entities m No. j The starting time slot for each standard energy block purchased.

[0068] In another aspect of the present invention, the electronic device includes: a processor, a memory, and a communication bus and a communication interface.

[0069] in: The processor, memory, and communication interface communicate with each other via a communication bus.

[0070] A communication interface is used to communicate with other electronic devices or servers.

[0071] The processor is used to execute programs, specifically the steps of any of the multi-timescale standard energy block trading rolling clearing methods described in the above embodiments.

[0072] Specifically, the program may include program code, which includes computer operation instructions.

[0073] The processor may be a central processing unit (CPU), an application-specific integrated circuit (ASIC), or one or more integrated circuits configured to implement the embodiments of this application. The one or more processors included in the smart device may be processors of the same type, such as one or more CPUs; or they may be processors of different types, such as one or more CPUs and one or more ASICs.

[0074] Memory is used to store programs. Memory may include high-speed RAM, and may also include non-volatile memory, such as at least one disk drive.

[0075] Specifically, the program can be used to cause the processor to execute the steps of any of the multi-timescale standard energy block trading rolling clearing methods described in the embodiments. The specific implementation of each step in the program can be found in the corresponding descriptions of the steps and units executed in any of the multi-timescale standard energy block trading rolling clearing methods described above, and will not be repeated here. Those skilled in the art will clearly understand that, for the sake of convenience and brevity, the specific working process of the devices and modules described above can be referred to the corresponding process descriptions in the foregoing method embodiments.

[0076] An exemplary embodiment of this application also provides a non-transitory computer-readable storage medium storing computer instructions, wherein the computer instructions are used to cause a computer to perform the methods of various embodiments of this application.

[0077] The methods described above according to embodiments of the present invention can be implemented in hardware, firmware, or as software or computer code that can be stored in a recording medium (such as a CD-ROM, RAM, floppy disk, hard disk, or magneto-optical disk), or as computer code originally stored on a remote recording medium or a non-transitory machine-readable medium and subsequently stored on a local recording medium, downloaded via a network. Thus, the methods described herein can be processed by software stored on a recording medium using a general-purpose computer, a dedicated processor, or programmable or dedicated hardware (such as an ASIC or FPGA). It is understood that the computer, processor, microprocessor controller, or programmable hardware includes storage components (e.g., RAM, ROM, flash memory, etc.) capable of storing or receiving software or computer code, which, when accessed and executed by the computer, processor, or hardware, implements the methods described herein. Furthermore, when a general-purpose computer accesses code used to implement the methods shown herein, the execution of the code transforms the general-purpose computer into a dedicated computer for executing the methods shown herein.

[0078] Specific embodiments of the present invention have now been described. Other embodiments are within the scope of the appended claims. In some cases, the actions described in the claims can be performed in a different order and still achieve the desired result. Furthermore, the processes depicted in the drawings do not necessarily require a specific or sequential order to achieve the desired result.

[0079] It should be noted that all directional indications (such as up, down, left, right, back, etc.) in the embodiments of the present invention are only used to explain the relative positional relationship between the components in a certain order (as shown in the figure). If the specific order changes, the directional indication will also change accordingly.

[0080] In the description of this invention, the terms "first" and "second" are used only for convenience in describing different components or names, and should not be construed as indicating or implying a sequential relationship, relative importance, or implicitly specifying the number of technical features indicated. Thus, a feature defined with "first" and "second" may explicitly or implicitly include at least one of that feature.

[0081] Unless otherwise defined, all technical and scientific terms used herein have the same meaning as commonly understood by one of ordinary skill in the art to which this invention pertains. The terminology used herein in the description of the invention is for the purpose of describing particular embodiments only and is not intended to be limiting of the invention.

[0082] It should be noted that although specific embodiments of the present invention have been described in detail with reference to the accompanying drawings, this should not be construed as limiting the scope of protection of the present invention. Various modifications and variations that can be made by those skilled in the art without inventive effort within the scope described in the claims still fall within the scope of protection of the present invention.

[0083] The examples of the embodiments of the present invention are intended to concisely illustrate the technical features of the embodiments of the present invention, so that those skilled in the art can intuitively understand the technical features of the embodiments of the present invention, and are not intended to be an improper limitation of the embodiments of the present invention.

[0084] Finally, it should be noted that the above embodiments are only used to illustrate the technical solutions of the present invention, and not to limit them; although the present invention has been described in detail with reference to the foregoing embodiments, those skilled in the art should understand that modifications can still be made to the technical solutions described in the foregoing embodiments, or equivalent substitutions can be made to some of the technical features; and these modifications or substitutions do not cause the essence of the corresponding technical solutions to deviate from the spirit and scope of the technical solutions of the embodiments of the present invention.

Claims

1. A multi-time scale standard energy block trading rolling out method, characterized in that, The method comprises: setting a transaction period, the transaction period comprising a plurality of continuous time slots; accepting or rejecting new standard energy block declarations of market subjects according to preset declaration rules, and updating the standard energy block set of the market subjects; at each round of rolling out of clearing, constructing a clearing model based on all time slots from the current time to the end of the transaction period and the standard energy block set; solving the clearing model, determining the standard energy blocks that are transacted according to the clearing result, and updating the standard energy block set and the purchase and sale electricity limit of the market subjects according to the updating rule; repeating the rolling out of clearing process at the start of the next transaction period.

2. The method of claim 1, wherein, The clearing model takes maximizing social welfare as the objective function: in, T This represents the total number of time slots within a trading cycle, and is also the number of the last time slot. t 0 represents the real-time moment when the clearing algorithm is running; It is the collection of market participants involved in the transaction; Market entities m A collection of standard energy blocks for electricity purchases awaiting clearance; Market entities m A collection of standard energy blocks for electricity sales awaiting clearance; For market entities m The j The purchase price of electricity for each standard energy block; For market entities m The i The electricity price for each standard energy block; For market entities m The j Each electricity purchase standard energy block in t Electricity purchases during the time slot; For market entities m The i Each electricity sales standard energy block in t Electricity sales volume during the time slot; For market entities m No. j Whether a standard energy block for electricity purchase is sold is determined by a 0-1 variable, where 1 indicates a sale and 0 indicates no sale.

3. The method of claim 2, wherein, The constraint conditions of the clearing model comprise: the total electricity quantity of the transacted standard energy blocks for sale in each time slot is equal to the total electricity quantity of the transacted standard energy blocks for purchase; in each time slot covered by each standard energy block, the electricity quantity for sale and purchase at each time is the standard electricity quantity, and the electricity quantity for sale and purchase in the remaining time slots is zero; the total quantity of purchase and sale electricity of each market subject in each time slot does not exceed the preset limit; the available transmission capacity constraint of the key transmission section.

4. The method of claim 1, wherein, The updating rule comprises: removing the transacted standard energy blocks from the standard energy block set, the standard energy block set comprising a standard energy block set for sale and a standard energy block set for purchase. remove an energy block of a start time from a set of standard energy blocks for selling electricity, a market subject m a first i start time slot of a standard energy block for selling electricity; remove an energy block of a start time from a set of purchase standard energy blocks, for a market subject m a first j purchase standard energy block of a start time slot.

5. A multi-time scale standard energy block trading rolling out clearing system, characterized in that, The method comprises: a data processing module: setting a transaction period, the transaction period comprising a plurality of continuous time slots; accepting or rejecting new standard energy block declarations of market subjects according to preset declaration rules, and updating the standard energy block set of the market subjects; a model construction module: at each round of rolling out of clearing, constructing a clearing model based on all time slots from the current time to the end of the transaction period and the standard energy block set; a model solving module: solving the clearing model, determining the standard energy blocks that are transacted according to the clearing result, and updating the standard energy block set and the purchase and sale electricity limit of the market subjects according to the updating rule; repeating the rolling out of clearing process at the start of the next transaction period.

6. The system of claim 5, wherein, The clearing model takes maximizing social welfare as the objective function: in, T This represents the total number of time slots within a trading cycle, and is also the number of the last time slot. t 0 represents the real-time moment when the clearing algorithm is running; It is the collection of market participants involved in the transaction; Market entities m A collection of standard energy blocks for electricity purchases awaiting clearance; Market entities m A collection of standard energy blocks for electricity sales awaiting clearance; For market entities m The j The purchase price of electricity for each standard energy block; For market entities m The i The electricity price for each standard energy block; For market entities m The j Each electricity purchase standard energy block in t Electricity purchases during the time slot; For market entities m The i Each electricity sales standard energy block in t Electricity sales volume during the time slot; For market entities m No. j Whether a standard energy block for electricity purchase is sold is determined by a 0-1 variable, where 1 indicates a sale and 0 indicates no sale.

7. The system of claim 6, wherein, The constraint conditions of the clearing model comprise: the total electricity quantity of the transacted standard energy blocks for sale in each time slot is equal to the total electricity quantity of the transacted standard energy blocks for purchase; in each time slot covered by each standard energy block, the electricity quantity for sale and purchase at each time is the standard electricity quantity, and the electricity quantity for sale and purchase in the remaining time slots is zero; the total quantity of purchase and sale electricity of each market subject in each time slot does not exceed the preset limit; the available transmission capacity constraint of the key transmission section.

8. The system of claim 5, wherein, The updating rule comprises: removing the transacted standard energy blocks from the standard energy block set, the standard energy block set comprising a standard energy block set for sale and a standard energy block set for purchase. remove an energy block of a start time from a set of standard energy blocks for selling electricity, a market subject m a first i start time slot of a standard energy block for selling electricity; remove an energy block of a start time from a set of purchase standard energy blocks, for a market subject m a first j purchase standard energy block of a start time slot.

9. An electronic device, comprising: The method comprises: a memory, a processor, and a computer program stored on the memory and executable on the processor, the processor implementing the steps of the multi-time-scale standard energy block transaction rolling out of clearing method according to any one of claims 1 to 4 when executing the computer program.

10. A computer storage medium, characterized in that, The computer storage medium stores a computer program, and the computer program is executed by the processor to implement the steps in the multi-time scale standard energy block transaction rolling out method in any one of claims 1 to 4.

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