A method for daily management of power spot market

Abstract

This invention relates to the field of power market transaction management technology and discloses a method for daily management of power spot transactions. By dividing the trading day into management periods and establishing period recording units, the available guaranteed amount and the required safety amount are read to form the initial authorization limit. The net profit amount of each period, the cumulative net profit trajectory value, and the peak value are combined to form the profit drawdown amount. The outstanding net exposure amount and the outstanding amount of unresolved matters are included in the pending risk amount, compressing it to obtain the remaining authorization limit. This is then mapped to the upper limit of the entrusted electricity volume and the boundary of the entrusted price, forming an authorization status code and the entrustment access result, which are written into a list. This unifies the management of funds, profits, exposure, and outstanding matters, improving the executability and traceability of intraday risk control.

Description

Technical Field

[0001] This invention relates to the field of electricity market transaction management technology, specifically a method for the daily management of electricity spot transactions. Background Technology

[0002] As the electricity spot market gradually becomes more normalized, power generation companies, electricity sales companies, and load aggregators need to continuously manage transactions throughout the trading day, including time-of-use price changes, completed transactions, open positions, and pending issues. Current electricity spot market management methods typically rely on manual planning, fixed quota controls, manual review, and static rule verification. This means that trading personnel manually determine whether to continue placing orders, adjust price ranges, or restrict trading operations based on traded volume, market prices, risk limits, and experience. While some systems possess basic transaction record statistics, simple profit and loss summaries, fixed threshold alarms, and access control functions, most still rely on viewing transactions by time period and judging them by form, failing to establish a daily management mechanism dynamically coupled with the trading process.

[0003] Existing methods typically only make partial judgments on transaction results within a single time period or on a single order, lacking a continuous portrayal of the cumulative profit trajectory within a trading day. This makes it difficult to reflect the risk status after profits decline from historical peaks, leading to a disconnect between access control and actual transaction risk. Existing methods often employ decentralized management of open positions and unresolved matters. Open position risks, approval items, abnormal items, and pending events are often distributed across different ledgers or functional modules, lacking unified monetary conversion and consolidation constraints. This results in delayed adjustments to trading permissions, and new orders may still be approved under high-risk conditions. Existing access control generally uses fixed upper limits, fixed price spreads, or manual temporary freezing. Access boundaries cannot scale in real time with profit pullbacks and pending risks, easily leading to situations where excessively broad permissions cause risk expansion, or excessively tight permissions affect normal transaction execution. Existing technologies lack complete linkage constraints between order volume boundaries, order price boundaries, discrete quotation granularity, and open position reduction conditions. Common practices include setting separate price limits, quantity limits, or on / off restrictions to prohibit trading, lacking an access judgment mechanism based on a unified quota mapping. Therefore, it is difficult to ensure both trading flexibility and risk control consistency.

[0004] Therefore, this case aims to propose a method for the daily management of electricity spot trading. First, the initial authorization limit for the trading day is formed by the margin ledger and the risk control ledger. Then, the changes in net profit from the completed transactions, the pullback pressure from the peak of intraday profit, and the pending risks of future open positions and unresolved matters are all included in the authorization compression process. The remaining authorization limit after compression is then mapped to the upper limit of electricity volume and the upper and lower limits of price that can directly constrain the entrusted behavior. The automatic access and record list of trading instructions are realized through authorization status codes and access judgment. Summary of the Invention

[0005] This invention provides a method for the daily management of electricity spot trading, which helps to solve the problems mentioned in the background art.

[0006] This invention provides the following technical solution: a method for daily management of electricity spot trading, comprising: Divide the trading day into management periods, establish period recording units, read the available guaranteed amount and the safety amount that must be retained, form the starting permission limit for the trading day based on the difference between the two, and use it as the common starting compression benchmark for each management period; Read the completed net transaction volume, completed net transaction average price, management reference price and transaction fee unit price for each management period, and generate net revenue based on the completed net transaction volume, price difference and transaction fees; The net income of each management period is accumulated in chronological order to form a cumulative net income trajectory, and the cumulative net income trajectory value and cumulative net income peak value of the current management period are formed. The profit drawdown is calculated based on the difference between the peak value of cumulative net profit and the trajectory value of cumulative net profit, and is recorded as the first deduction item for trading permission compression. Read the outstanding net exposure electricity volume, management reference price and outstanding matters data for each management period, respectively form the future outstanding net exposure conversion amount and outstanding matters conversion amount, and form the pending risk amount based on the sum of the two, and record it as the second deduction item for transaction permission compression; The remaining authority limit for each management period is determined based on the initial authority limit at the start of the trading day, the amount of profit drawdown, and the amount of pending risk, and then written into the period record unit. Based on the remaining authority limit, management reference price, minimum market price change unit, minimum market transaction volume unit, market allowed price lower limit, and market allowed price upper limit, the upper limit of the entrusted volume, the lower boundary of the entrusted price, and the upper boundary of the entrusted price are formed. Based on the remaining permission limit, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the electricity volume and price of the order to be submitted, a permission status code and the order admission result corresponding to the order to be submitted are generated and written into the daily transaction management list.

[0007] Optionally, the process of dividing trading days into management periods, establishing period recording units, reading the available guaranteed amount and the required safety amount, forming the starting permission limit for the trading day based on the difference between the two, and using this limit as the common starting compression benchmark for each management period, specifically includes: The trading day is divided into multiple management periods, and an independent period record unit is established for each management period. Discrete management period indexes are configured for each management period, and five types of data are written into each period record unit: completed net transaction volume, completed net transaction average price, management reference price, transaction fee unit price, and net open volume that has not yet been closed. Read the available margin amount from the transaction account ledger at the start time of the transaction day, and read the safety amount that must be retained at the start time of the transaction day from the risk control ledger; Subtract the required safety amount from the available margin amount; when the difference is positive, the difference between the available margin amount and the required safety amount is recorded as the initial limit for the trading day; when the difference is zero or negative, the initial limit for the trading day is recorded as zero. The initial limit for the trading day will be used as the common starting point for compression during all management periods of the trading day.

[0008] Optionally, the step of reading the completed net transaction volume, completed net transaction average price, management reference price, and transaction fee unit price for each management period, and generating net revenue based on the completed net transaction volume, price difference, and transaction fees, specifically includes: For each management period, read the completed net transaction volume and the completed net transaction average price; Read the management reference price and transaction fee unit price for the same management period; The transaction price difference is calculated by subtracting the average net transaction price from the management reference price; the transaction price difference is calculated by multiplying the net transaction volume by the transaction price difference. The transaction fee amount is calculated by multiplying the net transaction volume by the transaction fee unit price. The net profit for the current management period is calculated by subtracting transaction costs from the price difference profit. Write the net revenue for all management periods into the corresponding period record unit.

[0009] Optionally, the step of accumulating the net revenue for each management period in chronological order to form a cumulative net revenue trajectory, and forming the cumulative net revenue trajectory value and the cumulative net revenue peak value for the current management period, specifically includes: The net income of each management period is added up sequentially according to the time period of the management period to form the cumulative net income up to the end of the current management period; For each management period, select the highest value from all the cumulative net profits from the first management period of the trading day to the current management period, and extract the peak of the cumulative net profit up to the end of the current management period; The cumulative net profit amount up to the end of the current management period is recorded as the cumulative net profit trajectory value for the current management period; The peak of cumulative net income up to the end of the current management period is recorded as the peak of cumulative net income for the current management period.

[0010] Optionally, the step of forming a profit drawdown based on the difference between the peak cumulative net profit and the trajectory cumulative net profit, and recording it as the first deduction item for trading permission compression, specifically includes: For each management period, the cumulative net return peak value of the current management period is subtracted from the cumulative net return trajectory value of the current management period to form the return drawdown amount of the current management period; When the cumulative net return trajectory value is the same as the cumulative net return peak value, the return drawdown is recorded as zero; When the cumulative net return trajectory value is lower than the cumulative net return peak value, the return drawdown will be recorded as a positive value; The amount of profit drawdown will be fixed as the first deduction item for reducing trading permissions.

[0011] Optionally, the step of reading the outstanding net exposure electricity volume, management reference price, and pending matters data for each management period to form the future outstanding net exposure discounted amount and pending matters discounted amount, and then forming the pending risk amount based on the sum of the two, which is recorded as the second deduction item for transaction permission compression, specifically including: For each management period, read the sequence of outstanding net exposure electricity volume from the current management period to the last management period of the trading day and the corresponding management reference price sequence; multiply the outstanding net exposure electricity volume of each management period by the corresponding management reference price, and sum the products one by one to form the future outstanding net exposure conversion amount for the current management period; For each pending item, read the affected electricity volume, the corresponding management reference price, and the marked quantity of whether the current pending item is still incomplete in each management period; For each management period, the unresolved item's uncompleted mark is multiplied by the corresponding affected electricity volume and the corresponding management reference price, and the products are summed up to form the converted amount of unresolved items for the current management period; The outstanding net exposure of the future is added to the outstanding matters to form the amount of risk to be settled during the current management period; The amount of pending risk will be fixed as the second deduction item for transaction permission compression.

[0012] Optionally, the remaining permission limit for each management period is formed based on the initial permission limit of the trading day, the amount of profit drawdown, and the amount of pending risk, and written into the period recording unit, specifically including: For each management period, read the starting permission limit, profit drawdown amount, and pending risk amount for the transaction day; The remaining limit is calculated by subtracting the profit drawdown from the initial limit on the trading day, and then subtracting the pending risk amount. When the remaining permission difference is positive, the remaining permission difference is recorded as the remaining permission limit for the current management period; When the sum of the profit drawdown and the pending risk amount is not less than the initial limit of the trading day, the remaining limit of the current management period will be recorded as zero. Write the remaining permission quota for each management period into the corresponding period record unit.

[0013] Optionally, the upper limit of the entrusted electricity volume, the lower boundary of the entrusted price, and the upper boundary of the entrusted price are formed based on the remaining authorization quota, the management reference price, the minimum market price change unit, the minimum market transaction volume unit, the lower limit of the market allowed price, and the upper limit of the market allowed price, specifically including: For each management period, compare the management reference price with the minimum market price fluctuation unit; when the management reference price is not lower than the minimum market price fluctuation unit, the management reference price is recorded as the effective converted price; when the management reference price is lower than the minimum market price fluctuation unit, the minimum market price fluctuation unit is recorded as the effective converted price. Divide the remaining authority limit for the current management period by the effective conversion price to form the initial value of the entrusted electricity volume; then divide the initial value of the entrusted electricity volume by the minimum transaction volume unit in the market, extract the integer part, and multiply the integer part by the minimum transaction volume unit in the market to form the upper limit of the entrusted electricity volume for the current management period; Divide the remaining permission limit for the current management period by the effective converted price to form the maximum allowable deviation from the management reference price for the current management period; The value obtained by subtracting the maximum allowable deviation from the management reference price is compared with the lower limit of the market allowable price. When the value obtained by subtracting the maximum allowable deviation from the management reference price is not lower than the lower limit of the market allowable price, the value obtained by subtracting the maximum allowable deviation from the management reference price is recorded as the lower boundary of the order price. When the value obtained by subtracting the maximum allowable deviation from the management reference price is lower than the lower limit of the market allowable price, the lower limit of the market allowable price is recorded as the lower boundary of the order price. The value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is compared with the upper limit of the market allowable price. When the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is not higher than the upper limit of the market allowable price, the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is recorded as the upper limit of the order price. When the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is higher than the upper limit of the market allowable price, the upper limit of the market allowable price is recorded as the upper limit of the order price.

[0014] Optionally, based on the remaining permission limit, the upper limit of the entrusted electricity volume, the lower boundary of the entrusted price, the upper boundary of the entrusted price, and the electricity volume and price of the proposed entrusted order, an permission status code and the entrusted order admission result corresponding to the proposed entrusted order are generated and written into the daily transaction management list, specifically including: For each management period, compare the remaining permission limit with zero, the product of the management reference price and the minimum market transaction volume unit; when the remaining permission limit is zero, write a permission status code with a value of zero; when the remaining permission limit is greater than zero and lower than the product of the management reference price and the minimum market transaction volume unit, write a permission status code with a value of one; when the remaining permission limit is not lower than the product of the management reference price and the minimum market transaction volume unit, write a permission status code with a value of two. For any proposed order, if the authorization status code is two, the proposed order volume does not exceed the upper limit of the order volume, the proposed order price is between the lower and upper limits of the order price, the quotient of the proposed order volume divided by the minimum market transaction volume unit is a positive integer, and the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is an integer, the order access result corresponding to the proposed order will be recorded as one. For any proposed order, if the authorization status code is one, the product of the proposed order volume and the net open volume that has not been cleared in the current management period is not greater than zero, the proposed order volume does not exceed the upper limit of the order volume, the proposed order price is between the lower and upper limits of the order price, the quotient of the proposed order volume divided by the minimum market transaction volume unit is a positive integer, and the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is an integer, the order access result corresponding to the proposed order will be recorded as one. When the permission status code is neither two nor one, or the proposed order volume exceeds the upper limit of the order volume, or the proposed order price is lower than the lower boundary of the order price, or the proposed order price is higher than the upper boundary of the order price, or the quotient of the proposed order volume divided by the minimum market transaction volume unit is not a positive integer, or the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is not an integer, or when the permission status code is one, the product of the proposed order volume and the net open volume that has not been cleared in the current management period is greater than zero, the order access result corresponding to the proposed order will be recorded as zero; If the access result of the proposed entrustment is one, submit the proposed entrustment; if the access result of the proposed entrustment is zero, do not submit the proposed entrustment. The permission status code, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the entrustment access result corresponding to the entrustment to be submitted are written into the daily transaction management list to form the permission result that can be executed within the transaction day.

[0015] The present invention has the following beneficial effects: 1. The trading day is divided into multiple management periods, with an independent recording unit established for each period. The initial permission limit for the trading day is formed by the difference between the available margin in the trading account and the required safety margin, and this limit is solidified as a shared initial compression benchmark for all periods throughout the day. On one hand, this institutionalized approach embeds a minimum safety margin into the permission formation process, preventing intraday trading from eroding the required safety margin during periods of tight funds or risk exposure. On the other hand, the period recording unit carries key data such as transactions, fees, reference prices, and exposure, providing a unified data foundation for subsequent net returns, drawdowns, risk calculations, and access controls. Compared to existing technologies that commonly set fixed limits daily and conduct centralized verification at the end of the day, this solution moves risk control to the intraday granularity, reducing permission distortion caused by temporary adjustments and shifts in standards, and improving the interpretability and auditability of the permission benchmark.

[0016] 2. Using the management period as a unit, the net revenue formation process incorporates the impact of the completed net transaction volume, the average completed net transaction price, and the price difference between the management reference price, as well as the cost impact corresponding to the transaction fee unit price. The net revenue is then recorded in the period's record unit, forming a continuously rolling revenue measurement caliber. Net revenue formation no longer relies on post-settlement or a single market price, but instead uses the "management reference price" as a unified comparison benchmark within the period, overlaid with transaction fee factors. This makes revenue measurement closer to actual transaction costs and management standards, reducing misjudgments of revenue due to ignoring fees or inconsistent reference benchmarks. In reality, traders often overlook fee erosion by only looking at changes in the average transaction price, or experience inconsistent revenue judgments due to fragmented reference price calibers. This solution improves the consistency, verifiability, and timeliness of revenue calculation through structured data reading and revenue formation. Compared to existing technologies that typically only count transaction volume and value while processing fees separately, this solution directly incorporates fees and the reference benchmark into the net revenue formation chain, providing more reliable input for subsequent drawdowns and authority compression.

[0017] 3. The net profit for each management period is accumulated chronologically to form a cumulative net profit trajectory. Within each management period, a cumulative net profit trajectory value up to the current period is generated, along with the peak cumulative net profit value up to the current period. This makes the intraday profit path information explicit, retaining both the current profit level and historical highs, providing a basis for identifying the risk pressure of a pullback from a high point. In real-world trading, many management methods only consider current profits and losses or only trigger risk control after significant losses, ignoring the process risk of a pullback from a profit peak, leading to continued expansion of trading during periods of profit retracement. This solution, through the parallel formation of trajectory values ​​and peaks, allows the system to identify the trend of profit decline from a high point without relying on subjective human judgment. Compared to existing technologies that summarize cumulative profits and losses daily and lack peak tracking, this solution improves the sensitivity and interpretability of intraday profit fluctuations, providing a solid foundation for subsequent drawdown deductions.

[0018] 4. The difference between the peak cumulative net profit and the cumulative net profit trajectory is used to form the profit drawdown amount, which is then embedded into the permission management chain as the first deduction item for trading permission compression. This upgrades the profit retracement risk from a simple monitoring indicator to a compression factor that can directly affect trading behavior. The system automatically tightens new order permissions when profits fall from their peak, preventing further amplification of risk exposure during the retracement phase. In reality, electricity spot trading is significantly affected by price fluctuations, clearing deviations, and fees, and profit-making phases are often accompanied by risk accumulation. If only current profit / loss or margin balance is used as a constraint, it is easy for high-frequency adding to positions or expanding orders to occur during profit retracement. This solution transforms risk control from post-event interpretation to real-time constraint through drawdown deduction. Compared to existing technologies that typically limit positions only when a loss threshold is reached, this solution focuses more on the dynamic process of falling from the peak, which can suppress risk amplification earlier and improve the foresight and stability of intraday risk management.

[0019] 5. Simultaneously address two types of forward-looking risk sources: First, combine the outstanding net exposure volume for future management periods with the management reference price to form the future outstanding net exposure conversion amount; second, combine the impact volume of unresolved matters, the corresponding management reference price, and the uncompleted marked volume to form the unresolved matter conversion amount; finally, the sum of the two conversion amounts forms the pending risk amount, which serves as the second deduction item for trading authority compression. This approach quantifies and incorporates the risks of outstanding future exposure and the uncertainty risks arising from unresolved matters into the same compression caliber, avoiding judgments based solely on completed transactions or current exposures while ignoring the accumulation of future risks. In reality, traders may perceive risks as controllable in the current period, but the net exposure in future periods may not be hedged, or unresolved matters may lead to volume deviations, fee changes, and settlement uncertainties, all of which could potentially erupt subsequently. This solution explicitly incorporates uncompleted matters into risk calculations through conversion and marking mechanisms, making authority tightening more closely aligned with actual risks. Compared to existing technologies that only consider positions or exposures without including pending issues, this solution improves coverage of operational and settlement risks and reduces risk omissions.

[0020] 6. Based on the initial permission limit at the start of the trading day, the profit drawdown and pending risk amount are compressed as two deduction items to form the remaining permission limit for each management period, which is then written into the period record unit. This allows the permission limit to be updated continuously over time and has traceable records. Multi-dimensional risk measurements are unified and converged into a single available permission balance, realizing the transformation of management scope from scattered indicators to a single executable limit, facilitating a consistent control entry point within the system. In reality, many risk control systems have multiple indicator thresholds, such as margin requirements, floating profits and losses, exposure limits, and drawdown alerts. However, these indicators lack a unified final control quantity, leading to the need for manual judgment and inconsistent standards during execution. This solution centralizes control through the remaining permission limit, automatically tightening it when risk increases and releasing space when risk decreases or net profit improves. Compared to existing technologies that have many indicators but are difficult to implement and require manual merging and judgment, this solution improves execution consistency and automation, while enhancing audit traceability by writing to the period record unit.

[0021] 7. The remaining permission limit is further mapped into three types of boundaries that directly constrain order behavior: upper limit of order volume, lower limit of order price, and upper limit of order price. During the mapping process, market rules such as the management reference price, minimum market price fluctuation unit, minimum market transaction volume unit, and allowed upper and lower price limits are also considered. This transforms the abstract permission limit into order constraints that the trading system can directly verify, allowing risk control to be implemented from the capital or indicator level to the order parameter level, reducing post-event correction costs. In reality, common problems include: excessive order volume leading to a sharp increase in exposure, order prices exceeding the allowed range leading to order cancellations or anomalies, and order parameters not meeting the minimum fluctuation unit leading to system rejection or repeated modifications. This solution links these rules with the remaining permission limit to form consistent, executable, and verifiable boundaries, thereby reducing manual review and repeated order modifications. Compared to existing technologies that only set capital or exposure limits and still require manual checking of order parameters, this solution directly embeds risk control into the order generation and verification stage, improving trading efficiency and reducing operational risks.

[0022] 8. Based on the remaining permission limit and the upper and lower boundaries of the entrusted electricity volume and price determined in step seven, a permission status code is generated. The electricity volume and price of the proposed order are then assessed for acceptance, and the corresponding order acceptance result is output. Simultaneously, the permission status code, order boundaries, and order acceptance result are written into the daily transaction management list for record-keeping. The ability to place an order and what kind of orders can be placed are clearly defined as a three-state or multi-state management system. Automated interception and release are achieved using consistent access rules, avoiding inconsistencies in manual approval. Furthermore, the record-keeping system creates traceable intraday permission execution results, facilitating review, auditing, and accountability. In reality, intraday trading is often fast-paced, manual approval is prone to delays, and it is difficult to restore the original permission status and access basis after a risk event. This solution standardizes and audits the approval logic through status codes and access results, reducing compliance risks associated with experience-based releases. Compared to existing technologies that rely primarily on post-event auditing with weak pre-event interception or manual intervention, this solution implements a closed-loop control system at the transaction instruction entry point, improving real-time performance, stability, and traceability. Attached Figure Description

[0023] Figure 1 This is a schematic diagram of the process of the present invention.

[0024] Figure 2 This is a schematic diagram illustrating the process of forming the transaction start permission limit of the present invention.

[0025] Figure 3 This is a schematic diagram illustrating the formation process of the cumulative net profit trajectory and peak value of the present invention.

[0026] Figure 4 This is a schematic diagram of the process for forming the pending risk amount of the present invention. Detailed Implementation

[0027] The technical solutions of the embodiments of the present invention will be clearly and completely 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 without creative effort are within the scope of protection of the present invention.

[0028] Example, refer to Figure 1 A method for the daily management of electricity spot trading, comprising: Divide the trading day into management periods, establish period recording units, read the available guaranteed amount and the safety amount that must be retained, form the starting permission limit for the trading day based on the difference between the two, and use it as the common starting compression benchmark for each management period; Read the completed net transaction volume, completed net transaction average price, management reference price and transaction fee unit price for each management period, and generate net revenue based on the completed net transaction volume, price difference and transaction fees; The net income of each management period is accumulated in chronological order to form a cumulative net income trajectory, and the cumulative net income trajectory value and cumulative net income peak value of the current management period are formed. The profit drawdown is calculated based on the difference between the peak value of cumulative net profit and the trajectory value of cumulative net profit, and is recorded as the first deduction item for trading permission compression. Read the outstanding net exposure electricity volume, management reference price and outstanding matters data for each management period, respectively form the future outstanding net exposure conversion amount and outstanding matters conversion amount, and form the pending risk amount based on the sum of the two, and record it as the second deduction item for transaction permission compression; The remaining authority limit for each management period is determined based on the initial authority limit at the start of the trading day, the amount of profit drawdown, and the amount of pending risk, and then written into the period record unit. Based on the remaining authority limit, management reference price, minimum market price change unit, minimum market transaction volume unit, market allowed price lower limit, and market allowed price upper limit, the upper limit of the entrusted volume, the lower boundary of the entrusted price, and the upper boundary of the entrusted price are formed. Based on the remaining permission limit, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the electricity volume and price of the order to be submitted, a permission status code and the order admission result corresponding to the order to be submitted are generated and written into the daily transaction management list.

[0029] By dividing the trading day into management periods and establishing period recording units, the system first reads the available margin and the required safety margin from the trading account ledger and risk control ledger to form the initial permission limit for the trading day, which serves as the compression benchmark. Then, for each management period, the system reads the completed net transaction volume, the completed net transaction average price, the management reference price, and the transaction fee unit price to form the period's net profit amount. This net profit trajectory value and the cumulative net profit peak value are then accumulated in chronological order. Subsequently, the difference between the peak value and the trajectory value forms the profit drawdown amount, which, together with the future outstanding net exposure conversion amount and the outstanding matters conversion amount, forms the pending risk amount. This is used as two types of deduction items to compress the remaining permission limit. The remaining permission limit is then mapped to the upper limit of the entrusted volume and the upper and lower boundaries of the entrusted price. Based on the permission status code and access judgment, the system verifies and approves the submitted orders, while simultaneously writing the permission status, boundaries, and access results into the daily trading management list. This combined process addresses the inconsistencies in risk management caused by factors such as funding constraints, profit fluctuations, and the fragmented management of open and unresolved matters in existing daily risk control. It also resolves the issue of insufficient timely risk tightening through only post-event verification or static limit controls. By transforming abstract risk quantification results into boundary conditions that directly constrain entrusted electricity volume and price, and providing an access tracking list, it reduces subjective differences and omissions in manual review, improving the executability and traceability of intraday risk control.

[0030] Reference Figure 2 The process of dividing trading days into management periods, establishing period recording units, reading the available guaranteed amount and the required safety amount, and forming the starting permission limit for the trading day based on the difference between the two, which serves as the common starting compression benchmark for each management period, specifically includes: The trading day is divided into multiple management periods, and an independent period record unit is established for each management period. Discrete management period indexes are configured for each management period, and five types of data are written into each period record unit: completed net transaction volume, completed net transaction average price, management reference price, transaction fee unit price, and net open volume that has not yet been closed. Read the available margin amount from the transaction account ledger at the start time of the transaction day, and read the safety amount that must be retained at the start time of the transaction day from the risk control ledger; Subtract the required safety amount from the available margin amount; when the difference is positive, the difference between the available margin amount and the required safety amount is recorded as the initial limit for the trading day; when the difference is zero or negative, the initial limit for the trading day is recorded as zero. The initial limit for the trading day will be used as the common starting point for compression during all management periods of the trading day.

[0031] Divide the trading day into Each management period is divided into two time slots, and an independent time slot recording unit is established for each time slot; each time slot recording unit contains at least: , , , , Five types of data; among them, This represents the total number of management periods after the trading day is divided. Index for discrete management time periods; For the first Net transaction volume completed within each discrete management period; For the first Average net transaction price completed within a discrete management period; For the first The management reference price corresponding to each discrete management period; For the first The unit price of transaction fees corresponding to each discrete management period; For the first The net open electricity volume that has not yet been cleared for each discrete management period; Read the available margin amount at the start time of the trading day from the trading account ledger. Read the safety amount that must be retained at the start time of the transaction date from the risk control console account. ; Construct the initial trading day limit: ;in, The initial permission limit corresponding to the start time of the trading day; Will It serves as the common starting compression benchmark for all periods of the trading day.

[0032] The process of reading the completed net transaction volume, average completed net transaction price, management reference price, and transaction fee unit price for each management period, and generating net revenue based on the completed net transaction volume, price difference, and transaction fees, specifically includes: For each management period, read the completed net transaction volume and the completed net transaction average price; Read the management reference price and transaction fee unit price for the same management period; The transaction price difference is calculated by subtracting the average net transaction price from the management reference price; the transaction price difference is calculated by multiplying the net transaction volume by the transaction price difference. The transaction fee amount is calculated by multiplying the net transaction volume by the transaction fee unit price. The net profit for the current management period is calculated by subtracting transaction costs from the price difference profit. Write the net revenue for all management periods into the corresponding period record unit.

[0033] Read the completed net transaction volume for each management period. and the average net transaction price completed ; Read the management reference price for the same time period and transaction fee unit price ; Calculate the first Net income for each discrete management period Specifically: ; Net income for all periods Record it in the time period recording unit.

[0034] Reference Figure 3 The process of accumulating the net profit for each management period in chronological order to form a cumulative net profit trajectory, and generating the cumulative net profit trajectory value and peak value for the current management period, specifically includes: The net income of each management period is added up sequentially according to the time period of the management period to form the cumulative net income up to the end of the current management period; For each management period, select the highest value from all the cumulative net profits from the first management period of the trading day to the current management period, and extract the peak of the cumulative net profit up to the end of the current management period; The cumulative net profit amount up to the end of the current management period is recorded as the cumulative net profit trajectory value for the current management period; The peak of cumulative net income up to the end of the current management period is recorded as the peak of cumulative net income for the current management period.

[0035] In chronological order Accumulate and calculate up to the [number]th [item]. Cumulative net income at the end of each discrete management period Specifically: ;in, This serves as the summation index during the cumulative summation process; For the first Net revenue for each discrete management period; For each time period, extract the peak cumulative net profit from the start of the trading day to the current time period, specifically: ;in, As of the date Peak cumulative net income at the end of each discrete management period; Will Recorded as time period The cumulative net return trajectory value will Recorded as time period The peak of the trajectory.

[0036] The difference between the peak cumulative net profit and the trajectory cumulative net profit is used to form the profit drawdown amount, which is recorded as the first deduction item for trading permission compression. Specifically, it includes: For each management period, the cumulative net return peak value of the current management period is subtracted from the cumulative net return trajectory value of the current management period to form the return drawdown amount of the current management period; When the cumulative net return trajectory value is the same as the cumulative net return peak value, the return drawdown is recorded as zero; When the cumulative net return trajectory value is lower than the cumulative net return peak value, the return drawdown will be recorded as a positive value; The amount of profit drawdown will be fixed as the first deduction item for reducing trading permissions.

[0037] Construct up to the first The drawdown of returns for each discrete management period is ; when equal At that time, I recorded ; when Less than At that time, I recorded ; Will This is fixed as the first deduction item in the transaction permission compression.

[0038] Reference Figure 4 The process involves reading data on outstanding net exposure electricity, management reference prices, and pending matters for each management period to generate future outstanding net exposure and pending matters conversion amounts, respectively. The sum of these two amounts forms the outstanding risk amount, which is recorded as the second deduction item for transaction permission compression. Specifically, this includes: For each management period, read the sequence of outstanding net exposure electricity volume from the current management period to the last management period of the trading day and the corresponding management reference price sequence; multiply the outstanding net exposure electricity volume of each management period by the corresponding management reference price, and sum the products one by one to form the future outstanding net exposure conversion amount for the current management period; For each pending item, read the affected electricity volume, the corresponding management reference price, and the marked quantity of whether the current pending item is still incomplete in each management period; For each management period, the unresolved item's uncompleted mark is multiplied by the corresponding affected electricity volume and the corresponding management reference price, and the products are summed up to form the converted amount of unresolved items for the current management period; The outstanding net exposure of the future is added to the outstanding matters to form the amount of risk to be settled during the current management period; The amount of pending risk will be fixed as the second deduction item for transaction permission compression.

[0039] Read from each time period To the time period The net open power series that has not yet been leveled off and management reference price series The future exposure is constructed as follows: ;in, For from the first From the start of the first discrete management period to the [number]th The future exposure discount amount at the end of each discrete management period; For the first The net open electricity volume that has not yet been cleared during each discrete management period; For the first Reference price for management of discrete management periods; Read the impact of each pending issue on battery power. Corresponding management reference price and incomplete marking quantity Executing the pending items conversion function yields: ;in, The numbers are the sequence numbers of the pending items; This represents the total number of currently unresolved matters. For the first The impact on electricity consumption corresponding to each outstanding issue; For the first The management reference price corresponding to each outstanding item; For the first The outstanding issues are in the first The amount of markings that are still incomplete in each discrete management period; For the first Risk conversion amount for outstanding matters corresponding to each discrete management period; Add the discounted amounts of future exposures and the discounted amounts of outstanding matters, and apply the pending risk function: ;in, For the first The amount of pending risk for each discrete management period; Will This is the second deduction item for transaction permission compression.

[0040] The remaining authority limit for each management period is determined based on the initial authority limit at the start of the trading day, the amount of profit drawdown, and the amount of pending risk, and then written into the period record unit. Specifically, this includes: For each management period, read the starting permission limit, profit drawdown amount, and pending risk amount for the transaction day; The remaining limit is calculated by subtracting the profit drawdown from the initial limit on the trading day, and then subtracting the pending risk amount. When the remaining permission difference is positive, the remaining permission difference is recorded as the remaining permission limit for the current management period; When the sum of the profit drawdown and the pending risk amount is not less than the initial limit of the trading day, the remaining limit of the current management period will be recorded as zero. Write the remaining permission quota for each management period into the corresponding period record unit.

[0041] Execute the remaining permission function for each time period to obtain: ;in, For the first The remaining permission quota for each discrete management period; when At that time, I recorded ; when At that time, I recorded ; Will Record it in the time period recording unit.

[0042] The system, based on remaining authority limits, management reference prices, minimum market price fluctuation units, minimum market transaction volume units, market allowed price lower limits, and market allowed price upper limits, forms the upper limit of entrusted volume, the lower boundary of entrusted price, and the upper boundary of entrusted price, specifically including: For each management period, compare the management reference price with the minimum market price fluctuation unit; when the management reference price is not lower than the minimum market price fluctuation unit, the management reference price is recorded as the effective converted price; when the management reference price is lower than the minimum market price fluctuation unit, the minimum market price fluctuation unit is recorded as the effective converted price. Divide the remaining authority limit for the current management period by the effective conversion price to form the initial value of the entrusted electricity volume; then divide the initial value of the entrusted electricity volume by the minimum transaction volume unit in the market, extract the integer part, and multiply the integer part by the minimum transaction volume unit in the market to form the upper limit of the entrusted electricity volume for the current management period; Divide the remaining permission limit for the current management period by the effective converted price to form the maximum allowable deviation from the management reference price for the current management period; The value obtained by subtracting the maximum allowable deviation from the management reference price is compared with the lower limit of the market allowable price. When the value obtained by subtracting the maximum allowable deviation from the management reference price is not lower than the lower limit of the market allowable price, the value obtained by subtracting the maximum allowable deviation from the management reference price is recorded as the lower boundary of the order price. When the value obtained by subtracting the maximum allowable deviation from the management reference price is lower than the lower limit of the market allowable price, the lower limit of the market allowable price is recorded as the lower boundary of the order price. The value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is compared with the upper limit of the market allowable price. When the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is not higher than the upper limit of the market allowable price, the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is recorded as the upper limit of the order price. When the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is higher than the upper limit of the market allowable price, the upper limit of the market allowable price is recorded as the upper limit of the order price.

[0043] Calculate the first The effective converted price for each discrete management period is: ;in, The smallest unit of price fluctuation in the market; Construct the first The maximum amount of electricity allowed to be entrusted during each discrete management period Specifically: ;in, It is the smallest unit of electricity volume traded in the market; Construct the first The maximum allowable deviation from the management reference price for each discrete management period for: ; Construct the first The lower limit of the order price allowed for submission during each discrete management period. Specifically: ;in, This is the lower limit of the market-allowed price. Construct the first The upper limit of the order price allowed for submission during each discrete management period. Specifically: ;in, This represents the upper limit of the market-allowed price.

[0044] Based on the remaining permission limit, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the electricity volume and price of the proposed entrusted order, a permission status code and the entrusted order admission result corresponding to the proposed entrusted order are generated and written into the daily transaction management list, specifically including: For each management period, compare the remaining permission limit with zero, the product of the management reference price and the minimum market transaction volume unit; when the remaining permission limit is zero, write a permission status code with a value of zero; when the remaining permission limit is greater than zero and lower than the product of the management reference price and the minimum market transaction volume unit, write a permission status code with a value of one; when the remaining permission limit is not lower than the product of the management reference price and the minimum market transaction volume unit, write a permission status code with a value of two. For any proposed order, if the authorization status code is two, the proposed order volume does not exceed the upper limit of the order volume, the proposed order price is between the lower and upper limits of the order price, the quotient of the proposed order volume divided by the minimum market transaction volume unit is a positive integer, and the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is an integer, the order access result corresponding to the proposed order will be recorded as one. For any proposed order, if the authorization status code is one, the product of the proposed order volume and the net open volume that has not been cleared in the current management period is not greater than zero, the proposed order volume does not exceed the upper limit of the order volume, the proposed order price is between the lower and upper limits of the order price, the quotient of the proposed order volume divided by the minimum market transaction volume unit is a positive integer, and the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is an integer, the order access result corresponding to the proposed order will be recorded as one. When the permission status code is neither two nor one, or the proposed order volume exceeds the upper limit of the order volume, or the proposed order price is lower than the lower boundary of the order price, or the proposed order price is higher than the upper boundary of the order price, or the quotient of the proposed order volume divided by the minimum market transaction volume unit is not a positive integer, or the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is not an integer, or when the permission status code is one, the product of the proposed order volume and the net open volume that has not been cleared in the current management period is greater than zero, the order access result corresponding to the proposed order will be recorded as zero; If the access result of the proposed entrustment is one, submit the proposed entrustment; if the access result of the proposed entrustment is zero, do not submit the proposed entrustment. The permission status code, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the entrustment access result corresponding to the entrustment to be submitted are written into the daily transaction management list to form the permission result that can be executed within the transaction day.

[0045] Construct the first Permission status codes for discrete management periods Specifically: Among them, when When, it indicates the first No new delegation permissions were added during each discrete management period; when When, it indicates the first Only open exposure reduction orders are allowed during each discrete management period; when When, it indicates the first Each discrete management period allows the submission of regular requests that meet the boundary conditions; Execute steps S801 to S803 for any proposed submission of a commission. Construct the delegate admission function, specifically: S801, when , , , , season: ;in, For the first Each discrete management period is for the proposed submission of a commission. The results of the admission determination; For the first The amount of electricity to be submitted for management during each discrete management period; For the first The price to be submitted for each discrete management period; S802, when , , , , , season: ; S803. In other cases, let ; when At that time, the submission of the request is permitted; when Submitting this request is prohibited at this time; Will , , , , Write it into the daily transaction management list to form the permissions that can be executed within the transaction day.

[0046] It should be noted that, in this document, relational terms such as "first" and "second" are used only to distinguish one entity or operation from another, and do not necessarily require or imply any such actual relationship or order between these entities or operations. Furthermore, the terms "comprising," "including," or any other variations thereof are intended to cover non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements includes not only those elements but also other elements not expressly listed, or elements inherent to such process, method, article, or apparatus.

[0047] The above description is only a preferred embodiment of the present invention. It should be noted that for those skilled in the art, several improvements and modifications can be made without departing from the technical principles of the present invention, and these improvements and modifications should also be considered within the scope of protection of the present invention.

Claims

1. A method for daily management of electricity spot trading, characterized in that, include: Divide the trading day into management periods, establish period recording units, read the available guaranteed amount and the safety amount that must be retained, form the starting permission limit for the trading day based on the difference between the two, and use it as the common starting compression benchmark for each management period; Read the completed net transaction volume, completed net transaction average price, management reference price and transaction fee unit price for each management period, and generate net revenue based on the completed net transaction volume, price difference and transaction fees; The net income of each management period is accumulated in chronological order to form a cumulative net income trajectory, and the cumulative net income trajectory value and cumulative net income peak value of the current management period are formed. The profit drawdown is calculated based on the difference between the peak value of cumulative net profit and the trajectory value of cumulative net profit, and is recorded as the first deduction item for trading permission compression. Read the outstanding net exposure electricity volume, management reference price and outstanding matters data for each management period, respectively form the future outstanding net exposure conversion amount and outstanding matters conversion amount, and form the pending risk amount based on the sum of the two, and record it as the second deduction item for transaction permission compression; The remaining authority limit for each management period is determined based on the initial authority limit at the start of the trading day, the amount of profit drawdown, and the amount of pending risk, and then written into the period record unit. Based on the remaining authority limit, management reference price, minimum market price change unit, minimum market transaction volume unit, market allowed price lower limit, and market allowed price upper limit, the upper limit of the entrusted volume, the lower boundary of the entrusted price, and the upper boundary of the entrusted price are formed. Based on the remaining permission limit, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the electricity volume and price of the order to be submitted, a permission status code and the order admission result corresponding to the order to be submitted are generated and written into the daily transaction management list.

2. The method for daily management of electricity spot trading according to claim 1, characterized in that, The process of dividing trading days into management periods, establishing period recording units, reading the available guaranteed amount and the required safety amount, and forming the starting permission limit for the trading day based on the difference between the two, which serves as the common starting compression benchmark for all management periods, specifically includes: The trading day is divided into multiple management periods, and an independent period record unit is established for each management period. Discrete management period indexes are configured for each management period, and five types of data are written into each period record unit: completed net transaction volume, completed net transaction average price, management reference price, transaction fee unit price, and net open volume that has not yet been closed. Read the available margin amount from the transaction account ledger at the start time of the transaction day, and read the safety amount that must be retained at the start time of the transaction day from the risk control ledger; Subtract the required safety amount from the available margin amount; when the difference is positive, the difference between the available margin amount and the required safety amount is recorded as the initial limit for the trading day; when the difference is zero or negative, the initial limit for the trading day is recorded as zero. The initial limit for the trading day will be used as the common starting point for compression during all management periods of the trading day.

3. The method for daily management of electricity spot trading according to claim 2, characterized in that, The process of reading the completed net transaction volume, average completed net transaction price, management reference price, and transaction fee unit price for each management period, and generating net revenue based on the completed net transaction volume, price difference, and transaction fees, specifically includes: For each management period, read the completed net transaction volume and the completed net transaction average price; Read the management reference price and transaction fee unit price for the same management period; The transaction price difference is calculated by subtracting the average net transaction price from the management reference price; the transaction price difference is calculated by multiplying the net transaction volume by the transaction price difference. The transaction fee amount is calculated by multiplying the net transaction volume by the transaction fee unit price. The net profit for the current management period is calculated by subtracting transaction costs from the price difference profit. Write the net revenue for all management periods into the corresponding period record unit.

4. The method for daily management of electricity spot trading according to claim 3, characterized in that, The process of accumulating the net profit for each management period in chronological order to form a cumulative net profit trajectory, and generating the cumulative net profit trajectory value and peak value for the current management period, specifically includes: The net income of each management period is added up sequentially according to the time period of the management period to form the cumulative net income up to the end of the current management period; For each management period, select the highest value from all the cumulative net profits from the first management period of the trading day to the current management period, and extract the peak of the cumulative net profit up to the end of the current management period; The cumulative net profit amount up to the end of the current management period is recorded as the cumulative net profit trajectory value for the current management period; The peak of cumulative net income up to the end of the current management period is recorded as the peak of cumulative net income for the current management period.

5. The method for daily management of electricity spot trading according to claim 4, characterized in that, The difference between the peak cumulative net profit and the trajectory cumulative net profit is used to form the profit drawdown amount, which is recorded as the first deduction item for trading permission compression. Specifically, it includes: For each management period, the cumulative net return peak value of the current management period is subtracted from the cumulative net return trajectory value of the current management period to form the return drawdown amount of the current management period; When the cumulative net return trajectory value is the same as the cumulative net return peak value, the return drawdown is recorded as zero; When the cumulative net return trajectory value is lower than the cumulative net return peak value, the return drawdown will be recorded as a positive value; The amount of profit drawdown will be fixed as the first deduction item for reducing trading permissions.

6. The method for daily management of electricity spot trading according to claim 5, characterized in that, The process involves reading data on outstanding net exposure electricity volume, management reference price, and pending matters for each management period to generate future outstanding net exposure and pending matters conversion amounts, respectively. The sum of these two amounts forms the pending risk amount, which is recorded as the second deduction item for transaction permission compression. Specifically, this includes: For each management period, read the sequence of outstanding net exposure electricity volume from the current management period to the last management period of the trading day and the corresponding management reference price sequence; multiply the outstanding net exposure electricity volume of each management period by the corresponding management reference price, and sum the products one by one to form the future outstanding net exposure conversion amount for the current management period; For each pending item, read the affected electricity volume, the corresponding management reference price, and the marked quantity of whether the current pending item is still incomplete in each management period; For each management period, the unresolved item's uncompleted mark is multiplied by the corresponding affected electricity volume and the corresponding management reference price, and the products are summed up to form the converted amount of unresolved items for the current management period; The outstanding net exposure of the future is added to the outstanding matters to form the amount of risk to be settled during the current management period; The amount of pending risk will be fixed as the second deduction item for transaction permission compression.

7. The method for daily management of electricity spot trading according to claim 6, characterized in that, The remaining authority limit for each management period is determined based on the initial authority limit at the start of the trading day, the amount of profit drawdown, and the amount of pending risk, and then written into the period record unit. Specifically, this includes: For each management period, read the starting permission limit, profit drawdown amount, and pending risk amount for the transaction day; The remaining limit is calculated by subtracting the profit drawdown from the initial limit on the trading day, and then subtracting the pending risk amount. When the remaining permission difference is positive, the remaining permission difference is recorded as the remaining permission limit for the current management period; When the sum of the profit drawdown and the pending risk amount is not less than the initial limit of the trading day, the remaining limit of the current management period will be recorded as zero. Write the remaining permission quota for each management period into the corresponding period record unit.

8. The method for daily management of electricity spot trading according to claim 7, characterized in that, The system, based on remaining authority limits, management reference prices, minimum market price fluctuation units, minimum market transaction volume units, market allowed price lower limits, and market allowed price upper limits, forms the upper limit of entrusted volume, the lower boundary of entrusted price, and the upper boundary of entrusted price, specifically including: For each management period, compare the management reference price with the minimum market price fluctuation unit; when the management reference price is not lower than the minimum market price fluctuation unit, the management reference price is recorded as the effective converted price; when the management reference price is lower than the minimum market price fluctuation unit, the minimum market price fluctuation unit is recorded as the effective converted price. Divide the remaining authority limit for the current management period by the effective conversion price to form the initial value of the entrusted electricity volume; then divide the initial value of the entrusted electricity volume by the minimum transaction volume unit in the market, extract the integer part, and multiply the integer part by the minimum transaction volume unit in the market to form the upper limit of the entrusted electricity volume for the current management period; Divide the remaining permission limit for the current management period by the effective converted price to form the maximum allowable deviation from the management reference price for the current management period; The value obtained by subtracting the maximum allowable deviation from the management reference price is compared with the lower limit of the market allowable price. When the value obtained by subtracting the maximum allowable deviation from the management reference price is not lower than the lower limit of the market allowable price, the value obtained by subtracting the maximum allowable deviation from the management reference price is recorded as the lower boundary of the order price. When the value obtained by subtracting the maximum allowable deviation from the management reference price is lower than the lower limit of the market allowable price, the lower limit of the market allowable price is recorded as the lower boundary of the order price. The value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is compared with the upper limit of the market allowable price. When the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is not higher than the upper limit of the market allowable price, the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is recorded as the upper limit of the order price. When the value obtained by adding the maximum allowable deviation from the management reference price to the management reference price is higher than the upper limit of the market allowable price, the upper limit of the market allowable price is recorded as the upper limit of the order price.

9. A method for daily management of electricity spot trading according to claim 8, characterized in that, Based on the remaining permission limit, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the electricity volume and price of the proposed entrusted order, a permission status code and the entrusted order admission result corresponding to the proposed entrusted order are generated and written into the daily transaction management list, specifically including: For each management period, compare the remaining permission limit with zero, the product of the management reference price and the minimum market transaction volume unit; when the remaining permission limit is zero, write a permission status code with a value of zero; when the remaining permission limit is greater than zero and lower than the product of the management reference price and the minimum market transaction volume unit, write a permission status code with a value of one; when the remaining permission limit is not lower than the product of the management reference price and the minimum market transaction volume unit, write a permission status code with a value of two. For any proposed order, if the authorization status code is two, the proposed order volume does not exceed the upper limit of the order volume, the proposed order price is between the lower and upper limits of the order price, the quotient of the proposed order volume divided by the minimum market transaction volume unit is a positive integer, and the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is an integer, the order access result corresponding to the proposed order will be recorded as one. For any proposed order, if the authorization status code is one, the product of the proposed order volume and the net open volume that has not been cleared in the current management period is not greater than zero, the proposed order volume does not exceed the upper limit of the order volume, the proposed order price is between the lower and upper limits of the order price, the quotient of the proposed order volume divided by the minimum market transaction volume unit is a positive integer, and the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is an integer, the order access result corresponding to the proposed order will be recorded as one. When the permission status code is neither two nor one, or the proposed order volume exceeds the upper limit of the order volume, or the proposed order price is lower than the lower boundary of the order price, or the proposed order price is higher than the upper boundary of the order price, or the quotient of the proposed order volume divided by the minimum market transaction volume unit is not a positive integer, or the quotient of the difference between the proposed order price and the lower limit of the market allowed price divided by the minimum market price change unit is not an integer, or when the permission status code is one, the product of the proposed order volume and the net open volume that has not been cleared in the current management period is greater than zero, the order access result corresponding to the proposed order will be recorded as zero; If the access result of the proposed entrustment is one, submit the proposed entrustment; if the access result of the proposed entrustment is zero, do not submit the proposed entrustment. The permission status code, the upper limit of the entrusted electricity volume, the lower limit of the entrusted price, the upper limit of the entrusted price, and the entrustment access result corresponding to the entrustment to be submitted are written into the daily transaction management list to form the permission result that can be executed within the transaction day.

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