Interval price quotation spot market clearing method based on quantity-price conversion and related device

Abstract

The application belongs to a clearing method, aiming at the problem that the existing interval bidding mechanism cannot be applied to the multi-period coupling and complex security constraint of the spot market, and provides an interval bidding spot market clearing method based on quantity-price conversion and related devices, by sorting the upper and lower limits of the interval price in the interval quantity-price combination of the electricity selling party and the electricity buying party in each period to form a bidding sub-interval set, converting the interval quantity-price combination into a multi-section single quantity-price combination, and using the upper limit of the tradable quantity of each single quantity-price section as the segmented declared quantity thereof, the modeling and solving complexity of the direct clearing of the interval bidding is reduced; by setting interval segmentation constraints in the clearing model, the corresponding relationship between the winning quantity of each single quantity-price section and the segmented declared quantity is limited, repeated trading or over-trading after splitting is avoided, the clearing result is ensured to be consistent with the interval declared intention, and the interval bidding mechanism is applied to the multi-period coupling and complex security constraint of the spot market clearing scene.

Description

Technical Field

[0001] This application pertains to a clearing method, specifically a clearing method and related apparatus for a range-based spot market based on quantity-price conversion. Background Technology

[0002] With the advancement of power system reform, the centralized competitive bidding in the spot market has become a key research focus in power market trading mechanisms, as its clearing results directly impact price signals and resource allocation efficiency. The existing marginal unified clearing mechanism is susceptible to strategic holding by power generators, potentially leading to inflated system marginal prices, distorted price signals, and increased electricity purchase costs for users. The bid-based payment mechanism can compress the profit margin of strategic bids, but requires market participants to accurately predict market marginal prices. The interval bidding mechanism, in addition to the point-based bidding mechanism, is a bidding expression method proposed to reduce the price prediction capabilities required of market participants for single-price-point bids. For example, existing schemes propose supporting bids from both buyers and sellers in the form of intervals, with matching pairs based on the upper limit of the buyer's bid and the lower limit of the seller's bid; other schemes propose merging and sorting the upper and lower limits of each bid interval to form several adjacent price sub-intervals, and then matching and clearing within each sub-interval sequentially. These interval bidding schemes provide the technical foundation for the application of interval bidding in power trading.

[0003] However, the aforementioned interval pricing technology mainly revolves around interval sorting, matching, or clearing out sub-intervals, and does not provide a method to convert interval quantity and price declarations into multiple segments of single quantity and price data that can be directly processed by safety-constrained unit combination models, economic dispatch models, or physical node clearing models. It is difficult to handle multi-time period coupling, unit start-up and shutdown, ramp-up constraints, and network security constraints in the spot market. Summary of the Invention

[0004] This application addresses the technical problem that existing interval pricing mechanisms are not applicable to spot markets with multi-time-coupling and complex security constraints by providing an interval pricing spot market clearing method and related apparatus based on quantity-price conversion.

[0005] To achieve the above objectives, this application adopts the following technical solution: Firstly, this application proposes a spot market clearing method based on volume-price conversion, including: Obtain the declaration information of the electricity seller set and the electricity buyer set in the spot market; the declaration information includes the volume and price combination of the electricity seller interval for each time period and the volume and price combination of the electricity buyer interval for each time period, and the interval volume and price combination includes the interval price and corresponding declaration quantity declared in segments; For each trading period, the upper and lower limits of the price ranges in the price range combinations of the electricity seller and the electricity buyer are sorted to form a set of corresponding price sub-ranges, and the price sub-ranges included in each range are determined. Based on the price sub-intervals included in each price interval, the electricity seller's interval quantity-price combination and the electricity buyer's interval quantity-price combination are converted into the electricity seller's multi-segment single quantity-price combination and the electricity buyer's multi-segment single quantity-price combination, respectively; wherein, the declared quantity of each segment in the electricity seller's multi-segment single quantity-price combination and the electricity buyer's multi-segment single quantity-price combination is consistent with the declared quantity of the corresponding segment in the corresponding interval quantity-price combination. The multiple single-volume-price combinations of the electricity sellers, the multiple single-volume-price combinations of the electricity buyers, and other declaration information are input into the spot market clearing model to determine the winning bid volume of each electricity seller and each electricity buyer in each time period. The spot market clearing model includes interval segmentation constraints, which are used to constrain the relationship between the winning bid volume of each single-volume-price segment in the converted multiple single-volume-price combinations and the corresponding segment declaration volume in the interval volume-price combinations. The clearing price is determined based on the winning bid volume of each electricity seller and buyer in each time period.

[0006] Furthermore, the formation of the corresponding set of price sub-intervals includes: For each trading period, the upper limit and lower limit of the price range in the price-volume combination of each electricity seller in that trading period are extracted. The extracted price endpoints are sorted and deduplicated to form a price quote sequence for the electricity seller. The two consecutive price endpoints in the price quote sequence are used as the lower and upper limits, respectively, to obtain the price quote sub-intervals for the electricity seller. Multiple price quote sub-intervals for the electricity seller constitute a set of price quote sub-intervals for the electricity seller. Extract the upper and lower limits of the price range from the price-volume combination of each electricity purchaser within the trading period. Sort and remove duplicates from the extracted price endpoints to form a price purchaser quotation sequence. Use two consecutive price endpoints from the price purchaser quotation sequence as the lower and upper limits, respectively, to obtain the price purchaser quotation sub-intervals. Multiple price purchaser quotation sub-intervals constitute a set of price purchaser quotation sub-intervals. The determination of the price sub-intervals included in each price interval includes: For each electricity seller's interval quantity and price combination, obtain the electricity seller's bid sub-intervals included in the interval price declared in segments, and form the electricity seller's bid sub-interval set corresponding to that electricity seller; for each electricity buyer's interval quantity and price combination, obtain the electricity buyer's bid sub-intervals included in the interval price declared in segments, and form the electricity buyer's bid sub-interval set corresponding to that electricity buyer.

[0007] Furthermore, the multi-segment single quantity and price combination of the power seller includes multiple single quantity and price segments corresponding to the power seller, and each single quantity and price segment of the power seller includes a single price and a corresponding maximum output capacity that can be traded; The multi-segment single quantity and price combination of the power purchaser includes multiple single quantity and price segments of the power purchaser. Each single quantity and price segment of the power purchaser includes a single price and a corresponding upper limit of the transactionable quantity. For the electricity seller, the single price is determined based on the upper and lower limits of the corresponding electricity seller's bid sub-range, and the tradable output limit is equal to the bid volume of the corresponding segment in the electricity seller's range of quantity and price combination. For the electricity purchaser, the single price is determined based on the upper and lower limits of the corresponding electricity purchaser's bid sub-range, and the upper limit of the tradable volume is equal to the bid volume of the corresponding segment in the quantity-price combination of the corresponding electricity purchaser's range.

[0008] Furthermore, when converting the electricity seller's interval price and quantity combination and the electricity buyer's interval price and quantity combination into the electricity seller's multi-segment single price and quantity combination and the electricity buyer's multi-segment single price and quantity combination, a price information matrix and a segmentation information matrix are introduced. Each row of the price information matrix corresponds to a seller or buyer of electricity, and the column elements correspond to the price sub-intervals. When the price interval contains the corresponding price sub-interval, the corresponding matrix element takes the first value; otherwise, it takes the second value. The subsequent column elements are segmented and accumulated based on the preceding sequence elements in the same row to determine the single quantity and price segment number after conversion. Each row of the segmented information matrix corresponds to a power seller or power buyer, and the column elements correspond to the price sub-range. When the price sub-range belongs to the price range declared in a certain segment, the corresponding matrix element is the segment number declared in that segment; otherwise, it is zero. The segment declaration to which a single quantity and price segment belongs is determined according to the segmented information matrix, so that the upper limit of the tradable output of a single quantity and price segment of the power seller is equal to the declared quantity of the corresponding segment in the corresponding quantity and price combination of the power seller's interval, and the upper limit of the tradable quantity of a single quantity and price segment of the power buyer is equal to the declared quantity of the corresponding segment in the corresponding quantity and price combination of the power buyer's interval.

[0009] Furthermore, the interval segmentation constraints include interval segmentation constraints for the electricity seller and interval segmentation constraints for the electricity buyer; The segmented constraint of the power seller's interval takes effect when the power seller's bid sub-interval is the last bid sub-interval included in the segmented declaration of the corresponding power seller's interval quantity and price combination. It is used to limit the sum of the winning bids of the single quantity and price segment corresponding to the last bid sub-interval and the bid sub-intervals before it to be less than or equal to the sum of the declared quantities of the corresponding segmented declaration and the declared quantities of the segmented declarations before it. The segmented constraint of the power purchaser's quotation interval takes effect when the power purchaser's quotation sub-interval is the last quotation sub-interval included in the segmented declaration of the corresponding power purchaser's quotation interval quantity and price combination. It is used to limit the sum of the winning bids for the single quantity and price segment corresponding to the last quotation sub-interval and the previous quotation sub-intervals to be less than or equal to the sum of the declared quantities of the corresponding segmented declaration and the previous segmented declarations.

[0010] Furthermore, the spot market clearing model is a safety-constrained unit combination model; The other information to be reported includes at least one of the following: the upper limit of the unit output, the lower limit of the unit output, the uphill rate, the downhill rate, the minimum start-up time, and the minimum shutdown time.

[0011] Furthermore, the determination of the clearing price based on the winning bid volume of each electricity seller and each electricity buyer in each time period includes: The winning bids of each electricity seller and each electricity buyer in each time period are allocated to the corresponding interval quantity-price combination to obtain the corrected interval quantity-price combination. During allocation: the winning bids of the electricity seller are given priority to the segment declarations corresponding to the interval price with lower price, and the winning bids of the electricity buyer are given priority to the segment declarations corresponding to the interval price with higher price. Based on the revised interval price-volume combination, interval clearing is performed, and the clearing price is determined.

[0012] Secondly, this application proposes a range-based spot market clearing system based on volume-price conversion, including: The information module is used to obtain the declaration information of the electricity seller set and the electricity buyer set in the spot market; the declaration information includes the quantity and price combination of the electricity seller interval for each time period and the quantity and price combination of the electricity buyer interval for each time period, and the interval quantity and price combination includes the interval price and the corresponding declared quantity declared in segments; The interval module is used to sort the upper and lower limits of the interval price in the interval price combination of the electricity seller and the interval price combination of the electricity buyer for each trading period, forming a corresponding set of quotation sub-intervals, and determining the quotation sub-intervals included in each interval price. The conversion module is used to convert the price-volume combination of the electricity seller's interval and the price-volume combination of the electricity purchaser's interval into a multi-segment single price-volume combination of the electricity seller and a multi-segment single price-volume combination of the electricity purchaser, respectively, based on the price sub-intervals contained in each interval. Among them, the declared quantity of each segment in the multi-segment single price-volume combination of the electricity seller and the multi-segment single price-volume combination of the electricity purchaser is consistent with the declared quantity of the corresponding segment in the price-volume combination of the interval to which it belongs. The winning bid module is used to input the multi-segment single quantity and price combination of the electricity seller, the multi-segment single quantity and price combination of the electricity purchaser, and other declaration information into the spot market clearing model to determine the winning bid volume of each electricity seller and each electricity purchaser in each time period; wherein, the spot market clearing model includes interval segmentation constraints, which are used to constrain the relationship between the winning bid volume of each single quantity and price segment in the converted multi-segment single quantity and price combination and the corresponding segment declaration volume in the interval quantity and price combination; The clearing module is used to determine the clearing price based on the winning bids of each electricity seller and buyer in each time period.

[0013] Thirdly, this application proposes an electronic device, including a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein the processor executes the computer program to implement the steps of the above-mentioned spot market clearing method based on quantity-price conversion.

[0014] Fourthly, this application proposes a computer-readable storage medium storing a computer program that, when executed by a processor, implements the steps of the above-described method for clearing the spot market based on price-volume conversion.

[0015] Compared with the prior art, this application has the following beneficial effects: This application proposes a spot market clearing method based on price-volume conversion. By acquiring the declaration information of the electricity seller and buyer sets in the spot market, and sorting the upper and lower limits of the price ranges in the price-volume combinations of the electricity sellers and buyers for each trading period to form a set of price sub-ranges, the method decomposes the trading intentions expressed by market participants in price ranges into finer-grained price sub-ranges. This ensures that the price range information contained in the price range is fully utilized, rather than participating in clearing only at the interval endpoints or a single price. Furthermore, based on the price sub-ranges contained in each price range, the price-volume combinations of the electricity sellers and buyers are transformed into multiple single-price combinations for the electricity sellers and buyers, respectively. This transforms the price ranges, which were originally difficult to directly embed into the spot market clearing model, into multiple price ranges that can be linearly expressed and participate in model solving. The system uses segmented price and volume data to reduce the modeling and solution complexity of direct clearing of price ranges. Furthermore, during the price-volume conversion process, the upper limit of the tradable volume for each individual price and volume segment retains the bid volume of its respective segment, ensuring that the conversion process only changes the price expression without altering the bid volume boundaries. Further, the converted multi-segment single price and volume combinations, along with other bid information, are input into the spot market clearing model. Segmented constraints are set in the model to constrain the relationship between the winning bid volume of each individual price and volume segment and the corresponding bid volume in the price-volume combination. This prevents duplicate or excessive transactions of the same segment bid after it has been split into multiple single price and volume segments, ensuring that the clearing result after price-volume conversion still conforms to the capacity boundaries and price intentions of market participants' price range bids. Finally, the clearing price is determined based on the winning bid volume of each electricity seller and buyer in each time period, connecting the winning bid volume calculation process with the price determination process. Therefore, while retaining the flexibility of the interval pricing mechanism and the integrity of the expression of intent, the interval pricing mechanism can be applied to spot market clearing scenarios with multiple time periods and complex security constraints. This solves the problem that the existing interval pricing mechanism is difficult to directly adapt to spot market clearing models, and improves the feasibility, rationality and consistency of clearing results with the declared information.

[0016] This application also proposes a spot market clearing system based on quantity-price conversion, an electronic device, and a computer-readable storage medium, which possess the advantages of the aforementioned spot market clearing method based on quantity-price conversion. Attached Figure Description

[0017] To more clearly illustrate the technical solutions of the embodiments of this application, the accompanying drawings used in the embodiments will be briefly described below. It should be understood that the following drawings only show some embodiments of this application and should not be regarded as a limitation of the scope. For those skilled in the art, other related drawings can be obtained based on these drawings without creative effort.

[0018] Figure 1 This is a schematic diagram of a spot market clearing method based on volume-price conversion in this application; Figure 2 This is a schematic diagram of the IEEE 5-node system in an embodiment of this application; Figure 3 This is a schematic diagram of the electricity sales volume won by the electricity seller in the embodiments of this application; Figure 4 This is a schematic diagram illustrating the quantity of electricity awarded to the purchaser in this application embodiment; Figure 5 This is a schematic diagram illustrating the transaction prices of market participants in an embodiment of this application; Figure 6 This is a schematic diagram of a spot market clearing system based on volume-price conversion in this application. Detailed Implementation

[0019] To make the objectives, technical solutions, and advantages of the embodiments of this application clearer, the technical solutions of the embodiments of this application will be clearly and completely described below with reference to the accompanying drawings. Obviously, the described embodiments are only some embodiments of this application, and not all embodiments. The components of the embodiments of this application described and shown in the accompanying drawings can generally be arranged and designed in various different configurations.

[0020] Therefore, the following detailed description of the embodiments of this application provided in the accompanying drawings is not intended to limit the scope of the claimed application, but merely to illustrate selected embodiments of the application. All other embodiments obtained by those skilled in the art based on the embodiments of this application without inventive effort are within the scope of protection of this application.

[0021] The electricity market is a crucial mechanism for realizing the commoditization of electricity trading and the optimal allocation of electricity resources. It is widely used in the organization of electricity transactions and price formation among power generation companies, electricity retailers, electricity users, and grid dispatching agencies. Electricity trading has gradually formed a multi-tiered market system composed of medium- and long-term transactions and spot transactions. Medium- and long-term transactions are mainly used to lock in electricity volume and prices over a longer period, playing a role in stabilizing expectations and diversifying risks. Spot transactions, on the other hand, are closer to real-time changes in electricity supply and demand, typically including day-ahead, intraday, and real-time trading segments. Because this type of transaction can directly reflect the electricity supply and demand relationship, its price signals have a significant impact on power generation planning, user electricity costs, market participants' bidding strategies, and the efficiency of power system resource allocation, thus becoming a core element in the design of the spot market mechanism.

[0022] In the actual operation of the spot market, the clearing mechanism not only determines the transaction outcome but also influences the bidding behavior of market participants. Currently, many domestic and international electricity markets adopt the Marginal Clearing Price (MCP) mechanism. The basic idea of ​​this mechanism is to determine the system's marginal transaction price based on the supply and demand curve. All winning units settle at this unified marginal price, rather than settling separately according to their individual bid prices. This mechanism is conducive to forming a unified and clear market price signal and facilitates centralized clearing. However, in situations where market competition is insufficient and some generators have strong market influence, it is easily affected by strategic bidding behavior. One such strategy is economic retention, where generators do not physically withdraw from generating capacity but rather alter the market supply curve by bidding for a portion of their generating capacity at a higher price, thereby pushing up the marginal clearing price. For example, a generator might bid for most of its capacity at a lower price to secure a bid, while bidding for a small portion of marginal capacity at a higher price, making it the key capacity determining the system's marginal price. Since all winning bids are settled at a uniform marginal price, even if a high bid involves only a small amount of electricity, it may significantly increase the settlement price of all winning bids, thereby causing market prices to deviate from the actual supply and demand and cost levels, increasing electricity purchase expenditures on the user side, and causing social welfare to be unreasonably transferred to the power generation side.

[0023] To address the potential for strategic price gouging within a unified marginal clearing mechanism, existing technology and market mechanism research has proposed a Pay as Bid (PAB) mechanism. Under this mechanism, power generators receive settlement based on their own bid prices after winning the bid, rather than according to a unified marginal price. Therefore, even if a power generator bids a high price for a small portion of capacity, this high price typically only affects its own settlement revenue for that portion of the traded electricity, and is unlikely to raise the unified settlement price for all winning units as seen under the MCP mechanism. Theoretically, this can compress the profit margin of strategic bidding. Besides the PAB mechanism, range bidding has also been used to improve upon the shortcomings of traditional point-based bidding mechanisms. For example, Chinese invention patent CN108198006A proposes a centralized bidding clearing method and system for electricity market transactions. This method supports both buyers and sellers to submit bids in the form of price ranges, and then matches bids in pairs according to the upper limit of the buyer's bid and the lower limit of the seller's bid. Chinese invention patent CN119379379A further proposes a clearing method based on price ranges. This method merges and sorts the upper and lower limits of each price range to form several adjacent price sub-ranges, and then matches and clears each sub-range sequentially, allowing market participants' bidding intentions to be more fully projected onto the price range they cover. These methods provide a technical foundation for the application of price ranges in electricity trading and offer new ideas for reducing the game-theoretic risks associated with single-point bidding.

[0024] However, existing solutions still have room for improvement. While the PAB mechanism can mitigate the strategic price-raising gains under a unified marginal price mechanism, its effectiveness is highly dependent on market participants' ability to judge information such as market marginal prices, competitor behavior, system load changes, and fluctuations in renewable energy output. Especially in new power systems, the proportion of renewable energy sources such as wind and solar power is increasing, load-side responses are more active, and the uncertainty of power supply and demand is significantly enhanced. To achieve reasonable returns under the PAB mechanism, power generators often need to predict transaction prices as much as possible and submit bids slightly lower than the expected market price. This significantly increases the difficulty of bidding and may lead some participants to bid conservatively or reduce their participation, thereby affecting price discovery efficiency. Although existing interval bidding techniques alleviate the requirements of predictive ability on participants for single-price point bidding, they do not take into account the complex DC power flow of the power grid and the stringent physical safety boundaries such as unit ramping. They cannot be directly adapted to the spot centralized bidding environment with strong physical constraints and cannot be solved on the physical node model of the spot market. Based on the above, this application proposes a method and related apparatus for clearing the spot market based on volume-price conversion within a price range. The following is a detailed description of this application in conjunction with embodiments and accompanying drawings.

[0025] like Figure 1The diagram illustrates a flowchart of a spot market clearing method based on quantity-price conversion, as described in this application. Unlike existing interval pricing schemes that directly sort, match, or clear interval bids, this method first converts the quantity-price declarations submitted by electricity sellers and buyers in the spot market into multiple single-segment quantity-price declarations that can be directly processed by the spot market clearing model. Then, the converted single-segment quantity-price declarations are input into a safety-constrained unit combination model, an economic dispatch model, or other spot market clearing models to solve for the winning bid quantity. The model maintains the correspondence between the converted single-segment quantity-price declarations and the segmented declaration quantities through interval segmentation constraints. Therefore, interval pricing is no longer limited to interval matching or sub-interval matching but can be embedded in a spot market clearing process with multi-time-period coupling relationships and safety constraints. Specifically, it may include: S101, obtain the declaration information of the electricity sellers and buyers in the spot market.

[0026] The declared information includes the price and quantity combinations for both the seller and buyer within each trading period. Each price and quantity combination consists of multiple segmented declarations, each including a price range and the corresponding declared quantity. The seller's price range expresses their acceptable price range for the corresponding electricity volume, while the buyer's price range expresses their acceptable price range for the corresponding electricity volume.

[0027] It should be noted that the electricity seller pool refers to the pool of multiple electricity sellers participating in the spot market, while the electricity buyer pool refers to the pool of multiple electricity buyers participating in the spot market.

[0028] S102, for each trading period, sort the upper and lower limits of the price range in the price range combination of the electricity seller and the price range combination of the electricity buyer to form a set of corresponding price sub-ranges, and determine the price sub-ranges included in each price range.

[0029] In practical applications, the price and quantity combinations of power sellers and power buyers are processed separately. For power sellers, the upper and lower limits of the price ranges declared by each power seller in the same trading session are extracted, and the extracted price values ​​are sorted to form a set of power seller bid sub-ranges. For power buyers, the upper and lower limits of the price ranges declared by each power buyer in the same trading session are extracted, and the extracted price values ​​are sorted to form a set of power buyer bid sub-ranges. After the bid sub-range sets are formed, the power seller bid sub-ranges covered by each power seller's price range and the power buyer bid sub-ranges covered by each power buyer's price range are determined to establish the correspondence between the price range and the bid sub-ranges. A bid sub-range is a price range formed by using the lower and upper limits of two sequentially adjacent price endpoints in the bid sequence; the bid sub-range set is a set of multiple bid sub-ranges.

[0030] S103, based on the price sub-intervals included in each interval, convert the power seller's interval quantity-price combination and the power buyer's interval quantity-price combination into the power seller's multi-segment single quantity-price combination and the power buyer's multi-segment single quantity-price combination, respectively.

[0031] In this context, a single price-volume segment refers to a bid segment consisting of a single price and the corresponding tradable upper limit. Specifically, for electricity sellers, the single price-volume segment corresponds to the tradable output upper limit, while for electricity buyers, it corresponds to the tradable volume upper limit. During the conversion, a price range can correspond to one or more price sub-ranges, each forming a single price-volume segment. This breaks down the original bid expressed as a price range into multiple segments of single price-volume bids that can be linearly processed in the model. The bid volume of each segment in the multi-segment single price-volume combination for both the electricity seller and the electricity buyer is consistent with the bid volume of the corresponding segment in the respective price-volume combination of the range. Therefore, the price-volume conversion process only decomposes the price range into multiple single price segments; it does not redistribute the bid volume according to the width of the price sub-range.

[0032] In practical applications, a single price can be determined based on the upper and lower limits of the corresponding price sub-range. For example, the arithmetic mean of the upper and lower limits of the corresponding price sub-range can be taken, or the endpoint value, weighted value, or other preset price determination methods can be adopted according to market rules.

[0033] S104, input the multi-segment single quantity and price combination of the electricity seller, the multi-segment single quantity and price combination of the electricity purchaser, and other declaration information into the spot market clearing model to determine the winning bid volume of each electricity seller and each electricity purchaser in each time period.

[0034] Other declared information may include operating parameters or constraint parameters related to spot market clearing. The spot market clearing model sets interval segmentation constraints, which are used to constrain the relationship between the winning bid volume of each single volume-price segment in the transformed multi-segment single volume-price combination and the corresponding segment declaration volume in the interval volume-price combination. This prevents multiple single volume-price segments corresponding to the same segment declaration from being repeatedly or over-traded after the interval price is split into multiple bidding sub-intervals.

[0035] S105, the clearing price is determined based on the winning bid volume of each electricity seller and each electricity buyer in each trading period.

[0036] Since the winning bid volume is determined by the spot market clearing model based on the transformed multi-segment single volume-price combination, and the clearing price needs to be interpreted in the context of the interval pricing semantics, this embodiment determines the final clearing price based on the correspondence between the winning bid volume and the interval volume-price combination.

[0037] In summary, this application can convert range-based pricing into price and volume data that are compatible with spot market clearing models while maintaining the expressive power of range-based pricing, thus solving the problem that range-based pricing mechanisms are difficult to directly apply to spot market clearing with multi-time period coupling and complex security constraints.

[0038] The present application will be further described below through some more detailed embodiments.

[0039] In some embodiments of this application, the range-based spot market clearing method based on quantity-price conversion can be used for day-ahead centralized auction clearing. The spot market includes a set of electricity sellers S and a set of electricity buyers B, wherein:

[0040]

[0041] in, The number of electricity sellers. This refers to the number of electricity purchasers. Market operators clear the market across multiple trading sessions, which can be recorded as follows: t , t =1,2,…, T .

[0042] In this embodiment, the electricity seller In the t The price-volume combination submitted by the electricity seller within a trading period can be recorded as follows:

[0043] in, For electricity sellers In the t The first of the range volume-price combinations submitted in the trading sessionu The price range included in the segment declaration can be specifically represented as follows:

[0044] This refers to the number of applications submitted in this segment. For electricity sellers In the t The total number of segments declared in each trading session.

[0045] Power purchaser In the t The combination of quantity and price for electricity purchasers submitted during each trading session can be recorded as follows:

[0046] in, For the electricity purchaser In the range volume-price combination submitted during the t-th trading session, the first... v The price range included in the segment declaration can be specifically represented as follows:

[0047] in, This refers to the number of applications submitted in this segment. For the electricity purchaser In the t The total number of segments declared in each trading session.

[0048] In some embodiments of this application, other declared information from the electricity seller may include at least one of the following: upper limit of unit output, lower limit of unit output, ramp rate, ramp rate, minimum shutdown time, and minimum startup time. For the electricity buyer, the quantity and price combination within the range is typically input. When the electricity buyer corresponds to adjustable load, aggregated load, or other electricity-side resources with operational constraints, upper and lower limits, ramp rates, or duration constraint parameters related to its operational characteristics can also be input as needed, serving as supplementary constraints for the spot market clearing model.

[0049] In each trading session t First, the volume and price combinations for each electricity seller within a given timeframe are converted into volume and price values. Specifically, this involves obtaining the volume and price combinations for all electricity sellers within that trading period. , n =1,2,…, N Extract the upper and lower limits of the price ranges submitted by each electricity seller in segments, sort them in ascending order, and remove duplicates to form a sequence of electricity seller quotations:

[0050] This represents the number of unique upper and lower limits for electricity seller bids. The set of sub-intervals for electricity seller bids is composed of sequentially adjacent price values ​​in the bid sequence.

[0051] For any electricity seller and any segment of the application Determine the sub-ranges of electricity seller quotes included in the price range; when both the lower and upper limits of a certain quote sub-range fall within the boundaries of the price range, include that quote sub-range in the set of electricity seller quote sub-ranges corresponding to that seller, which can be denoted as:

[0052] in, This represents the number of sub-ranges of electricity seller quotes included in the electricity seller's price range.

[0053] The process of forming the purchaser's bid sub-interval corresponds to that of the seller. Specifically, the upper and lower limits of the price range in the quantity-price combination of each purchaser's interval within the same trading period are extracted, sorted, and deduplicated to form a purchaser's bid sequence. Then, the purchaser's bid sub-interval set IB is formed by sequentially adjacent price values. In subsequent matching or interval clearing processes, the purchaser's bid sub-intervals can be organized from high to low according to the purchaser's price priority to align with the seller's low-price-priority matching direction.

[0054] In one embodiment of this application, a price information matrix of the electricity seller is introduced to record the segment number of the quoted sub-interval in the converted multi-segment single quantity-price combination. Electricity purchaser price information matrix Taking electricity retailers as an example, The dimension is Each row corresponds to a power seller, and each column corresponds to a sub-range of power seller's bid. Matrix construction involves two processing steps.

[0055] First, when the electricity seller Price range of declaration Including the g Individual electricity seller's price range At that time, matrix elements Take the first value, which can be 1; when it is not included, the matrix element... Take the second value, which can be 0.

[0056] Second, regarding Each row is processed segment by segment and accumulated. The first element remains unchanged; starting from the second element, it is updated according to the following relationship: ,

[0057] After the above processing, non-zero elements in the same row no longer only indicate whether a price sub-range is included, but also represent the sequence number of the single quantity and price segment within the multi-segment single quantity and price combination after conversion by the corresponding electricity seller. Electricity Purchaser Price Information Matrix It can be constructed in the same way.

[0058] After determining the sequence number of a single quantity and price segment, the electricity seller's interval quantity and price combination is transformed into multiple single quantity and price combinations for the electricity seller. In the t The multiple single quantity and price combinations for electricity sellers corresponding to a given trading period can be represented as follows:

[0059] in, For electricity sellers In the t The price of a single volume-price segment after conversion for each trading period is the arithmetic average of the upper and lower limits of the corresponding electricity seller's quoted price sub-range. This is the upper limit of tradable output for a single volume and price segment, and its value is equal to the declared volume of the corresponding segment in the volume and price combination of the electricity seller's interval to which this single volume and price segment belongs, that is:

[0060] To further determine and The correspondence between them is introduced into the segmented information matrix of the electricity seller. Segmented information matrix of electricity purchaser Taking electricity retailers as an example, The dimension is Each row corresponds to one electricity seller, and each column corresponds to a sub-range of electricity seller quotes. When the... g Individual electricity seller's price range Belongs to the electricity seller The Price range for segment declaration At that time, matrix elements Take the segment number of the segment application. u Otherwise, take 0. This allows us to determine which segment of the volume-price combination within the range corresponds to each converted single volume-price segment, thereby determining the maximum tradable output for that single volume-price segment. (Electricity Purchaser Segment Information Matrix) Constructed using the same logic, this method is used to determine the correspondence between the maximum tradable volume of a single price segment for the electricity purchaser and the segmented declaration volume of the electricity purchaser.

[0061]

[0062] in, For the electricity purchaser The converted price for a single price range is the arithmetic mean of the upper and lower limits of the corresponding electricity purchaser's bid sub-range. This is the upper limit of the tradable volume for a single volume and price segment, and its value is equal to the declared volume of the corresponding segment in the volume and price combination of the power purchaser's interval to which this single volume and price segment belongs.

[0063] After the volume-price conversion is completed, the electricity seller will combine multiple single volume-price segments. Multiple single-volume-price combinations for electricity purchasers Other declaration information is input into the spot market clearing model. To ensure that the declared quantity boundaries of the price-volume combination still meet the requirements after the price range is divided into multiple bidding sub-ranges, a range segmentation constraint is set in the spot market clearing model. This constraint can be implemented through the segmentation matrix at the end of the range for the electricity seller. Piecewise matrix of the last segment of the power purchaser's interval Assist in the construction process.

[0064] Taking electricity sellers as an example, The dimension is Each row corresponds to one electricity seller, and each column corresponds to a sub-range of electricity seller quotes. When the... g Individual electricity seller's price range For electricity sellers A certain segment of declared price range When the last quoted sub-interval is included, the matrix element Set to 1; otherwise, set to 0. The segmented matrix at the end of the electricity purchaser's interval. Build according to the same logic.

[0065] set up For electricity sellers In the t The first trading session The winning bid volume for a single price segment. The corresponding price range is for electricity sellers. No. When the last bid sub-interval included in the segment declaration is reached, the segmentation constraint of the electricity seller's segment takes effect and satisfies:

[0066] This constraint limits the sum of the winning bids for a single price segment corresponding to the last bidding sub-interval and all preceding bidding sub-intervals to be less than or equal to the sum of the bid quantities for the corresponding segmented bids and all preceding segmented bids. Therefore, after the interval bidding is split, the segmented bid quantity will not be exceeded due to multiple bidding sub-intervals participating in the model solution separately.

[0067] set up For the electricity purchaser In the t The first trading session The winning bid volume for a single price segment. The corresponding price range is for the electricity purchaser. No. When the last bid sub-interval included in the segment declaration is reached, the segmentation constraint of the power purchaser's segment takes effect and satisfies:

[0068] In one embodiment of this application, the spot market clearing model can be a safety-constrained unit combination model. Let the decision variables for the winning bid output of each electricity seller in each trading period for each single quantity and price segment be: Let the total power output of the electricity sellers in each trading period be... Assume the on / off status of the generator units of the electricity sellers during each trading period is as follows: Let the decision variables for the winning bid volume of each electricity purchaser in each single volume and price segment during each trading period be: Let the total winning bid volume for the electricity purchaser in each trading period be... The model's objective function can be written as:

[0069] in, For electricity sellers During trading hours t Operating costs, For electricity sellers During trading hours t Start-stop fees, For the electricity purchaser During trading hours t The electricity consumption efficiency. The operating costs of the electricity seller can be constructed as a piecewise linear function based on the converted combination of multiple single-segment quantity and price of the electricity seller:

[0070]

[0071] The electricity consumption benefits of the electricity purchaser can be constructed as a piecewise linear function based on the transformed combination of multiple single quantity and price segments for the electricity purchaser:

[0072]

[0073] Using the objective function described above, the model determines the winning bid volume for each market participant while satisfying various security constraints and interval segmentation constraints, so as to minimize the difference between the total generation cost calculated based on the electricity seller's bid and the total benefit of the electricity buyer.

[0074] In one embodiment of this application, the safety-constrained unit combination model may further include the following constraints.

[0075] The power balance constraint is:

[0076] The standby capacity constraint is:

[0077]

[0078] in, , Trading sessions t Positive and negative reserves.

[0079] The upper and lower limits of generator output are constrained as follows:

[0080] The scalar quantity constraints for each individual volume-price segment in the transformed volume-price curve are as follows:

[0081]

[0082] This constraint limits the winning bid volume of each single price-volume segment to less than or equal to the maximum tradable volume of that single price-volume segment. The interval segmentation constraint further restricts the cumulative winning bid volume of multiple single price-volume segments originating from the same interval. Together, these constraints ensure that the transformed model variables are consistent with the interval price-volume combination.

[0083] The generator set ramp constraint can be written as:

[0084]

[0085] The first term on the right side of the above inequality is used to constrain the ramp rate when the unit is running continuously, the second term is used to constrain the output change during the start-up or shutdown process, and the third term is used to ensure that the corresponding ramp constraint does not affect the model solution under other state switching conditions, thereby avoiding the unit being unable to perform start-up and shutdown actions due to overly strict ramp constraint settings.

[0086] The constraints on the unit's continuous shutdown time and continuous start-up time can be written as:

[0087]

[0088] The power flow constraint of the line can be written as:

[0089] in, G As a current transfer factor, The transmission capacity of the line. The transmission capacity of the line, cross section, and transformer can all be abstracted as the line transmission capacity constraint, so that the line transmission power in each trading period is less than or equal to the line forward and reverse capacity.

[0090] In one embodiment of this application, a constraint on the number of times the unit can be started and stopped can also be set. Let... Indicates the electricity seller The units during the trading session t Whether to switch to startup mode, set Indicates the electricity seller The units during the trading session t Whether to switch to shutdown mode, set To set the maximum number of power on / off cycles, you can configure the following:

[0091]

[0092] In practical applications, the safety-constrained unit combination model can be solved first to obtain the on / off status of each electricity seller's units. Then, based on these on / off statuses, the safety-constrained economic dispatch model can be solved to obtain the winning bids for each electricity seller and buyer in each single quantity and price segment, and the total winning bids for each trading period can be accumulated. The above optimization model can be constructed as a mixed-integer linear programming model and can be solved using branch and bound, cutting plane methods, or mature commercial solvers. As an example, Gurobi can be used as the core solver, and Python can be used as the modeling platform to complete the model construction and solution.

[0093] After obtaining the winning bid volume for each trading period, the clearing price is determined based on the winning bid volume. In one embodiment of this application, the winning bid volume of each electricity seller and each electricity buyer in each trading period is first allocated to the corresponding interval price-volume combination to obtain the modified interval price-volume combination. During allocation, the winning bid volume of the electricity seller is preferentially allocated to the segment application corresponding to the interval price with lower price, and the winning bid volume of the electricity buyer is preferentially allocated to the segment application corresponding to the interval price with higher price, so that the allocation result is consistent with the solution direction of the objective function of the model, which prioritizes low price on the electricity seller side and high price on the electricity buyer side.

[0094] After the winning bid volume is filled in, interval clearing is performed based on the corrected interval price-volume combination. Optionally, the unconstrained interval clearing process includes bid interval formation and matching, clearing price calculation, and clearing volume calculation. During bid interval formation and matching, the buyer sorts and removes duplicates from the upper and lower limits of all power purchaser bid intervals, forming a power purchaser interval set IB based on adjacent price values; the seller sorts and removes duplicates from the upper and lower limits of all power seller bid intervals, forming a power seller interval set IS based on adjacent price values. Then, the highest bid interval is paired with the lowest ask interval one by one. If the upper limit of the highest bid interval is greater than or equal to the lower limit of the lowest ask interval, the interval can be traded; if this condition is not met, matching stops.

[0095] If a trade is possible, and the upper limit of the highest bid price range is greater than the upper limit of the lowest ask price range, then the upper limit of the highest bid price range can be set equal to the upper limit of the lowest ask price range; conversely, if the lower limit of the lowest ask price range is less than the upper limit of the highest bid price range, then the lower limit of the lowest ask price range can be set equal to the upper limit of the highest bid price range. Afterwards, settlement is performed based on the arithmetic mean of the highest bid price range and the arithmetic mean of the lowest ask price range. The cleared volume is the smaller of the unsold volume corresponding to the highest bid price range and the lowest ask price range, and this cleared volume is allocated to the corresponding real market participants. If, after the matching process for the bid and ask sub-ranges, there are still remaining winning bids determined by the model, they can be cleared according to the last set of clearing prices for the traded portion.

[0096] Through the above processing, the process of solving the winning bid quantity in the model is completed based on the transformed multi-segment single quantity-price combination, while the clearing price determination process returns to the semantics of interval pricing. The two are kept consistent through the pricing sub-intervals, segmented information matrices, and interval segmentation constraints. Thus, this application can absorb the interval pricing mechanism under the framework of spot market safety-constrained unit combination and economic dispatch, avoiding the nonlinear processing difficulties caused by directly solving interval pricing, while retaining the ability of market participants to express their trading intentions through price ranges.

[0097] In one application example of this application, such as Figure 2 As shown, the market node model adopts the IEEE 5-node system. The system includes 2 electricity retailers and 3 electricity buyers, with the set of electricity retailers being... The electricity purchasers are collectively referred to as The line transmission capacity is set to 600. Electricity seller. Located at node 4, the electricity seller Located at node 5, the electricity purchaser Located at nodes 1, 2, and 3 respectively. The trading cycle for the spot market within the interval is set to 1 day, the total number of day-ahead spot trading sessions T is 24, and the number of times the units in the system can be started and shut down is limited to 2.

[0098] In this application example, the electricity seller and All of them are thermal power units. The unit's upper limit of output is 600, the lower limit of output is 180, the uphill and downhill rates are both 60, the minimum shutdown time and the minimum startup time are both 2, and the start-up cost can be taken as 6000. The unit's upper output limit is 500, the lower output limit is 150, the ramp rate and ramp rate are both 50, the minimum shutdown time and minimum startup time are both 2, and the start-up cost can be taken as 5000. As shown in Table 1: Table 1 Unit Parameters

[0099] During the 24 trading sessions, the electricity seller The application is divided into two segments, each with an output of 300. The electricity sales volume and price combination for each segment is as follows:

[0100] Electricity seller Submit single-segment declarations during trading sessions other than the 19th trading session: ,

[0101] In the 19th trading session, No orders were placed during this trading session because the machine needed to be shut down for planned maintenance or other reasons.

[0102] Power purchaser The declaration is divided into two stages according to the trading period. When hour, The number of user applications was 400, divided into two segments of 200 each.

[0103] when hour, The declared quantity decreased by 200, and the quantity and price combination of its electricity purchaser range is as follows:

[0104] Power purchaser and Single-segment submission is used, and the submissions are identical across all 24 trading sessions:

[0105]

[0106] The above reporting ensured consistency among all market participants' reporting in trading sessions 1 through 10, sessions 11 through 18, and sessions 20 through 24. The reporting in trading session 19 was consistent due to... A separate scenario is formed without declaration.

[0107] For the 1st to 10th trading periods, the set of electricity seller's bid sub-intervals is as follows:

[0108] The set of sub-ranges of electricity purchaser bids is as follows:

[0109] Based on the inclusion relationship between each price range and its sub-ranges, the electricity seller price information matrix and the electricity buyer price information matrix can be obtained:

[0110] in, The first line corresponds The second line corresponds to ; The three lines correspond in sequence , and Further analysis of the segmented submissions to which the quoted sub-intervals belong yields the segmented information matrix for both electricity sellers and electricity buyers:

[0111] Depend on From the first row of elements, we can see that... The converted application consists of four segments, each derived from a different sub-range of electricity price quoted by one of the four electricity retailers. The individual prices for each segment are 325, 335, 345, and 355, respectively. As can be seen from the first row of elements, the first two price sub-ranges originate from The first segment of the application period had a quantity of 300 for each segment. The latter two segmented price ranges were derived from... The second segment of the application period also has an application volume of 300. Therefore, The electricity seller's multi-segment single volume and price combination after conversion in the 1st to 10th trading sessions is as follows:

[0112] The converted electricity sales provider's multi-segment single quantity and price combination is as follows:

[0113] The conversion result for the electricity purchaser is as follows:

[0114]

[0115]

[0116] For trading sessions 11 to 18 and 20 to 24, the electricity seller's declaration remains unchanged, and the converted multi-segment single quantity and price combination for the electricity seller is consistent with that of trading sessions 1 to 10. Electricity buyer Reducing one segment of the declaration process results in the following: The converted multi-segment single-quantity-price combination for the electricity purchaser becomes:

[0117] Power purchaser and Application and The deleted parts do not overlap, so their multiple single volume-price combinations remain unchanged.

[0118] For the 19th trading session, the data submitted by the electricity purchaser was consistent with that of the 11th to 18th trading sessions and the 20th to 24th trading sessions. (Electricity seller) No declaration was made, therefore the electricity seller only had Participate in the conversion of volume and price. At this time... Multiple price-volume combinations can be obtained by taking the midpoint of the price ranges of the two submitted price ranges:

[0119] In the 1st to 10th trading sessions, the segmented matrices at the end of the intervals for both the electricity seller and the electricity buyer are as follows:

[0120] The second and fourth elements in the first row are 1, indicating that... The interval segmentation restriction applies only to these two positions. Combined with... It can be seen that the second price sub-range is The last bid sub-interval in the first segment has a corresponding segment limit of 300; the fourth bid sub-interval is... The last bid sub-interval in the second interval submission therefore corresponds to a segment limit of 600, which is the sum of the bid quantities for both intervals. Thus, we obtain:

[0121] Similarly, we can obtain:

[0122]

[0123]

[0124]

[0125] For trading sessions 11 to 18 and 20 to 24, The corresponding segmentation restrictions for electricity purchaser intervals are as follows:

[0126] For the 19th trading session, The corresponding electricity sales unit's interval segmentation restrictions are as follows:

[0127] In this application example, the model objective function can be specifically written as:

[0128] The cost function and the expression of the winning bid volume change with the declaration in different trading sessions. For the 19th trading session, because... Without declaration, the electricity seller's cost and winning bid volume are expressed as follows:

[0129]

[0130]

[0131]

[0132] The cost here is calculated solely based on the market-declared price multiplied by the electricity volume. The actual fuel and fixed costs of the generating units are indirectly reflected in the market clearing process through the electricity seller's declaration. For other trading periods, There are 4 single declarations. There are two single bids, and their cost functions and winning bid quantities are expressed as follows:

[0133]

[0134]

[0135]

[0136] For the electricity purchaser There are three single order submissions during and before the 10th trading session:

[0137]

[0138] From the 11th to the 24th trading session, There are two single filing segments:

[0139]

[0140] Power purchaser and Maintaining the same status throughout the entire period can be uniformly expressed as:

[0141]

[0142]

[0143]

[0144] In this application example, the power balance constraint can be written as: ,

[0145] The reserve capacity is set at 5% of the buyer's winning bid, and must be met during each trading session:

[0146]

[0147] In the upper and lower limits of generator output constraints, except for the 19th trading session No declaration and order Apart from that, the following conditions are met during other trading sessions:

[0148]

[0149] The segmented output constraints change according to the trading session's declaration. For the 19th trading session, The constraints are:

[0150]

[0151] The constraints for electricity sellers during other trading periods are as follows: , ; ,

[0152] For electricity purchasers, the period on and before the 10th trading session... satisfy: ,

[0153] From the 11th to the 24th trading session, satisfy: ,

[0154] and Meeting all needs at all times: , ,

[0155] Regarding interval segmentation constraints, the 19th trading session only... With variables for electricity seller decisions, The corresponding constraints are:

[0156]

[0157] During other trading sessions, and The interval segmentation constraint is:

[0158]

[0159]

[0160] in, Decision variables and Originating from the first segment of the application, the sum of the winning bids for both should not exceed 300; and This originates from the second segment of the application. The model employs cumulative segmentation constraints, combined with the objectives of minimizing total generation costs and maximizing power purchase benefits, ensuring that the winning bids are prioritized for the lowest-priced single-volume segment. When and When greater than 0, and The number has reached 300, thus ensuring that the winning bids corresponding to the latter two decision variables will not exceed the reporting limit of the second interval.

[0161] For the electricity purchaser The 10th trading session and earlier, The constraints are: ,

[0162] From the 11th to the 24th trading session, The constraints are:

[0163] and The interval segmentation constraints are as follows: , The corresponding constraints are: ;

[0164] Based on the generator unit parameters, the generator unit's ramp-up constraints can be obtained:

[0165]

[0166]

[0167]

[0168] by For example, when the unit is normally adjusting its output, the last two terms are 0, and the ramp constraint is equivalent to... This constraint is used to limit the ramp rate. When the unit starts up, the downward ramp constraint is ineffective, while the upward ramp constraint works in conjunction with the upper and lower output limits to ensure that the unit reaches its minimum technical output before grid connection. When the unit shuts down, the upward ramp constraint is ineffective, while the downward ramp constraint works in conjunction with the upper and lower output limits to ensure that the unit first reduces to its minimum technical output before preparing for shutdown and disconnection from the grid. In actual market operation, the unit's start-up and shutdown process may have output based on typical start-up and shutdown curves; in this application example, the focus is on range-based price clearing, therefore this portion of output is not the primary focus of the clearing model.

[0169] The line power flow constraint uses node 1 as the reference node and constructs a power transfer matrix based on DC power flow using the line impedance. G :

[0170] Line power flow can be represented as: ,

[0171] In the constraint of the number of times the unit can be started and stopped, Indicates the electricity seller The units during the trading session t Should we switch to startup mode? Indicates the electricity seller The units during the trading session t Whether to switch to shutdown mode can be set as follows: ;

[0172] After solving the safety-constrained unit combination model, the safety-constrained economic dispatch model can be further solved to obtain the decision variables corresponding to the declarations of all market participants at each stage. and The total winning bid amount is obtained by adding them together. For example... Figure 3 and Figure 4 As shown, the total winning bid volume of market participants in the 24 trading periods can be summarized and displayed separately for power sellers and power buyers.

[0173] When determining the clearing price, taking the first trading session as an example, after the model calculates the winning bid volume, it fills the winning bid volume back into the interval volume-price combination to obtain the corrected electricity seller's declaration: ,

[0174] The revised electricity purchaser's declaration is as follows:

[0175]

[0176]

[0177] The sub-interval and price information matrix of the electricity seller is represented by Table 2 below: Table 2 Electricity Sales Areas and Price Information

[0178] The sub-range and price information matrix for electricity purchasers is represented in Table 3 below: Table 3 Electricity Purchase Range and Price Information

[0179] In the unconstrained range clearing process, multiple bids from the same market participant can be treated as different bid units participating in the transaction. After matching between high and low ranges and settling according to the quoted price, the following transaction results can be obtained. In the first round, 200 units were sold at an electricity price of 345, and in the second round, 100 units were sold at an electricity price of 340. The final clearing price was 343.33, and the clearing quantity was 300 units. In the third round, 300 units were sold at an electricity price of 345, and in the fourth round, 200 units were sold at an electricity price of 340. The final clearing price was 343, and the clearing quantity was 500 units. The first segment was sold for 200 at an electricity price of 345 in the first round. The second transaction was completed in the second round at a price of 340 for electricity, with 50 sold, and in the third round at a price of 345 for electricity, with 150 sold. The final clearing price was 344.38, and the clearing quantity was 400. In the second round, 50 units were sold at an electricity price of 340, and in the third round, 150 units were sold at an electricity price of 345. The final clearing price was 343.75, and the clearing quantity was 200 units. In the fourth round, 200 units were sold at an electricity price of 340, and the final clearing price was 340, with a clearing quantity of 200 units.

[0180] Because the model calculates the winning bid volume based on the median of the bid sub-interval, while the unconstrained interval clearing uses the upper limit of the power purchaser sub-interval and the lower limit of the power seller sub-interval for matching, the bid volume calculated by the model can be absorbed and cleared at a price during the unconstrained interval clearing process. Combined with the transaction rounds, it can be seen that... The first segment of the bid volume is cleared out within the sub-interval [320, 330], which is consistent with the solution meaning of prioritizing participation in the transaction at a price of 325 in the model, reflecting the consistency between the two processes of calculating the winning bid volume and determining the clearing price.

[0181] For other trading sessions, the same unconstrained range clearing process can be used to determine the clearing price. For example... Figure 5 As shown, the transaction prices of each market participant change with the trading session: when demand decreases, the overall market transaction price decreases; when supply decreases, the overall market transaction price increases. This result reflects the market supply and demand relationship and correlates user transaction prices with their own bids, thereby reducing the room for manipulation in the marginal unified clearing model by influencing the overall market price through a small amount of high-priced marginal capacity.

[0182] like Figure 6 The diagram shown is a schematic representation of a spot market clearing system based on volume-price conversion according to this application, which may include: The information module is used to obtain the declaration information of the electricity seller set and the electricity buyer set in the spot market; the declaration information includes the quantity and price combination of the electricity seller interval for each time period and the quantity and price combination of the electricity buyer interval for each time period, and the interval quantity and price combination includes the interval price and the corresponding declared quantity declared in segments; The interval module is used to sort the upper and lower limits of the interval price in the interval price combination of the electricity seller and the interval price combination of the electricity buyer for each trading period, forming a corresponding set of quotation sub-intervals, and determining the quotation sub-intervals included in each interval price. The conversion module is used to convert the price-volume combination of the electricity seller's interval and the price-volume combination of the electricity purchaser's interval into a multi-segment single price-volume combination of the electricity seller and a multi-segment single price-volume combination of the electricity purchaser, respectively, based on the price sub-intervals contained in each interval. Among them, the declared quantity of each segment in the multi-segment single price-volume combination of the electricity seller and the multi-segment single price-volume combination of the electricity purchaser is consistent with the declared quantity of the corresponding segment in the price-volume combination of the interval to which it belongs. The winning bid module is used to input the multi-segment single quantity and price combination of the electricity seller, the multi-segment single quantity and price combination of the electricity purchaser, and other declaration information into the spot market clearing model to determine the winning bid volume of each electricity seller and each electricity purchaser in each time period; wherein, the spot market clearing model includes interval segmentation constraints, which are used to constrain the relationship between the winning bid volume of each single quantity and price segment in the converted multi-segment single quantity and price combination and the corresponding segment declaration volume in the interval quantity and price combination; The clearing module is used to determine the clearing price based on the winning bids of each electricity seller and buyer in each time period.

[0183] It should be noted that, in the several embodiments provided in this application, it should be understood that the disclosed apparatus and methods can be implemented in other ways. For example, the system embodiments described above are merely illustrative; for instance, the division of each block is only a logical functional division, and in actual implementation, there may be other division methods. For example, multiple blocks may be combined or integrated into another device, or some features may be ignored or not executed. The modules described as separate components may or may not be physically separated. The components shown as modules may be one or more physical units, that is, they may be located in one place or distributed in multiple different places. Some or all of the modules can be selected to achieve the purpose of the solution in this embodiment according to actual needs.

[0184] Furthermore, in the various embodiments of this application, the modules can be integrated into one processing unit, or each module can exist physically separately, or two or more modules can be integrated into one unit. The integrated unit can be implemented in hardware or as a software functional unit.

[0185] This application also provides an electronic device, which may include one or more processors, memory and communication interfaces.

[0186] The memory, communication interface, and processor are coupled together. For example, the memory, communication interface, and processor can be coupled together via a bus.

[0187] The communication interface is used for data transmission with other devices. The memory stores computer program code. This computer program code includes computer instructions, which, when executed by the processor, cause the electronic device to perform the steps of the aforementioned price-volume conversion-based spot market clearing method.

[0188] The processor can be a processor or controller, such as a Central Processing Unit (CPU), a general-purpose processor, a Digital Signal Processor (DSP), an Application-Specific Integrated Circuit (ASIC), a Field-Programmable Gate Array (FPGA), or other programmable logic devices, transistor logic devices, hardware components, or any combination thereof. It can implement or execute the various exemplary logic blocks, modules, and circuits described in conjunction with this disclosure. The processor can also be a combination that implements computational functions, such as a combination of one or more microprocessors, a combination of a DSP and a microprocessor, etc. The processor can be used to support an electronic device in performing the method steps provided in the above embodiments.

[0189] The bus can be a Peripheral Component Interconnect (PCI) bus or an Extended Industry Standard Architecture (EISA) bus, etc. These buses can be categorized as address buses, data buses, control buses, etc.

[0190] This application provides a computer-readable storage medium storing a computer program. When the computer program is executed by a processor, it implements the steps of the above-described method for clearing the spot market based on price-volume conversion.

[0191] The computer-readable storage media involved in this application include random access memory (RAM), memory, read-only memory (ROM), electrically programmable ROM, electrically erasable programmable ROM, registers, hard disks, removable disks, CD-ROMs, or any other form of storage media known in the art.

[0192] The above are merely preferred embodiments of this application and are not intended to limit this application. Various modifications and variations can be made to this application by those skilled in the art. Any modifications, equivalent substitutions, improvements, etc., made within the spirit and principles of this application should be included within the protection scope of this application.

Claims

1. A spot market clearing method based on volume-price conversion, characterized in that, include: Obtain the declaration information of the electricity seller set and the electricity buyer set in the spot market; the declaration information includes the volume and price combination of the electricity seller interval for each time period and the volume and price combination of the electricity buyer interval for each time period, and the interval volume and price combination includes the interval price and corresponding declaration quantity declared in segments; For each trading period, the upper and lower limits of the price ranges in the price range combinations of the electricity seller and the electricity buyer are sorted to form a set of corresponding price sub-ranges, and the price sub-ranges included in each range are determined. Based on the price sub-intervals included in each price interval, the electricity seller's interval quantity-price combination and the electricity buyer's interval quantity-price combination are converted into the electricity seller's multi-segment single quantity-price combination and the electricity buyer's multi-segment single quantity-price combination, respectively; wherein, the declared quantity of each segment in the electricity seller's multi-segment single quantity-price combination and the electricity buyer's multi-segment single quantity-price combination is consistent with the declared quantity of the corresponding segment in the corresponding interval quantity-price combination. The multiple single-volume-price combinations of the electricity sellers, the multiple single-volume-price combinations of the electricity buyers, and other declaration information are input into the spot market clearing model to determine the winning bid volume of each electricity seller and each electricity buyer in each time period. The spot market clearing model includes interval segmentation constraints, which are used to constrain the relationship between the winning bid volume of each single-volume-price segment in the converted multiple single-volume-price combinations and the corresponding segment declaration volume in the interval volume-price combinations. The clearing price is determined based on the winning bid volume of each electricity seller and buyer in each time period.

2. The spot market clearing method based on volume-price conversion according to claim 1, characterized in that, The formation of the corresponding set of price sub-intervals includes: For each trading period, the upper limit and lower limit of the price range in the price-volume combination of each electricity seller in that trading period are extracted. The extracted price endpoints are sorted and deduplicated to form a price quote sequence for the electricity seller. The two consecutive price endpoints in the price quote sequence are used as the lower and upper limits, respectively, to obtain the price quote sub-intervals for the electricity seller. Multiple price quote sub-intervals for the electricity seller constitute a set of price quote sub-intervals for the electricity seller. Extract the upper and lower limits of the price range from the price-volume combination of each electricity purchaser within the trading period. Sort and remove duplicates from the extracted price endpoints to form a price purchaser quotation sequence. Use two consecutive price endpoints from the price purchaser quotation sequence as the lower and upper limits, respectively, to obtain the price purchaser quotation sub-intervals. Multiple price purchaser quotation sub-intervals constitute a set of price purchaser quotation sub-intervals. The determination of the price sub-intervals included in each price interval includes: For each electricity seller's interval quantity and price combination, obtain the electricity seller's bid sub-intervals included in the interval price declared in segments, and form the electricity seller's bid sub-interval set corresponding to that electricity seller; for each electricity buyer's interval quantity and price combination, obtain the electricity buyer's bid sub-intervals included in the interval price declared in segments, and form the electricity buyer's bid sub-interval set corresponding to that electricity buyer.

3. The spot market clearing method based on volume-price conversion according to claim 1, characterized in that, The multi-segment single quantity and price combination of the power seller includes multiple single quantity and price segments corresponding to the power seller. Each single quantity and price segment of the power seller includes a single price and a corresponding maximum output capacity that can be traded. The multi-segment single quantity and price combination of the power purchaser includes multiple single quantity and price segments corresponding to the power purchaser. Each single quantity and price segment of the power purchaser includes a single price and a corresponding maximum transaction quantity. For the electricity seller, the single price is determined based on the upper and lower limits of the corresponding electricity seller's bid sub-range, and the tradable output limit is equal to the bid volume of the corresponding segment in the electricity seller's range of quantity and price combination. For the electricity purchaser, the single price is determined based on the upper and lower limits of the corresponding electricity purchaser's bid sub-range, and the upper limit of the tradable volume is equal to the bid volume of the corresponding segment in the quantity-price combination of the corresponding electricity purchaser's range.

4. The spot market clearing method based on volume-price conversion according to claim 1, characterized in that, When converting the power seller's interval price and quantity combination and the power buyer's interval price and quantity combination into the power seller's multi-segment single price and quantity combination and the power buyer's multi-segment single price and quantity combination, a price information matrix and a segmentation information matrix are introduced. Each row of the price information matrix corresponds to a seller or buyer of electricity, and the column elements correspond to the price sub-intervals. When the price interval contains the corresponding price sub-interval, the corresponding matrix element takes the first value; otherwise, it takes the second value. The subsequent column elements are segmented and accumulated based on the preceding sequence elements in the same row to determine the single quantity and price segment number after conversion. Each row of the segmented information matrix corresponds to a power seller or power buyer, and the column elements correspond to the price sub-range. When the price sub-range belongs to the price range declared in a certain segment, the corresponding matrix element is the segment number declared in that segment; otherwise, it is zero. The segment declaration to which a single quantity and price segment belongs is determined according to the segmented information matrix, so that the upper limit of the tradable output of a single quantity and price segment of the power seller is equal to the declared quantity of the corresponding segment in the corresponding quantity and price combination of the power seller's interval, and the upper limit of the tradable quantity of a single quantity and price segment of the power buyer is equal to the declared quantity of the corresponding segment in the corresponding quantity and price combination of the power buyer's interval.

5. The spot market clearing method based on volume-price conversion according to claim 1, characterized in that, The interval segmentation constraints include interval segmentation constraints for electricity sellers and interval segmentation constraints for electricity buyers; The segmented constraint of the power seller's interval takes effect when the power seller's bid sub-interval is the last bid sub-interval included in the segmented declaration of the corresponding power seller's interval quantity and price combination. It is used to limit the sum of the winning bids of the single quantity and price segment corresponding to the last bid sub-interval and the bid sub-intervals before it to be less than or equal to the sum of the declared quantities of the corresponding segmented declaration and the declared quantities of the segmented declarations before it. The segmented constraint of the power purchaser's quotation interval takes effect when the power purchaser's quotation sub-interval is the last quotation sub-interval included in the segmented declaration of the corresponding power purchaser's quotation interval quantity and price combination. It is used to limit the sum of the winning bids for the single quantity and price segment corresponding to the last quotation sub-interval and the previous quotation sub-intervals to be less than or equal to the sum of the declared quantities of the corresponding segmented declaration and the previous segmented declarations.

6. The spot market clearing method based on volume-price conversion according to claim 1, characterized in that, The spot market clearing model is a safety-constrained unit combination model; The other information to be reported includes at least one of the following: the upper limit of the unit output, the lower limit of the unit output, the uphill rate, the downhill rate, the minimum start-up time, and the minimum shutdown time.

7. The spot market clearing method based on volume-price conversion according to claim 1, characterized in that, The determination of the clearing price based on the winning bid volume of each electricity seller and each electricity buyer in each time period includes: The winning bids of each electricity seller and each electricity buyer in each time period are allocated to the corresponding interval quantity-price combination to obtain the corrected interval quantity-price combination. During allocation: the winning bids of the electricity seller are given priority to the segment declarations corresponding to the interval price with lower price, and the winning bids of the electricity buyer are given priority to the segment declarations corresponding to the interval price with higher price. Based on the revised interval price-volume combination, interval clearing is performed, and the clearing price is determined.

8. A spot market clearing system based on volume-price conversion with range-based pricing, characterized in that: include: The information module is used to obtain the declaration information of the electricity seller set and the electricity buyer set in the spot market; the declaration information includes the quantity and price combination of the electricity seller interval for each time period and the quantity and price combination of the electricity buyer interval for each time period, and the interval quantity and price combination includes the interval price and the corresponding declared quantity declared in segments; The interval module is used to sort the upper and lower limits of the interval price in the interval price combination of the electricity seller and the interval price combination of the electricity buyer for each trading period, forming a corresponding set of quotation sub-intervals, and determining the quotation sub-intervals included in each interval price. The conversion module is used to convert the price-volume combination of the electricity seller's interval and the price-volume combination of the electricity purchaser's interval into a multi-segment single price-volume combination of the electricity seller and a multi-segment single price-volume combination of the electricity purchaser, respectively, based on the price sub-intervals contained in each interval. Among them, the declared quantity of each segment in the multi-segment single price-volume combination of the electricity seller and the multi-segment single price-volume combination of the electricity purchaser is consistent with the declared quantity of the corresponding segment in the price-volume combination of the interval to which it belongs. The winning bid module is used to input the multi-segment single quantity and price combination of the electricity seller, the multi-segment single quantity and price combination of the electricity purchaser, and other declaration information into the spot market clearing model to determine the winning bid volume of each electricity seller and each electricity purchaser in each time period; wherein, the spot market clearing model includes interval segmentation constraints, which are used to constrain the relationship between the winning bid volume of each single quantity and price segment in the converted multi-segment single quantity and price combination and the corresponding segment declaration volume in the interval quantity and price combination; The clearing module is used to determine the clearing price based on the winning bids of each electricity seller and buyer in each time period.

9. An electronic device comprising a memory, a processor, and a computer program stored in the memory and executable on the processor, characterized in that, When the processor executes the computer program, it implements the steps of the spot market clearing method based on quantity-price conversion as described in any one of claims 1-7.

10. A computer-readable storage medium storing a computer program, characterized in that, When the computer program is executed by the processor, it implements the steps of the spot market clearing method based on quantity-price conversion as described in any one of claims 1-7.

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