Package agents.trader.renewable.bidding

Class PremiumBased

java.lang.Object

agents.trader.renewable.bidding.PremiumBased

Direct Known Subclasses:

ContractForDifferences, FixedPremium, VariablePremium

public abstract class PremiumBased
extends Object

Common functionality used by bidding strategies of infeed-based market premia

Author:

Johannes Kochems, Christoph Schimeczek

Field Summary

Fields

Modifier and Type	Field	Description
static de.dlr.gitlab.fame.agent.input.GroupBuilder	fileForecastParams	Specific inputs for file-based market value forecasts
static de.dlr.gitlab.fame.agent.input.ParameterBuilder	marketValueForecastParam	Inputs for market value forecasting

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	PremiumBased(de.dlr.gitlab.fame.agent.input.ParameterData input)	Creates a new PremiumBased bidding strategy

Method Summary

Modifier and Type	Method	Description
protected void	assertMaxNumberOfNegativeHoursFeasible(int numberOfNegativeHours)	Asserts that given max number of hours with negative prices is met with a corresponding bidding strategy.
protected double	calcExpectedMarketPremium(ClientData clientData, de.dlr.gitlab.fame.time.TimeStamp time, PolicyItem.SupportInstrument instrument)	Return the expected market premium depending on the market premium forecast method
protected abstract double	calcMarketPremium(ClientData clientData, double marketValue, de.dlr.gitlab.fame.time.TimeStamp time)	Calculates the market premium for a given time, client and market value
protected int	calcPreviousNegativeHours(de.dlr.gitlab.fame.time.TimeStamp time)	Find the number of hours directly preceding the given time that have negative prices in a row - either from forecast or price history

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

marketValueForecastParam

public static final de.dlr.gitlab.fame.agent.input.ParameterBuilder marketValueForecastParam

Inputs for market value forecasting

fileForecastParams

public static final de.dlr.gitlab.fame.agent.input.GroupBuilder fileForecastParams

Specific inputs for file-based market value forecasts

Constructor Detail

PremiumBased

protected PremiumBased(de.dlr.gitlab.fame.agent.input.ParameterData input)
                throws de.dlr.gitlab.fame.agent.input.ParameterData.MissingDataException

Creates a new PremiumBased bidding strategy

Parameters:

input - for this bidding strategy type

Throws:

de.dlr.gitlab.fame.agent.input.ParameterData.MissingDataException - in case any mandatory input is missing

Method Detail

assertMaxNumberOfNegativeHoursFeasible

protected void assertMaxNumberOfNegativeHoursFeasible(int numberOfNegativeHours)

Asserts that given max number of hours with negative prices is met with a corresponding bidding strategy. Positive values for maximum number of negative hours are not supported, yet.

Parameters:

numberOfNegativeHours - to be tested

Throws:

RuntimeException - if no corresponding bidding strategy is available

calcPreviousNegativeHours

protected int calcPreviousNegativeHours(de.dlr.gitlab.fame.time.TimeStamp time)

Find the number of hours directly preceding the given time that have negative prices in a row - either from forecast or price history

Parameters:

time - for which to calculate

Returns:

number of consecutive hours with negative prices directly before given time

calcExpectedMarketPremium

protected double calcExpectedMarketPremium(ClientData clientData,
                                           de.dlr.gitlab.fame.time.TimeStamp time,
                                           PolicyItem.SupportInstrument instrument)

Return the expected market premium depending on the market premium forecast method

Parameters:

clientData - data specific to the associated client

time - of marketing of the related electricity

instrument - PolicyItem.SupportInstrument used by the client

Returns:

expected market premium

calcMarketPremium

protected abstract double calcMarketPremium(ClientData clientData,
                                            double marketValue,
                                            de.dlr.gitlab.fame.time.TimeStamp time)

Calculates the market premium for a given time, client and market value

Parameters:

clientData - data of the client registered for a type of market premium

marketValue - actual or expected for the given time

time - for which to calculate the premium

Returns:

market premium for a given time, client and market value