add unused supply_orders to rejected_orders

clean up setting accepted_volume and price on rejected orders fix setting the volume of the split order in clearing
assume-framework · Sep 15, 2023 · 0d5e42d · 0d5e42d
1 parent 7f12324
commit 0d5e42d
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Showing 3 changed files with 12 additions and 19 deletions.
diff --git a/assume/markets/base_market.py b/assume/markets/base_market.py
@@ -344,6 +344,9 @@ async def clear_market(self, market_products: list[MarketProduct]):
             market_meta,
         ) = self.clear(self.all_orders, market_products)
         self.all_orders = []
+        for order in rejected_orderbook:
+            order["accepted_volume"] = 0
+            order["accepted_price"] = 0
         self.open_auctions - set(market_products)
         # self.all_orders = pending_orderbook
 

diff --git a/assume/markets/clearing_algorithms/all_or_nothing.py b/assume/markets/clearing_algorithms/all_or_nothing.py
@@ -81,12 +81,6 @@ def clear(
                 # resulting i is the cut point
                 accepted_product_orders.extend(demand_orders[:i])
                 accepted_product_orders.extend(supply_orders[:i])
-
-                for order in supply_orders[i:]:
-                    order["accepted_volume"] = 0
-                for order in demand_orders[i:]:
-                    order["accepted_volume"] = 0
-
                 rejected_orders.extend(demand_orders[i:])
                 rejected_orders.extend(supply_orders[i:])
 
@@ -168,12 +162,6 @@ def clear(
 
                 accepted_product_orders.extend(demand_orders[:i])
                 accepted_product_orders.extend(supply_orders[:i])
-
-                for order in supply_orders[i:]:
-                    order["accepted_volume"] = 0
-                for order in demand_orders[i:]:
-                    order["accepted_volume"] = 0
-
                 rejected_orders.extend(demand_orders[i:])
                 rejected_orders.extend(supply_orders[i:])
 

diff --git a/assume/markets/clearing_algorithms/simple.py b/assume/markets/clearing_algorithms/simple.py
@@ -82,7 +82,6 @@ def clear(
             for demand_order in demand_orders:
                 if not supply_orders:
                     # if no more generation - reject left over demand
-                    demand_order["accepted_volume"] = 0
                     rejected_orders.append(demand_order)
                     continue
 
@@ -100,7 +99,6 @@ def clear(
                         to_commit.append(supply_order)
                         gen_vol += supply_order["volume"]
                     else:
-                        supply_order["accepted_volume"] = 0
                         rejected_orders.append(supply_order)
                 # now we know which orders we need
                 # we only need to see how to arrange it.
@@ -118,7 +116,7 @@ def clear(
                     # generation left over - split last generation bid
                     supply_order = to_commit[-1]
                     split_supply_order = supply_order.copy()
-                    split_supply_order["accepted_volume"] = diff
+                    split_supply_order["volume"] = diff
                     supply_order["accepted_volume"] = supply_order["volume"] - diff
                     # changed supply_order is still part of to_commit and will be added
                     # only volume-diff can be sold for current price
@@ -133,6 +131,9 @@ def clear(
                 accepted_product_orders.append(demand_order)
                 accepted_product_orders.extend(to_commit)
 
+            for order in supply_orders:
+                rejected_orders.append(order)
+
             # set clearing price - merit order - uniform pricing
             accepted_supply_orders = [
                 x for x in accepted_product_orders if x["accepted_volume"] > 0
@@ -204,7 +205,6 @@ def clear(
             for demand_order in demand_orders:
                 if not supply_orders:
                     # if no more generation - reject left over demand
-                    demand_order["accepted_volume"] = 0
                     rejected_orders.append(demand_order)
                     continue
 
@@ -218,7 +218,6 @@ def clear(
                         to_commit.append(supply_order)
                         gen_vol += supply_order["volume"]
                     else:
-                        supply_order["accepted_volume"] = 0
                         rejected_orders.append(supply_order)
                 # now we know which orders we need
                 # we only need to see how to arrange it.
@@ -236,8 +235,8 @@ def clear(
                     # generation left over - split generation
                     supply_order = to_commit[-1]
                     split_supply_order = supply_order.copy()
-                    split_supply_order["accepted_volume"] = diff
-                    supply_order["accepted_volume"] -= supply_order["volume"] - diff
+                    split_supply_order["volume"] = diff
+                    supply_order["accepted_volume"] = supply_order["volume"] - diff
                     # only volume-diff can be sold for current price
                     # add left over to supply_orders again
                     gen_vol -= diff
@@ -255,6 +254,9 @@ def clear(
                     demand_order["accepted_price"] = supply_order["price"]
                 accepted_product_orders.extend(to_commit)
 
+            for order in supply_orders:
+                rejected_orders.append(order)
+
             accepted_supply_orders = [
                 x for x in accepted_product_orders if x["accepted_volume"] > 0
             ]