check open market auctions

assume/markets/base_market.py

@@ -4,7 +4,6 @@
 from datetime import datetime
 from itertools import groupby
 from operator import itemgetter
-from queue import Queue
 
 from mango import Role
 
@@ -35,7 +34,7 @@ class MarketMechanism:
 
     def __init__(self, marketconfig: MarketConfig):
         self.marketconfig = marketconfig
-        self.open_auctions = Queue()
+        self.open_auctions = set()
         self.all_orders = []
 
     def validate_registration(self, meta: dict) -> bool:
@@ -71,6 +70,10 @@ def validate_orderbook(self, orderbook: Orderbook, agent_tuple) -> None:
             assert order["price"] <= max_price, f"maximum_bid_price {order['price']}"
             assert order["price"] >= min_price, f"minimum_bid_price {order['price']}"
 
+            # check that the product is part of an open auction
+            product = (order["start_time"], order["end_time"], order["only_hours"])
+            assert product in self.open_auctions, "no open auction"
+
             if max_volume:
                 assert (
                     abs(order["volume"]) <= max_volume
@@ -212,7 +215,7 @@ async def opening(self):
             "products": products,
         }
 
-        self.open_auctions.put(opening_message)
+        self.open_auctions |= set(opening_message["products"])
 
         for agent in self.registered_agents:
             agent_addr, agent_id = agent
@@ -340,7 +343,11 @@ async def clear_market(self, market_products: list[MarketProduct]):
             # pending_orderbook,
             market_meta,
         ) = self.clear(self.all_orders, market_products)
-        self.open_auctions.get()
+        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
 
         accepted_orderbook.sort(key=itemgetter("agent_id"))

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:])
 

assume/markets/clearing_algorithms/complex_clearing.py

@@ -254,8 +254,6 @@ def clear(
             if all(order_profit >= 0 for order_profit in orders_profit):
                 break
 
-        self.all_orders = []
-
         return extract_results(
             model=instance,
             orders=orderbook,

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
             ]

examples/inputs/example_01c/config.yml

@@ -100,8 +100,7 @@ dam_with_complex_opt_clearing:
       maximum_bid_price: 3000
       minimum_bid_price: -500
       price_unit: EUR/MWh
-      market_mechanism: pay_as_clear_complex_opt
+      market_mechanism: pay_as_clear_complex
       additional_fields:
         - bid_type
-        - accepted_price
         - profile

tests/test_market.py

@@ -44,18 +44,18 @@ async def test_market_init(market_role: MarketRole):
         "sender_addr": market_role.context.addr,
         "sender_id": market_role.context.aid,
     }
-
+    end = start + rd(hours=1)
     orderbook = [
         {
             "start_time": start,
-            "end_time": start + rd(hours=1),
+            "end_time": end,
             "volume": 120,
             "price": 120,
             "agent_id": "gen1",
             "only_hours": None,
         }
     ]
-
+    market_role.open_auctions |= {(start, end, None)}
     market_role.handle_orderbook(content={"orderbook": orderbook}, meta=meta)
     assert len(market_role.all_orders) == 1
 
@@ -77,6 +77,7 @@ async def test_market_tick(market_role: MarketRole):
             "only_hours": None,
         }
     ]
+    market_role.open_auctions |= {(start, end, None)}
     market_role.handle_orderbook(content={"orderbook": orderbook}, meta=meta)
     assert len(market_role.all_orders) == 1
     assert market_role.all_orders[0]["price"] == 1201
@@ -105,6 +106,7 @@ async def test_market_max(market_role: MarketRole):
     market_role.marketconfig.maximum_bid_price = 1000
     market_role.marketconfig.minimum_bid_price = -500
     market_role.marketconfig.maximum_bid_volume = 9090
+    market_role.open_auctions |= {(start, end, None)}
 
     orderbook = [
         {
@@ -192,6 +194,7 @@ async def test_market_unmatched(market_role: MarketRole):
             "only_hours": None,
         }
     ]
+    market_role.open_auctions |= {(start, end, None)}
     market_role.handle_orderbook(content={"orderbook": orderbook}, meta=meta)
 
     content = {