add assume interface

.gitignore

@@ -7,3 +7,4 @@ __pycache__
 *.pyc
 *.orig
 *.egg-info
+*.log

emarketpy/assume.py

@@ -0,0 +1,176 @@
+# SPDX-FileCopyrightText: Florian Maurer
+#
+# SPDX-License-Identifier: AGPL-3.0-or-later
+
+from assume.markets.base_market import MarketRole
+
+from .clearing_algorithms.all_or_nothing import PayAsBidAonRole, PayAsClearAonRole
+from .clearing_algorithms.contracts import PayAsBidContractRole
+from .clearing_algorithms.simple import (
+    AverageMechanismRole,
+    McAfeeRole,
+    PayAsBidRole,
+    PayAsClearRole,
+    VCGAuctionRole,
+)
+
+
+class PayAsBidContractMarketRole(MarketRole, PayAsBidContractRole):
+    pass
+
+
+class PayAsBidAonMarketRole(MarketRole, PayAsBidAonRole):
+    pass
+
+
+class PayAsClearAonMarketRole(MarketRole, PayAsClearAonRole):
+    pass
+
+
+class VCGMarketRole(MarketRole, VCGAuctionRole):
+    pass
+
+
+class AverageMechanismMarketRole(MarketRole, AverageMechanismRole):
+    pass
+
+
+class PayAsBidMarketRole(MarketRole, PayAsBidRole):
+    pass
+
+
+class PayAsClearMarketRole(MarketRole, PayAsClearRole):
+    pass
+
+
+class McAffeeMarketRole(MarketRole, McAfeeRole):
+    pass
+
+
+clearing_mechanisms: dict[str, MarketRole] = {
+    "pay_as_clear": PayAsClearMarketRole,
+    "pay_as_bid": PayAsBidMarketRole,
+    "pay_as_bid_aon": PayAsBidAonRole,
+    "pay_as_clear_aon": PayAsClearAonMarketRole,
+    "pay_as_bid_contract": PayAsBidContractMarketRole,
+    "mc_affee": McAffeeMarketRole,
+    "average_mech": AverageMechanismMarketRole,
+    "vcg": VCGMarketRole,
+}
+
+# try importing pypsa if it is installed
+try:
+    from .clearing_algorithms.nodal_pricing import NodalRole
+    from .clearing_algorithms.redispatch import RedispatchRole
+
+    class NodalMarketRole(MarketRole, NodalRole):
+        pass
+
+    class RedispatchMarketRole(MarketRole, RedispatchRole):
+        pass
+
+    clearing_mechanisms["redispatch"] = RedispatchMarketRole
+    clearing_mechanisms["nodal"] = NodalMarketRole
+
+except ImportError:
+    pass
+
+# try importing pyomo if it is installed
+try:
+    from .clearing_algorithms.complex_clearing import ComplexClearingRole
+    from .clearing_algorithms.complex_clearing_dmas import ComplexDmasClearingRole
+
+    class ComplexDmasClearingMarketRole(MarketRole, ComplexDmasClearingRole):
+        pass
+
+    class ComplexClearingMarketRole(MarketRole, ComplexClearingRole):
+        pass
+
+    clearing_mechanisms["pay_as_clear_complex"] = ComplexClearingMarketRole
+    clearing_mechanisms["pay_as_clear_complex_dmas"] = ComplexDmasClearingMarketRole
+except ImportError:
+    pass
+
+
+if __name__ == "__main__":
+    from datetime import datetime, timedelta
+
+    from dateutil import rrule as rr
+    from dateutil.relativedelta import relativedelta as rd
+
+    from ..utils import MarketProduct, get_available_products
+    from .market_objects import MarketConfig, Orderbook
+
+    simple_dayahead_auction_config = MarketConfig(
+        "simple_dayahead_auction",
+        market_products=[MarketProduct(rd(hours=+1), 1, rd(hours=1))],
+        opening_hours=rr.rrule(
+            rr.HOURLY,
+            dtstart=datetime(2005, 6, 1),
+            cache=True,
+        ),
+        opening_duration=timedelta(hours=1),
+        amount_unit="MW",
+        amount_tick=0.1,
+        price_unit="€/MW",
+        market_mechanism="pay_as_clear",
+    )
+
+    mr = MarketRole(simple_dayahead_auction_config)
+    next_opening = simple_dayahead_auction_config.opening_hours.after(datetime.now())
+    products = get_available_products(
+        simple_dayahead_auction_config.market_products, next_opening
+    )
+    assert len(products) == 1
+
+    print(products)
+    start = products[0][0]
+    end = products[0][1]
+    only_hours = products[0][2]
+
+    orderbook: Orderbook = [
+        {
+            "start_time": start,
+            "end_time": end,
+            "volume": 120,
+            "price": 120,
+            "agent_id": "gen1",
+            "only_hours": None,
+        },
+        {
+            "start_time": start,
+            "end_time": end,
+            "volume": 80,
+            "price": 58,
+            "agent_id": "gen1",
+            "only_hours": None,
+        },
+        {
+            "start_time": start,
+            "end_time": end,
+            "volume": 100,
+            "price": 53,
+            "agent_id": "gen1",
+            "only_hours": None,
+        },
+        {
+            "start_time": start,
+            "end_time": end,
+            "volume": -180,
+            "price": 70,
+            "agent_id": "dem1",
+            "only_hours": None,
+        },
+    ]
+    simple_dayahead_auction_config.market_mechanism = clearing_mechanisms[
+        simple_dayahead_auction_config.market_mechanism
+    ]
+    mr.all_orders = orderbook
+    clearing_result, meta = simple_dayahead_auction_config.market_mechanism(
+        mr, products
+    )
+    import pandas as pd
+
+    print(pd.DataFrame.from_dict(mr.all_orders))
+    print(pd.DataFrame.from_dict(clearing_result))
+    print(meta)

emarketpy/base_market.py

@@ -47,7 +47,7 @@ class MarketMechanism:
     """
 
     def __init__(self, marketconfig: MarketConfig):
-        super().__init__(marketconfig)
+        super().__init__()
         self.marketconfig = marketconfig
 
     def clear(
@@ -275,7 +275,6 @@ async def opening(self):
         else:
             logger.debug("market %s - does not reopen", self.marketconfig.market_id)
 
-
     def validate_registration(
         self, content: RegistrationMessage, meta: MetaDict
     ) -> bool:

emarketpy/clearing_algorithms/__init__.py

@@ -3,13 +3,13 @@
 # SPDX-License-Identifier: AGPL-3.0-or-later
 
 from ..market_objects import Orderbook
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 
 from .all_or_nothing import PayAsBidAonRole, PayAsClearAonRole
 from .contracts import PayAsBidContractRole
 from .simple import PayAsBidRole, PayAsClearRole
 
-clearing_mechanisms: dict[str, MarketRole] = {
+clearing_mechanisms: dict[str, MarketMechanism] = {
     "pay_as_clear": PayAsClearRole,
     "pay_as_bid": PayAsBidRole,
     "pay_as_bid_aon": PayAsBidAonRole,

emarketpy/clearing_algorithms/all_or_nothing.py

@@ -6,7 +6,7 @@
 from itertools import groupby
 from operator import itemgetter
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..market_objects import MarketConfig, MarketProduct, Orderbook
 from .simple import calculate_meta
 
@@ -32,7 +32,7 @@ def cumsum(orderbook: Orderbook):
 
 # does not allow to have partially accepted bids
 # all or nothing
-class PayAsClearAonRole(MarketRole):
+class PayAsClearAonRole(MarketMechanism):
     def __init__(self, marketconfig: MarketConfig):
         super().__init__(marketconfig)
 
@@ -117,7 +117,7 @@ def clear(
 
 
 # does not allow to have partial accepted bids
-class PayAsBidAonRole(MarketRole):
+class PayAsBidAonRole(MarketMechanism):
     def __init__(self, marketconfig: MarketConfig):
         super().__init__(marketconfig)
 

emarketpy/clearing_algorithms/auctions.py

@@ -7,14 +7,14 @@
 from itertools import groupby
 from operator import itemgetter
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..market_objects import MarketConfig, MarketProduct, Orderbook
 from .simple import calculate_meta
 
 log = logging.getLogger(__name__)
 
 
-class McAfeeRole(MarketRole):
+class McAfeeRole(MarketMechanism):
     def __init__(self, marketconfig: MarketConfig):
         super().__init__(marketconfig)
 
@@ -151,7 +151,7 @@ def clear(
         return accepted_orders, rejected_orders, meta, {}
 
 
-class PayAsBidRole(MarketRole):
+class PayAsBidRole(MarketMechanism):
     def __init__(self, marketconfig: MarketConfig):
         super().__init__(marketconfig)
 

emarketpy/clearing_algorithms/complex_clearing.py

@@ -11,7 +11,7 @@
 import pyomo.environ as pyo
 from pyomo.opt import SolverFactory, TerminationCondition, check_available_solvers
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..market_objects import MarketConfig, MarketProduct, Orderbook
 from ..utils import (
     create_nodal_incidence_matrix,
@@ -275,7 +275,7 @@ def energy_balance_rule(model, node, t):
     return instance, results
 
 
-class ComplexClearingRole(MarketRole):
+class ComplexClearingRole(MarketMechanism):
     """
     Defines the clearing algorithm for the complex market.
 

emarketpy/clearing_algorithms/complex_clearing_dmas.py

@@ -22,7 +22,7 @@
 from pyomo.environ import value as get_real_number
 from pyomo.opt import SolverFactory, check_available_solvers
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..market_objects import MarketConfig, MarketProduct, Order, Orderbook
 
 log = logging.getLogger(__name__)
@@ -32,7 +32,7 @@
 order_types = ["single_ask", "single_bid", "linked_ask", "exclusive_ask"]
 
 
-class ComplexDmasClearingRole(MarketRole):
+class ComplexDmasClearingRole(MarketMechanism):
     required_fields = ["link", "block_id", "exclusive_id"]
 
     def __init__(self, marketconfig: MarketConfig, verbose: bool = False):

emarketpy/clearing_algorithms/nodal_pricing.py

@@ -8,7 +8,7 @@
 import pandas as pd
 import pypsa
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..grid_utils import (
     add_backup_generators,
     add_generators,
@@ -25,7 +25,7 @@
 logging.getLogger("pypsa").setLevel(logging.WARNING)
 
 
-class NodalMarketRole(MarketRole):
+class NodalRole(MarketMechanism):
     """
 
     A market role that performs market clearing at each node (bus) in an electricity network.

emarketpy/clearing_algorithms/redispatch.py

@@ -8,7 +8,7 @@
 import pandas as pd
 import pypsa
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..grid_utils import (
     add_redispatch_generators,
     add_redispatch_loads,
@@ -24,7 +24,7 @@
 logging.getLogger("pypsa").setLevel(logging.WARNING)
 
 
-class RedispatchMarketRole(MarketRole):
+class RedispatchRole(MarketMechanism):
     """
     A market role that performs redispatch to resolve congestion in the electricity market.
     It uses PyPSA to model the electricity network and perform the redispatch.

emarketpy/clearing_algorithms/simple.py

@@ -8,7 +8,7 @@
 from itertools import groupby
 from operator import itemgetter
 
-from ..base_market import MarketRole
+from ..base_market import MarketMechanism
 from ..market_objects import MarketConfig, MarketProduct, Orderbook
 
 log = logging.getLogger(__name__)
@@ -55,7 +55,7 @@ def calculate_meta(accepted_supply_orders, accepted_demand_orders, product):
     }
 
 
-class QuasiUniformPricingRole(MarketRole):
+class QuasiUniformPricingRole(MarketMechanism):
     def __init__(self, marketconfig: MarketConfig):
         super().__init__(marketconfig)
 
@@ -388,7 +388,7 @@ def set_pricing(
         return accepted_demand_orders + accepted_supply_orders
 
 
-class PayAsBidRole(MarketRole):
+class PayAsBidRole(MarketMechanism):
     def __init__(self, marketconfig: MarketConfig):
         super().__init__(marketconfig)