org.powertac.genco

Class CpGenco

java.lang.Object

org.powertac.common.Broker

org.powertac.genco.CpGenco

@Domain
 @ConfigurableInstance
public class CpGenco
extends Broker

Represents a set of bulk producers distributed across the transmission domain. The assumption is that there will be exactly one of these operating in the wholesale side of the Power TAC day-ahead market. This instance submits bids in a way that is intended to mimic the price curve at a load node subject to congestion pricing. The function is a polynomial. Its coefficients are configurable, as are the nominal interval between bid prices (to create the piecewise-linear supply curve) and the variability of price and quantity per bid.

Author:

John Collins

Field Summary

Fields

Modifier and Type	Field and Description
protected BrokerProxy	brokerProxyService
protected RandomSeed	seed

Constructor Summary

Constructors

Constructor and Description
CpGenco(String username)

Method Summary

Modifier and Type	Method and Description
void	generateOrders(org.joda.time.Instant now, List<Timeslot> openSlots) Generates Orders in the market to sell remaining available capacity.
double[]	getCoefficientArray() Returns coefficients as a array.
List<String>	getCoefficients() Returns function coefficients as an array of Strings
double	getMinQuantity() Minimum total quantity to offer.
double	getPriceInterval() Difference between sequential nominal bid prices
double	getPSigma() Std deviation ratio for bid price.
double	getQSigma() Std deviation ratio for bid quantity.
double	getRwaOffset() Random-walk offset for the quadratic coefficient
double	getRwaSigma() Random-walk sigma for the quadratic coefficient
double	getRwcOffset() Random-walk offset for the constant coefficient
double	getRwcSigma() Random-walk sigma for the constant coefficient
void	init(BrokerProxy proxy, int seedId, RandomSeedRepo randomSeedRepo, TimeslotRepo timeslotRepo)
void	saveBootstrapState(ServerConfiguration serverConfig) Saves coefficients for the current timeslot in the form needed for configuration at the start of the sim session, then adds them to the bootstrap state.
CpGenco	withCoefficients(List<String> coeff) Fluent setter for coefficient array
CpGenco	withMinQuantity(double qty) Fluent setter for minimum total quantity.
CpGenco	withPriceInterval(double interval) Fluent setter for price interval.
CpGenco	withPSigma(double var) Fluent setter for price variability.
CpGenco	withQSigma(double var) Fluent setter for price variability.
CpGenco	withRwaOffset(double var) Fluent setter for the random-walk offset value applied to the quadratic coefficient.
CpGenco	withRwaSigma(double var) Fluent setter for the random-walk sigma value applied to the quadratic coefficient.
CpGenco	withRwcOffset(double var) Fluent setter for the random-walk offset value applied to the constant coefficient.
CpGenco	withRwcSigma(double var) Fluent setter for the random-walk sigma value applied to the constant coefficient.

Methods inherited from class org.powertac.common.Broker

addMarketPosition, addMarketPosition, findMarketPositionByTimeslot, findMarketPositionByTimeslot, getCashBalance, getId, getIdPrefix, getKey, getPassword, getUsername, isEnabled, isLocal, isWholesale, receiveMessage, setEnabled, setIdPrefix, setKey, setLocal, setPassword, setQueueName, setWholesale, toQueueName, toString, updateCash

Methods inherited from class java.lang.Object

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

Field Detail

brokerProxyService

protected BrokerProxy brokerProxyService

seed

protected RandomSeed seed

Constructor Detail

CpGenco

public CpGenco(String username)

Method Detail

init

public void init(BrokerProxy proxy,
                 int seedId,
                 RandomSeedRepo randomSeedRepo,
                 TimeslotRepo timeslotRepo)

generateOrders

public void generateOrders(org.joda.time.Instant now,
                           List<Timeslot> openSlots)

Generates Orders in the market to sell remaining available capacity.

saveBootstrapState

public void saveBootstrapState(ServerConfiguration serverConfig)

Saves coefficients for the current timeslot in the form needed for configuration at the start of the sim session, then adds them to the bootstrap state.

getCoefficients

public List<String> getCoefficients()

Returns function coefficients as an array of Strings

getCoefficientArray

public double[] getCoefficientArray()

Returns coefficients as a array.

withCoefficients

@ConfigurableValue(valueType="List",
                   bootstrapState=true,
                   description="Coefficients for the specified function type")
 @StateChange
public CpGenco withCoefficients(List<String> coeff)

Fluent setter for coefficient array

getPSigma

public double getPSigma()

Std deviation ratio for bid price.

withPSigma

@ConfigurableValue(valueType="Double",
                   description="Standard Deviation ratio for bid price")
 @StateChange
public CpGenco withPSigma(double var)

Fluent setter for price variability. The value is ratio of the standard deviation to the nominal bid price for a given bid.

getQSigma

public double getQSigma()

Std deviation ratio for bid quantity.

withQSigma

@ConfigurableValue(valueType="Double",
                   description="Standard Deviation ratio for bid quantity")
 @StateChange
public CpGenco withQSigma(double var)

Fluent setter for price variability. The value is ratio of the standard deviation to the nominal bid quantity for a given bid.

getRwaSigma

public double getRwaSigma()

Random-walk sigma for the quadratic coefficient

withRwaSigma

@ConfigurableValue(valueType="Double",
                   description="Random-walk std dev ratio for quadratic coefficient")
 @StateChange
public CpGenco withRwaSigma(double var)

Fluent setter for the random-walk sigma value applied to the quadratic coefficient.

getRwaOffset

public double getRwaOffset()

Random-walk offset for the quadratic coefficient

withRwaOffset

@ConfigurableValue(valueType="Double",
                   description="Random-walk offset ratio for quadratic coefficient")
 @StateChange
public CpGenco withRwaOffset(double var)

Fluent setter for the random-walk offset value applied to the quadratic coefficient.

getRwcSigma

public double getRwcSigma()

Random-walk sigma for the constant coefficient

withRwcSigma

@ConfigurableValue(valueType="Double",
                   description="Random-walk std dev ratio for constant coefficient")
 @StateChange
public CpGenco withRwcSigma(double var)

Fluent setter for the random-walk sigma value applied to the constant coefficient.

getRwcOffset

public double getRwcOffset()

Random-walk offset for the constant coefficient

withRwcOffset

@ConfigurableValue(valueType="Double",
                   description="Random-walk offset ratio for constant coefficient")
 @StateChange
public CpGenco withRwcOffset(double var)

Fluent setter for the random-walk offset value applied to the constant coefficient.

getPriceInterval

public double getPriceInterval()

Difference between sequential nominal bid prices

withPriceInterval

@ConfigurableValue(valueType="Double",
                   description="Nominal price interval between successive bids")
 @StateChange
public CpGenco withPriceInterval(double interval)

Fluent setter for price interval. Bigger values create a more coarse piecewise approximation of the supply curve.

getMinQuantity

public double getMinQuantity()

Minimum total quantity to offer. The generation function will be run until it hits this value.

withMinQuantity

@ConfigurableValue(valueType="Double",
                   description="minimum leadtime for first commitment, in hours")
 @StateChange
public CpGenco withMinQuantity(double qty)

Fluent setter for minimum total quantity.