一种集合竞价和连续竞价耦合的交易算法设计与实现  

Design and Implementation of A Trading Algorithm Based on Call Auction and Continuous Auction

作　　者：邹贤 于旭光 李刚[2] 刘本希[2] 孙恒一 ZOU Xian;YU Xuguang;LI Gang;LIU Benxi;SUN Hengyi(Kunming Power Exchange Center,Kunming 650200,China;Institute of Hydropower & Hydroinformatics,Dalian University of Technology,Dalian,Liaoning 116024,China)

机构地区：[1]昆明电力交易中心,昆明650200 [2]大连理工大学水电与水信息研究所,辽宁大连116024

出　　处：《南方电网技术》2019年第1期66-71,共6页Southern Power System Technology

摘　　要：集合竞价和连续竞价引入到了国内电力市场领域,丰富了电力交易竞价模式,增加了市场信息透明度,提升了交易效率,但对于其实现算法提出了更高要求,因此寻求一种高效可靠的出清算法尤为重要。为此,本文设计了一种集合竞价和连续竞价耦合的出清算法,基于可扩展的多因子排序、灵活市场出清、竞价订单衔接,动态优先队列技术,实现了两阶段订单有效衔接,提高了出清效率,保障了整个交易的有序高效开展。目前,该算法已应用于昆明电力交易系统软件平台,其实用性和有效性得到了工程验证。Call auction and continuous auction are introduced into the domestic electricity market,which enrich the bidding mode,increase the transparency of market information,and improve the trading efficiency.However,they put forward higher requirements for its implementation algorithm,it is particularly important to find an efficient and reliable clearing algorithm.For this reason,a clearing algorithm which combines call auction and continuous auction is designed in this paper.Based on scalable multi-factor ordering,flexible market clearing,bidding order linking,dynamic priority queuing technology,the two-stage order linking is realized effectively,the clearing efficiency is improved,and the orderly and efficient development of the whole transaction is guaranteed.At present,the algorithm has been applied to the software platform of Kunming Electric Power Trading System,and its practicability and effectiveness have been verified by engineering.

关 键 词：电力市场 算法设计 集合竞价 连续竞价 

分 类 号：F426[经济管理—产业经济]