Reading Bids Strategy

The ReadingsBidsStrategy is an easy way to pre-program time-varying behavior of a satellite model without relying on any computation logic. The exact bids that should be submitted to the central market can be defined, for as many or few days as desired. This strategy will continuously iterate over the bids, looping back to the start of the file when the end is reached.

Example use cases for this strategy include submitting the same set of profile bids every day, or defining fixed weekly behavior that will repeat every 7 days.

Configuration

The ReadingsBidsStrategy has various parameters to configure to perform its function. They are listed below with an explanation.

These attributes are mandatory: the strategy cannot function without this information. All paths are interpreted as relative to the location of the configuration file they are specified in. This is the recommended usage. Alternatively, paths can be given as absolute, although this is discouraged for the sake of reproducibility across different machines.

• bids_csv_path The bids to be repeated should be listed in this csv file. The expected format is:

  exclusive_group_id	profile_block_id	timestamp	quantity	price
  …	…	…	…	…

  Note that the earliest value in the timestamp column must match the first timestamp used by the central market and other bidding strategies. The global start_hour attribute (or local overwrite of it) is ignored.

• rolling_horizon_step Defines the number of timesteps for the bidding window. Changing this value to anything other than that used for the whole simulation is not recommended, and will likely result in infeasibility issues.

Any other globally shared or defined attributes are ignored by this strategy.