摘要
实时高频交易特有的高频率、短时长特征,对出清计算、决策评估等提出了较高的技术要求。为解决当前实时高频交易领域所面临的计算效率与准确性问题,选取了电力现货交易为研究案例,提出了一种基于分布式计算为核心的算法平台。针对电力现货交易中,交易出清时间短、交易频率高,且交易模型复杂等特征,引入混合维度粒子群算法,提出了基于分布式计算的电力现货市场出清方法,通过将原问题拆分为多个子问题,大幅提升了计算效率。最后结合当前电力现货市场建设实际,设计了基于分布式计算的电力现货市场交易平台系统架构。
The characteristics of high frequency,short time and long time of real-time high-frequency trading put forward high technical requirements for clearing calculation and decision evaluation.In order to solve the problem of computing efficiency and accuracy in the field of real-time high-frequency trading,a research case of electric power spot trading is selected and an algorithm platform based on distributed computing is proposed.In view of the characteristics of spot power markt trading,such as short clearing time,high trading frequency and complex trading model,hybrid dimensional particle swarm optimization algorithm is introduced to propose a method of clearing electric power spot market based on distributed computing.Finally,the architecture of the trading platform based on distributed computing is designed based on the actual construction of the current electric power spot market.
作者
孙华利
赵明
段荣华
王国平
赵川
SUN Hua li;ZHAO Ming;DUAN Rong hua;WANG Guo ping;ZHAO Chuan(Yunnan Power Grid Dispatching Center,Kunming 450002,China)
出处
《电子设计工程》
2019年第21期23-26,31,共5页
Electronic Design Engineering
基金
云南电网有限责任公司科技项目资助(YNKJXM20170207)
关键词
分布式计算
电力现货市场
出清计算
实时高频交易
混合维度粒子群算法
distributed computing
power spot market
clearing calculation
real time high frequency trading
hybrid dimensional particle swarm optimization
作者简介
孙华利(1983—),男,辽宁岫岩人,硕士研究生,高级工程师。研究方向:电网系统调度自动化。
