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"(reserve-market-example)=\n",
"# Reserve capacity markets\n",
"\n",
"The model setup for the reserve capacity examples presented below are available in the following formats:\n",
"\n",
"- pyshop\n",
" - [](reserve.py)"
]
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"## Introduction\n",
"This example uses the same topology as the [reserve capacity allocation example](reserve-example): A simple system with 6 [generators](generator) located on two separate [plants](plant). Instead of just distributing a predetermined reserve capacity obligation between the generators, this example will add reserve capacity [markets](market) where reserve capacity can be sold.\n",
"\n",
"## Model without reserve market\n",
"First, we create and run the basic model without any reserve requirements."
]
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"#Necessary imports used in all examples\n",
"import pandas as pd\n",
"import plotly.graph_objs as go\n",
"import plotly.express as px\n",
"from plotly.subplots import make_subplots\n",
"from pyshop import ShopSession\n",
"\n",
"#Functions used in this example for building and solving a simple model with cuts\n",
"from reserve import build_model, run_model"
]
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""
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"#Create a standard ShopSession\n",
"shop=ShopSession()\n",
"#Build a simple model with two reservoirs, two plants, and 6 generators.\n",
"build_model(shop)\n",
"#Display topology to the screen\n",
"display(shop.model.build_connection_tree())\n",
"\n",
"#Run an optimization without any reserve markets\n",
"run_model(shop)"
]
},
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"The resulting production on all generators in the system is shown in the figure below"
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"source": [
"sum_prod = None\n",
"\n",
"fig = go.Figure()\n",
"fig.update_layout(barmode=\"stack\", title=\"Production without reserve market\", yaxis_title=\"Production [MWh]\",colorway=px.colors.qualitative.Vivid)\n",
"\n",
"for gen in shop.model.generator:\n",
" prod = gen.production.get()\n",
" if sum_prod is None:\n",
" sum_prod = prod\n",
" else: \n",
" sum_prod += prod\n",
" fig.add_trace(go.Bar(x=prod.index, y=prod.values,name=gen.get_name(),offset=0.5))\n",
"fig.show()"
]
},
{
"cell_type": "markdown",
"id": "20cd3daa",
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"source": [
"## Model with reserve market\n",
"\n",
"Now we create an identical SHOP model but add a [](reserve_group) object that we connect to all generators in the system. A reserve obligation of 0 MW of FRR-up is specified with the [frr_up_obligation](reserve_group:frr_up_obligation) attribute on the reserve_group. This input is necessary to let SHOP know which reserve types can be delivered in the reserve group, even though the obligation is zero."
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "edfab0ee",
"metadata": {},
"outputs": [],
"source": [
"#Create a new shop session\n",
"shop=ShopSession()\n",
"build_model(shop)\n",
"\n",
"#Add reserve_group object to the original model\n",
"frr_up_group = shop.model.reserve_group.add_object(\"frr_up_group\")\n",
"frr_up_group.frr_up_obligation.set(0)\n",
"\n",
"#Connect all generators to the first group\n",
"for gen in shop.model.generator:\n",
" gen.connect_to(frr_up_group)"
]
},
{
"cell_type": "markdown",
"id": "d53957a4",
"metadata": {},
"source": [
"A new market object where FRR-up capacity can be sold is created below. The [market_type](market:market_type) attribute must be specified to let SHOP know what type of reserve capacity that can be sold in the market. A [sale_price](market:sale_price) and [max_sale](market:max_sale) is defined to allow selling capacity, but there is no possibility to buy reserve capacity in the market. The sale_price is set to a constant 5 €/MW, and the max_sale value is set to a large number so that all available capacity could be sold to the market. Finally, the reserve_group is connected to the market. Only the units in the connected reserve_group may participate in the reserve market."
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "bd15ce99",
"metadata": {},
"outputs": [],
"source": [
"frr_up_market = shop.model.market.add_object(\"FRR-up-market\")\n",
"frr_up_market.market_type.set(\"FRR_UP\")\n",
"frr_up_market.sale_price.set(5)\n",
"frr_up_market.max_sale.set(10000)\n",
"\n",
"frr_up_group.connect_to(frr_up_market)"
]
},
{
"cell_type": "markdown",
"id": "a0c10c36",
"metadata": {},
"source": [
"The model is optimized, and the difference between the production in this run and the previous run without a reserve market is shown in the figure below."
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "907d29a7",
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"source": [
"#Optimize model\n",
"run_model(shop) \n",
"\n",
"#Plot production and the production from the previous run\n",
"fig = go.Figure()\n",
"fig.update_layout(barmode=\"stack\", title=\"Production with reserve market\", yaxis_title=\"Production [MWh]\",colorway=px.colors.qualitative.Vivid)\n",
"\n",
"for gen in shop.model.generator:\n",
" prod = gen.production.get()\n",
" fig.add_trace(go.Bar(x=prod.index, y=prod.values,name=gen.get_name(),offset=0.5))\n",
"fig.add_trace(go.Scatter(x=sum_prod.index, y=sum_prod.values,name=\"Sum production without reserves\",line_shape=\"hv\",line=dict(color=\"black\")))\n",
"\n",
"fig.show()"
]
},
{
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"id": "9b177f27",
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"source": [
"The optimal production set points have shifted due to the sale of FRR-up capacity. Note that hours with high production in the previous run generally has a lower production in the run with a reserve capacity market, which relates to holding back some capacity to sell to the reserve market. The opposite is true for periods with an originally low production—here more units are kept online to sell FRR-up capacity instead of shutting down.\n",
"\n",
"The figure below shows the FRR-up capacity sold to the market and the energy market sale price. There is a clear correlation where reserve capacity is sold in periods with a low energy price, and vice versa."
]
},
{
"cell_type": "code",
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"title": {
"text": "FRR-up delivery"
},
"xaxis": {
"anchor": "y",
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0.0,
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"yaxis": {
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"title": {
"text": "FRR capacity [MW]"
}
},
"yaxis2": {
"anchor": "x",
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"side": "right",
"title": {
"text": "Energy price [€/MWh]"
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""
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],
"source": [
"fig = make_subplots(specs=[[{\"secondary_y\": True}]])\n",
"fig.update_layout(barmode=\"stack\", title=\"FRR-up delivery\",colorway=px.colors.qualitative.Vivid)\n",
"fig.update_yaxes(title_text=\"Energy price [€/MWh]\", secondary_y=True)\n",
"fig.update_yaxes(title_text=\"FRR capacity [MW]\", secondary_y=False)\n",
"\n",
"for gen in shop.model.generator:\n",
" frr_up = gen.frr_up_delivery.get()\n",
" fig.add_trace(go.Bar(x=frr_up.index, y=frr_up.values,name=gen.get_name(),offset=0.5), secondary_y=False)\n",
"\n",
"sale = -frr_up_market.sale.get()\n",
"fig.add_trace(go.Scatter(x=sale.index, y=sale.values, name=\"Total FRR-up sale\",line_shape=\"hv\",line=dict(color=\"red\")), secondary_y=False)\n",
" \n",
"energy_price = shop.model.market[\"Day_ahead\"].sale_price.get()\n",
"fig.add_trace(go.Scatter(x=energy_price.index, y=energy_price.values, name=\"Energy price\",line_shape=\"hv\", marker=dict(color=\"black\")), secondary_y=True)\n",
" \n",
"fig.show()"
]
},
{
"cell_type": "markdown",
"id": "0363939b",
"metadata": {},
"source": [
"The following plots give a more detailed look at the individual generator production and reserve capacity results. Note that all available capacity between the production level and the calculated [head-dependent max production](generator:max_prod_individual) is sold as FRR-up to the market. SHOP does not see any consequence of selling all of the capacity to the market since no activation constraints have been applied."
]
},
{
"cell_type": "code",
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"id": "658b5f91",
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