algorithm_platform/post_processing/spot_trading.py

#!/usr/bin/env python
# -*- coding:utf-8 -*-
# @FileName  :spot_trading.py
# @Time      :2024/12/3 19:29
# @Author    :David
# @Company: shenyang JY
import datetime

def cdq(self, fhs):
    cdq = []
    # sun_up_time = datetime.datetime.strptime(self.opt.first_point['sun_up_time'], '%Y-%m-%d %H:%M:%S')
    for i, fh in fhs.iterrows():
        if i + 1 > 16:
            T = 'T16'
        else:
            T = 'T' + str(i + 1)
        coe_m = float(self.opt.coe[T]['m'])
        coe_n = float(self.opt.coe[T]['n'])
        dt = fh['C_TIME']
        dq = fh['C_FP_VALUE']
        dq_fix = fh['dq_fix']
        his_fix = fh['his_fix']
        new_dq = round(coe_n * his_fix + coe_m * dq_fix, 2)  # 修改曲线为0问题

        for i, cal in enumerate(self.opt.spot_trading):
            if 'T' + str(cal['point']) == T:
                new_dq = new_dq * cal['coe'] + cal['abs']
                self.logger.info("现货交易：第{}个点，进行了乘系数加绝对值修改".format(cal['point']))

        for i, cal in enumerate(self.opt.calculate):
            interval = list(range(cal['extraMinRange'], cal['extraMaxRange'] + 1))
            if dt.hour in interval:
                new_dq = new_dq * cal['coe'] + cal['abs']
                self.logger.info(
                    "第{}组，时段为：{}-{}点，时刻：{}，进行了乘系数加绝对值修改".format(i + 1, cal['extraMinRange'],
                                                                                    cal['extraMaxRange'],
                                                                                    dt.strftime('%Y-%m-%d %H:%M:%S')))
        new_dq = new_dq if dq > 0 else 0
        new_dq = new_dq if new_dq > 0 else 0
        new_dq = self.opt.cap if new_dq > self.opt.cap else new_dq
        cdq.append({"C_TIME": dt.strftime('%Y-%m-%d %H:%M:%S'), "CDQ_VALUE": new_dq})
    return cdq