Source Code for Module pypower.t.t_auction_pips

  1  # Copyright (C) 2004-2011 Power System Engineering Research Center (PSERC) 
  2  # Copyright (C) 2011 Richard Lincoln 
  3  # 
  4  # PYPOWER is free software: you can redistribute it and/or modify 
  5  # it under the terms of the GNU General Public License as published 
  6  # by the Free Software Foundation, either version 3 of the License, 
  7  # or (at your option) any later version. 
  8  # 
  9  # PYPOWER is distributed in the hope that it will be useful, 
 10  # but WITHOUT ANY WARRANTY without even the implied warranty of 
 11  # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 
 12  # GNU General Public License for more details. 
 13  # 
 14  # You should have received a copy of the GNU General Public License 
 15  # along with PYPOWER. If not, see <http://www.gnu.org/licenses/>. 
 16   
 17  """Tests for code in auction.py, using PIPS solver. 
 18  """ 
 19   
 20  from numpy import array, copy, ones, diag, flatnonzero as find 
 21  from scipy.sparse import csr_matrix as sparse 
 22   
 23  from pypower.ppoption import ppoption 
 24   
 25  from pypower.t.t_begin import t_begin 
 26  from pypower.t.t_is import t_is 
 27   
 28   
 29 -def t_auction_pips(quiet=False): 
 30      """Tests for code in auction.py, using PIPS solver. 
 31   
 32      @author: Ray Zimmerman (PSERC Cornell) 
 33      @author: Richard Lincoln 
 34      """ 
 35      n_tests = 183 
 36   
 37      t_begin(n_tests, quiet) 
 38   
 39      try: 
 40          from pypower.extras.smartmarket import runmkt 
 41      except ImportError: 
 42          t_skip(n_tests, 'smartmarket code not available') 
 43          return 
 44   
 45      ppopt = ppoption 
 46      ppopt['OPF_VIOLATION'] = 1e-7 
 47      ppopt['PDIPM_GRADTOL'] = 1e-6 
 48      ppopt['PDIPM_COMPTOL'] = 1e-7 
 49      ppopt['PDIPM_COSTTOL'] = 5e-9 
 50      ppopt['OPF_ALG'] = 560 
 51      ppopt['OUT_ALL_LIM'] = 1 
 52      ppopt['OUT_BRANCH'] = 0 
 53      ppopt['OUT_SYS_SUM'] = 0 
 54      ppopt['OUT_ALL'] = 0 
 55      ppopt['VERBOSE'] = 0 
 56      q = array([ 
 57          [12, 24, 24], 
 58          [12, 24, 24], 
 59          [12, 24, 24], 
 60          [12, 24, 24], 
 61          [12, 24, 24], 
 62          [12, 24, 24], 
 63          [10, 10, 10], 
 64          [10, 10, 10], 
 65          [10, 10, 10], 
 66      ]) 
 67   
 68      ##-----  one offer block marginal @ $50  ----- 
 69      p = array([ 
 70          [20, 50, 60], 
 71          [20, 40, 70], 
 72          [20, 42, 80], 
 73          [20, 44, 90], 
 74          [20, 46, 75], 
 75          [20, 48, 60], 
 76          [100, 70, 60], 
 77          [100, 50, 20], 
 78          [100, 60, 50] 
 79      ]) 
 80   
 81      t = 'one marginal offer @ $50, auction_type = 5' 
 82      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
 83          runmkt('t_auction_case', q, p, 1150, 100, [], [], mpopt) 
 84      cq5 = cq.copy() 
 85      cp5 = cp.copy() 
 86      i2e = bus.bus_i 
 87      e2i = sparse((max(i2e), 1)) 
 88      e2i[i2e] = range(bus.size()) 
 89      G = find( isload(gen) == False )   ## real generators 
 90      L = find( isload(gen) )   ## dispatchable loads 
 91      Gbus = e2i[gen.gen_bus[G]] 
 92      Lbus = e2i[gen.gen_bus[L]] 
 93      Qfudge = zeros(p.shape) 
 94      Qfudge[L, :] = \ 
 95          diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L :].shape) 
 96   
 97      t_is( cq[G[0], 1:3], [23.32, 0], 2, t ) 
 98      t_is( cp[G[0], :], 50, 4, t ) 
 99      t_is( cq[L[1], 0:2], [10, 0], 2, t ) 
100      t_is( cp[L[1], :], 54.0312, 4, t ) 
101      t_is( cp[G, 0], bus.lam_P[Gbus], 8, [t, ' : gen prices'] ) 
102      t_is( cp[L, 0], bus.lam_P[Lbus] + Qfudge[L, 0], 8, [t, ' : load prices'] ) 
103   
104      lao_X = p(G[0], 1) / bus.lam_P[Gbus[0], LAM_P] 
105      fro_X = p(G(5), 2) / bus.lam_P[Gbus[5], LAM_P] 
106      lab_X = p(L(2), 1) / (bus.lam_P[Lbus[2]] + Qfudge[L[2], 0]) 
107      frb_X = p(L(1), 1) / (bus.lam_P[Lbus[1]] + Qfudge[L[1], 0]) 
108   
109      t_is( lao_X, 1, 4, 'lao_X') 
110      t_is( fro_X, 1.1324, 4, 'fro_X') 
111      t_is( lab_X, 1.0787, 4, 'lab_X') 
112      t_is( frb_X, 0.9254, 4, 'frb_X') 
113   
114      t = 'one marginal offer @ $50, auction_type = 1' 
115      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
116          runmkt('t_auction_case', q, p, 1110, 100, [], [], mpopt) 
117      cp1 = cp.copy() 
118      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
119      t_is( cp, cp5, 6, [t, ' : prices'] ) 
120   
121      t = 'one marginal offer @ $50, auction_type = 2' 
122      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
123          runmkt('t_auction_case', q, p, 1120, 100, [], [], mpopt) 
124      cp2 = cp.copy() 
125      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
126      t_is( cp[G, :], cp5[G, :] * fro_X, 8, [t, ' : gen prices'] ) 
127      t_is( cp[L[0:1], :], cp5[L[0:1], :] * fro_X, 8, [t, ' : load 1,2 prices'] ) 
128      t_is( cp[L[2], :], 60, 5, [t, ' : load 3 price'] )   ## clipped by accepted bid 
129   
130      t = 'one marginal offer @ $50, auction_type = 3' 
131      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
132          runmkt('t_auction_case', q, p, 1130, 100, [], [], mpopt) 
133      cp3 = cp.copy() 
134      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
135      t_is( cp, cp5 * lab_X, 8, [t, ' : prices'] ) 
136   
137      t = 'one marginal offer @ $50, auction_type = 4' 
138      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
139          runmkt('t_auction_case', q, p, 1140, 100, [], [], mpopt) 
140      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
141      t_is( cp[G[0], :], p[G[0], 1], 8, [t, ' : gen 1 price'] ) 
142      t_is( cp[G[1:6], :], cp5[G[1:6], :] * frb_X, 8, [t, ' : gen 2-6 prices'] ) 
143      t_is( cp[L, :], cp5[L, :] * frb_X, 8, [t, ' : load prices'] ) 
144   
145      t = 'one marginal offer @ $50, auction_type = 6' 
146      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
147          runmkt('t_auction_case', q, p, 1160, 100, [], [], mpopt) 
148      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
149      t_is( cp, cp3, 8, [t, ' : prices'] ) 
150      p2 = p.copy() 
151      p2[L, :] = array([ 
152          [100, 100, 100], 
153          [100,   0,   0], 
154          [100, 100,   0] 
155      ]) 
156      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
157          runmkt('t_auction_case', q, p2, 1160, 100, [], [], mpopt) 
158      t_is( cq, cq5, 5, [t, ' : quantities'] ) 
159      t_is( cp[G, :], cp5[G, :] * fro_X, 4, [t, ' : gen prices'] ) 
160      t_is( cp[L, :], cp5[L, :] * fro_X, 4, [t, ' : load prices'] ) ## load 3 not clipped as in FRO 
161   
162      t = 'one marginal offer @ $50, auction_type = 7' 
163      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
164          runmkt('t_auction_case', q, p, 1170, 100, [], [], mpopt) 
165      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
166      t_is( cp, cp5 * (lao_X + lab_X) / 2, 8, [t, ' : prices'] ) 
167      t_is( cp, (cp1 + cp3) / 2, 8, [t, ' : prices'] ) 
168   
169      t = 'one marginal offer @ $50, auction_type = 8' 
170      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
171          runmkt('t_auction_case', q, p, 1180, 100, [], [], mpopt) 
172      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
173      t_is( cp[G, :], cp1[G, :], 8, [t, ' : gen prices'] ) 
174      t_is( cp[L, :], cp3[L, :], 8, [t, ' : load prices'] ) 
175   
176      t = 'one marginal offer @ $50, auction_type = 0' 
177      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
178          runmkt('t_auction_case', q, p, 1100, 100, [], [], mpopt) 
179      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
180      t_is( cp, p, 8, [t, ' : prices'] ) 
181   
182   
183      ##-----  one bid block marginal @ $55  ----- 
184      p[L[1], 1] = 55 
185      t = 'one marginal bid @ $55, auction_type = 5' 
186      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
187          runmkt('t_auction_case', q, p, 1150, 100, [], [], mpopt) 
188      cq5 = cq.copy() 
189      cp5 = cp.copy() 
190      Qfudge =  zeros(p.shape) 
191      Qfudge[L, :] = diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape) 
192   
193      t_is( cq[G[0], 1:3], [24, 0], 2, t ) 
194      t_is( cp[G[0], :], 50.016, 3, t ) 
195      t_is( cq[L[1], 0:2], [10, 0.63], 2, t ) 
196      t_is( cp[L[1], :], 55, 4, t ) 
197      t_is( cp[G, 0], bus.lam_P[Gbus], 8, [t, ' : gen prices'] ) 
198      t_is( cp[L, 0], bus.lam_P[Lbus] + Qfudge[L, 0], 8, [t, ' : load prices'] ) 
199   
200      lao_X = p[G[0], 1] / bus.lam_P[Gbus[0]] 
201      fro_X = p[G[5], 2] / bus.lam_P[Gbus[5]] 
202      lab_X = p[L[1], 1] / (bus.lam_P[Lbus[1]] + Qfudge[L[1], 0]) 
203      frb_X = p[L[2], 2] / (bus.lam_P[Lbus[2]] + Qfudge[L[2], 0]) 
204   
205      t_is( lao_X, 0.9997, 4, 'lao_X') 
206      t_is( fro_X, 1.1111, 4, 'fro_X') 
207      t_is( lab_X, 1, 4, 'lab_X') 
208      t_is( frb_X, 0.8960, 4, 'frb_X') 
209   
210      t = 'one marginal bid @ $55, auction_type = 1' 
211      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
212          runmkt('t_auction_case', q, p, 1110, 100, [], [], mpopt) 
213      cp1 = cp.copy() 
214      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
215      t_is( cp, cp5 * lao_X, 8, [t, ' : prices'] ) 
216   
217      t = 'one marginal bid @ $55, auction_type = 2' 
218      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
219          runmkt('t_auction_case', q, p, 1120, 100, [], [], mpopt) 
220      cp2 = cp.copy() 
221      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
222      t_is( cp[G, :], cp5[G, :] * fro_X, 8, [t, ' : gen prices'] ) 
223      t_is( cp[L[0], :], cp5[L[0], :] * fro_X, 8, [t, ' : load 1 price'] ) 
224      t_is( cp[L[1], :], 55, 5, [t, ' : load 2 price'] ) 
225      t_is( cp[L[2], :], 60, 5, [t, ' : load 3 price'] ) 
226   
227      t = 'one marginal bid @ $55, auction_type = 3' 
228      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
229          runmkt('t_auction_case', q, p, 1130, 100, [], [], mpopt) 
230      cp3 = cp.copy() 
231      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
232      t_is( cp, cp5, 7, [t, ' : prices'] ) 
233   
234      t = 'one marginal bid @ $55, auction_type = 4' 
235      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
236          runmkt('t_auction_case', q, p, 1140, 100, [], [], mpopt) 
237      cp4 = cp.copy() 
238      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
239      t_is( cp[G[0], :], 50, 5, [t, ' : gen 1 price'] ) 
240      t_is( cp[G[1:6], :], cp5[G[1:6], :] * frb_X, 8, [t, ' : gen 2-6 prices'] ) 
241      t_is( cp[L, :], cp5[L, :] * frb_X, 8, [t, ' : load prices'] ) 
242   
243      t = 'one marginal bid @ $55, auction_type = 6' 
244      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
245          runmkt('t_auction_case', q, p, 1160, 100, [], [], mpopt) 
246      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
247      t_is( cp, cp1, 8, [t, ' : prices'] ) 
248   
249      p2 = p.copy() 
250      p2[G, :] = array([ 
251          [0, 0, 100], 
252          [0, 0, 100], 
253          [0, 0, 100], 
254          [0, 0, 100], 
255          [0, 0, 100], 
256          [0, 0, 100] 
257      ]) 
258      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
259          runmkt('t_auction_case', q, p2, 1160, 100, [], [], mpopt) 
260      t_is( cq, cq5, 3, [t, ' : quantities'] ) 
261      t_is( cp[G, :], cp5[G, :] * frb_X, 3, [t, ' : gen prices'] )  ## gen 1, not clipped this time 
262      t_is( cp[L, :], cp4[L, :], 3, [t, ' : load prices'] ) 
263   
264      t = 'one marginal bid @ $55, auction_type = 7' 
265      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
266          runmkt('t_auction_case', q, p, 1170, 100, [], [], mpopt) 
267      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
268      t_is( cp, cp5 * (lao_X + lab_X) / 2, 8, [t, ' : prices'] ) 
269      t_is( cp, (cp1 + cp3) / 2, 8, [t, ' : prices'] ) 
270   
271      t = 'one marginal bid @ $55, auction_type = 8' 
272      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
273          runmkt('t_auction_case', q, p, 1180, 100, [], [], mpopt) 
274      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
275      t_is( cp[G, :], cp1[G, :], 8, [t, ' : gen prices'] ) 
276      t_is( cp[L, :], cp3[L, :], 8, [t, ' : load prices'] ) 
277   
278      t = 'one marginal bid @ $55, auction_type = 0' 
279      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
280          runmkt('t_auction_case', q, p, 1100, 100, [], [], mpopt) 
281      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
282      t_is( cp, p, 8, [t, ' : prices'] ) 
283   
284   
285      ##-----  one bid block marginal @ $54.50 and one offer block marginal @ $50  ----- 
286      p[L[1], 1] = 54.5 
287      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 5' 
288      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
289          runmkt('t_auction_case', q, p, 1150, 100, [], [], mpopt) 
290      cq5 = cq.copy() 
291      cp5 = cp.copy() 
292      Qfudge =  zeros(p.shape) 
293      Qfudge[L, :] = diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape) 
294   
295      t_is( cq[G[0], 1:3], [23.74, 0], 2, t ) 
296      t_is( cp[G[0], :], 50, 4, t ) 
297      t_is( cq[L[1], 0:2], [10, 0.39], 2, t ) 
298      t_is( cp[L[1], :], 54.5, 4, t ) 
299      t_is( cp[G, 0], bus.lam_P[Gbus], 8, [t, ' : gen prices'] ) 
300      t_is( cp[L, 0], bus.lam_P[Lbus] + Qfudge[L, 0], 8, [t, ' : load prices'] ) 
301   
302      lao_X = p[G[0], 1] / bus.lam_P[Gbus[0]] 
303      fro_X = p[G[5], 2] / bus.lam_P[Gbus[5]] 
304      lab_X = p[L[1], 1] / (bus.lam_P[Lbus[1]] + Qfudge[L[1], 0]) 
305      frb_X = p[L[2], 2] / (bus.lam_P[Lbus[2]] + Qfudge[L[2], 0]) 
306   
307      t_is( lao_X, 1, 4, 'lao_X') 
308      t_is( fro_X, 1.1221, 4, 'fro_X') 
309      t_is( lab_X, 1, 4, 'lab_X') 
310      t_is( frb_X, 0.8976, 4, 'frb_X') 
311   
312      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 1' 
313      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
314          runmkt('t_auction_case', q, p, 1110, 100, [], [], mpopt) 
315      cp1 = cp.copy() 
316      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
317      t_is( cp, cp5, 4, [t, ' : prices'] ) 
318   
319      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 2' 
320      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
321          runmkt('t_auction_case', q, p, 1120, 100, [], [], mpopt) 
322      cp2 = cp.copy() 
323      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
324      t_is( cp[G, :], cp5[G, :] * fro_X, 5, [t, ' : gen prices'] ) 
325      t_is( cp[L[0], :], cp5[L[0], :] * fro_X, 5, [t, ' : load 1 price'] ) 
326      t_is( cp[L[1], :], 54.5, 5, [t, ' : load 2 price'] ) 
327      t_is( cp[L[2], :], 60, 5, [t, ' : load 3 price'] ) 
328   
329      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 3' 
330      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
331          runmkt('t_auction_case', q, p, 1130, 100, [], [], mpopt) 
332      cp3 = cp.copy() 
333      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
334      t_is( cp, cp5, 6, [t, ' : prices'] ) 
335   
336      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 4' 
337      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
338          runmkt('t_auction_case', q, p, 1140, 100, [], [], mpopt) 
339      cp4 = cp.copy() 
340      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
341      t_is( cp[G[0], :], 50, 5, [t, ' : gen 1 price'] ) 
342      t_is( cp[G[1:5], :], cp5[G[1:5], :] * frb_X, 8, [t, ' : gen 2-5 prices'] ) 
343      t_is( cp[G[5], :], 48, 5, [t, ' : gen 6 price'] ) 
344      t_is( cp[L, :], cp5[L, :] * frb_X, 8, [t, ' : load prices'] ) 
345   
346      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 6' 
347      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
348          runmkt('t_auction_case', q, p, 1160, 100, [], [], mpopt) 
349      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
350      t_is( cp, cp5, 4, [t, ' : prices'] ) 
351   
352      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 7' 
353      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
354          runmkt('t_auction_case', q, p, 1170, 100, [], [], mpopt) 
355      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
356      t_is( cp, cp5, 4, [t, ' : prices'] ) 
357   
358      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 8' 
359      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
360          runmkt('t_auction_case', q, p, 1180, 100, [], [], mpopt) 
361      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
362      t_is( cp, cp5, 4, [t, ' : prices'] ) 
363   
364      t = 'marginal offer @ $50, bid @ $54.50, auction_type = 0' 
365      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
366          runmkt('t_auction_case', q, p, 1100, 100, [], [], mpopt) 
367      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
368      t_is( cp, p, 8, [t, ' : prices'] ) 
369   
370   
371      ##-----  gen 1 at Pmin, load 3 block 2 marginal @ $60  ----- 
372      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 5' 
373      p[L[1], 1] = 50     ## undo previous change 
374      p2 = p.copy() 
375      p2[G[0], 1:3] = [65, 65] 
376      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
377          runmkt('t_auction_case', q, p2, 1150, 100, [], [], mpopt) 
378      Qfudge =  zeros(p.shape) 
379      Qfudge[L, :] = diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape) 
380   
381      t_is( cp[G[0], :], 65, 4, [t, ' : gen 1 price'] ) 
382      t_is( cp[G[1], :], 54.2974, 4, [t, ' : gen 2 price'] ) 
383      cq5 = cq.copy() 
384      cp5 = cp.copy() 
385      cp_lam = cp5.copt() 
386      cp_lam[0, :] = bus.lam_P[Gbus[0]]  ## unclipped 
387   
388      lao_X = p2[G[5], 1] / bus.lam_P[Gbus[5]] 
389      fro_X = p2[G[5], 2] / bus.lam_P[Gbus[5]] 
390      lab_X = p2[L[2], 1] / (bus.lam_P[Lbus[2]] + Qfudge[L[2], 0]) 
391      frb_X = p2[L[1], 1] / (bus.lam_P[Lbus[1]] + Qfudge[L[1], 0]) 
392   
393      t_is( lao_X, 0.8389, 4, 'lao_X') 
394      t_is( fro_X, 1.0487, 4, 'fro_X') 
395      t_is( lab_X, 1, 4, 'lab_X') 
396      t_is( frb_X, 0.8569, 4, 'frb_X') 
397   
398      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 1' 
399      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
400          runmkt('t_auction_case', q, p2, 1110, 100, [], [], mpopt) 
401      cp1 = cp.copy() 
402      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
403      t_is( cp[G[0], :], 65, 8, [t, ' : gen 1 price'] ) 
404      t_is( cp[G[1:6], :], cp_lam[G[1:6], :] * lao_X, 8, [t, ' : gen 2-6 prices'] ) 
405      t_is( cp[L, :], cp_lam[L, :] * lao_X, 8, [t, ' : load prices'] ) 
406   
407      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 2' 
408      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
409          runmkt('t_auction_case', q, p2, 1120, 100, [], [], mpopt) 
410      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
411      t_is( cp[G[0], :], 65, 8, [t, ' : gen 1 price'] ) 
412      t_is( cp[G[1:6], :], cp_lam[G[1:6], :] * fro_X, 8, [t, ' : gen 2-6 prices'] ) 
413      t_is( cp[L[0:2], :], cp_lam[L[0:2], :] * fro_X, 8, [t, ' : load 1-2 prices'] ) 
414      t_is( cp[L[2], :], 60, 8, [t, ' : load 3 price'] ) 
415   
416      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 3' 
417      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
418          runmkt('t_auction_case', q, p2, 1130, 100, [], [], mpopt) 
419      cp3 = cp.copy() 
420      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
421      t_is( cp[G[0], :], 65, 8, [t, ' : gen 1 price'] ) 
422      t_is( cp[G[1:6], :], cp_lam[G[1:6], :], 6, [t, ' : gen 2-6 prices'] ) 
423      t_is( cp[L, :], cp_lam[L, :], 6, [t, ' : load prices'] ) 
424   
425      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 4' 
426      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
427          runmkt('t_auction_case', q, p2, 1140, 100, [], [], mpopt) 
428      cp4 = cp.copy() 
429      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
430      t_is( cp[G[0], :], 65, 5, [t, ' : gen 1 price'] ) 
431      t_is( cp[G[1:6], :], cp5[G[1:6], :] * frb_X, 8, [t, ' : gen 2-6 prices'] ) 
432      t_is( cp[L, :], cp5[L, :] * frb_X, 8, [t, ' : load prices'] ) 
433   
434      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 6' 
435      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
436          runmkt('t_auction_case', q, p2, 1160, 100, [], [], mpopt) 
437      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
438      t_is( cp, cp4, 8, [t, ' : prices'] ) 
439   
440      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 7' 
441      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
442          runmkt('t_auction_case', q, p2, 1170, 100, [], [], mpopt) 
443      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
444      t_is( cp[G[0], :], 65, 4, [t, ' : gen 1 price'] ) 
445      t_is( cp[G[1:6], :], cp_lam[G[1:6], :] * (lao_X + lab_X) / 2, 8, [t, ' : gen 2-6 prices'] ) 
446      t_is( cp[L, :], cp_lam[L, :] * (lao_X + lab_X) / 2, 8, [t, ' : load prices'] ) 
447      t_is( cp, (cp1 + cp3) / 2, 8, [t, ' : prices'] ) 
448   
449      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 8' 
450      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
451          runmkt('t_auction_case', q, p2, 1180, 100, [], [], mpopt) 
452      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
453      t_is( cp[G, :], cp1[G, :], 8, [t, ' : prices'] ) 
454      t_is( cp[L, :], cp3[L, :], 8, [t, ' : prices'] ) 
455   
456      t = 'gen 1 @ Pmin, marginal bid @ $60, auction_type = 0' 
457      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
458          runmkt('t_auction_case', q, p2, 1100, 100, [], [], mpopt) 
459      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
460      t_is( cp, p2, 8, [t, ' : prices'] ) 
461   
462   
463      ##-----  gen 1 at Pmin, gen 6 block 3 marginal @ $60  ----- 
464      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 5' 
465      p2[L, :] = array([ 
466          [100, 100, 100], 
467          [100,   0,   0], 
468          [100, 100,   0] 
469      ]) 
470      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
471          runmkt('t_auction_case', q, p2, 1150, 100, [], [], mpopt) 
472      Qfudge =  zeros(p.shape) 
473      Qfudge[L, :] = diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape) 
474   
475      t_is( cp[G[0], :], 65, 4, [t, ' : gen 1 price'] ) 
476      t_is( cp[G[1], :], 57.1612, 4, [t, ' : gen 2 price'] ) 
477      cq5 = cq.copy() 
478      cp5 = cp.copy() 
479      cp_lam = cp5.copy() 
480      cp_lam[0, :] = bus.lamP[Gbus[0]]  ## unclipped 
481   
482      lao_X = p2[G[5], 2] / bus.lam_P[Gbus[5]] 
483      fro_X = p2[G[0], 2] / bus.lam_P[Gbus[0]] 
484      lab_X = p2[L[2], 1] / (bus.lam_P[Lbus[2]] + Qfudge[L[2], 0]) 
485      frb_X = p2[L[1], 1] / (bus.lam_P[Lbus[1]] + Qfudge[L[1], 0]) 
486   
487      t_is( lao_X, 1, 4, 'lao_X') 
488      t_is( fro_X, 1.1425, 4, 'fro_X') 
489      t_is( lab_X, 1.5813, 4, 'lab_X') 
490      t_is( frb_X, 0, 4, 'frb_X') 
491   
492      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 1' 
493      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
494          runmkt('t_auction_case', q, p2, 1110, 100, [], [], mpopt) 
495      cp1 = cp.copy() 
496      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
497      t_is( cp, cp5, 6, [t, ' : prices'] ) 
498   
499      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 2' 
500      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
501          runmkt('t_auction_case', q, p2, 1120, 100, [], [], mpopt) 
502      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
503      t_is( cp, cp_lam * fro_X, 8, [t, ' : prices'] ) 
504   
505      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 3' 
506      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
507          runmkt('t_auction_case', q, p2, 1130, 100, [], [], mpopt) 
508      cp3 = cp.copy() 
509      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
510      t_is( cp, cp_lam * lab_X, 8, [t, ' : prices'] ) 
511   
512      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 4' 
513      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
514          runmkt('t_auction_case', q, p2, 1140, 100, [], [], mpopt) 
515      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
516      t_is( cp[G, 0], [654042444660], 4, [t, ' : gen prices'] ) 
517      t_is( cp[L, :], cp_lam[L, :] * frb_X, 8, [t, ' : prices'] ) 
518   
519      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 6' 
520      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
521          runmkt('t_auction_case', q, p2, 1160, 100, [], [], mpopt) 
522      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
523      t_is( cp, cp_lam * fro_X, 8, [t, ' : prices'] ) 
524   
525      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 7' 
526      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
527          runmkt('t_auction_case', q, p2, 1170, 100, [], [], mpopt) 
528      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
529      t_is( cp, cp_lam * (lao_X + lab_X) / 2, 8, [t, ' : prices'] ) 
530      t_is( cp, (cp_lam + cp3) / 2, 7, [t, ' : prices'] ) 
531   
532      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 8' 
533      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
534          runmkt('t_auction_case', q, p2, 1180, 100, [], [], mpopt) 
535      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
536      t_is( cp[G, :], cp5[G, :], 7, [t, ' : prices'] ) 
537      t_is( cp[L, :], cp3[L, :], 8, [t, ' : prices'] ) 
538   
539      t = 'gen 1 @ Pmin, marginal offer @ $60, auction_type = 0' 
540      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
541          runmkt('t_auction_case', q, p2, 1100, 100, [], [], mpopt) 
542      t_is( cq, cq5, 8, [t, ' : quantities'] ) 
543      t_is( cp, p2, 8, [t, ' : prices'] ) 
544   
545   
546      ##-----  gen 2 decommitted, one offer block marginal @ $60  ----- 
547      p[G[1], :] = p[G[1], :] + 100 
548   
549      t = 'price of decommited gen, auction_type = 5' 
550      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
551          runmkt('t_auction_case', q, p, 1150, 200, [], [], mpopt) 
552      cp5 = cp.copy() 
553      Qfudge =  zeros(p.shape) 
554      Qfudge[L, :] = diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape) 
555      t_is(sum(cq[1, :]), 0, 8, t) 
556      t_is(cp[1, 0], 59.194, 3, t) 
557   
558      # Xo = p[0:6, :] / (diag(bus.lam_P[Gbus]) * ones(p[G, :].shape)) 
559      # ao = (cq[0:6, :] != 0) 
560      # ro = (cq[0:6, :] == 0) 
561      # Xb = p[6:9, :] / (diag(bus.lam_P[Lbus] + gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape)) 
562      # ab = (cq[6:9, :] != 0) 
563      # rb = (cq[6:9, :] == 0) 
564      # aXo = ao * Xo 
565      # rXo = ro * Xo 
566      # aXb = ab * Xb 
567      # rXb = rb * Xb 
568   
569      lao_X = p[G[5], 2] / bus.lam_P[Gbus[5]] 
570      fro_X = p[G[0], 2] / bus.lam_P[Gbus[0]] 
571      lab_X = p[L[0], 1] / (bus.lam_P[Lbus[0]] + Qfudge[L[0], 0]) 
572      frb_X = p[L[0], 2] / (bus.lam_P[Lbus[0]] + Qfudge[L[0], 0]) 
573   
574      t_is( lao_X, 1, 4, 'lao_X') 
575      t_is( fro_X, 1.0212, 4, 'fro_X') 
576      t_is( lab_X, 1.1649, 4, 'lab_X') 
577      t_is( frb_X, 0.9985, 4, 'frb_X') 
578   
579      t = 'price of decommited gen, auction_type = 1' 
580      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
581          runmkt('t_auction_case', q, p, 1110, 200, [], [], mpopt) 
582      t_is(cp[1, 0], 59.194, 3, t) 
583   
584      t = 'price of decommited gen, auction_type = 2' 
585      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
586          runmkt('t_auction_case', q, p, 1120, 200, [], [], mpopt) 
587      t_is(cp[1, 0], cp5[1, 0] * fro_X, 3, t) 
588   
589      t = 'price of decommited gen, auction_type = 3' 
590      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
591          runmkt('t_auction_case', q, p, 1130, 200, [], [], mpopt) 
592      t_is(cp[1, 0], cp5[1, 0] * lab_X, 3, t) 
593   
594      t = 'price of decommited gen, auction_type = 4' 
595      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
596          runmkt('t_auction_case', q, p, 1140, 200, [], [], mpopt) 
597      t_is(cp[1, 0], cp5[1, 0] * frb_X, 3, t) 
598   
599      t = 'price of decommited gen, auction_type = 6' 
600      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
601          runmkt('t_auction_case', q, p, 1160, 200, [], [], mpopt) 
602      t_is(cp[1, 0], cp5[1, 0] * fro_X, 3, t) 
603   
604      t = 'price of decommited gen, auction_type = 7' 
605      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
606          runmkt('t_auction_case', q, p, 1170, 200, [], [], mpopt) 
607      t_is(cp[1, 0], cp5[1, 0] * (lao_X + lab_X) / 2, 3, t) 
608   
609      t = 'price of decommited gen, auction_type = 0' 
610      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
611          runmkt('t_auction_case', q, p, 1100, 200, [], [], mpopt) 
612      t_is(cp[1, 0], 120, 3, t) 
613   
614      t = 'single block, marginal offer @ $50, auction_type = 5' 
615      q = array([ 
616          [60], 
617          [36], 
618          [36], 
619          [36], 
620          [36], 
621          [36], 
622          [30], 
623          [10], 
624          [20] 
625      ]) 
626   
627      p = array([ 
628          [50], 
629          [40], 
630          [42], 
631          [44], 
632          [46], 
633          [48], 
634          [100], 
635          [100], 
636          [100] 
637      ]) 
638   
639      MVAbase, cq, cp, bus, gen, gencost, branch, f, dispatch, success, et = \ 
640          runmkt('t_auction_case', q, p, 1150, 100, [], [], mpopt) 
641      t_is( cq[G[0]], 35.32, 2, t ) 
642      t_is( cq[G[1:6]], q[G[1:6]], 8, [t, ' : gen qtys'] ) 
643      t_is( cp[G[0]], 50, 4, t ) 
644      t_is( cq[L], q[L], 8, [t, ' : load qtys'] ) 
645      t_is( cp[L[1], :], 54.03, 2, t ) 
646      t_is( cp[G], bus.lam_P[Gbus], 8, [t, ' : gen prices'] ) 
647      Qfudge =  zeros(p.shape) 
648      Qfudge[L, :] = diag(gen.Qg[L] / gen.Pg[L] * bus.lam_Q[Lbus]) * ones(p[L, :].shape) 
649      t_is( cp[L], bus.lam_P[Lbus] + Qfudge[L, 0], 8, [t, ' : load prices'] ) 
650   
651      t_end() 
652