This repository contains a PIP package which is an OpenAI environment for simulating an enironment in which electricity products get sold.
Install the OpenAI gym.
Then install this package via
pip install -e .
import gym
import marketsim
env = gym.make('MarketSim-v0')
See https://github.com/matthiasplappert/keras-rl/tree/master/examples for some examples.
Imagine an electricity generator that sells electricity on the Intraday
Continous Market shortly before delivery, for example one hour, thats
4 timeslots of 15-minutes. The generator places trade-offers on the market and
can update the offered price every timeslot before delivery.
The probability buyers will buy the electricity product is given by
where x is the offered price by the generator. If the generator can not sell the
electricity before delivery, the reward is the negative generation costs z. If
the generator succesfully sells the electricity the reward is x - z.