PRICE-02: the trading verdict skips price periods that have ended
TariffPlan.arbitrage(now=...) drops the points whose period has ended (end <= now), so the cheapest and dearest point can still be traded. decide() (modes off), the modes-on allowed() gate and the Home verdict all pass their own now. Hourly feeds and the static tariff are unchanged. The off-peak sentence and the charge/discharge sentences say "price period". Tests: test_price02.py; test_arbitrage.py rolls its whole-day plans to start at now; test_modes_p3.py part 1 digests leave the trade sentence out (commands unchanged on7a00f12,90bc901and this tree). Co-Authored-By: Claude <noreply@anthropic.com>
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Claude
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@@ -172,7 +172,7 @@ IDLE_NOT_COVERED = (
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IDLE_NO_SOC = (
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"state of charge is not being read, and a battery whose fill nobody knows "
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"cannot be told to empty or to fill")
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IDLE_OFF_PEAK_HOUR = "this hour is neither the buy hour nor the sell hour"
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IDLE_OFF_PEAK_HOUR = "now is not the cheapest or the dearest price period"
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# OPT-09. A TRADE NOTHING CAN TAKE IS NOT A TRADE, AND THE ALTERNATIVE IS WORSE
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# THAN A MISSED HOUR. `charge_w`/`discharge_w` used to be the site's whole rating
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# and are now SIZED to the packs whose state of charge permits that direction, so
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@@ -196,7 +196,7 @@ IDLE_HEADROOM_UNMEASURED = (
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"creates the billed quantity (§9.1) and nothing is measuring the quarter "
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"this one would land in")
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NEGATIVE_PRICE = (
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"§17: the sell hour is priced BELOW ZERO, so discharging into it would give "
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"§17: the sell period is priced BELOW ZERO, so discharging into it would give "
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"energy away and pay for the privilege. Arbitrage must not export at a "
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"negative price")
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@@ -347,7 +347,7 @@ def decide(plan, now: datetime, *, peak_guard_active, charge_headroom_w, soc,
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verdict = plan.arbitrage(peak_guard_active=peak_guard_active,
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min_spread_eur_kwh=min_spread_eur_kwh,
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uncertainty=uncertainty)
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uncertainty=uncertainty, now=now)
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return verdict.match(
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refused=lambda v: _idle(v.reason),
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allowed=lambda v: _act(plan, now, v, soc, charge_w, discharge_w,
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@@ -362,7 +362,7 @@ def _act(plan, now, v, soc, charge_w, discharge_w, floor_pct, ceiling_pct,
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if here is None:
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return _idle(
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f"the series carries a tradeable spread but no price for this "
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f"instant ({now.isoformat()}), which is §11.4 for this hour rather "
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f"instant ({now.isoformat()}), which is §11.4 for this period rather "
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f"than a reason to reach for a neighbouring one",
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spread=v.spread_eur_kwh, required=v.required_spread_eur_kwh)
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@@ -381,7 +381,7 @@ def _act(plan, now, v, soc, charge_w, discharge_w, floor_pct, ceiling_pct,
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# irreversible action may rest on it.
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if here.provisional:
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return _idle(
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f"§8.3: the price for this hour ({here.start.isoformat()}) is "
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f"§8.3: the price for this period ({here.start.isoformat()}) is "
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f"CARRIED FORWARD, not published, and no irreversible action may be "
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f"taken on a provisional price",
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spread=v.spread_eur_kwh, required=v.required_spread_eur_kwh,
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@@ -399,18 +399,18 @@ def _act(plan, now, v, soc, charge_w, discharge_w, floor_pct, ceiling_pct,
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# negative price reports the reason that actually forbids the trade
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# rather than one that happens to fire first on some other site.
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if price < 0:
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return _idle(f"{NEGATIVE_PRICE} - this hour is "
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return _idle(f"{NEGATIVE_PRICE} - this period is "
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f"{price:+.4f} EUR/kWh", **common)
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if soc <= floor_pct:
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return _idle(
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f"the sell hour is here at {price:.4f} EUR/kWh but the pack is "
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f"the sell period is here at {price:.4f} EUR/kWh but the pack is "
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f"at {soc:g} %, at or under the {floor_pct:g} % reserve floor "
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f"arbitrage may not spend (§10.1 priority 4)", **common)
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if not abs(float(discharge_w)) > 0.0:
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return _idle(IDLE_NO_SIZE, **common)
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return ArbitrageDecision(
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action=DISCHARGE, power_w=abs(float(discharge_w)),
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reason=(f"{DISCHARGE}: this is the dearest firm hour at "
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reason=(f"{DISCHARGE}: this is the dearest firm price period at "
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f"{price:.4f} EUR/kWh, {v.spread_eur_kwh:.4f} above the "
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f"cheapest and clear of the {v.required_spread_eur_kwh:.4f} "
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f"this cycle had to cover; discharging "
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@@ -421,7 +421,7 @@ def _act(plan, now, v, soc, charge_w, discharge_w, floor_pct, ceiling_pct,
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if soc >= ceiling_pct:
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return _idle(
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f"the buy hour is here at {price:.4f} EUR/kWh but the pack is at "
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f"the buy period is here at {price:.4f} EUR/kWh but the pack is at "
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f"{soc:g} %, at or over the {ceiling_pct:g} % ceiling - there is "
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f"nowhere to put the cheap energy", **common)
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if not abs(float(charge_w)) > 0.0:
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@@ -456,7 +456,7 @@ def _act(plan, now, v, soc, charge_w, discharge_w, floor_pct, ceiling_pct,
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capped = size_w < asked_w
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return ArbitrageDecision(
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action=CHARGE, power_w=-size_w,
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reason=(f"{CHARGE}: this is the cheapest firm hour at "
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reason=(f"{CHARGE}: this is the cheapest firm price period at "
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f"{price:.4f} EUR/kWh, {v.spread_eur_kwh:.4f} below the dearest "
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f"and clear of the {v.required_spread_eur_kwh:.4f} this cycle "
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f"had to cover; charging {size_w:.0f} W from {soc:g} %"
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@@ -262,11 +262,12 @@ def _run(i, kind, start, end, day0, day1, what, why, amount, *, kwh=None,
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"eur_kwh": None if price is None else round(price, 4)}
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def trade_verdict(c, plan):
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def trade_verdict(c, plan, now=None):
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"""The arbitrage verdict the control cycle would reach on this plan, or a
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reason there is none. The SAME call and inputs as `Controller.cycle()`:
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`plan.arbitrage()` with the peak guard's state, the cycle cost and the
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no-weather uncertainty. Returns `(verdict_or_None, why_key)`."""
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no-weather uncertainty, and (PRICE-02) the same `now`. Returns
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`(verdict_or_None, why_key)`."""
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if not arbitrage.enabled(c.o):
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return None, "off"
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guard = arbitrage.guard_state(c.peak_guard)
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@@ -276,20 +277,25 @@ def trade_verdict(c, plan):
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return None, "no_prices"
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verdict = plan.arbitrage(peak_guard_active=guard,
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min_spread_eur_kwh=arbitrage.threshold_eur_kwh(c.o),
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uncertainty=frozenset({Uncertainty.NO_WEATHER}))
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uncertainty=frozenset({Uncertainty.NO_WEATHER}),
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now=now)
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return verdict.match(
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allowed=lambda v: (v, "allowed"),
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refused=lambda _v: (None, refusal_key(plan, guard)))
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refused=lambda _v: (None, refusal_key(plan, guard, now)))
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def refusal_key(plan, guard):
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def refusal_key(plan, guard, now=None):
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"""Which of `TariffPlan.arbitrage()`'s refusals fired, in its own order:
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the peak guard, no prices, under two published points, then the gap."""
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if guard:
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return "peak"
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if not plan.has_prices:
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return "no_prices"
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if sum(1 for p in _points(plan) if not p.provisional) < 2:
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pts = _points(plan)
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if now is not None:
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ahead = {id(p) for _s, end, p in _cover_table(pts) if end > now}
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pts = [p for p in pts if id(p) in ahead]
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if sum(1 for p in pts if not p.provisional) < 2:
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return "not_firm"
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return "not_worth"
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@@ -602,7 +608,7 @@ def build_plan(c, now, shadow, running, held=False, settled=True):
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limit_w = c.peak.cap_w # the limit the controller parsed at start
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runs, lines = [], []
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# The control cycle trades on the fresh plan only, so this does too.
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verdict, trade_why = trade_verdict(c, fresh)
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verdict, trade_why = trade_verdict(c, fresh, now)
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bars = price_bars(seen, day0, day1, price_windows(c, fresh, verdict),
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now, days.kinds)
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modes_on = bool(getattr(c, "modes_on", False))
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@@ -2369,7 +2369,8 @@ class Controller:
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return plan.arbitrage(
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peak_guard_active=active,
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min_spread_eur_kwh=arbitrage.threshold_eur_kwh(self.o),
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uncertainty=frozenset({Uncertainty.NO_WEATHER})).match(
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uncertainty=frozenset({Uncertainty.NO_WEATHER}),
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now=now).match(
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allowed=lambda _v: True, refused=lambda _v: False)
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if guard is not None and plan is not None and runs is not None:
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# A charge asks the guard (section 9.1 interlock); a sell only
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@@ -207,7 +207,7 @@ from datetime import datetime, timedelta, timezone
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from . import messages, price_chain
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from .price import (
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MAX_PLAUSIBLE_EUR_KWH, Absence, PricePoint, PriceProduct, PriceRead,
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Uncertainty, _Outcome, brussels, load_prices, price_option,
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Uncertainty, _Outcome, _cover_table, brussels, load_prices, price_option,
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provider_configured, required_spread, uncertainty_of, widen_factor,
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)
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from .price_chain import uses_chain
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@@ -986,9 +986,17 @@ class TariffPlan:
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return here.eur_per_kwh < (sum(p.eur_per_kwh for p in firm) / len(firm))
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def arbitrage(self, *, peak_guard_active: bool, min_spread_eur_kwh,
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uncertainty) -> Arbitrage:
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uncertainty, now: datetime | None = None) -> Arbitrage:
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"""May OPT-04 trade, and on what numbers. See the module docstring.
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PRICE-02. `now` (tz-aware) drops the points whose price period has
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ended (`end <= now`, the span `price._cover_table()` gives it), so the
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cheapest and dearest point are always ones that can still be traded.
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It is taken here, per call, and not when the plan is built: a plan
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built at 03:00 is still used at 03:20. Every caller passes its own
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`now`. An hourly point that is still current stays in. Left out
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(None), the whole series counts, as before.
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⚠️ ALL THREE ARGUMENTS ARE REQUIRED AND KEYWORD-ONLY, for one reason
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each, and none of them has a default:
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@@ -1056,6 +1064,12 @@ class TariffPlan:
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# day with no fetch at all) has no firm pair left and is refused, which
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# is the previous behaviour arrived at by a truer route.
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pts = self.read.points
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if now is not None:
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if now.tzinfo is None or now.utcoffset() is None:
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raise TypeError("now must be tz-aware; a naive instant is "
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"ambiguous for one hour every October")
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ahead = {id(p) for _s, end, p in _cover_table(pts) if end > now}
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pts = tuple(p for p in pts if id(p) in ahead)
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firm = tuple(p for p in pts if not p.provisional)
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if len(firm) < 2:
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# ⚠️ POINTS, AND THE HOUR FIGURE BESIDE IT RATHER THAN INSTEAD OF
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@@ -1334,6 +1348,11 @@ async def resolve_tariff(opts: dict, since: datetime, until: datetime,
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that, so the spread is over hours that are still ahead. Both directions of
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the difference are real: the window gains the unpublished hours it was
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missing and loses the elapsed ones it should never have had.
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⚠️ PRICE-02: THAT HOLDS FOR AN HOURLY FEED ONLY. The window is floored to
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the hour, so a 15-minute feed keeps the elapsed periods of the current
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hour, and the plan ages between refreshes. `TariffPlan.arbitrage(now=...)`
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drops the periods that have ended, at every call.
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"""
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stamp = now or datetime.now(timezone.utc)
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if not provider_configured(opts):
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