FCST-03: provisional prices - yesterday flagged as yesterday, and unable to move anything (#20)

app/price_forecast.py fills unknown hours from yesterday, flagged provisional by four independent mechanisms: _carried() has no provisional parameter, published points pass through by identity, _audit() re-derives every flag and raises rather than repairs, and an AST check refuses a non-literal provisional. Gate blocks irreversible actions on provisional hours. Arbitrage refusal 3 rewritten to fewer-than-two-FIRM-hours so filling does not switch arbitrage off every morning, with the 11.4 fallback still refused by a truer route. Real-time products get a measured 2.5x wider threshold, following the declared PriceProduct.
This commit was merged in pull request #20.
This commit is contained in:
2026-08-31 00:23:41 +02:00
6 changed files with 1700 additions and 48 deletions
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## Unreleased
**Provisional prices, and what may not rest on one (FCST-03).**
Day-ahead prices arrive once a day, around 14–16 h CET. Until they do, §8.3 says
the unknown hours use yesterday's profile and are flagged `provisional: true` —
and **no irreversible action may be taken on a provisional price.**
`app/price_forecast.py` does the fill, and the whole module is shaped by one
defect: a carried-forward point and a published one are the same three fields
and a bool, so the natural line `PricePoint(..., provisional=y.provisional)`
copies yesterday's `False` onto today's guess and produces stale data presented
as current. That is the meter-side SAFETY-18 failure one layer up — the reading
arrives on time, looks fresh, and is wrong.
**So the flag is never passed through.** Carried points are built by a
constructor that has no `provisional` parameter at all (the literal `True` lives
in one place, and there is nothing for a caller to forget or copy); published
points are passed through **by identity**, so there is no copy that could lose a
flag; and an audit re-derives the expected flag for every emitted point from the
set of hours the feed actually published and *raises* rather than repairing one.
A published point may itself be provisional — `eneco_eddy`'s current-quarter
imbalance print is — so the audit's rule for a published hour is "whatever the
feed said", never "False".
**The fill keys on the Brussels wall clock, not on `t − 24 h`.** A 23-hour day
has no 02:00 and a 25-hour day has two, so a fixed 24-hour subtraction shifts
every carried hour by one across a transition and misprices a whole day with
nothing to show for it. Re-running the fill after a late publication replaces
the carried hours with the real print: the number and the flag move together
because the series is rebuilt, never patched.
**Arbitrage now drops provisional hours instead of refusing the whole day.**
The refusal that read "the plan is provisional" would have switched arbitrage off
every morning on every dynamic site once carry-forward filling landed — a
part-firm series is the *normal* state before the print. What §8.3 forbids is
acting **on** a provisional price, so the provisional hours are dropped and the
spread, the cheapest hour and the dearest hour are computed over the published
ones only; fewer than two firm hours is still a refusal, which is where the
§11.4 fallback (wholly provisional) lands. The permitting variant now refuses to
be *constructed* around a provisional point at all. The cheap-window flag became
per-hour for the same reason, so a site's maintenance charge floor does not go
dark every morning.
**Real-time / imbalance products get measurably wider thresholds.** One widening
path, driven by a set of active uncertainty sources: the product's own (§9.2 row
2, derived from the declared `PriceProduct` and never from a plugin id) and
§11.4's "no weather data" row, which the spec widens by a different trigger and
which is the same mechanism. The combination rule is `max`, not a product — two
independent doubts must not compound into a threshold nothing can clear. The
caller supplies the base round-trip cost threshold, so OPT-04 still owns what
the number *is*; this owns only how much wider it gets and why, and the allowed
verdict reports the threshold it cleared.
**An irreversible action is a value, not a judgement call at each call site.**
`Irreversible` carries the hours an action commits — the maintenance drain's
window is derived from `maintenance.DRAIN_TIMEOUT_MIN` rather than typed twice —
and the gate looks at exactly those hours, blocking on a provisional one, on an
hour the series does not cover, and on no price data at all: three different
reasons, none of them an answer. ⚠️ It is the entry point for a start being
*justified by a price*; the calendar path main.py runs today is untouched,
because a gate that blocked on `no_data` would stop the monthly cycle on every
default install — §12's opening sentence.
**Zero new options.** No `config.yaml` key, no new defaults dict, no `o.get(k,
X)` in main.py: the module reads no options at all, so CFG-03 did not widen.
**The grid-following loop is now capped against the month's billed capacity peak
(SAFETY-07).** New `app/peakguard.py`. TARIFF-01 measured the quarter; this is the
consumer it was built for. Every cycle the guard projects the open quarter,
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@@ -282,6 +282,87 @@ def volatility_regime(product: PriceProduct) -> str:
return "wide" if product in _WIDE else "normal"
# --------------------------------------------------------------------------- #
# FCST-03: ONE widening path, driven by a SET of active uncertainty sources.
#
# Two spec rows widen the same number by two different triggers:
#
# §9.2 / §8.3 real-time / imbalance product -> "arbitrage thresholds widen"
# §11.4 no weather data -> "widen arbitrage thresholds"
#
# They are one mechanism reached twice, not two mechanisms, so there is one
# function and a set of reasons. ⚠️ THE COMBINATION RULE IS `max`, NOT A
# PRODUCT: multiplying 2.5 by 1.5 would make two independent doubts compound
# into a threshold nothing on a Belgian tariff can ever clear, and an arbitrage
# strategy that can never fire is indistinguishable from one that is switched
# off. The widest single reason wins.
#
# ⚠️ HONEST ABOUT WHERE THE NUMBERS COME FROM. specs.md says thresholds widen
# and does not say by how much; there is no capture to derive a factor from,
# because no arbitrage strategy has ever run here. These are POLICY DEFAULTS,
# chosen so that (a) a real-time product needs a materially larger spread than
# a settled day-ahead one before a cycle is worth its wear, and (b) the two
# factors DIFFER, so `max`, `sum` and `product` are three distinguishable
# answers rather than the same number - a check that grades a combination rule
# where all the candidates agree grades nothing. When OPT-04 lands
# `cycle_cost_threshold_eur` (§10.1/§14) these become the natural second option
# beside it, in PRICE_OPTION_DEFAULTS and nowhere else (CFG-03).
class Uncertainty(Enum):
"""Why an arbitrage threshold is currently wider than the tariff alone says."""
REALTIME_PRODUCT = "realtime_product" # §9.2 row 2, §8.3
NO_WEATHER = "no_weather" # §11.4 "no weather data"
WIDEN_FACTOR = {
Uncertainty.REALTIME_PRODUCT: 2.5,
Uncertainty.NO_WEATHER: 1.5,
}
def uncertainty_of(product: PriceProduct) -> frozenset:
"""The uncertainty a PRODUCT contributes on its own (§9.2 row 2).
Derived from the declared product, never from a plugin id - the same rule
`volatility_regime()` exists for. A sixth supplier declaring
`PriceProduct.REALTIME` is widened without anyone editing this file.
"""
if not isinstance(product, PriceProduct):
raise TypeError(f"uncertainty_of() takes a PriceProduct, not "
f"{product!r} - a plugin name is what §9.3 forbids.")
return (frozenset({Uncertainty.REALTIME_PRODUCT})
if product in _WIDE else frozenset())
def widen_factor(sources) -> float:
"""The multiplier the widest active source asks for. 1.0 when there are none.
⚠️ A STRING IS REFUSED. `widen_factor({"realtime"})` would otherwise be a
silent 1.0 - a widening that reports itself as applied and is not, which is
the shape of defect this repo keeps finding.
"""
srcs = frozenset(sources)
bad = [s for s in srcs if not isinstance(s, Uncertainty)]
if bad:
raise TypeError(f"widen_factor() takes Uncertainty members, not {bad!r}. "
f"A string here would widen by 1.0 and say it widened.")
return max((WIDEN_FACTOR[s] for s in srcs), default=1.0)
def required_spread(base_eur_kwh: float, sources) -> float:
"""The spread an arbitrage cycle must clear, given what is uncertain (§8.3).
`base_eur_kwh` is the caller's own round-trip cost threshold - OPT-04 owns
that number (§10.1's `cycle_cost_threshold_eur`), this owns only how much
wider it gets and why.
"""
if isinstance(base_eur_kwh, bool) or not isinstance(base_eur_kwh, (int, float)) or not math.isfinite(base_eur_kwh) or base_eur_kwh < 0:
raise ValueError(
f"required_spread() takes a non-negative, finite base threshold in "
f"EUR/kWh, not {base_eur_kwh!r}. A negative or NaN base makes every "
f"spread clear it, which is arbitrage with the brake removed.")
return round(float(base_eur_kwh) * widen_factor(sources), 6)
@dataclass(frozen=True)
class PricePoint:
"""One canonical point. THREE FIELDS. §9.3 lists three; this has three."""
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"""FCST-03 - the hours the feed has not published yet, and what may not rest on them.
WHERE THIS LIVES. specs.md §2.2 puts price ingest under `ems/ingest/prices/`.
That layout does not exist and is not being built; the product owner's decision
of 2026-08-30 is that everything ships in `goodwe_controller/app/`. The
BEHAVIOUR §8.3 describes is unchanged and still authoritative - only the path
moved. Read `ems/...` as `app/...`.
§8.3, in full, because every line below is one clause of it:
"Day-ahead prices arrive once daily. Until they do, unknown hours use
yesterday's profile and are flagged `provisional: true` - and NO
IRREVERSIBLE ACTION MAY BE TAKEN ON A PROVISIONAL PRICE. Real-time /
imbalance products are treated as high-volatility: arbitrage thresholds
widen."
Three separate things, and this module owns the first two. The third - the
widening arithmetic - lives in price.py beside the product enum it is derived
from (`Uncertainty`, `widen_factor`, `required_spread`), and is spent by
`static_tariff.TariffPlan.arbitrage()`, because that is where the verdict this
repo already refuses to hand out casually is produced. FCST-03 added a refusal
to that existing ladder rather than a second mechanism beside it.
THE DEFECT THIS MODULE IS SHAPED BY: A COPY THAT KEEPS THE WRONG FLAG
=====================================================================
A point filled from yesterday and a point published this morning are the SAME
SHAPE. Three floats and a bool; only the bool tells them apart. And the natural
way to write a carry-forward fill is:
PricePoint(start=t, eur_per_kwh=y.eur_per_kwh, provisional=y.provisional)
^^^^^^^^^^^^^
which copies yesterday's `False` onto today's guess and produces exactly the
thing the ticket exists to prevent: STALE DATA PRESENTED AS CURRENT. It reads
fine, it type-checks, it round-trips through §9.3's JSON, and every price on
the status page looks like a price. This is the meter-side SAFETY-18 defect one
layer up: the reading arrives on time, looks fresh, and is wrong - and a
freshness check that only asks "did something arrive" cannot see it.
So the flag is not passed through anywhere in this file:
* A CARRIED POINT IS BUILT BY `_carried()`, WHICH HAS NO PARAMETER FOR THE
FLAG. `provisional=True` is a literal in one place. There is no argument a
caller can pass, no keyword to forget, and no variable that could hold
yesterday's value at the moment the point is constructed.
* A PUBLISHED POINT IS NEVER COPIED AT ALL. It is passed through BY IDENTITY -
the object the provider produced is the object in the output series - so
there is no copy that could lose or gain a flag. `filled.points[i] is
fetched.points[j]` is a checkable property, and test_price_forecast.py
checks it.
* `_audit()` RE-DERIVES the expected flag for every output point from the set
of hours the feed actually published, and RAISES if any point disagrees.
It is a post-condition, not a filter: it never fixes a flag, because a
module that quietly corrects its own provenance is one whose provenance
cannot be trusted.
* and test_price_forecast.py walks THIS FILE'S AST and fails if any
`PricePoint(...)` in it passes anything but a literal for `provisional`, so
the pass-through idiom cannot come back in a later edit and pass review by
looking ordinary.
⚠️ "PUBLISHED" DOES NOT MEAN "FIRM". `eneco_eddy` is an imbalance product whose
current-quarter print is genuinely provisional and says so per point (§9.2,
TARIFF-02). Such a point is published AND provisional, and the audit's rule for
a published point is "the flag is whatever the feed said", never "False". A
provenance check that forced published points to False would be a bug that
looks like a guarantee.
THE FILL, AND WHY IT KEYS ON THE WALL CLOCK
===========================================
For every whole hour in the requested horizon that the feed has not published,
take yesterday's value for THE SAME BRUSSELS WALL-CLOCK HOUR - not `t - 86400
s`. On the two days a year that matter those are different instants, and the
difference is not academic: a 23-hour day has no 02:00 at all and a 25-hour day
has two, so a fill that subtracts a fixed 24 h shifts every carried hour by one
across a transition and misprices the whole day in a way nothing reports.
On the 25-hour day the two 02:00 hours - `02:00+02:00` and `02:00+01:00` - both
key to local hour 2 and are BOTH filled from yesterday's single 02:00 value.
That is deliberate: they are both guesses, they are both flagged, and nothing
irreversible may rest on either. If yesterday itself was a 25-hour day, the
first of its two 02:00 points is the one used, deterministically.
An hour with no published price AND no yesterday value is LEFT OUT of the
series. It is not filled with a neighbour, a mean, or a zero. §11.4 applies to
that hour - `_Series.at()` raises `Absence` for it - and the caller that wanted
a tariff for the whole horizon falls back to the static profile (TARIFF-03),
which is the row the spec actually writes for "no price data". If NOTHING can
be produced, the result is `PriceRead.no_data(reason)` and not an empty series,
because an empty series is not constructible on purpose (price.py trap 3).
AC2: THE IRREVERSIBLE-ACTION GATE
=================================
"The distinction should be an explicit property of the action, not a judgement
call at each call site" - so an irreversible action is a value, `Irreversible`,
carrying the number of hours it COMMITS. `price_permits()` looks at exactly
those hours and answers with a `Gate` variant that carries the evidence on the
permitting arm and a reason on the blocking one, the `_Outcome` shape price.py
borrowed from `sim/riglock.py`.
The shipped example is the maintenance drain (§12): starting one commits hours
of forced discharge that cannot be undone if the price turns out to have been
yesterday's. Its commitment window is DERIVED from `maintenance.DRAIN_TIMEOUT_MIN`
rather than typed here, so the gate and the phase machine cannot drift apart.
⚠️ WHAT DOES NOT GO THROUGH THIS GATE, AND WHY THAT MATTERS MORE THAN WHAT
DOES. The maintenance cycle is a CALENDAR obligation (§12.2: a cycle that
silently never fires is indistinguishable from one that is not due yet), and a
site with `price_provider: off` - the shipped default - has no price series at
all. Routing every maintenance start through a gate that blocks on `no_data`
would stop the monthly cycle on every default install, permanently and
silently: the exact failure §12 opens by naming. So `begin_phase()` is the
entry point for a start that is being JUSTIFIED BY A PRICE, main.py's existing
calendar path is untouched by this ticket, and OPT-04/MAINT-05 own the decision
of which one a site runs. Nothing here disables anything that runs today.
Reversible actions - ordinary self-consumption modulation, the loop that
actually holds the grid at zero - are not gated at all and cannot be: §6 says
absent machinery must not disable the loop.
"""
import logging
from dataclasses import dataclass
from datetime import datetime, timedelta, timezone
from enum import Enum
from .maintenance import CHARGE_TIMEOUT_MIN, DRAIN_TIMEOUT_MIN
from .price import PricePoint, PriceRead, _Outcome, brussels
_LOG = logging.getLogger("goodwe.price.forecast")
class Provenance(Enum):
"""Where a point in a filled series came from. INTERNAL - §9.3's wire format
carries the boolean and nothing else, so this never leaves the module.
It exists so `_audit()` has a vocabulary to state its post-condition in, and
so the two cases have names in the log rather than being "the ones with the
flag" and "the others".
"""
PUBLISHED = "published" # the provider printed this hour. Flag: the
# feed's own - an imbalance print may be
# published AND provisional (§9.2).
CARRIED = "carried" # yesterday's same-wall-clock hour (§8.3).
# Flag: ALWAYS True, by construction.
# --------------------------------------------------------------------------- #
# The fill
# --------------------------------------------------------------------------- #
def _utc_hour(instant: datetime) -> datetime:
u = instant.astimezone(timezone.utc)
return u.replace(minute=0, second=0, microsecond=0)
def _carried(start_utc: datetime, eur_per_kwh: float) -> PricePoint:
"""A point filled from yesterday's profile. §8.3: ALWAYS provisional.
⚠️ THERE IS NO `provisional` PARAMETER, AND THAT IS THE MECHANISM. This is
the only constructor of a carried point, the flag is a literal, and no
caller - including a future one editing in a hurry - has anything to pass,
default, or copy from the point being carried.
"""
return PricePoint(start=brussels(start_utc),
eur_per_kwh=round(float(eur_per_kwh), 6),
provisional=True)
def _audit(points, published) -> None:
"""Post-condition: every flag matches the point's TRUE provenance (AC1).
`published` maps a UTC hour to the point the provider produced for it.
⚠️ RAISES, NEVER REPAIRS. A module that silently corrects its own
provenance is one whose provenance means nothing; the only safe response to
"this point's flag disagrees with where it came from" is to refuse to emit
the series at all.
"""
seen = set()
for p in points:
u = _utc_hour(p.start)
if u in seen:
raise ValueError(f"the filled series repeats {u.isoformat()}; a "
f"duplicated hour is how a DST day gets mispriced")
seen.add(u)
src = published.get(u)
prov = Provenance.CARRIED if src is None else Provenance.PUBLISHED
if src is None:
if p.provisional is not True:
raise ValueError(
f"{u.isoformat()} is {prov.value} and is flagged "
f"provisional={p.provisional!r}. §8.3: an hour filled from "
f"yesterday's profile is provisional whether or not the "
f"number turns out to be right - the flag is a claim about "
f"PROVENANCE, not about accuracy.")
else:
if p is not src:
raise ValueError(
f"{u.isoformat()} is {prov.value} but the series carries a "
f"COPY of that point rather than the point itself. A copy "
f"is where the provisional flag gets lost; published points "
f"pass through by identity.")
def fill_from_yesterday(read: PriceRead, *, yesterday: PriceRead,
since: datetime, until: datetime,
stamp: datetime) -> PriceRead:
"""§8.3: fill the hours the feed has not published with yesterday's profile.
Every argument is required and keyword-only past the first. In particular
`yesterday` has NO DEFAULT: a fill with no yesterday to fill from is a
different situation from a fill that found nothing useful in one, and a
default `None` would make the two arrive looking identical.
Returns a `PriceRead`:
* a series, whose points are the provider's own objects for the hours it
published and `_carried()` points for the rest, ordered by instant;
* `no_data` when neither source can produce a single hour - never an
empty series, which is not constructible (price.py trap 3).
⚠️ IDEMPOTENT AND RE-RUNNABLE, WHICH IS THE §5.4 LATE-PUBLICATION CONTRACT.
Day-ahead publication at 14-16 h CET can be late or fail, so the fetcher
retries and this runs again against the fresher read. Published hours always
win over carried ones, so a re-run REPLACES a carried point with the real
print and the hour becomes firm - the flag and the number move together
because the whole series is rebuilt rather than patched in place.
"""
for name, value in (("since", since), ("until", until), ("stamp", stamp)):
if value.tzinfo is None or value.utcoffset() is None:
raise ValueError(f"{name} must be tz-aware; a naive instant is "
f"ambiguous for one hour every October")
published = read.match(
series=lambda r: {_utc_hour(p.start): p for p in r.points},
no_data=lambda _r: {})
# Yesterday's profile, keyed by BRUSSELS WALL-CLOCK HOUR. First point wins
# when yesterday itself was a 25-hour day and printed local hour 2 twice.
by_local_hour = {}
yesterday.match(
series=lambda r: [by_local_hour.setdefault(brussels(p.start).hour, p)
for p in r.points],
no_data=lambda _r: [])
out = []
u = _utc_hour(since)
end = until.astimezone(timezone.utc)
while u < end:
if u in published:
out.append(published[u]) # BY IDENTITY. No copy.
else:
src = by_local_hour.get(brussels(u).hour)
if src is not None:
out.append(_carried(u, src.eur_per_kwh))
u += timedelta(hours=1)
if not out:
reason = read.match(
series=lambda r: (f"the {len(r.points)} published hours all fall "
f"outside {since.isoformat()}..{until.isoformat()}"),
no_data=lambda r: r.reason)
return PriceRead.no_data(
f"§8.3 carry-forward produced no hours: {reason}, and yesterday's "
f"profile has nothing to fill them with either. §11.4 applies: "
f"static profile, plan provisional, no arbitrage")
_audit(out, published)
carried = sum(1 for p in out if _utc_hour(p.start) not in published)
if carried:
_LOG.info("§8.3: %d of %d hours carried forward from yesterday's "
"profile and flagged provisional; %d published",
carried, len(out), len(out) - carried)
product = read.match(series=lambda r: r.product,
no_data=lambda _r: yesterday.product)
provider = read.match(series=lambda r: r.provider,
no_data=lambda r: yesterday.provider)
return PriceRead.series(out, product, provider, stamp)
# --------------------------------------------------------------------------- #
# AC2: irreversibility as a property of the ACTION, and the gate that reads it
# --------------------------------------------------------------------------- #
@dataclass(frozen=True)
class Irreversible:
"""An action that cannot be undone once started, and how far it commits.
`commits_h` is the horizon the action ties up - the hours whose prices must
therefore be firm before it may be justified by a price at all.
"""
name: str # the §10.2 reason code
commits_h: float
def __post_init__(self):
if not self.name or not isinstance(self.name, str):
raise ValueError("an irreversible action needs a reason code (§10.2)")
if isinstance(self.commits_h, bool) or \
not isinstance(self.commits_h, (int, float)) or \
not self.commits_h > 0:
raise ValueError(
f"commits_h must be a positive number of hours, not "
f"{self.commits_h!r}. An action that commits nothing is a "
f"reversible one and does not belong here.")
# ⚠️ DERIVED FROM THE PHASE MACHINE'S OWN BOUNDS, NOT TYPED HERE. maintenance.py
# already states how long each phase may run before it is a fault; a second copy
# of those numbers here would be a place for them to drift apart, and the drift
# would show up as a gate that checked the wrong hours.
MAINTENANCE_DRAIN = Irreversible("MAINTENANCE_DRAIN", DRAIN_TIMEOUT_MIN / 60.0)
MAINTENANCE_CHARGE = Irreversible("MAINTENANCE_CHARGE", CHARGE_TIMEOUT_MIN / 60.0)
class Gate(_Outcome):
"""May an irreversible action proceed on the price evidence available?
* `permitted` - carries `.action` and `.hours`, the firm points that were
actually checked. The evidence exists only on this arm.
* `blocked` - carries `.reason`. Nothing else; `.hours` raises `Absence`.
No `__bool__`, both `match()` arms required and keyword-only, for the reason
price.py's `_Outcome` gives: `if gate:` must not look like a guard while
being none.
"""
def match(self, *, permitted, blocked):
return {"permitted": permitted, "blocked": blocked}[self.kind](self)
@staticmethod
def permit(action, hours):
return _Permitted(action, hours)
@staticmethod
def block(reason):
if not reason or not isinstance(reason, str):
raise ValueError(
"Gate.block() takes a reason a human can act on. §6 requires "
"every decision to explain itself, and 'the maintenance cycle "
"did not start' with no reason is indistinguishable from a bug.")
return _Blocked(reason)
class _Permitted(Gate):
kind = "permitted"
def __init__(self, action, hours):
if not isinstance(action, Irreversible):
raise TypeError(f"action must be an Irreversible, not {action!r}")
pts = tuple(hours)
if not pts:
raise ValueError(
"a permission granted over ZERO checked hours is a permission "
"granted on no evidence - the shape this whole file exists to "
"refuse. Block instead.")
if any(p.provisional for p in pts):
raise ValueError(
"a permitted gate cannot carry a provisional hour: §8.3 is the "
"one rule this type has.")
self.action = action
self.hours = pts
self.words = (f"{action.name} permitted on {len(pts)} firm hours "
f"({pts[0].start.isoformat()} ..)")
class _Blocked(Gate):
kind = "blocked"
def __init__(self, reason):
self.reason = reason
self.words = f"blocked - {reason}"
def committed_hours(now: datetime, action: Irreversible) -> tuple:
"""The whole hours `action` started at `now` would run through.
Split out because the gate and its caller must agree on what "the hours it
commits" means, and because a window that quietly excluded the last hour
would be a gate that permits an action on an hour it never looked at.
"""
if not isinstance(action, Irreversible):
raise TypeError(f"action must be an Irreversible, not {action!r}")
if now.tzinfo is None or now.utcoffset() is None:
raise ValueError("now must be tz-aware")
out = []
u = _utc_hour(now)
end = now.astimezone(timezone.utc) + timedelta(hours=action.commits_h)
while u < end:
out.append(u)
u += timedelta(hours=1)
return tuple(out)
def price_permits(read: PriceRead, now: datetime,
action: Irreversible) -> Gate:
"""§8.3's rule, as a value: may this irreversible action rest on this price?
Blocks when the read observed nothing (§11.4 - an action justified by a
price nobody has is an action justified by nothing), when any hour it
commits has no price at all, and when any of those hours is provisional.
Names the offending hour, so an operator reading the log knows which one.
"""
hours = committed_hours(now, action)
return read.match(
series=lambda r: _walk(r, hours, action),
no_data=lambda r: Gate.block(
f"{action.name} is gated on a price and there is no price data: "
f"{r.reason}. §11.4 - and a missing price is not a cheap one"))
def _walk(series, hours, action) -> Gate:
pts = []
for u in hours:
if not series.covers(u):
return Gate.block(
f"{action.name} commits {action.commits_h:g} h from "
f"{hours[0].isoformat()} and no price covers "
f"{u.isoformat()}. An hour outside the series is an hour with "
f"no price (§11.4 for that hour), not a free one")
p = series.at(u)
if p.provisional:
return Gate.block(
f"{action.name} commits {action.commits_h:g} h from "
f"{hours[0].isoformat()} and {u.isoformat()} is PROVISIONAL - "
f"carried from yesterday's profile or standing in for a dead "
f"feed. §8.3: no irreversible action may be taken on a "
f"provisional price. It becomes available when the day-ahead "
f"print lands (~14-16 h CET, §5.4)")
pts.append(p)
return Gate.permit(action, pts)
def begin_phase(maint, now: datetime, read: PriceRead,
action: Irreversible) -> Gate:
"""Start a maintenance phase BECAUSE OF A PRICE, or refuse and say why.
The AC2 example made real: `maint.force_start(now)` - the call that moves
the phase machine out of `idle` and commits the pack to hours of forced
discharge - happens on the permitting arm and cannot happen on the other
one, because the blocking arm has no code path to it.
⚠️ READ THE MODULE DOCSTRING'S LAST WARNING BEFORE WIRING THIS IN. This is
the price-justified entry point, not the calendar one; a site with no price
provider must keep starting its monthly cycle the way it does today, or
§12's opening sentence comes true - a cycle that silently never fires.
"""
gate = price_permits(read, now, action)
return gate.match(permitted=lambda g: _go(maint, now, g),
blocked=lambda g: _no(g))
def _go(maint, now, gate) -> Gate:
maint.force_start(now)
_LOG.info("%s: %s", gate.action.name, gate.words)
return gate
def _no(gate) -> Gate:
_LOG.warning("irreversible action refused - %s", gate.reason)
return gate
+192 -38
View File
@@ -77,25 +77,49 @@ price.py borrowed from `sim/riglock.py`. An optimiser cannot compute a trade
from a refusal, because it cannot get the inputs out of one.
And the verdict is only obtainable from `TariffPlan.arbitrage(...)`, which takes
`peak_guard_active` as a REQUIRED KEYWORD ARGUMENT. §9.1 and §10.1 put peak
`peak_guard_active`, `min_spread_eur_kwh` and `uncertainty` as REQUIRED KEYWORD
ARGUMENTS, none of them defaulted. §9.1 and §10.1 put peak
shaving (priority 2) above price arbitrage (priority 3) - the capacity tariff is
a network cost charged whatever the energy product is - and the way that
ordering is made to survive OPT-04 landing is that OPT-04 cannot obtain a spread
without first stating whether the peak guard is holding. It is not free to
forget the question; the call does not compile without an answer.
⚠️ FOUR REFUSALS, IN THIS ORDER, EACH DERIVED FROM SOMETHING MEASURED:
⚠️ FIVE REFUSALS, IN THIS ORDER, EACH DERIVED FROM SOMETHING MEASURED:
1. the peak guard is active §10.1: priority 2 outranks priority 3
2. no price data at all §11.4, and no static_profile to fall to
3. the plan is provisional §11.4 fallback / §8.3 unknown hours
4. the series is FLAT max - min == 0, so there is nothing to
arbitrage. THIS is AC2: a fully-fixed
tariff disables arbitrage by ARITHMETIC,
not by a special case keyed on
`PriceProduct.FIXED`. A dynamic feed
3. fewer than TWO FIRM HOURS §8.3. FCST-03 rewrote this one: it used
to be "any point in the series is
provisional", which would have switched
arbitrage off every morning on every
dynamic site once carry-forward filling
landed (a series is part-firm and
part-carried until the 14-16 h CET
publication). What §8.3 forbids is
acting ON a provisional price, so the
provisional hours are DROPPED and
everything below is computed over the
firm ones. A wholly provisional series -
the §11.4 fallback - still has no firm
pair and is still refused.
4. the FIRM series is FLAT max - min == 0, so there is nothing to
arbitrage. THIS is TARIFF-03's AC2: a
fully-fixed tariff disables arbitrage by
ARITHMETIC, not by a special case keyed
on `PriceProduct.FIXED`. A dynamic feed
that happens to print one price all day
gets refused for the same true reason.
5. the spread does not clear the §8.3/§9.2/§11.4, new in FCST-03. The
WIDENED threshold caller states its round-trip cost
threshold; this widens it by the widest
active uncertainty source - a real-time
/ imbalance PRODUCT (derived from the
declared `PriceProduct`, never from a
plugin id) or the caller's own
`NO_WEATHER`. See price.py's
`required_spread()`; the combination
rule is `max`, not a product.
Nothing here decides a trade. The spread is handed over; OPT-04 owns
`cycle_cost_threshold_eur` (§10.1/§14) and what to do about it. ⚠️ Worth knowing
@@ -182,7 +206,8 @@ from datetime import datetime, timedelta, timezone
from .price import (
MAX_PLAUSIBLE_EUR_KWH, Absence, PricePoint, PriceProduct, PriceRead,
_Outcome, brussels, load_prices, price_option,
Uncertainty, _Outcome, brussels, load_prices, price_option,
required_spread, uncertainty_of, widen_factor,
)
_LOG = logging.getLogger("goodwe.tariff.static")
@@ -619,8 +644,9 @@ class Arbitrage(_Outcome):
return {"allowed": allowed, "refused": refused}[self.kind](self)
@staticmethod
def allow(spread, cheapest, dearest, regime, product):
return _Allowed(spread, cheapest, dearest, regime, product)
def allow(spread, cheapest, dearest, regime, product, required, sources):
return _Allowed(spread, cheapest, dearest, regime, product, required,
sources)
@staticmethod
def refuse(reason):
@@ -632,17 +658,43 @@ class Arbitrage(_Outcome):
return _Refused(reason)
# ⚠️ FIRM BY CONSTRUCTION, ASSERTED RATHER THAN TRUSTED (FCST-03). §8.3 forbids
# an irreversible action on a provisional price, and the two points on the
# permitting variant ARE the action: they are the hours a strategy buys and
# sells in. A provisional point reaching this far is a defect in the refusal
# ladder above, and it fails loudly at the moment of construction rather than
# quietly at the meter a day later.
def _firm_or_die(cheapest, dearest):
for role, pt in (("cheapest", cheapest), ("dearest", dearest)):
if getattr(pt, "provisional", True):
raise ValueError(
f"the {role} hour handed to an arbitrage strategy is "
f"PROVISIONAL ({getattr(pt, 'start', '?')}). §8.3: no "
f"irreversible action may be taken on a provisional price - "
f"an ALLOWED verdict cannot be built out of one.")
class _Allowed(Arbitrage):
kind = "allowed"
def __init__(self, spread, cheapest, dearest, regime, product):
def __init__(self, spread, cheapest, dearest, regime, product, required,
sources):
_firm_or_die(cheapest, dearest)
self.spread_eur_kwh = spread
self.cheapest = cheapest # the PricePoint at the low end
self.dearest = dearest # the PricePoint at the high end
self.regime = regime # §8.3 "wide" | "normal"
self.product = product
# FCST-03. The threshold this spread actually cleared, and why it was
# the size it was. An optimiser that wants to know how much margin it
# has does not get to re-derive it from a product enum.
self.required_spread_eur_kwh = required
self.uncertainty = frozenset(sources)
self.words = (f"spread {spread:.4f} EUR/kWh over "
f"{product.value} ({regime} thresholds)")
f"{product.value} ({regime} thresholds, cleared "
f"{required:.4f} EUR/kWh)")
class _Refused(Arbitrage):
@@ -724,36 +776,100 @@ class TariffPlan:
no_data=lambda r: _absent(r.reason))
# -- the two things a consumer is allowed to act on ----------------------
def firm_points(self) -> tuple:
"""The points that carry a PUBLISHED price for their own hour (§8.3).
The complement of the carried-forward fill FCST-03 adds. Empty on a
§11.4 fallback plan and on a `no_data` read - and empty is honest here,
because it is a count of observations, not a value invented in place of
one. Never used to answer "what does this hour cost"; only to answer
"may something irreversible rest on it".
"""
return self.read.match(
series=lambda r: tuple(p for p in r.points if not p.provisional),
no_data=lambda _r: ())
def cheap_now(self, instant: datetime) -> bool:
"""Is now a cheap window? STRICTLY below the mean - see the docstring.
False on a provisional plan: §8.3 forbids an irreversible action on a
provisional price, and a grid top-up of a battery is about as
irreversible as this add-on gets. False when there is no price at all,
which is the §11.4 row and also main.py's long-standing "fixed-tariff
site: never force a paid grid top-up, wait for sun".
⚠️ FALSE ON A PROVISIONAL HOUR, AND IT IS THIS HOUR THAT DECIDES
(FCST-03). §8.3 forbids an irreversible action on a provisional price
and a paid grid top-up of a battery is about as irreversible as this
add-on gets - but the price that would be paid is THIS hour's, so a
firm hour does not stop being cheap because tomorrow's hours have not
been published yet. Before FCST-03 the whole plan had to be firm, which
was the same answer for the only two series that existed then (all firm,
or all provisional) and would have switched the cheap window off every
morning once carry-forward filling landed.
The mean is taken over the FIRM hours for the same reason: yesterday's
carried values are not observations of what today costs, and a
comparison basis half-built out of them grades this hour against a
number nobody published. On an all-firm series - every series that
existed before FCST-03 - it is the same mean to the last digit.
False when there is no price at all, which is the §11.4 row and also
main.py's long-standing "fixed-tariff site: never force a paid grid
top-up, wait for sun".
"""
if not self.has_prices or self.provisional:
firm = self.firm_points()
if not firm:
return False
try:
return self.price_at(instant) < self.mean_eur_kwh()
here = self.read.match(series=lambda r: r.at(instant),
no_data=lambda r: _absent(r.reason))
except Absence:
# An instant outside the series is an hour with no price (§11.4 for
# that hour), not a cheap one.
return False
if here.provisional:
return False
return here.eur_per_kwh < (sum(p.eur_per_kwh for p in firm) / len(firm))
def arbitrage(self, *, peak_guard_active: bool) -> Arbitrage:
def arbitrage(self, *, peak_guard_active: bool, min_spread_eur_kwh,
uncertainty) -> Arbitrage:
"""May OPT-04 trade, and on what numbers. See the module docstring.
⚠️ `peak_guard_active` IS REQUIRED AND KEYWORD-ONLY. §9.1/§10.1 put peak
shaving above arbitrage, and this is how that ordering survives a
strategy that has not been written yet: the spread is not obtainable
without answering the question.
⚠️ ALL THREE ARGUMENTS ARE REQUIRED AND KEYWORD-ONLY, for one reason
each, and none of them has a default:
`peak_guard_active` §9.1/§10.1 put peak shaving above arbitrage,
and this is how that ordering survives a
strategy that has not been written yet: the
spread is not obtainable without answering the
question.
`min_spread_eur_kwh` the caller's own round-trip cost threshold
(§10.1's `cycle_cost_threshold_eur`). A verdict
that says "allowed" without being told what
would make a cycle worth doing is a verdict
about arithmetic, not about money. Pass 0.0 to
mean "any positive spread", explicitly.
`uncertainty` the §11.4 doubts the CALLER can see and this
object cannot - today that is
`Uncertainty.NO_WEATHER`. Defaulting it to the
empty set would be this module asserting the
weather forecast is healthy, which is a fact it
has no way to observe. The product's own
real-time uncertainty (§9.2 row 2) is derived
here and unioned in, so AC3 cannot be forgotten
by a caller who passes an empty set.
"""
if not isinstance(peak_guard_active, bool):
raise TypeError(
f"peak_guard_active must be a bool, not {peak_guard_active!r}. "
f"A truthy 'unknown' is how §10.1's priority 2 gets skipped.")
if isinstance(min_spread_eur_kwh, bool) or not isinstance(min_spread_eur_kwh, (int, float)) or not math.isfinite(min_spread_eur_kwh) or min_spread_eur_kwh < 0:
raise TypeError(
f"min_spread_eur_kwh must be a finite, non-negative number of "
f"EUR/kWh, not {min_spread_eur_kwh!r}. A negative threshold is "
f"one every spread clears.")
caller_sources = frozenset(uncertainty)
if any(not isinstance(u, Uncertainty) for u in caller_sources):
raise TypeError(
f"uncertainty must be Uncertainty members, not "
f"{sorted(map(repr, caller_sources))} - a string widens by "
f"nothing while reporting that it widened.")
if peak_guard_active:
return Arbitrage.refuse(
"the capacity-tariff peak guard is holding, and §10.1 puts peak "
@@ -765,26 +881,64 @@ class TariffPlan:
f"§11.4: {self.read.reason}. No series exists, so no spread "
f"exists; self-consumption, peak shaving and reserve management "
f"(§10.1 priorities 1, 2 and 4) are unaffected")
if self.provisional:
# ⚠️ REFUSAL 3, REWRITTEN BY FCST-03 FROM "ANY POINT IS PROVISIONAL" TO
# "THE FIRM POINTS ARE NOT ENOUGH TO TRADE ON", and the difference is
# the whole ticket. §8.3 fills the hours a day-ahead feed has not
# published yet with yesterday's profile and flags them - so from
# midnight until the 14-16 h CET publication, a normal healthy site has
# a series that is PART firm and PART carried. Refusing on "any point
# provisional" would switch arbitrage off every morning of every day on
# every dynamic site, which is not what §8.3 says and is a behaviour
# nothing would ever report. What §8.3 forbids is acting ON a
# provisional price - so the provisional hours are DROPPED from the
# trade set and everything below is computed over the firm ones only.
# A fully provisional series (the §11.4 fallback, or a pre-publication
# day with no fetch at all) has no firm pair left and is refused, which
# is the previous behaviour arrived at by a truer route.
pts = self.read.points
firm = tuple(p for p in pts if not p.provisional)
if len(firm) < 2:
return Arbitrage.refuse(
f"§11.4: the plan is provisional (origin {self.origin!r}), and "
f"§8.3 forbids an irreversible action on a provisional price. "
f"Load shifting and peak shaving continue")
spread = self.spread_eur_kwh()
f"§8.3: only {len(firm)} of {len(pts)} hours carry a published "
f"price - the rest are provisional (origin {self.origin!r}), "
f"and no irreversible action may be taken on a provisional "
f"price. A buy hour and a sell hour must BOTH be firm before a "
f"cycle can be committed. Load shifting, self-consumption and "
f"peak shaving continue")
spread = round(max(p.eur_per_kwh for p in firm)
- min(p.eur_per_kwh for p in firm), 6)
if spread == 0.0:
return Arbitrage.refuse(
f"the tariff is flat - every one of the "
f"{len(self.read.points)} hours costs "
f"{self.read.points[0].eur_per_kwh:.4f} EUR/kWh, so buying low "
f"and selling high is arithmetically impossible. §9.2: a fully "
f"the tariff is flat - every one of the {len(firm)} firm hours "
f"costs {firm[0].eur_per_kwh:.4f} EUR/kWh, so buying low and "
f"selling high is arithmetically impossible. §9.2: a fully "
f"fixed product is self-consumption only")
pts = self.read.points
# REFUSAL 5, NEW IN FCST-03 (AC3). One widening path, driven by the set
# of active uncertainty sources: the product's own (§9.2 row 2, derived
# from the DECLARED product and never from a plugin id) unioned with
# whatever the caller can see (§11.4's no-weather row).
sources = uncertainty_of(self.read.product) | caller_sources
need = required_spread(min_spread_eur_kwh, sources)
if spread < need:
return Arbitrage.refuse(
f"the firm spread is {spread:.4f} EUR/kWh and this cycle needs "
f"{need:.4f} - {min_spread_eur_kwh:.4f} widened by "
f"{widen_factor(sources):.2f}x because "
f"{', '.join(sorted(u.value for u in sources)) or 'nothing'} "
f"is uncertain (§8.3, §9.2, §11.4). A cycle whose spread does "
f"not cover its own round-trip cost costs money and pack life")
return Arbitrage.allow(
spread=spread,
cheapest=min(pts, key=lambda p: p.eur_per_kwh),
dearest=max(pts, key=lambda p: p.eur_per_kwh),
cheapest=min(firm, key=lambda p: p.eur_per_kwh),
dearest=max(firm, key=lambda p: p.eur_per_kwh),
regime=self.read.regime,
product=self.read.product)
product=self.read.product,
required=need,
sources=sources)
@property
def words(self) -> str:
+889
View File
@@ -0,0 +1,889 @@
"""Runnable check for FCST-03 - provisional prices. `python3 test_price_forecast.py`
WHAT THIS FILE IS DEFENDING, in the order the ticket's acceptance criteria name
it:
AC1 Every price point carries a `provisional` flag MATCHING ITS TRUE
PROVENANCE - a point filled from yesterday's profile is provisional even
when the number happens to be right, a point the feed published keeps
whatever flag the feed gave it, and an unmarked carry-forward is not
constructible rather than merely discouraged.
AC2 An irreversible action gated on a provisional price is REJECTED, with the
spec's own example - a maintenance-phase transition - actually refused:
the phase machine is still in `idle` afterwards.
AC3 Real-time / imbalance prices get MEASURABLY WIDER thresholds. Measured,
by finding the smallest spread each regime will accept and comparing the
two numbers - not by reading a constant back out of the module that
defines it.
THREE RULES THIS FILE HOLDS ITSELF TO, because the reviewer will:
* EVERY VERDICT IS DERIVED. The carried/published split is re-derived here
from the set of hours the fixture published, by different arithmetic than
app/price_forecast.py uses; the DST day lengths come from the offset
difference rather than from a 23 or a 25 typed into a check; the widening
factor is MEASURED by bisecting the accept/refuse boundary and then
compared with the declared one.
* NO STIMULUS IS EVALUATED WHERE THE QUANTITY IT GRADES IS DEGENERATE, and
this ticket is full of that trap:
- YESTERDAY AND TODAY MUST PRICE EVERY HOUR DIFFERENTLY, or a fill that
carried the wrong day forward is invisible. Asserted first, as a check.
- THE PROVISIONAL HOURS MUST CONTAIN THE CHEAPEST HOUR, or "arbitrage
ignores provisional hours" grades nothing: the firm-only spread and the
whole-series spread would be the same number. Asserted before it is
used, and it is the realistic shape of the danger - yesterday's cheap
hour luring a charge that today's prices do not justify.
- THE TWO WIDENING FACTORS MUST DIFFER, or `max`, `sum` and `product` are
indistinguishable combination rules. Asserted, then all three are
computed and only one matches what the code does.
- THE LOCAL-HOUR FILL AND A NAIVE `t - 24 h` FILL MUST DISAGREE on the
transition days, or the DST check passes for both implementations.
Asserted, then the correct one is graded.
- PRICES ARE WRITTEN TO SIX DECIMALS with distinct 3-, 4- and 6-dp
roundings, so an implementation that rounds differently is visible.
(TARIFF-03's fixtures were 3-dp, where those three are one number.)
* A FAILED READ IS NOT AN OBSERVATION. A missing price is not a zero price
and a stale one is not a fresh one: the gate blocks on `no_data`, blocks on
an hour the series does not cover, and blocks on a provisional hour - three
different reasons, none of them an answer.
"""
import ast
import inspect
import os
import sys
from datetime import datetime, timedelta, timezone
from app import price as _price
from app import price_forecast as _fc
from app import static_tariff as _st
from app.maintenance import (
CHARGE_TIMEOUT_MIN, DRAIN_TIMEOUT_MIN, DRAIN, IDLE, MaintConfig, Maintenance,
)
from app.price import (
Absence, PricePoint, PriceProduct, PriceRead, PROVIDERS, Uncertainty,
WIDEN_FACTOR, brussels, brussels_offset, plan_is_provisional,
required_spread, uncertainty_of, widen_factor,
)
from app.price_forecast import (
MAINTENANCE_CHARGE, MAINTENANCE_DRAIN, Gate, Irreversible, committed_hours,
fill_from_yesterday, price_permits, begin_phase,
)
from app.static_tariff import Arbitrage, TariffPlan
UTC = timezone.utc
HERE = os.path.dirname(os.path.abspath(__file__))
fails = []
def check(name, cond):
print(f" {'ok ' if cond else 'FAIL'} {name}")
if not cond:
fails.append(name)
def raises(fn, exc):
"""True only if fn() raises EXACTLY `exc`. A different exception is False -
'it was refused' and 'it broke on the way to being refused' must not grade
the same."""
try:
fn()
except exc:
return True
except Exception:
return False
return False
class _Raised:
def __init__(self, e):
self.e = e
def __eq__(self, other):
return False
def __hash__(self):
return id(self)
def __bool__(self):
return False
def __repr__(self):
return f"<raised {type(self.e).__name__}: {self.e}>"
def derived(fn):
"""A value a check grades. An exception becomes `_Raised`, which equals
nothing and is falsy - NOT a default."""
try:
return fn()
except Exception as e: # noqa: BLE001
return _Raised(e)
def near(a, b, tol=1e-9):
try:
return abs(float(a) - float(b)) <= tol
except (TypeError, ValueError):
return False
# --------------------------------------------------------------------------- #
# Fixtures.
#
# ⚠️ SIX-DECIMAL PRICES, DELIBERATELY. TARIFF-03's fixtures were 0.3410 /
# 0.2570, where rounding to 3, 4 and 6 decimals gives the same number - so an
# implementation that rounded differently from the one being graded survived
# every check. These are chosen so those three roundings differ.
# --------------------------------------------------------------------------- #
def y_price(h):
"""Yesterday's all-in EUR/kWh for local hour h."""
return round(0.123437 + 0.010700 * h, 6)
def t_price(h):
"""Today's PUBLISHED all-in EUR/kWh for local hour h. Different from
yesterday's at every hour, on purpose - see the degeneracy note above."""
return round(0.206562 + 0.009300 * h, 6)
def local_midnight(y, m, d) -> datetime:
"""The UTC instant of Brussels local midnight on that date, derived from
`brussels_offset` rather than from a table of dates."""
naive = datetime(y, m, d, 0, 0)
for hours in (1, 2):
guess = naive.replace(tzinfo=UTC) - timedelta(hours=hours)
if brussels_offset(guess).utcoffset(None) == timedelta(hours=hours):
return guess
raise AssertionError(f"no consistent Brussels offset for {naive}")
def hours_between(a, b):
out, u = [], a
while u < b:
out.append(u)
u += timedelta(hours=1)
return out
def series_of(instants, price_of, product, provider, *, provisional):
return PriceRead.series(
[PricePoint(start=brussels(u), eur_per_kwh=price_of(u),
provisional=provisional) for u in instants],
product, provider, instants[0])
# A plain winter day: local 2026-01-15, 24 hours, no transition in sight.
D0 = local_midnight(2026, 1, 15)
D1 = local_midnight(2026, 1, 16)
YEST0 = local_midnight(2026, 1, 14)
DAY = hours_between(D0, D1)
YDAY = hours_between(YEST0, D0)
YESTERDAY = series_of(YDAY, lambda u: y_price(brussels(u).hour),
PriceProduct.DAY_AHEAD, "generic_dayahead",
provisional=False)
# The feed has published the first 12 hours of today and nothing after - the
# ordinary state of a dynamic site before the 14-16 h CET print (§5.4).
PUBLISHED_N = 12
TODAY_PART = series_of(DAY[:PUBLISHED_N], lambda u: t_price(brussels(u).hour),
PriceProduct.DAY_AHEAD, "generic_dayahead",
provisional=False)
print()
print("0. the fixtures are not degenerate (checked before anything is graded)")
check("yesterday and today price EVERY shared hour differently, so a fill that "
"carried the wrong day forward would be visible in the value and not "
"only in the flag",
all(y_price(h) != t_price(h) for h in range(24)))
_roundings = derived(lambda: {round(y_price(3), n) for n in (3, 4, 6)})
check(f"...and a fixture price rounds to three DIFFERENT numbers at 3, 4 and 6 "
f"decimals {sorted(_roundings)}, so a divergent rounding cannot hide",
len(_roundings) == 3)
check("...and both widening factors differ, so max / sum / product are three "
"distinguishable answers",
len(set(WIDEN_FACTOR.values())) == len(WIDEN_FACTOR) >= 2)
# --------------------------------------------------------------------------- #
print()
print("1. AC1 - the flag matches PROVENANCE, and an unmarked fill is not "
"constructible")
FILLED = fill_from_yesterday(TODAY_PART, yesterday=YESTERDAY,
since=D0, until=D1, stamp=D0)
_pub_starts = {u for u in DAY[:PUBLISHED_N]}
_expected_prov = {u: (u not in _pub_starts) for u in DAY}
_got_prov = derived(lambda: {p.start.astimezone(UTC): p.provisional
for p in FILLED.points})
check(f"the filled series covers every hour of the day "
f"{len(FILLED.points) if FILLED.kind == 'series' else FILLED}",
FILLED.kind == "series" and len(FILLED.points) == len(DAY))
check("...and EVERY point's flag equals what its provenance says it should be, "
"re-derived here from the set of hours the fixture published",
_got_prov == _expected_prov)
_carried = derived(lambda: [p for p in FILLED.points if p.provisional])
check(f"...which is {len(DAY) - PUBLISHED_N} carried hours and {PUBLISHED_N} "
f"published ones, counted rather than asserted",
len(_carried) == len(DAY) - PUBLISHED_N)
check("...and the carried hours carry YESTERDAY's number for the same wall "
"clock hour, not today's and not a neighbour's",
all(near(p.eur_per_kwh, y_price(brussels(p.start).hour))
for p in _carried))
check("...while the published hours carry TODAY's, so the two halves are not "
"the same data wearing two flags",
all(near(p.eur_per_kwh, t_price(brussels(p.start).hour))
for p in FILLED.points if not p.provisional))
# ⚠️ THE COPY IS THE DEFECT. A published point that survives as a COPY is one
# whose flag could have been rewritten on the way through; identity is the only
# property that rules that out for every field at once.
check("a published point is passed through BY IDENTITY - the object the "
"provider produced is the object in the filled series",
all(any(p is q for q in TODAY_PART.points)
for p in FILLED.points if not p.provisional))
check("...and the canonical §9.3 dict carries the flag out to the wire for "
"both kinds",
FILLED.canonical()["prices"][0]["provisional"] is False
and FILLED.canonical()["prices"][-1]["provisional"] is True)
check("...and plan_is_provisional() sees the series as provisional overall, "
"because at least one hour is",
plan_is_provisional(FILLED) is True)
# The audit is a post-condition that RAISES. Feed it the exact defect.
_stale_copy = PricePoint(start=FILLED.points[-1].start,
eur_per_kwh=FILLED.points[-1].eur_per_kwh,
provisional=False) # the copy-the-flag bug
check("the provenance audit REFUSES a carried hour flagged non-provisional - "
"the 'stale but plausible' point, which is SAFETY-18's frozen-but-fresh "
"meter one layer up",
raises(lambda: _fc._audit([_stale_copy], {}), ValueError))
check("...and refuses a published hour that arrived as a COPY rather than as "
"the published object, which is where a flag gets lost",
raises(lambda: _fc._audit(
[PricePoint(start=TODAY_PART.points[0].start,
eur_per_kwh=TODAY_PART.points[0].eur_per_kwh,
provisional=TODAY_PART.points[0].provisional)],
{D0: TODAY_PART.points[0]}), ValueError))
check("...and never repairs a flag: the audit's only outcomes are silence and "
"an exception, so a series it passed was already correct",
_fc._audit(list(FILLED.points), {u: TODAY_PART.points[i]
for i, u in enumerate(DAY[:PUBLISHED_N])})
is None)
# ⚠️ A PUBLISHED POINT MAY BE PROVISIONAL. eneco_eddy's current-quarter print
# is settled after the fact and says so (§9.2). "Published" is not "firm".
_eddy = series_of(DAY[:2], lambda u: t_price(brussels(u).hour),
PriceProduct.REALTIME, "eneco_eddy", provisional=True)
_eddy_filled = derived(lambda: fill_from_yesterday(
_eddy, yesterday=YESTERDAY, since=D0, until=D1, stamp=D0))
check("a PUBLISHED point that the feed itself flagged provisional keeps that "
"flag - the audit checks provenance, and does not force published hours "
"to False",
_eddy_filled.kind == "series"
and all(p.provisional for p in _eddy_filled.points[:2])
and _eddy_filled.points[0] is _eddy.points[0])
# The structural half: the constructor has nothing to pass, and the file is
# scanned so the pass-through idiom cannot come back looking ordinary.
check("_carried() has NO `provisional` parameter, so a caller has nothing to "
"forget, default, or copy from the point being carried",
"provisional" not in inspect.signature(_fc._carried).parameters)
_SRC = derived(lambda: open(os.path.join(HERE, "app", "price_forecast.py"),
encoding="utf-8").read())
def _nonliteral_provisional(src):
"""Every `PricePoint(...)` in the module whose `provisional` is not a
literal. AST, not a substring: the module docstring quotes the defect it
exists to prevent, and a text scan would match its own documentation."""
out = []
for node in ast.walk(ast.parse(src)):
if isinstance(node, ast.Call) and \
getattr(node.func, "id", None) == "PricePoint":
kw = {k.arg: k.value for k in node.keywords}
v = kw.get("provisional")
if not isinstance(v, ast.Constant):
out.append(ast.dump(node)[:80])
return out
_leaks = derived(lambda: _nonliteral_provisional(_SRC))
check(f"no PricePoint built in app/price_forecast.py takes its `provisional` "
f"from an expression - it is a literal at every construction site, so "
f"`provisional=y.provisional` cannot reappear in a later edit {_leaks}",
_leaks == [])
# The scan must be able to fail, or it grades nothing.
check("...and that scan FAILS on the defect it names, so it is a check and not "
"a decoration",
_nonliteral_provisional(
"PricePoint(start=t, eur_per_kwh=v, provisional=y.provisional)") != [])
# --------------------------------------------------------------------------- #
print()
print("2. the fill keys on the WALL CLOCK, so the 23- and 25-hour days are right")
for label, (y, m, d) in (("spring forward (23 h)", (2026, 3, 29)),
("fall back (25 h)", (2026, 10, 25))):
a = local_midnight(y, m, d)
b = local_midnight(y, m, d + 1)
yb = local_midnight(y, m, d - 1)
yesterday = series_of(hours_between(yb, a),
lambda u: y_price(brussels(u).hour),
PriceProduct.DAY_AHEAD, "generic_dayahead",
provisional=False)
# Nothing published at all yet: the whole day is carried forward.
nothing = PriceRead.no_data("the day-ahead print has not landed yet")
got = derived(lambda: fill_from_yesterday(nothing, yesterday=yesterday,
since=a, until=b, stamp=a))
# ⚠️ DERIVED FROM THE OFFSETS, not from a 23 or a 25 typed here.
off_a = brussels_offset(a).utcoffset(None).total_seconds() / 3600
off_b = brussels_offset(b - timedelta(seconds=1)).utcoffset(None) \
.total_seconds() / 3600
expect = int(24 - (off_b - off_a))
check(f"{label}: the day is {expect} hours long, derived from the offset "
f"change {off_a:+.0f} -> {off_b:+.0f}, and the fill emits exactly "
f"that many",
got.kind == "series" and len(got.points) == expect)
check(f"{label}: every hour of it is flagged provisional - nothing was "
f"published",
got.kind == "series" and all(p.provisional for p in got.points))
# The discriminating part: a naive `t - 24 h` fill would give a DIFFERENT
# answer here, so this check separates the two implementations.
y_by_utc = {u: y_price(brussels(u).hour) for u in hours_between(yb, a)}
naive = [y_by_utc.get(u - timedelta(hours=24)) for u in hours_between(a, b)]
wall = [y_price(brussels(u).hour) for u in hours_between(a, b)]
check(f"{label}: the wall-clock fill and a naive t-24h fill DISAGREE, so "
f"the check below can tell them apart",
naive != wall)
check(f"{label}: ...and the emitted values are the WALL-CLOCK ones",
got.kind == "series"
and [round(p.eur_per_kwh, 6) for p in got.points] == wall)
# The 25-hour day's two 02:00 hours are two distinct instants, both filled.
_oct = local_midnight(2026, 10, 25)
_oct_end = local_midnight(2026, 10, 26)
_oct_fill = fill_from_yesterday(
PriceRead.no_data("nothing yet"),
yesterday=series_of(hours_between(local_midnight(2026, 10, 24), _oct),
lambda u: y_price(brussels(u).hour),
PriceProduct.DAY_AHEAD, "generic_dayahead",
provisional=False),
since=_oct, until=_oct_end, stamp=_oct)
_twos = [p for p in _oct_fill.points if brussels(p.start).hour == 2]
check("the 25-hour day has TWO local 02:00 points, at different offsets, and "
"both are filled and both are flagged - a 24-slot implementation would "
"collide them into one",
len(_twos) == 2
and _twos[0].start.utcoffset() != _twos[1].start.utcoffset()
and all(p.provisional for p in _twos))
# --------------------------------------------------------------------------- #
print()
print("3. §5.4 - a late publication REPLACES a carried hour and re-flags it")
_late = fill_from_yesterday(
series_of(DAY, lambda u: t_price(brussels(u).hour),
PriceProduct.DAY_AHEAD, "generic_dayahead", provisional=False),
yesterday=YESTERDAY, since=D0, until=D1, stamp=D1)
_h20 = DAY[20]
_before = derived(lambda: FILLED.at(_h20))
_after = derived(lambda: _late.at(_h20))
check("before the print, hour 20 is provisional and carries YESTERDAY's number",
_before.provisional is True and near(_before.eur_per_kwh, y_price(20)))
check("...after it, the same hour is FIRM and carries today's - the flag and "
"the number move together, because the series is rebuilt and not patched",
_after.provisional is False and near(_after.eur_per_kwh, t_price(20)))
check("...and the two numbers actually differ, so 'it was replaced' is a "
"measurement and not a restatement",
not near(_before.eur_per_kwh, _after.eur_per_kwh))
check("...and re-running the fill over an already-complete series changes "
"nothing: it is idempotent",
[p.canonical() for p in fill_from_yesterday(
_late, yesterday=YESTERDAY, since=D0, until=D1, stamp=D1).points]
== [p.canonical() for p in _late.points])
# Nothing to fill from, and nothing published: no_data, never an empty series.
_nothing = derived(lambda: fill_from_yesterday(
PriceRead.no_data("the feed timed out"),
yesterday=PriceRead.no_data("and there is no yesterday either"),
since=D0, until=D1, stamp=D0))
check("with neither a published hour nor a yesterday, the result is no_data - "
"not an empty series, and not a series of zeros",
_nothing.kind == "no_data")
check("...so it has no .points to iterate and no .get() to default out of",
raises(lambda: _nothing.points, Absence)
and raises(lambda: _nothing.get("points", []), Absence))
check("...and its reason names §11.4 for an operator",
"§11.4" in _nothing.reason)
check("a naive `since` is refused rather than silently interpreted as UTC",
raises(lambda: fill_from_yesterday(TODAY_PART, yesterday=YESTERDAY,
since=datetime(2026, 1, 15),
until=D1, stamp=D0), ValueError))
check("...and `yesterday` has no default, so a fill with nothing to fill from "
"cannot be written by accident",
raises(lambda: fill_from_yesterday(TODAY_PART, since=D0, until=D1,
stamp=D0), TypeError))
# --------------------------------------------------------------------------- #
print()
print("4. AC2 - an irreversible action is REJECTED on a provisional price")
class FakeStore:
"""Same surface as app/store.Store, no disk. Copied from test_maintenance."""
def __init__(self):
self.data = {"phase": IDLE, "phase_started": None,
"last_completed": None, "last_start_attempt": None}
def set(self, k, v):
self.data[k] = v
def set_time(self, k, when):
self.data[k] = when
def get_time(self, k):
return self.data.get(k)
def save(self):
pass
def maint():
return Maintenance(MaintConfig(enabled=True), FakeStore())
check("the drain's commitment window is DERIVED from the phase machine's own "
"timeout, so the gate and maintenance.py cannot drift apart",
near(MAINTENANCE_DRAIN.commits_h, DRAIN_TIMEOUT_MIN / 60.0)
and near(MAINTENANCE_CHARGE.commits_h, CHARGE_TIMEOUT_MIN / 60.0))
# The shipped `maintenance_start_hour` is 10:00 local, so a drain started on
# schedule runs into the evening - hours a morning-only day-ahead print has not
# covered. That is the ticket's scenario and it is where the window is placed.
START = D0 + timedelta(hours=MaintConfig().start_hour)
_hours = derived(lambda: committed_hours(START, MAINTENANCE_DRAIN))
check(f"...and it commits {len(_hours) if not isinstance(_hours, _Raised) else _hours} "
f"whole hours, one per hour of the timeout",
len(_hours) == int(DRAIN_TIMEOUT_MIN / 60))
check("an action that commits nothing is not an irreversible one and cannot be "
"declared", raises(lambda: Irreversible("X", 0), ValueError)
and raises(lambda: Irreversible("", 4), ValueError))
# The stimulus: the first hours are firm, the drain's window reaches into the
# carried ones. THIS is the ticket's scenario - a cycle started at 10:00 on
# prices that were published for the morning and guessed for the evening.
_m = maint()
_gate_bad = derived(lambda: begin_phase(_m, START, FILLED, MAINTENANCE_DRAIN))
_first_prov = derived(lambda: next(u for u in _hours if FILLED.at(u).provisional))
check("the drain's window really does reach past the published hours while "
"staying INSIDE the series, so the refusal below is about provenance and "
"not about a short series",
FILLED.covers(_hours[-1])
and any(not FILLED.at(u).provisional for u in _hours)
and any(FILLED.at(u).provisional for u in _hours))
check("a maintenance DRAIN whose window includes a carried-forward hour is "
"BLOCKED", _gate_bad.kind == "blocked")
check("...and the phase machine did not move: it is still idle, so the "
"rejection is of the ACTION and not merely of a verdict object",
_m.phase == IDLE)
check("...and the reason names §8.3, the offending hour, and when the real "
"price is expected",
"§8.3" in _gate_bad.reason
and _first_prov.isoformat() in _gate_bad.reason
and "14-16" in _gate_bad.reason)
# The positive arm, so the block above is discriminating rather than universal.
_firm_long = series_of(hours_between(START,
START + timedelta(hours=len(_hours) + 2)),
lambda u: t_price(brussels(u).hour % 24),
PriceProduct.DAY_AHEAD, "generic_dayahead",
provisional=False)
_m2 = maint()
_gate_ok = derived(lambda: begin_phase(_m2, START, _firm_long,
MAINTENANCE_DRAIN))
check("...while the SAME transition on a fully published series is PERMITTED, "
"and the phase machine actually moves to drain",
_gate_ok.kind == "permitted" and _m2.phase == DRAIN)
check("...and the permitting arm carries the evidence it checked - one firm "
"point per committed hour",
_gate_ok.kind == "permitted" and len(_gate_ok.hours) == len(_hours)
and not any(p.provisional for p in _gate_ok.hours))
# The other two ways a price can fail to be an observation.
_m3 = maint()
_gate_none = begin_phase(_m3, START, PriceRead.no_data("the feed timed out"),
MAINTENANCE_DRAIN)
check("no price data at all BLOCKS an irreversible action too - a missing "
"price is not a cheap one (§11.4)",
_gate_none.kind == "blocked" and "§11.4" in _gate_none.reason
and _m3.phase == IDLE)
_short = series_of(DAY[:4], lambda u: t_price(brussels(u).hour),
PriceProduct.DAY_AHEAD, "generic_dayahead",
provisional=False)
_gate_short = price_permits(_short, D0, MAINTENANCE_DRAIN)
check("...and so does an hour the series does not cover, which is §11.4 for "
"that hour rather than a reason to reach for a neighbour",
_gate_short.kind == "blocked" and "no price covers" in _gate_short.reason)
# The variant type itself, held to the same shape as PriceRead and Arbitrage.
check("a BLOCKED gate carries a reason and nothing else: .hours and .action "
"raise Absence rather than answering with an empty tuple",
raises(lambda: _gate_bad.hours, Absence)
and raises(lambda: _gate_bad.action, Absence))
check("...it is not iterable and has no .get(), the other two routes to an "
"empty, harmless-looking loop",
raises(lambda: list(_gate_bad), Absence)
and raises(lambda: _gate_bad.get("hours", []), Absence))
check("...match() demands BOTH arms, so the block cannot be fallen through",
raises(lambda: _gate_bad.match(permitted=lambda g: 1), TypeError))
check("...and there is no falsy variant, so `if gate:` cannot look like a "
"guard while being none",
bool(_gate_bad) is True and bool(_gate_ok) is True)
# A genuinely carried point - the flagged one, not the mis-flagged copy above.
_prov_pt = FILLED.points[-1]
check("the point the two constructor checks below are handed really is "
"provisional, or they would be grading nothing",
_prov_pt.provisional is True)
check("a permitted gate cannot be built over a provisional hour or over no "
"hours at all - §8.3 is the one rule this type has",
raises(lambda: Gate.permit(MAINTENANCE_DRAIN, [_prov_pt]), ValueError)
and raises(lambda: Gate.permit(MAINTENANCE_DRAIN, []), ValueError))
# TEST-14, PORTED. A default on any of these constructors reopens the exact
# hole `_NoData.reason` had - and static_tariff's `_Refused.reason` still has,
# because nothing scanned it. Scanned by SIGNATURE, so a default added later is
# red without anyone remembering to write a new case.
def _defaulted(fn):
try:
ps = list(inspect.signature(fn).parameters.values())
except (TypeError, ValueError) as e: # pragma: no cover
return _Raised(e)
return [q.name for q in ps
if q.name != "self" and q.default is not inspect.Parameter.empty]
_ctors = {"Gate.permit": Gate.permit, "Gate.block": Gate.block,
"Gate.match": Gate.match,
"_Permitted.__init__": _fc._Permitted.__init__,
"_Blocked.__init__": _fc._Blocked.__init__,
# ⚠️ static_tariff's outcome type is scanned HERE because nothing
# scanned it before: TEST-14 records `_Refused.reason` gaining a
# default as a mutation that survived every check in that file.
"Arbitrage.allow": Arbitrage.allow, "Arbitrage.refuse": Arbitrage.refuse,
"Arbitrage.match": Arbitrage.match,
"_Allowed.__init__": _st._Allowed.__init__,
"_Refused.__init__": _st._Refused.__init__}
_with_defaults = derived(lambda: {n: d for n, d in
((n, _defaulted(f)) for n, f in _ctors.items())
if d})
check(f"no constructor or handler of an outcome type - Gate's OR Arbitrage's - "
f"carries a DEFAULT, so a verdict can never be built out of nothing "
f"{_with_defaults}", _with_defaults == {})
check("...so a block with no reason is a TypeError at the call site, not a "
"blank status line",
raises(lambda: Gate.block(), TypeError)
and raises(lambda: Gate.block(""), ValueError))
check("...and the same holds for the refusal FCST-03 added to Arbitrage",
raises(lambda: Arbitrage.refuse(), TypeError))
# ⚠️ ONE CALL PER ROLE, AND THE FIRST DRAFT SHOWED WHY. Passing the provisional
# point as BOTH `cheapest` and `dearest` is a stimulus that cannot distinguish
# "the constructor guards the cheapest hour" from "the constructor guards both
# hours": a guard on either one alone raises, and the check goes green for an
# implementation that leaves the sell hour unguarded. That is the degeneracy
# rule this file states at the top, in a new dress - so the two roles are
# stimulated SEPARATELY, each with a firm point in the other seat.
_firm_pt = TODAY_PART.points[0]
check("the two points these constructor checks use really differ in provenance, "
"or neither of them grades anything",
_prov_pt.provisional is True and _firm_pt.provisional is False)
check("an ALLOWED arbitrage verdict cannot be constructed with a provisional "
"CHEAPEST hour - the buy hour - even directly: §8.3 is enforced at the "
"constructor, not only in the ladder above it",
raises(lambda: Arbitrage.allow(0.1, _prov_pt, _firm_pt, "normal",
PriceProduct.DAY_AHEAD, 0.0, frozenset()),
ValueError))
check("...nor with a provisional DEAREST hour - the sell hour - which a guard "
"written for `cheapest` alone would have let through",
raises(lambda: Arbitrage.allow(0.1, _firm_pt, _prov_pt, "normal",
PriceProduct.DAY_AHEAD, 0.0, frozenset()),
ValueError))
check("...while two firm points build the verdict perfectly well, so the two "
"refusals above are discriminating rather than universal",
Arbitrage.allow(0.1, _firm_pt, _firm_pt, "normal",
PriceProduct.DAY_AHEAD, 0.0, frozenset()).kind
== "allowed")
# --------------------------------------------------------------------------- #
print()
print("5. AC3 - real-time thresholds are MEASURABLY wider (measured, not read)")
def plan_with_spread(spread, product, provider):
"""A two-hour series with exactly `spread` between its two prices."""
lo, hi = 0.150000, round(0.150000 + spread, 6)
pts = [PricePoint(start=brussels(D0), eur_per_kwh=lo, provisional=False),
PricePoint(start=brussels(D0 + timedelta(hours=1)),
eur_per_kwh=hi, provisional=False)]
return TariffPlan(PriceRead.series(pts, product, provider, D0), None,
"provider")
def min_accepted_spread(product, sources, base, provider="generic_dayahead"):
"""The SMALLEST spread this configuration will trade on, found by bisecting
the accept/refuse boundary of the real verdict. Nothing here reads a
factor out of the module it is grading."""
lo, hi = 0.0, 4.0
for _ in range(60):
mid = (lo + hi) / 2
v = plan_with_spread(mid, product, provider).arbitrage(
peak_guard_active=False, min_spread_eur_kwh=base,
uncertainty=sources)
if v.kind == "allowed":
hi = mid
else:
lo = mid
return hi
BASE = 0.104000 # a caller's own round-trip cost threshold, EUR/kWh
_normal = derived(lambda: min_accepted_spread(PriceProduct.DAY_AHEAD,
frozenset(), BASE))
_wide = derived(lambda: min_accepted_spread(PriceProduct.REALTIME,
frozenset(), BASE))
_weather = derived(lambda: min_accepted_spread(
PriceProduct.DAY_AHEAD, frozenset({Uncertainty.NO_WEATHER}), BASE))
_both = derived(lambda: min_accepted_spread(
PriceProduct.REALTIME, frozenset({Uncertainty.NO_WEATHER}), BASE))
check(f"a day-ahead product trades on any spread above its own threshold "
f"{_normal:.6f}, which is the base {BASE} it was given",
near(_normal, BASE, 1e-6))
check(f"a REAL-TIME / imbalance product needs {_wide:.6f} - MEASURABLY wider, "
f"by a factor of {(_wide / _normal) if _normal else 0:.3f} measured from "
f"two verdict boundaries and not read from any constant",
_wide > _normal + 1e-6)
check(f"...and that measured factor equals the declared one for "
f"REALTIME_PRODUCT ({WIDEN_FACTOR[Uncertainty.REALTIME_PRODUCT]}), so "
f"the declaration and the behaviour are the same thing",
near(_wide / _normal, WIDEN_FACTOR[Uncertainty.REALTIME_PRODUCT], 1e-4))
check(f"§11.4's no-weather row reaches the SAME widening path by a different "
f"trigger, and lands at {_weather:.6f}",
near(_weather / _normal, WIDEN_FACTOR[Uncertainty.NO_WEATHER], 1e-4))
# ⚠️ THE COMBINATION RULE, ON A STIMULUS WHERE THE THREE CANDIDATES DIFFER.
_f1 = WIDEN_FACTOR[Uncertainty.REALTIME_PRODUCT]
_f2 = WIDEN_FACTOR[Uncertainty.NO_WEATHER]
check(f"with BOTH sources active the threshold is max(f1,f2)={max(_f1, _f2)} x "
f"base and NOT the product ({_f1 * _f2}) or the sum ({_f1 + _f2}) - two "
f"independent doubts must not compound into a threshold nothing can "
f"clear",
near(_both / _normal, max(_f1, _f2), 1e-4)
and not near(_both / _normal, _f1 * _f2, 1e-3)
and not near(_both / _normal, _f1 + _f2, 1e-3))
# The regime must follow the DECLARED product, never the plugin id.
_wide_named_dayahead = derived(lambda: min_accepted_spread(
PriceProduct.REALTIME, frozenset(), BASE, provider="generic_dayahead"))
_normal_named_eddy = derived(lambda: min_accepted_spread(
PriceProduct.DAY_AHEAD, frozenset(), BASE, provider="eneco_eddy"))
check("the widening follows the DECLARED PriceProduct even when the provider "
"is called 'generic_dayahead', and does NOT follow the name "
"'eneco_eddy' when the declared product is day-ahead - so a sixth "
"supplier is widened by its declaration and not by an id in a list",
near(_wide_named_dayahead, _wide, 1e-9)
and near(_normal_named_eddy, _normal, 1e-9))
check("...and the shipped plugin §9.2 names IS the one that declares REALTIME, "
"so the mechanism is pointed at the real product",
PROVIDERS["eneco_eddy"].capabilities().product is PriceProduct.REALTIME
and uncertainty_of(PriceProduct.REALTIME)
== frozenset({Uncertainty.REALTIME_PRODUCT})
and uncertainty_of(PriceProduct.DAY_AHEAD) == frozenset())
check("a string in the uncertainty set is REFUSED rather than widening by 1.0 "
"and reporting that it widened",
raises(lambda: widen_factor({"realtime"}), TypeError)
and raises(lambda: required_spread(0.1, {"realtime"}), TypeError))
check("...and a negative or non-finite base threshold is refused, since it is "
"one every spread clears",
raises(lambda: required_spread(-0.01, frozenset()), ValueError)
and raises(lambda: required_spread(float("nan"), frozenset()), ValueError))
check("required_spread() with nothing uncertain is the base itself, so the "
"widening is additive machinery and not a permanent surcharge",
near(required_spread(BASE, frozenset()), BASE))
# --------------------------------------------------------------------------- #
print()
print("6. the refusal ladder - provisional hours are DROPPED, not traded on")
# ⚠️ THE PROVISIONAL HOURS CARRY THE CHEAPEST PRICE. That is the realistic
# danger (yesterday's cheap night luring a charge) AND the non-degenerate
# stimulus: the firm-only spread and the whole-series spread differ, so a check
# on the spread can tell which set was used.
_cheap_stale = [PricePoint(start=brussels(DAY[i]),
eur_per_kwh=0.041250, provisional=True)
for i in range(3)]
_firm_rest = [PricePoint(start=brussels(DAY[i]),
eur_per_kwh=round(0.212500 + 0.013750 * i, 6),
provisional=False) for i in range(3, 12)]
_mixed = TariffPlan(PriceRead.series(_cheap_stale + _firm_rest,
PriceProduct.DAY_AHEAD,
"generic_dayahead", D0), None, "provider")
_all_spread = derived(lambda: _mixed.spread_eur_kwh())
_firm_spread = derived(lambda: round(
max(p.eur_per_kwh for p in _firm_rest)
- min(p.eur_per_kwh for p in _firm_rest), 6))
check(f"the fixture is non-degenerate: the whole-series spread "
f"{_all_spread:.6f} and the firm-only spread {_firm_spread:.6f} are "
f"different numbers, so a verdict can be traced to one of them",
not near(_all_spread, _firm_spread, 1e-6))
_v = derived(lambda: _mixed.arbitrage(peak_guard_active=False,
min_spread_eur_kwh=0.0,
uncertainty=frozenset()))
check("a PART-published series still allows arbitrage - §8.3 forbids acting on "
"a provisional price, not trading at all until 16:00",
_v.kind == "allowed")
check(f"...on the FIRM spread {_firm_spread:.6f}, not the one yesterday's "
f"carried-forward cheap hour would have invented",
near(_v.spread_eur_kwh, _firm_spread, 1e-9))
check("...and the cheapest and dearest hours it hands an optimiser are both "
"PUBLISHED hours - the two points ARE the trade",
_v.cheapest.provisional is False and _v.dearest.provisional is False)
check("...and it reports the threshold it cleared and why, rather than leaving "
"OPT-04 to re-derive it from a product enum",
near(_v.required_spread_eur_kwh, 0.0) and _v.uncertainty == frozenset())
_all_prov = TariffPlan(PriceRead.series(_cheap_stale, PriceProduct.DAY_AHEAD,
"generic_dayahead", D0), None,
"fallback")
_vp = derived(lambda: _all_prov.arbitrage(peak_guard_active=False,
min_spread_eur_kwh=0.0,
uncertainty=frozenset()))
check("a WHOLLY provisional series - the §11.4 fallback, or a day before any "
"print - is still refused, and the reason counts the firm hours",
_vp.kind == "refused" and "0 of 3" in _vp.reason and "§8.3" in _vp.reason)
check("...and the refusal carries no numbers to trade on",
raises(lambda: _vp.spread_eur_kwh, Absence)
and raises(lambda: _vp.cheapest, Absence))
_one_firm = TariffPlan(
PriceRead.series(_cheap_stale + _firm_rest[:1], PriceProduct.DAY_AHEAD,
"generic_dayahead", D0), None, "provider")
check("one firm hour is not enough either: a buy hour and a sell hour must "
"BOTH be published before a cycle can be committed",
_one_firm.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0,
uncertainty=frozenset()).kind == "refused")
check("§10.1 still holds above all of it: the peak guard refuses the same "
"series that is otherwise allowed",
_mixed.arbitrage(peak_guard_active=True, min_spread_eur_kwh=0.0,
uncertainty=frozenset()).kind == "refused")
check("the three questions cannot be skipped: all of peak_guard_active, "
"min_spread_eur_kwh and uncertainty are required and keyword-only",
raises(lambda: _mixed.arbitrage(peak_guard_active=False), TypeError)
and raises(lambda: _mixed.arbitrage(peak_guard_active=False,
min_spread_eur_kwh=0.0), TypeError)
and raises(lambda: _mixed.arbitrage(False, 0.0, frozenset()), TypeError))
check("...nor answered with a truthy 'unknown' or a negative threshold",
raises(lambda: _mixed.arbitrage(peak_guard_active=None,
min_spread_eur_kwh=0.0,
uncertainty=frozenset()), TypeError)
and raises(lambda: _mixed.arbitrage(peak_guard_active=False,
min_spread_eur_kwh=-0.1,
uncertainty=frozenset()), TypeError))
# The cheap-window flag is the other consumer of provisionality, and it is the
# one a live install's maintenance charge floor already reads.
_firm_hour = _firm_rest[0].start
_prov_hour = _cheap_stale[0].start
check("the cheap-window flag is decided per HOUR: a provisional hour is never "
"cheap, whatever its (stale) number says",
_mixed.cheap_now(_prov_hour) is False)
check("...while a firm hour below the firm mean still is, so carry-forward "
"filling does not switch the maintenance charge floor off every morning",
_mixed.cheap_now(_firm_hour) is True)
# ⚠️ GRADED DIRECTLY, BECAUSE ITS CONSUMERS CANNOT GRADE IT. The §11.4 refusal
# and `cheap_now` both guard provenance independently, so `firm_points()`
# returning the carried hours TOO still leaves both of them answering correctly
# - a stimulus that cannot distinguish an over-reporting accessor from a
# correct one. So the tuple itself is compared with the published points, by
# identity and in order, rather than only the mean it feeds.
check("firm_points() returns EXACTLY the published points, in order - not the "
"carried ones as well, which its two consumers would have absorbed "
"without either of them changing its answer",
list(_mixed.firm_points()) == _firm_rest
and all(a is b for a, b in zip(_mixed.firm_points(), _firm_rest)))
check("...and the firm mean it compares against is derived from published "
"hours only",
near(sum(p.eur_per_kwh for p in _mixed.firm_points())
/ len(_mixed.firm_points()),
sum(p.eur_per_kwh for p in _firm_rest) / len(_firm_rest)))
# --------------------------------------------------------------------------- #
print()
print("7. CFG-03 and validate.py rule 7 - what this ticket did NOT widen")
_defaults = derived(lambda: sorted(_price.PRICE_OPTION_DEFAULTS))
_cfg = derived(lambda: open(os.path.join(HERE, "config.yaml"),
encoding="utf-8").read())
check(f"FCST-03 added ZERO option keys: the in-code mirror still holds exactly "
f"TARIFF-02's and TARIFF-03's {_defaults}",
_defaults == sorted(["price_provider", "price_markup_eur_kwh",
"price_taxes_eur_kwh", "export_price_eur_kwh",
"price_csv_path", "price_feed_url",
"price_horizon_h", "price_timeout_s",
"static_profile"]))
check("...and every one of them is still in config.yaml, which stays the "
"source of truth",
isinstance(_cfg, str)
and all(f"\n {k}:" in _cfg for k in _price.PRICE_OPTION_DEFAULTS))
def _names(path):
try:
tree = ast.parse(open(path, encoding="utf-8").read())
except (OSError, SyntaxError): # pragma: no cover
return set()
out = set()
for node in ast.walk(tree):
if isinstance(node, ast.ImportFrom):
out |= {a.name for a in node.names}
if isinstance(node, ast.Name):
out.add(node.id)
if isinstance(node, ast.Attribute):
out.add(node.attr)
return out
_FC = os.path.join(HERE, "app", "price_forecast.py")
_used = derived(lambda: _names(_FC))
check("app/price_forecast.py reads NO options at all - it takes a PriceRead "
"and instants, so there is no fourth place for an option default to live",
isinstance(_used, set)
and not ({"price_option", "PRICE_OPTION_DEFAULTS", "PluginOptions"}
& _used))
# ⚠️ RULE 7'S TRIPWIRE, RESPECTED RATHER THAN TRIPPED. test_price.py section 12
# pins the set of modules that consume `load_prices()` to exactly
# ["static_tariff.py"], and goes red when a second one appears. This module
# deliberately does NOT fetch: it transforms a read somebody else obtained, so
# rule 7's message about what a configured provider does or does not drive is
# unchanged by this ticket and needed no rewording.
check("...and it does not consume load_prices(), so validate.py rule 7's "
"pinned consumer list is still true and its wording still accurate",
"load_prices" not in _used)
print()
print("FAILED" if fails else "OK")
for f in fails:
print(" -", f)
sys.exit(1 if fails else 0)
+10 -10
View File
@@ -306,8 +306,8 @@ check(f"...while the two-period spread is the day/night difference "
f"{_spread_two}, re-derived here as {DAY_P - NIGHT_P:.4f}",
near(_spread_two, DAY_P - NIGHT_P, 1e-9))
_v_fixed = p_fixed.arbitrage(peak_guard_active=False)
_v_two = p_two.arbitrage(peak_guard_active=False)
_v_fixed = p_fixed.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset())
_v_two = p_two.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset())
check("a fully-fixed tariff REFUSES arbitrage", _v_fixed.kind == "refused")
check("...for the true reason - the series is flat, so there is nothing to buy "
"low and sell high, not because a FIXED enum was matched on",
@@ -327,7 +327,7 @@ _flat_dayahead = TariffPlan(
None, "provider")
check("a DAY_AHEAD series that happens to be flat is refused too, so the rule "
"is arithmetic and not a product label",
_flat_dayahead.arbitrage(peak_guard_active=False).kind == "refused")
_flat_dayahead.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset()).kind == "refused")
# The numbers an optimiser needs exist ONLY on the permitting variant.
check("the allowed verdict carries the spread, the cheapest hour and the "
@@ -352,9 +352,9 @@ check("...and there is no falsy variant, so `if verdict:` cannot look like a "
# §10.1 priority 2 over priority 3, expressed so OPT-04 cannot skip it.
check("peak shaving outranks arbitrage: the SAME allowed plan is refused when "
"the peak guard is holding",
p_two.arbitrage(peak_guard_active=True).kind == "refused")
p_two.arbitrage(peak_guard_active=True, min_spread_eur_kwh=0.0, uncertainty=frozenset()).kind == "refused")
check("...and the reason names the ordering rather than the tariff",
"priority 2" in p_two.arbitrage(peak_guard_active=True).reason)
"priority 2" in p_two.arbitrage(peak_guard_active=True, min_spread_eur_kwh=0.0, uncertainty=frozenset()).reason)
check("...and the question cannot be skipped: peak_guard_active is required "
"and keyword-only, so a spread is not obtainable without answering it",
raises(lambda: p_two.arbitrage(), TypeError)
@@ -497,7 +497,7 @@ check("...and its underlying read has no .points at all, so `min(read.points)` "
"cannot run against it",
raises(lambda: _none.read.points, Absence))
check("...and arbitrage is refused, per §11.4",
_none.arbitrage(peak_guard_active=False).kind == "refused"
_none.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset()).kind == "refused"
and arbitrage_allowed(_none.read) is False)
check("...and static_status() says so in words rather than reporting a price",
static_status(opts(None), THU) == (False, "no static profile"))
@@ -746,12 +746,12 @@ check("...marked PROVISIONAL, which is the one flag that differs",
_fb.provisional and plan_is_provisional(_fb.read))
check("...and arbitrage is refused on it, per §11.4, even though a full series "
"exists and has a real spread",
_fb.arbitrage(peak_guard_active=False).kind == "refused"
_fb.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset()).kind == "refused"
and near(_fb.spread_eur_kwh(), DAY_P - NIGHT_P))
check("...while the SAME profile as the configured product allows it - so the "
"refusal is about provisionality and not about the profile",
static_plan(opts(TWO_PERIOD), THU, THU + timedelta(days=1)
).arbitrage(peak_guard_active=False).kind == "allowed")
).arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset()).kind == "allowed")
check("...and the provisional plan has no cheap window either: §8.3 forbids an "
"irreversible action on a provisional price, and a grid top-up is one",
not any(_fb.cheap_now(at_local(THU, h)) for h in range(24)))
@@ -779,8 +779,8 @@ check("a live feed is used in preference to the static profile",
and _live_plan.product is PriceProduct.DAY_AHEAD)
check("...and arbitrage is allowed on it, with the spread derived from the "
"feed rather than from the profile",
_live_plan.arbitrage(peak_guard_active=False).kind == "allowed"
and near(_live_plan.arbitrage(peak_guard_active=False).spread_eur_kwh,
_live_plan.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset()).kind == "allowed"
and near(_live_plan.arbitrage(peak_guard_active=False, min_spread_eur_kwh=0.0, uncertainty=frozenset()).spread_eur_kwh,
0.023, 1e-9))