Merge pull request #1732 from gridsingularity/feature/GSYE-650-fix-or…

…der_updater

GSYE-650: Fix OrderUpdater order rate progression

src/gsy_e/models/market/one_sided.py

@@ -294,9 +294,10 @@ def accept_offer(  # pylint: disable=too-many-locals
                 fee_price, trade_price = self._determine_offer_price(
                     1, energy, trade_rate, trade_bid_info, orig_offer_price)
                 offer.update_price(trade_price)
-        except Exception:
+        except Exception as ex:
             # Exception happened - restore offer
             self.offers[offer.id] = offer
+            log.error("Accept offer (%s) failed due to: %s", offer, ex)
             raise
 
         trade_id, residual_offer = self.bc_interface.handle_blockchain_trade_event(

src/gsy_e/models/market/two_sided.py

@@ -335,15 +335,15 @@ def match_recommendations(
             # by seller / buyer.
             if not market_offer:
                 market_offer = self._get_offer_from_seller_origin_id(
-                    recommended_pair.offer["seller_origin_id"])
+                    recommended_pair.offer["seller"]["origin_uuid"])
                 if market_offer is None:
                     raise InvalidBidOfferPairException("Offer does not exist in the market")
             recommended_pair.offer = market_offer.serializable_dict()
 
             market_bid = self.bids.get(recommended_pair.bid["id"])
             if not market_bid:
                 market_bid = self._get_bid_from_buyer_origin_id(
-                    recommended_pair.bid["buyer_origin_id"])
+                    recommended_pair.bid["buyer"]["origin_uuid"])
                 if market_bid is None:
                     raise InvalidBidOfferPairException("Bid does not exist in the market")
             recommended_pair.bid = market_bid.serializable_dict()

src/gsy_e/models/strategy/order_updater.py

@@ -1,7 +1,6 @@
 from dataclasses import dataclass
 from typing import List
 
-from gsy_framework.constants_limits import GlobalConfig
 from pendulum import duration, DateTime, Duration
 
 from gsy_e.models.market import MarketSlotParams
@@ -37,7 +36,7 @@ def __init__(self, parameters: OrderUpdaterParameters,
         self._market_params = market_params
         self._update_times: List[DateTime] = self._calculate_update_timepoints(
             self._market_params.opening_time,
-            self._market_params.closing_time - GlobalConfig.tick_length,
+            self._market_params.closing_time - self._parameters.update_interval,
             self._parameters.update_interval)
 
     @staticmethod
@@ -52,18 +51,18 @@ def _calculate_update_timepoints(
         return timepoints
 
     def is_time_for_update(
-            self, current_time_slot: DateTime) -> bool:
+            self, current_time: DateTime) -> bool:
         """Check if the orders need to be updated."""
-        return current_time_slot in self._update_times
+        return current_time in self._update_times
 
-    def get_energy_rate(self, current_time_slot: DateTime) -> float:
+    def get_energy_rate(self, current_time: DateTime) -> float:
         """Calculate energy rate for the current time slot."""
-        assert current_time_slot >= self._market_params.opening_time
-        if current_time_slot == self._market_params.closing_time - GlobalConfig.tick_length:
-            return self._parameters.final_rate
-        time_elapsed_since_start = current_time_slot - self._market_params.opening_time
+        assert current_time >= self._market_params.opening_time
+        time_elapsed_since_start = current_time - self._market_params.opening_time
         total_slot_length = (
-                self._market_params.closing_time - self._market_params.opening_time)
+                self._market_params.closing_time -
+                self._parameters.update_interval -
+                self._market_params.opening_time)
         rate_range = abs(self._parameters.final_rate - self._parameters.initial_rate)
         rate_diff_from_initial = (time_elapsed_since_start / total_slot_length) * rate_range
         if self._parameters.initial_rate < self._parameters.final_rate:

tests/strategies/forward/test_strategies.py

@@ -191,7 +191,8 @@ def test_forward_strategy_updates_orders_on_tick(
                 market_params = area.forward_markets[
                     market_type].get_market_parameters_for_market_slot(time_slot)
                 slot_completion_ratio = updater_params.update_interval.total_minutes() / (
-                        market_params.closing_time - market_params.opening_time
+                        market_params.closing_time - updater_params.update_interval
+                        - market_params.opening_time
                 ).total_minutes()
                 if isinstance(strategy, ForwardPVStrategy):
                     assert isclose(

tests/strategies/test_heat_pump.py

@@ -108,8 +108,14 @@ def test_orders_are_updated_correctly_on_spot_on_tick(self, heatpump_fixture):
             now_mock.return_value = (
                     CURRENT_MARKET_SLOT + updater_params.update_interval)
             strategy.event_tick()
-            # 15 minutes / 15 cts --> 1 ct/kWh after 1 minute
-            self._assert_bid(list(market_object.bids.values()), strategy, energy_to_buy, 1)
+            update_interval = duration(
+                minutes=ConstSettings.GeneralSettings.DEFAULT_UPDATE_INTERVAL)
+            initial_rate = GlobalConfig.FEED_IN_TARIFF
+            final_rate = GlobalConfig.market_maker_rate
+            expected_rate = (final_rate - initial_rate) / (
+                    (duration(minutes=15)-update_interval) / update_interval)
+            self._assert_bid(
+                list(market_object.bids.values()), strategy, energy_to_buy, expected_rate)
 
     @staticmethod
     @pytest.mark.parametrize("heatpump_fixture", [

tests/strategies/test_order_updater.py

@@ -7,6 +7,8 @@
 from gsy_e.models.market import MarketSlotParams
 from gsy_e.models.strategy.order_updater import OrderUpdater, OrderUpdaterParameters
 
+UPDATE_INTERVAL = duration(minutes=5)
+
 
 @pytest.fixture(name="order_updater_fixture")
 def fixture_order_updater():
@@ -15,7 +17,7 @@ def fixture_order_updater():
     opening_time = datetime(year=2022, month=1, day=1, hour=12, minute=30)
 
     updater = OrderUpdater(
-        OrderUpdaterParameters(duration(minutes=5), initial_rate=30, final_rate=70),
+        OrderUpdaterParameters(UPDATE_INTERVAL, initial_rate=30, final_rate=70),
         MarketSlotParams(
             opening_time=opening_time, closing_time=opening_time + duration(minutes=30),
             delivery_start_time=opening_time + duration(hours=2),
@@ -37,9 +39,6 @@ def test_order_updater_calculates_update_times_correctly(order_updater_fixture):
         assert not updater.is_time_for_update(opening_time - duration(minutes=1))
         # Returns False at the market close time
         assert not updater.is_time_for_update(opening_time + duration(minutes=30))
-        # Returns True at one tick before the market close time
-        assert updater.is_time_for_update(
-            opening_time + duration(minutes=30) - duration(seconds=5))
 
         current_time = opening_time
         while current_time < opening_time + duration(minutes=30) - duration(seconds=5):
@@ -52,11 +51,12 @@ def test_get_energy_rate(order_updater_fixture):
         updater = order_updater_fixture[1]
         rate_range = 70 - 30
         update_time = duration(minutes=30)
-        closing_time = opening_time + update_time - duration(seconds=5)
+        closing_time = opening_time + update_time
         current_time = opening_time
         while current_time < closing_time:
-            expected_rate = 30 + rate_range * ((current_time - opening_time) / update_time)
+            expected_rate = 30 + rate_range * (
+                    (current_time - opening_time) / (update_time - UPDATE_INTERVAL))
             assert isclose(updater.get_energy_rate(current_time), expected_rate)
             current_time += duration(minutes=5)
 
-        assert updater.get_energy_rate(closing_time) == 70
+        assert updater.get_energy_rate(closing_time - UPDATE_INTERVAL) == 70