Implement EPEX Auction in BTSF - Githubissues

warren-oneill / powerline

Extension to the zipline library for the German EPEX and EEX energy markets

Other

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Implement EPEX Auction in BTSF #5

Closed warren-oneill closed 8 years ago

warren-oneill commented 9 years ago

Purpose

Extend the BTSF to model EPEX auction.

Level of Ready

~~EPEX Auction data in databank~~
Tasks
~~EPEX calendar~~
~~EPEX auction time~~
~~EPEX metadata~~
- Ident = "DeliveryDate_HourName"
- ExpirDate = 45min before delivery
- NotDate = 45min before delivery
- Type = Future
- Multiplier = 1
~~EPEX commission (0.04 €/MWh)~~
~~auction order function~~
~~minute frequency with daily scheduler order~~
Level of Done
unittest
90% coverage

warren-oneill commented 9 years ago

needs review @dhexus

warren-oneill commented 8 years ago

self-closing