| |
| """Forecast the day-ahead price of EU bidding zones 2-7 days ahead with the published fuel-free eu-ens-v2 weights. |
| |
| pip install -r requirements.txt |
| export ENTSOE_TOKEN=... # a free ENTSO-E Transparency Platform API token (read once per run: the last 60 days of prices) |
| python3 predict_eu.py --zones de,fr [--out forecast.json] |
| |
| Inputs, all public: day-ahead prices of the 25 zones for the last 60 days (ENTSO-E Transparency Platform, A44; one request per zone) and the |
| current Open-Meteo forecast (no key). Offline use: --prices-dir with one price_<zone>.parquet per zone (columns t, eur_mwh; hourly means on the |
| zone's local clock) and --weather-pickle with the result of fetch_weather.live(). |
| The output is a forecast of the whole day-ahead price (EUR/MWh) per hour, with a P10-P90 band, for the horizons the publish gate lets through. |
| """ |
| import argparse |
| import json |
| import os |
| import pickle |
| import sys |
| from datetime import datetime, timedelta, timezone |
|
|
| import pandas as pd |
|
|
| HERE = os.path.dirname(os.path.abspath(__file__)) |
| sys.path.insert(0, HERE) |
| import eu_infer as EI |
| import fetch_prices as FP |
| import fetch_weather as W |
| from zones import ZONES |
|
|
| HISTORY_DAYS = 60 |
|
|
|
|
| def prices_from_entsoe(days=HISTORY_DAYS): |
| today = datetime.now(timezone.utc).date() |
| out = {} |
| for z in ZONES: |
| try: |
| out[z] = FP.pull_zone(z, today - timedelta(days=days), today + timedelta(days=2)) |
| except Exception as e: |
| print(f" {z}: price download failed ({e})", file=sys.stderr) |
| return out |
|
|
|
|
| def prices_from_dir(path): |
| out = {} |
| for z in ZONES: |
| f = os.path.join(path, f"price_{z}.parquet") |
| if os.path.exists(f): |
| df = pd.read_parquet(f) |
| s = df.set_index(pd.to_datetime(df["t"]))["eur_mwh"].sort_index() |
| out[z] = s[~s.index.duplicated(keep="last")] |
| return out |
|
|
|
|
| def main(argv=None): |
| ap = argparse.ArgumentParser(description=__doc__.split("\n")[0]) |
| ap.add_argument("--zones", help="comma-separated, default all 25") |
| ap.add_argument("--weights", default=os.path.join(HERE, "weights")) |
| ap.add_argument("--prices-dir") |
| ap.add_argument("--weather-pickle") |
| ap.add_argument("--out", help="write the JSON payloads here") |
| a = ap.parse_args(argv) |
| if a.prices_dir: |
| prices = prices_from_dir(a.prices_dir) |
| else: |
| if not os.environ.get("ENTSOE_TOKEN"): |
| sys.exit("set ENTSOE_TOKEN (free: register at transparency.entsoe.eu, then ask transparency@entsoe.eu for RESTful API access) or use --prices-dir") |
| prices = prices_from_entsoe() |
| if a.weather_pickle: |
| with open(a.weather_pickle, "rb") as f: |
| live = pickle.load(f) |
| else: |
| live = W.live() |
| res = EI.forecast(prices, live, a.weights, zones=a.zones.split(",") if a.zones else None) |
| for z, pl in res.items(): |
| print(f"\n{z} ({pl['recipe']}, weights trained through {pl['trainedThrough']})") |
| for d in pl["days"]: |
| p = [x["eur_mwh"] for x in d["prices"]] |
| cheap = sorted(range(24), key=lambda i: p[i])[:3] |
| print(f" {d['date']} D+{d['horizon']} mean {sum(p)/24:7.1f} min {min(p):7.1f} max {max(p):7.1f} EUR/MWh cheapest hours {sorted(cheap)}") |
| if a.out: |
| with open(a.out, "w", encoding="utf-8") as f: |
| json.dump(res, f) |
| return 0 |
|
|
|
|
| if __name__ == "__main__": |
| sys.exit(main()) |
|
|
