fix(elecprice): do not shorten the forecast by the source's own lag

The price series went flat towards the end of the horizon: a constant value
repeated for the last hours, exactly as long as the day-ahead source was behind.

The ETS extrapolation is appended after the last known price, but its length was
computed as `prediction.hours * slots_per_hour - covered_slots`, and
covered_slots is zero once the last known price lies before the run start. The
forecast therefore spanned prediction.hours measured from the last known price
rather than from now, and ended that much too early. Callers reading past that
point got the last record held constant.

With SMARD published up to 2026-09-08 23:45 and a run at 2026-09-09 13:00, the
forecast covered 09-09 00:00 to 09-12 00:00 while the horizon needed 09-12
13:00: 52 quarter-hour slots of flat price, right inside the trailing window the
terminal value curve is derived from.

The length is now measured from the last known value through to
`ems_start + prediction.hours`, which reduces to the previous formula whenever
the source is current. Both the electricity price and the feed-in tariff
provider had the same calculation.
This commit is contained in:
Andreas
2026-09-09 14:15:05 +02:00
parent faed0fd9f9
commit 78f6dfeb84
4 changed files with 60 additions and 28 deletions
+7
View File
@@ -241,6 +241,13 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
- `ElecPriceSMARD` now distinguishes a lagging publication from a broken response. A window the
source cannot serve yet reports the latest value it does have, instead of claiming the response
contained no usable prices.
- A day-ahead source that lags no longer shortens the price forecast by its own lag. The ETS
extrapolation is appended after the last known price, but its length was measured from the run
start, so a source that had not published the current day yet left exactly that lag uncovered at
the end of the horizon. Callers reading `elecprice_marketprice_wh` or `feed_in_tariff_wh` past
that point saw the last value held constant - a flat price in precisely the trailing window the
terminal value curve is derived from. The length is now measured from the last known value
through to `ems_start + prediction.hours`.
- A weather-API outage no longer takes the whole prediction update with it.
`PVForecastAkkudoktorLocal` raised on the first failed Open-Meteo request, and
`PredictionContainer.update_data` re-raises whatever an enabled provider raises, so every
@@ -356,16 +356,16 @@ class ElecPriceEnergyCharts(ElecPriceProvider):
)
# some of our data is already in the future, so we need to predict less. If we got less data we increase the prediction hours
covered_slots = 0
if self.highest_orig_datetime >= self.ems_start_datetime:
covered_slots = (
int(
(self.highest_orig_datetime - self.ems_start_datetime).total_seconds()
// resolution_seconds
)
+ 1
)
needed_slots = self.config.prediction.hours * slots_per_hour - covered_slots
# The forecast is appended after the last known value, so its length has
# to be measured from there - not from now. When the source lags behind
# (a day-ahead auction that has not been published yet), measuring from
# now leaves exactly that lag uncovered at the end of the horizon, where
# callers then see the last value held constant.
horizon_end = self.ems_start_datetime + to_duration(f"{self.config.prediction.hours} hours")
needed_slots = (
int((horizon_end - self.highest_orig_datetime).total_seconds() // resolution_seconds)
- 1
)
if needed_slots <= 0:
logger.warning(
@@ -116,8 +116,7 @@ class FeedInTariffEnergyCharts(FeedInTariffProvider):
energycharts = ElecPriceEnergyCharts()
if len(history) > 800 * slots_per_hour:
logger.info(
"Using weekly seasonal ETS forecast for {} "
"with {} historical values.",
"Using weekly seasonal ETS forecast for {} " "with {} historical values.",
self.provider_id(),
len(history),
)
@@ -126,8 +125,7 @@ class FeedInTariffEnergyCharts(FeedInTariffProvider):
)
if len(history) > 168 * slots_per_hour:
logger.info(
"Using daily seasonal ETS forecast for {} "
"with {} historical values.",
"Using daily seasonal ETS forecast for {} " "with {} historical values.",
self.provider_id(),
len(history),
)
@@ -136,8 +134,7 @@ class FeedInTariffEnergyCharts(FeedInTariffProvider):
)
if len(history) > 0:
logger.warning(
"Using constant median fallback for {} "
"with only {} historical values.",
"Using constant median fallback for {} " "with only {} historical values.",
self.provider_id(),
len(history),
)
@@ -184,8 +181,7 @@ class FeedInTariffEnergyCharts(FeedInTariffProvider):
if needs_update:
logger.info(
"Update {} is needed, last in history: {}, "
"force_update={}, history_refresh={}",
"Update {} is needed, last in history: {}, " "force_update={}, history_refresh={}",
self.provider_id(),
self.highest_orig_datetime,
bool(force_update),
@@ -247,16 +243,16 @@ class FeedInTariffEnergyCharts(FeedInTariffProvider):
fill_method="linear",
)
covered_slots = 0
if self.highest_orig_datetime >= self.ems_start_datetime:
covered_slots = (
int(
(self.highest_orig_datetime - self.ems_start_datetime).total_seconds()
// resolution_seconds
)
+ 1
)
needed_slots = self.config.prediction.hours * slots_per_hour - covered_slots
# The forecast is appended after the last known value, so its length has
# to be measured from there - not from now. When the source lags behind
# (a day-ahead auction that has not been published yet), measuring from
# now leaves exactly that lag uncovered at the end of the horizon, where
# callers then see the last value held constant.
horizon_end = self.ems_start_datetime + to_duration(f"{self.config.prediction.hours} hours")
needed_slots = (
int((horizon_end - self.highest_orig_datetime).total_seconds() // resolution_seconds)
- 1
)
if needed_slots <= 0:
logger.warning(
+29
View File
@@ -435,3 +435,32 @@ def test_energycharts_development_forecast_data(provider):
"w", encoding="utf-8", newline="\n"
) as f_out:
json.dump(energy_charts_data, f_out, indent=4)
@patch("requests.get")
def test_forecast_covers_the_horizon_when_the_source_lags(
mock_get, provider, sample_energycharts_json, cache_store
):
"""A lagging source must not shorten the forecast by its own lag.
The extrapolation is appended after the last known price, so measuring its
length from now leaves exactly the lag uncovered at the end of the horizon -
where callers then see the last value held constant.
"""
mock_response = Mock()
mock_response.status_code = 200
mock_response.content = json.dumps(sample_energycharts_json)
mock_get.return_value = mock_response
cache_store.clear(clear_all=True)
# The sample ends at 2024-12-11 23:00; start the run more than a day later.
start = to_datetime("2024-12-12 13:00:00", in_timezone="Europe/Berlin")
get_ems().set_start_datetime(start)
provider.highest_orig_datetime = None
provider.update_data(force_enable=True, force_update=True)
assert provider.highest_orig_datetime < start
horizon_end = start.add(hours=provider.config.prediction.hours)
series = provider.key_to_series(key="elecprice_marketprice_wh")
assert series.index.max() >= horizon_end.subtract(hours=1)