feat(elecprice): serve native 15-minute Tibber prices for the quarter-hour grid

Request QUARTER_HOURLY exchange prices from Tibber and store them at their
native resolution instead of pre-averaging to hourly values. EOS resamples the
stored records onto the optimization grid on demand (key_to_array), so keeping
the native step size lets both the hourly (interval=3600) and the 15-minute
(interval=900) optimizer be fed the correct grid automatically.

- GraphQL: priceInfoRange resolution HOURLY -> QUARTER_HOURLY (last 960).
- _hourly_series -> _normalize_series: dedupe by timestamp (mean) + sort, no
  1h aggregation; add _resolution_seconds (median of timestamp diffs, fallback
  3600s).
- Resolution-agnostic ETS extrapolation: seasonal windows and history
  thresholds are scaled by slots_per_hour, needed forecast length and the
  prediction index step are computed in slots. Hourly behaviour is unchanged
  (slots_per_hour=1 -> 168/24 seasonal periods, hourly steps).
- Tests: replace the 1h-averaging test with resolution-preserving + dedup
  tests, assert QUARTER_HOURLY in the query, add a 15-min end-to-end test
  (native storage stays 15min, slot-based seasonal periods = 96, 15-min
  forecast index). Hourly backward-compat tests stay green unchanged.
This commit is contained in:
Christin
2026-07-12 09:08:40 +02:00
committed by Andreas
parent 3098605b0f
commit 81a36cf355
3 changed files with 176 additions and 37 deletions
+79 -32
View File
@@ -34,7 +34,7 @@ query TibberPriceInfo {
total
}
}
priceInfoRange(resolution: HOURLY, last: 840) {
priceInfoRange(resolution: QUARTER_HOURLY, last: 960) {
nodes {
startsAt
total
@@ -245,13 +245,36 @@ class ElecPriceTibber(ElecPriceProvider):
return series_data.sort_index()
def _hourly_series(self, series: pd.Series) -> pd.Series:
"""Normalize Tibber prices to hourly values for EOS optimization."""
def _normalize_series(self, series: pd.Series) -> pd.Series:
"""Normalize Tibber prices while preserving their native resolution.
The Tibber API delivers either hourly or quarter-hourly prices. EOS resamples
the stored records onto the optimization grid on demand (``key_to_array``), so
the provider must keep the native step size (e.g. 15 minutes) instead of
pre-aggregating to hourly values. Duplicate timestamps are collapsed (mean) and
the series is sorted, but the resolution is left untouched.
"""
if series.empty:
return series
series = series.sort_index()
series.index = pd.to_datetime([to_datetime(index).isoformat() for index in series.index])
return series.resample("1h").mean().dropna()
series = series.groupby(level=0).mean().sort_index()
return series.dropna()
def _resolution_seconds(self, series: pd.Series) -> int:
"""Infer the native slot size in seconds from the series timestamps.
Uses the median of the timestamp differences so that a single outlier gap does
not distort the result. Falls back to hourly (3600 s) when fewer than two
timestamps are available.
"""
if len(series) < 2:
return 3600
deltas = pd.DatetimeIndex(series.index).to_series().diff().dropna()
if deltas.empty:
return 3600
resolution = int(round(deltas.dt.total_seconds().median()))
return resolution if resolution > 0 else 3600
def _cap_outliers(self, data: np.ndarray, sigma: int = 2) -> np.ndarray:
mean = data.mean()
@@ -272,33 +295,48 @@ class ElecPriceTibber(ElecPriceProvider):
clean_history = self._cap_outliers(history)
return np.full(hours, np.median(clean_history))
def _predict_missing_prices(self, history: np.ndarray, hours: int) -> np.ndarray:
"""Forecast missing future prices from the available hourly history."""
def _predict_missing_prices(
self, history: np.ndarray, slots: int, slots_per_hour: int
) -> np.ndarray:
"""Forecast missing future prices from the available history.
Works on the native resolution of the series: ``slots_per_hour`` scales the
hour-based seasonal windows into slot counts, so the seasonal periods and
history thresholds stay correct at both hourly (``slots_per_hour == 1``) and
quarter-hourly (``slots_per_hour == 4``) resolution.
"""
numeric_history = np.asarray(history, dtype=float)
numeric_history = numeric_history[np.isfinite(numeric_history)]
history_hours = len(numeric_history)
history_slots = len(numeric_history)
if history_hours > TIBBER_WEEKLY_SEASONAL_HOURS:
weekly_seasonal_slots = TIBBER_WEEKLY_SEASONAL_HOURS * slots_per_hour
daily_seasonal_slots = TIBBER_DAILY_SEASONAL_HOURS * slots_per_hour
if history_slots > weekly_seasonal_slots:
logger.info(
"Using weekly seasonal ETS forecast for Tibber electricity prices "
"with {} historical hourly values.",
history_hours,
"with {} historical values.",
history_slots,
)
return self._predict_ets(numeric_history, seasonal_periods=168, hours=hours)
if history_hours > TIBBER_DAILY_SEASONAL_HOURS:
return self._predict_ets(
numeric_history, seasonal_periods=168 * slots_per_hour, hours=slots
)
if history_slots > daily_seasonal_slots:
logger.info(
"Using daily seasonal ETS forecast for Tibber electricity prices "
"with {} historical hourly values.",
history_hours,
"with {} historical values.",
history_slots,
)
return self._predict_ets(numeric_history, seasonal_periods=24, hours=hours)
if history_hours > 0:
return self._predict_ets(
numeric_history, seasonal_periods=24 * slots_per_hour, hours=slots
)
if history_slots > 0:
logger.warning(
"Using median fallback for Tibber electricity prices because only {} "
"historical hourly values are available.",
history_hours,
"historical values are available.",
history_slots,
)
return self._predict_median(numeric_history, hours=hours)
return self._predict_median(numeric_history, hours=slots)
logger.error("No data available for prediction")
raise ValueError("No data available")
@@ -310,9 +348,12 @@ class ElecPriceTibber(ElecPriceProvider):
raise ValueError(f"Start DateTime not set: {self.ems_start_datetime}")
api_history_count, api_today_count, api_tomorrow_count = self._api_price_counts(tibber_data)
series_data = self._hourly_series(self._parse_data(tibber_data))
series_data = self._normalize_series(self._parse_data(tibber_data))
if series_data.empty:
raise ValueError("Tibber response contains no usable hourly price points")
raise ValueError("Tibber response contains no usable price points")
resolution_seconds = self._resolution_seconds(series_data)
slots_per_hour = round(3600 / resolution_seconds)
highest_orig_datetime = to_datetime(series_data.index.max())
self.key_from_series("elecprice_marketprice_wh", series_data)
@@ -320,6 +361,7 @@ class ElecPriceTibber(ElecPriceProvider):
history = self.key_to_array(
key="elecprice_marketprice_wh",
end_datetime=highest_orig_datetime,
interval=to_duration(f"{resolution_seconds} seconds"),
fill_method="linear",
)
@@ -328,36 +370,41 @@ class ElecPriceTibber(ElecPriceProvider):
logger.error(error_msg)
raise ValueError(error_msg)
needed_hours = int(
self.config.prediction.hours
- ((highest_orig_datetime - self.ems_start_datetime).total_seconds() // 3600)
)
covered_slots = (
highest_orig_datetime - self.ems_start_datetime
).total_seconds() // resolution_seconds
needed_slots = int(self.config.prediction.hours * slots_per_hour - covered_slots)
if needed_hours <= 0:
if needed_slots <= 0:
logger.warning(
"No prediction needed. "
f"needed_hours={needed_hours}, "
f"needed_slots={needed_slots}, "
f"hours={self.config.prediction.hours}, "
f"slots_per_hour={slots_per_hour}, "
f"highest_orig_datetime={highest_orig_datetime}, "
f"start_datetime={self.ems_start_datetime}"
)
return
logger.info(
"Tibber electricity price input: api_history_hours={}, api_today_hours={}, "
"api_tomorrow_hours={}, combined_history_hours={}, needed_forecast_hours={}.",
"Tibber electricity price input: api_history={}, api_today={}, "
"api_tomorrow={}, resolution_seconds={}, combined_history_slots={}, "
"needed_forecast_slots={}.",
api_history_count,
api_today_count,
api_tomorrow_count,
resolution_seconds,
len(history),
needed_hours,
needed_slots,
)
prediction = self._predict_missing_prices(
history, slots=needed_slots, slots_per_hour=slots_per_hour
)
prediction = self._predict_missing_prices(history, hours=needed_hours)
prediction_series = pd.Series(
data=prediction,
index=[
highest_orig_datetime + to_duration(f"{i + 1} hours")
highest_orig_datetime + to_duration(f"{(i + 1) * resolution_seconds} seconds")
for i in range(len(prediction))
],
)