TradingEnv

TradingEnv: day-ahead bidding on top of the rolling-origin loop.

The action gains a "bid" column (MWh per settlement period, committed to the day-ahead market at the origin). Settlement follows HEFTCom24’s rules: each period earns

bid × DA_price + (actual − bid) × SS_price − 0.07·(actual − bid)²

so imbalances settle at the system price plus a quadratic penalty (verified against the official per-period revenues in the competition archive). Reward is the (positive) revenue, credited only once both the generation actuals and the prices are knowable — you find out how a trade went when the settlement data lands, exactly as in reality.

class emflow.envs.trading.TradingEnv(*args, prices_field: str = 'prices', da_column: str = 'da_price', ss_column: str = 'ss_price', **kwargs)

Bases: ForecastEnv

ForecastEnv + market settlement.

Extra parameters: prices_field (an actual field with day-ahead and system-price columns) and the two column names.