Two tests were spinning up real CBC solves over 96-half-hour windows with long runs of exactly-repeated prices (e.g. [0.0] * 40). That gives the LP relaxation a huge set of economically indistinguishable ways to spread a trade, which the MILP fallback's branch-and-bound then wastes enormous effort disambiguating (47k+ nodes without closing the gap, confirmed by running CBC verbosely). Real Attachment 2 data has no such flat runs and solves in ~0.1s/window; a synthetic sine wiggle wasn't enough either, since neighbouring half-hours stayed too similar. Fixes, matched to what each test actually needs: - The 9 validator tests only need *some* structurally valid schedule to mutate; they were deriving it by running the real optimiser once per test. Replaced with make_valid_schedule(), built directly from the model's own energy-balance formulas -- no solver involved, and it's now a true unit test of validate_schedule() in isolation. - The rolling-horizon carry-forward test was exercising the mechanism at full production scale (48h window / 24h commit) when a 2h/1h window proves the same boundary-carrying behaviour with a trivial MILP, regardless of price structure. - Fixed a genuine tie in test_optimum_uses_whichever_market_pays_more: two equal-price hours with just enough stored energy for one meant either market was a valid optimum. Sized the charge phase so delivery must split across both hours, pinning a unique answer. Full suite: 38 passed in ~1.3s (previously hung indefinitely on CI and locally within seconds of the same wall-clock variance CBC shows on degenerate MIPs). Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
This commit is contained in:
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@@ -2,11 +2,13 @@
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from __future__ import annotations
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import math
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import numpy as np
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import pandas as pd
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import pytest
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from battery_dispatch.config import BatterySpec, RunConfig
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from battery_dispatch.config import HALF_HOUR, BatterySpec, RunConfig
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from battery_dispatch.markets import MARKET_1, MARKET_2, Market
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# Equal to Attachment 1, but stated literally so the tests do not depend on the
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@@ -73,3 +75,58 @@ def prices_frame(
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},
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index=index,
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)
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def make_valid_schedule(spec: BatterySpec, n: int = 48) -> pd.DataFrame:
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"""A schedule (shaped like the optimiser's output) that satisfies every
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invariant ``validate_schedule`` checks -- built directly from the model's
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own energy-balance and revenue formulas, not by running the optimiser.
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``validate_schedule`` is tested in isolation: it only needs *some*
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structurally valid schedule to mutate one violation into. Deriving that
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from a real rolling-horizon solve would mean spinning up CBC once per
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test for no reason connected to what is under test, so this constructs
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one by hand instead -- charge for two hours, sit idle, discharge for two
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hours, comfortably within every power and capacity bound.
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"""
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charge1 = np.zeros(n)
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charge2 = np.zeros(n)
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discharge1 = np.zeros(n)
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discharge2 = np.zeros(n)
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charge1[0:4] = 1.0
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charge2[0:4] = 0.5
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discharge1[36:40] = 0.5
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discharge2[36:40] = 0.3
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total_charge = charge1 + charge2
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total_discharge = discharge1 + discharge2
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delta = HALF_HOUR * (
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spec.charge_efficiency * total_charge - total_discharge / spec.discharge_efficiency
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)
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soc = np.cumsum(delta)
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assert soc.min() >= -1e-9 and soc.max() <= spec.capacity_mwh - 1e-9, (
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"fixture parameters must stay clear of the battery's bounds"
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)
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price1 = np.array([40.0 + 10.0 * math.sin(i / 5) for i in range(n)])
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price2_hourly = np.array([35.0 + 8.0 * math.sin(h / 4) for h in range(n // 2)])
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price2 = np.repeat(price2_hourly, 2)
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frame = pd.DataFrame(
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{
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"market_1_price": price1,
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"market_2_price": price2,
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"charge_market_1_mw": charge1,
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"discharge_market_1_mw": discharge1,
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"charge_market_2_mw": charge2,
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"discharge_market_2_mw": discharge2,
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"soc_mwh": soc,
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"capacity_mwh": np.full(n, spec.capacity_mwh),
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},
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index=pd.date_range("2018-01-01", periods=n, freq="30min"),
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)
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frame.index.name = "timestamp"
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for name in (MARKET_1, MARKET_2):
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net_export = frame[f"discharge_{name}_mw"] - frame[f"charge_{name}_mw"]
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frame[f"revenue_{name}_gbp"] = HALF_HOUR * frame[f"{name}_price"] * net_export
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return frame
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