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mattandClaude Sonnet 5 afa02864a7
CI / test (push) Successful in 12s
Fix test suite hangs caused by degenerate MILP fixtures
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>
2026-09-24 16:10:55 +01:00

133 lines
4.3 KiB
Python

"""Shared fixtures: a spec matching Attachment 1 and helpers for tiny markets."""
from __future__ import annotations
import math
import numpy as np
import pandas as pd
import pytest
from battery_dispatch.config import HALF_HOUR, BatterySpec, RunConfig
from battery_dispatch.markets import MARKET_1, MARKET_2, Market
# Equal to Attachment 1, but stated literally so the tests do not depend on the
# workbook being present or unchanged.
SPEC = BatterySpec(
max_charge_mw=2.0,
max_discharge_mw=2.0,
capacity_mwh=4.0,
charge_efficiency=0.95,
discharge_efficiency=0.95,
lifetime_years=10.0,
lifetime_cycles=5000.0,
degradation_pct_per_cycle=0.001,
capex_gbp=500_000.0,
fixed_opex_gbp_per_year=5_000.0,
)
@pytest.fixture
def spec() -> BatterySpec:
return SPEC
@pytest.fixture
def config() -> RunConfig:
return RunConfig()
def markets_from(
market_1_prices: list[float],
market_2_prices: list[float] | None = None,
) -> list[Market]:
"""Build both markets from a half-hourly Market 1 price list.
``market_2_prices`` is given per *hour*; when omitted Market 2 is priced so
low that it never trades, isolating Market 1 behaviour.
"""
n = len(market_1_prices)
if market_2_prices is None:
broadcast = np.zeros(n)
else:
assert n == 2 * len(market_2_prices), "one Market 2 price per hour"
broadcast = np.repeat(np.asarray(market_2_prices, dtype=float), 2)
return [
Market(MARKET_1, 1, np.asarray(market_1_prices, dtype=float)),
Market(MARKET_2, 2, broadcast),
]
def prices_frame(
market_1_prices: list[float],
market_2_prices: list[float],
start: str = "2018-01-01",
) -> pd.DataFrame:
"""A price frame shaped like the one ``load_prices`` returns."""
n = len(market_1_prices)
index = pd.date_range(start, periods=n, freq="30min")
return pd.DataFrame(
{
"market_1_price": np.asarray(market_1_prices, dtype=float),
"market_2_price": np.repeat(np.asarray(market_2_prices, dtype=float), 2),
"hour_index": np.arange(n) // 2,
},
index=index,
)
def make_valid_schedule(spec: BatterySpec, n: int = 48) -> pd.DataFrame:
"""A schedule (shaped like the optimiser's output) that satisfies every
invariant ``validate_schedule`` checks -- built directly from the model's
own energy-balance and revenue formulas, not by running the optimiser.
``validate_schedule`` is tested in isolation: it only needs *some*
structurally valid schedule to mutate one violation into. Deriving that
from a real rolling-horizon solve would mean spinning up CBC once per
test for no reason connected to what is under test, so this constructs
one by hand instead -- charge for two hours, sit idle, discharge for two
hours, comfortably within every power and capacity bound.
"""
charge1 = np.zeros(n)
charge2 = np.zeros(n)
discharge1 = np.zeros(n)
discharge2 = np.zeros(n)
charge1[0:4] = 1.0
charge2[0:4] = 0.5
discharge1[36:40] = 0.5
discharge2[36:40] = 0.3
total_charge = charge1 + charge2
total_discharge = discharge1 + discharge2
delta = HALF_HOUR * (
spec.charge_efficiency * total_charge - total_discharge / spec.discharge_efficiency
)
soc = np.cumsum(delta)
assert soc.min() >= -1e-9 and soc.max() <= spec.capacity_mwh - 1e-9, (
"fixture parameters must stay clear of the battery's bounds"
)
price1 = np.array([40.0 + 10.0 * math.sin(i / 5) for i in range(n)])
price2_hourly = np.array([35.0 + 8.0 * math.sin(h / 4) for h in range(n // 2)])
price2 = np.repeat(price2_hourly, 2)
frame = pd.DataFrame(
{
"market_1_price": price1,
"market_2_price": price2,
"charge_market_1_mw": charge1,
"discharge_market_1_mw": discharge1,
"charge_market_2_mw": charge2,
"discharge_market_2_mw": discharge2,
"soc_mwh": soc,
"capacity_mwh": np.full(n, spec.capacity_mwh),
},
index=pd.date_range("2018-01-01", periods=n, freq="30min"),
)
frame.index.name = "timestamp"
for name in (MARKET_1, MARKET_2):
net_export = frame[f"discharge_{name}_mw"] - frame[f"charge_{name}_mw"]
frame[f"revenue_{name}_gbp"] = HALF_HOUR * frame[f"{name}_price"] * net_export
return frame