kbt-devops
faaadc1297
Add two new static datasets for cross-region arbitrage calculations: - transmission_capacity: region-to-region capacity limits (20 rows) - transmission_cost: transmission costs per path (20 rows) Update mining dataset with EUR pricing and power metrics: - Change btc_price_usd to btc_price_eur - Add power_efficiency_th_per_mw, power_demand_mw - Add revenue_eur_per_mwh, profit_eur_per_mwh - Remove mining_profitability column Changes include: - scripts/02_fetch_historical.py: rewrite fetch_bitcoin_mining_data() - scripts/01_generate_synthetic.py: add transmission data generators - config/data_config.yaml: add transmission config, update bitcoin config - config/schema.yaml: add 2 new schemas, update bitcoin_mining schema - scripts/03_process_merge.py: add 2 new datasets - scripts/04_validate.py: add 2 new datasets - test/test_data.py: update for new datasets and bitcoin price reference Total datasets: 9 (734,491 rows, 17.89 MB)
230 lines
7.3 KiB
Python
230 lines
7.3 KiB
Python
"""
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Fetch historical data for energy trading strategy test data.
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Handles: electricity prices, bitcoin mining data, load profiles.
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"""
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import yaml
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import numpy as np
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import pandas as pd
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from pathlib import Path
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from datetime import datetime, timedelta
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import requests
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import json
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import time
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def load_config():
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config_path = Path(__file__).parent.parent / "config" / "data_config.yaml"
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with open(config_path) as f:
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return yaml.safe_load(f)
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def generate_timestamps(start_date, end_date, granularity):
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start = pd.to_datetime(start_date)
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end = pd.to_datetime(end_date)
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return pd.date_range(start=start, end=end, freq=granularity)
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def fetch_electricity_prices(config, timestamps):
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np.random.seed(config['generation']['seed'] + 10)
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regions = config['regions']
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print(f"Fetching electricity prices for {len(regions)} regions...")
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df_list = []
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for region in regions:
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n = len(timestamps)
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hours = timestamps.hour + timestamps.minute / 60
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days = timestamps.dayofyear
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if region == 'FR':
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base_price = 80
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volatility = 30
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elif region == 'DE':
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base_price = 90
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volatility = 40
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elif region == 'NL':
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base_price = 85
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volatility = 35
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elif region == 'BE':
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base_price = 82
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volatility = 32
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else:
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base_price = 100
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volatility = 50
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day_ahead = base_price + volatility * np.sin(2 * np.pi * hours / 24) + np.random.normal(0, 10, n)
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real_time = day_ahead + np.random.normal(0, 20, n)
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price_spikes = np.random.random(n) < 0.02
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real_time = np.array(real_time)
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real_time[price_spikes] += np.random.uniform(100, 500, int(np.sum(price_spikes)))
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capacity_price = np.abs(np.random.normal(5, 2, n))
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regulation_price = np.abs(np.random.normal(3, 1, n))
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volume = np.random.uniform(1000, 5000, n)
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data = pd.DataFrame({
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'timestamp': timestamps,
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'region': region,
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'day_ahead_price': day_ahead,
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'real_time_price': real_time,
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'capacity_price': capacity_price,
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'regulation_price': regulation_price,
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'volume_mw': volume
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})
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df_list.append(data)
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return pd.concat(df_list, ignore_index=True)
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def fetch_bitcoin_mining_data(config, timestamps):
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np.random.seed(config['generation']['seed'] + 11)
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print(f"Fetching bitcoin mining data from mempool.space (simulated)...")
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n = len(timestamps)
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try:
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btc_api = "https://mempool.space/api/v1/fees/recommended"
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response = requests.get(btc_api, timeout=10)
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if response.status_code == 200:
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fees = response.json()
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else:
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pass
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except:
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pass
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btc_params = config['bitcoin']
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btc_eur_trend = np.linspace(0.95, 1.05, n)
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btc_daily_volatility = np.cumsum(np.random.normal(0, 0.01, n)) + 1
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btc_daily_volatility = btc_daily_volatility / btc_daily_volatility[0]
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base_btc_price_eur = 41400
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btc_price_eur = base_btc_price_eur * btc_eur_trend * btc_daily_volatility * (1 + 0.03 * np.random.randn(n))
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hashrate_base = np.random.uniform(*btc_params['hashrate_range'])
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hashrate = hashrate_base * (1 + 0.05 * np.sin(2 * np.pi * np.arange(n) / (n / 10))) * (1 + 0.02 * np.random.randn(n))
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power_efficiency = np.random.uniform(*btc_params['power_efficiency_range'])
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power_demand = hashrate / power_efficiency
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mining_profitability = (btc_price_eur * 0.0001 / 3.6) / (power_efficiency / 1000)
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revenue_eur_per_mwh = mining_profitability * power_efficiency * 24
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electricity_breakeven = 40 + np.random.normal(0, 5, n)
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profit_eur_per_mwh = revenue_eur_per_mwh - electricity_breakeven
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data = pd.DataFrame({
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'timestamp': timestamps,
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'pool_id': 'POOL_001',
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'hashrate_ths': hashrate,
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'btc_price_eur': btc_price_eur,
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'power_efficiency_th_per_mw': power_efficiency,
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'power_demand_mw': power_demand,
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'revenue_eur_per_mwh': revenue_eur_per_mwh,
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'profit_eur_per_mwh': profit_eur_per_mwh,
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'electricity_cost': electricity_breakeven
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})
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return data
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def fetch_load_profiles(config, timestamps):
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np.random.seed(config['generation']['seed'] + 12)
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regions = config['regions']
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print(f"Fetching load profiles for {len(regions)} regions...")
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df_list = []
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for region in regions:
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n = len(timestamps)
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hours = timestamps.hour + timestamps.minute / 60
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day_of_year = timestamps.dayofyear
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if region == 'FR':
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base_load = 60000
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peak_hours = [10, 20]
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elif region == 'DE':
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base_load = 70000
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peak_hours = [9, 19]
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elif region == 'NL':
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base_load = 15000
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peak_hours = [11, 21]
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elif region == 'BE':
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base_load = 12000
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peak_hours = [10, 20]
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else:
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base_load = 45000
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peak_hours = [9, 19]
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daily_pattern = 0.7 + 0.3 * np.exp(-0.5 * ((hours - 18) / 4) ** 2)
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seasonal_pattern = 0.8 + 0.2 * np.sin(2 * np.pi * (day_of_year - 15) / 365)
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load = base_load * daily_pattern * seasonal_pattern * (1 + 0.05 * np.random.randn(n))
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forecast = load * (1 + np.random.normal(0, 0.03, n))
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temp = 15 + 15 * np.sin(2 * np.pi * (day_of_year - 15) / 365) + np.random.normal(0, 3, n)
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humidity = 60 + 20 * np.sin(2 * np.pi * (day_of_year - 15) / 365) + np.random.normal(0, 10, n)
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data = pd.DataFrame({
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'timestamp': timestamps,
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'region': region,
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'load_mw': load,
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'forecast_mw': forecast,
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'weather_temp': temp,
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'humidity': humidity
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})
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df_list.append(data)
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return pd.concat(df_list, ignore_index=True)
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def save_raw_data(datasets, output_dir):
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output_path = Path(output_dir) / 'raw'
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output_path.mkdir(parents=True, exist_ok=True)
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saved = {}
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for name, df in datasets.items():
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file_path = output_path / f'{name}_raw.parquet'
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df.to_parquet(file_path, compression='snappy')
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saved[name] = str(file_path)
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print(f" Saved: {file_path}")
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return saved
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def main():
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config = load_config()
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time_config = config['time_range']
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timestamps = generate_timestamps(
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time_config['start_date'],
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time_config['end_date'],
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time_config['granularity']
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)
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print(f"Fetching historical data for {len(timestamps)} timestamps...")
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datasets = {}
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datasets['electricity_prices'] = fetch_electricity_prices(config, timestamps)
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print(f" - Electricity prices: {len(datasets['electricity_prices'])} rows")
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datasets['bitcoin_mining'] = fetch_bitcoin_mining_data(config, timestamps)
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print(f" - Bitcoin mining: {len(datasets['bitcoin_mining'])} rows")
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datasets['load_profiles'] = fetch_load_profiles(config, timestamps)
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print(f" - Load profiles: {len(datasets['load_profiles'])} rows")
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output_base = Path(__file__).parent.parent / 'data'
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saved_files = save_raw_data(datasets, output_base)
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print(f"\nSaved {len(datasets)} historical datasets to data/raw/")
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return datasets
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if __name__ == '__main__':
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main()
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