125 lines
4.2 KiB
Markdown
125 lines
4.2 KiB
Markdown
# Energy Test Data
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Preparation of test data for energy trading strategy demo.
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## Overview
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This project generates and processes realistic test data for energy trading strategies, including:
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- **Electricity Prices**: Day-ahead and real-time market prices for European regions (FR, BE, DE, NL, UK)
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- **Battery Capacity**: Storage system states with charge/discharge cycles
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- **Renewable Generation**: Solar, wind, and hydro generation with forecast errors
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- **Conventional Generation**: Gas, coal, and nuclear plant outputs
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- **Load Profiles**: Regional electricity demand with weather correlations
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- **Data Centers**: Power demand profiles including Bitcoin mining client
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- **Mining**: Hashrate, price, and profitability data (from mempool.space)
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## Project Structure
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```
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energy-test-data/
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├── data/
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│ ├── processed/ # Final Parquet files (<200MB total)
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│ ├── raw/ # Unprocessed source data
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│ └── metadata/ # Data documentation and reports
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├── scripts/
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│ ├── 01_generate_synthetic.py # Generate synthetic data
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│ ├── 02_fetch_historical.py # Fetch historical data
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│ ├── 03_process_merge.py # Process and compress
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│ └── 04_validate.py # Validate and report
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├── config/
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│ ├── data_config.yaml # Configuration parameters
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│ └── schema.yaml # Data schema definitions
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├── requirements.txt
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└── README.md
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```
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## Installation
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```bash
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pip install -r requirements.txt
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```
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## Usage
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### Generate all test data
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Run scripts in sequence:
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```bash
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python scripts/01_generate_synthetic.py
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python scripts/02_fetch_historical.py
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python scripts/03_process_merge.py
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python scripts/04_validate.py
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```
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Or run all at once:
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```bash
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python scripts/01_generate_synthetic.py && \
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python scripts/02_fetch_historical.py && \
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python scripts/03_process_merge.py && \
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python scripts/04_validate.py
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```
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### Individual scripts
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**01_generate_synthetic.py**: Creates synthetic data for battery systems, renewable generation, conventional generation, and data centers.
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**02_fetch_historical.py**: Fetches electricity prices, mining data, and load profiles from public APIs (or generates realistic synthetic data when APIs are unavailable).
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**03_process_merge.py**: Merges datasets, optimizes memory usage, and saves to compressed Parquet format.
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**04_validate.py**: Validates data quality, checks for missing values and outliers, and generates validation reports.
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## Configuration
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Edit `config/data_config.yaml` to customize:
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- **Time range**: Start/end dates and granularity
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- **Regions**: Market regions to include
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- **Data sources**: Synthetic vs historical for each dataset
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- **Generation parameters**: Noise levels, outlier rates, missing value rates
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- **Battery parameters**: Capacity ranges, efficiency, degradation
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- **Generation parameters**: Plant capacities, marginal costs
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- **Mining parameters**: Hashrate ranges, mining efficiency
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## Data Specifications
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| Dataset | Time Range | Rows (10d × 1min) | Est. Size |
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|---------|-----------|-------------------|-----------|
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| electricity_prices | 10 days | 72,000 | ~40MB |
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| battery_capacity | 10 days | 144,000 | ~20MB |
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| renewable_generation | 10 days | 216,000 | ~35MB |
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| conventional_generation | 10 days | 144,000 | ~25MB |
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| load_profiles | 10 days | 72,000 | ~30MB |
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| data_centers | 10 days | 72,000 | ~15MB |
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| mining | 10 days | 14,400 | ~20MB |
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| **Total** | | | **~185MB** |
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## Output Format
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All processed datasets are saved as Parquet files with Snappy compression in `data/processed/`.
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To read a dataset:
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```python
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import pandas as pd
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df = pd.read_parquet('data/processed/electricity_prices.parquet')
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print(df.head())
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```
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## Data Sources
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- **Electricity Prices**: Hybrid (synthetic patterns based on EPEX Spot market characteristics)
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- **Mining**: Hybrid (mempool.space API + synthetic patterns)
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- **Load Profiles**: Hybrid (ENTSO-E transparency platform patterns + synthetic)
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## Validation Reports
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After processing, validation reports are generated in `data/metadata/`:
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- `validation_report.json`: Data quality checks, missing values, range violations
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- `final_metadata.json`: Dataset sizes, row counts, processing details
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