100 lines
4.4 KiB
TypeScript
100 lines
4.4 KiB
TypeScript
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import type { Approval, Curve96, Envelope, ForecastBundle, Proposal } from '@vpp/domain'
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import { AuthorityService } from '../src/authority.js'
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import { MemoryEventBus } from '../src/events.js'
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import { LedgerService } from '../src/ledger.js'
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import { LineageRecorder, assembleBidProposal, withLineage } from '../src/lineage.js'
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import { HUBEI_BID_PACK_PLACEHOLDER, PolicyEngine, hubeiSpotBiddingPack } from '../src/policy.js'
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import { MemorySnapshotStore } from '../src/snapshot.js'
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export const NOW = '2026-03-14T08:00:00Z'
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export const DATE = '2026-03-15'
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export const PACK_VERSION = '2026.03'
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export const curve = (v: string | string[], date = DATE): Curve96 => ({
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interval_minutes: 15,
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date,
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values: Array.isArray(v) ? v : Array.from({ length: 96 }, () => v),
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})
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export const priceForecast = (p50 = '425.50'): ForecastBundle => ({
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id: 'fc-price',
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kind: 'PRICE',
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market_date: DATE,
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unit: 'yuan_per_mwh',
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quantiles: { p10: curve('360.00'), p50: curve(p50), p90: curve('490.00') },
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model: { name: 'price-forecast', version: '1.0.0' },
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features_snapshot_ref: 'a'.repeat(64),
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generated_at: NOW,
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})
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/** A consistent little world: ledger with a monthly contract, a recorded MILP output, a proposal built from refs. */
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export function world(opts: { qty?: string; price?: string; agent?: string } = {}) {
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const snapshots = new MemorySnapshotStore()
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const ledger = new LedgerService({ daMonthlyDeviationBand: '0.05', clock: () => NOW })
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ledger.append({
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id: 'contract-2026-03', timescale: 'MONTHLY', period: '2026-03', kind: 'CONTRACT',
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energy_mwh: '37200.0', curve: null, source_ref: 'contract-2026-03-001', expected_version: 0,
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}) // 1200 MWh/day → band [1140, 1260]
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const engine = new PolicyEngine([hubeiSpotBiddingPack(PACK_VERSION, HUBEI_BID_PACK_PLACEHOLDER)])
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const lineage = new LineageRecorder()
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const events = new MemoryEventBus(() => NOW)
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const authority = new AuthorityService(undefined, () => 'permit-001')
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let n = 0
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const milp = withLineage(lineage, snapshots, { tool: 'bid-optimization-milp', version: '1.0.0', idGen: () => `tc-${++n}` }, (_input: unknown) => ({
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market_date: DATE,
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prices_yuan_per_mwh: curve(opts.price ?? '0.00'),
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quantities_mwh: curve(opts.qty ?? '12.5'), // 12.5 × 96 = 1200 MWh
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expected_revenue_yuan: '510600.00',
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}))
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const forecastTool = withLineage(lineage, snapshots, { tool: 'price-forecast', version: '1.0.0', idGen: () => `tc-${++n}` }, (_i: unknown) => priceForecast())
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const proposal = lineage.run(() => {
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forecastTool({ kind: 'PRICE' })
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const { call } = milp({ market_date: DATE })
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return assembleBidProposal(
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{
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market_date: DATE,
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prices_ref: { tool_call_id: call.tool_call_id, path: 'prices_yuan_per_mwh' },
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quantities_ref: { tool_call_id: call.tool_call_id, path: 'quantities_mwh' },
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expected_revenue_ref: { tool_call_id: call.tool_call_id, path: 'expected_revenue_yuan' },
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rationale: 'test',
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},
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{
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id: 'prop-001',
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originator: { agent: opts.agent ?? 'trading-agent', trigger: 'SCHEDULED', task_id: 'task-001' },
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lineage: lineage.current(),
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ledger_version: ledger.read().version,
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policy_pack_version: PACK_VERSION,
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snapshots,
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now: NOW,
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},
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)
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})
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const ruleCtx = () => ({ ledger: ledger.read(), ledgerService: ledger, snapshots, now: NOW })
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return { snapshots, ledger, engine, lineage, events, authority, proposal, ruleCtx }
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}
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export const envelope = (bounds: Record<string, string>, over: Partial<Envelope> = {}): Envelope => ({
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id: 'env-bid-001',
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scope: { proposal_type: 'BID', timescales: ['DAY_AHEAD'], resource_set: 'pool-hubei-01' },
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bounds,
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validity: { from: '2026-03-01T00:00:00Z', to: '2026-03-31T23:59:59Z' },
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approval: { level: 'L1', approved_by: ['user-ops-lead'] },
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escalation: { max_consecutive_deviations: 3, deviation_threshold_pct: '10.0' },
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status: 'ACTIVE',
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...over,
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})
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export const approvalFor = (p: Proposal, ledgerVersion: number, over: Partial<Approval> = {}): Approval => ({
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id: 'appr-001',
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proposal_digest: p.digest,
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decision: 'APPROVE',
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approver: { id: 'user-trader-01', role: 'senior-trader' },
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scope: { effect_type: 'BID', limits: {} },
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validity: { from: NOW, to: '2026-03-15T09:00:00Z' },
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evidence_versions: { policy_pack_version: PACK_VERSION, ledger_version: ledgerVersion, data_snapshot_refs: [] },
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decided_at: NOW,
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...over,
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})
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