second version

db/routines/R__fn_predict_negative_prices.sql

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+-- =============================================================
+-- R__fn_predict_negative_prices.sql
+-- Predikce oken se zvýšeným rizikem záporné spotové ceny (OTE).
+-- Volat denně po importu cen a po forecastu FVE; výsledky ukládá do
+-- ems.predicted_negative_price_window.
+-- =============================================================
+
+CREATE OR REPLACE FUNCTION ems.fn_predict_negative_price_windows(
+    p_site_id INT,
+    p_days_ahead INT DEFAULT 7
+)
+RETURNS TABLE (
+    predicted_date DATE,
+    window_start_hour INT,
+    window_end_hour INT,
+    probability_pct INT,
+    expected_min_price NUMERIC(10, 4),
+    reason TEXT
+)
+LANGUAGE plpgsql
+VOLATILE
+AS $$
+DECLARE
+    v_start DATE;
+    v_end DATE;
+    v_days INT;
+BEGIN
+    v_days := COALESCE(p_days_ahead, 7);
+    IF v_days < 1 OR v_days > 60 THEN
+        RAISE EXCEPTION 'p_days_ahead must be between 1 and 60, got %', p_days_ahead;
+    END IF;
+
+    v_start := (CURRENT_TIMESTAMP AT TIME ZONE 'Europe/Prague')::DATE + 1;
+    v_end := (CURRENT_TIMESTAMP AT TIME ZONE 'Europe/Prague')::DATE + v_days;
+
+    IF NOT EXISTS (SELECT 1 FROM ems.site s WHERE s.id = p_site_id) THEN
+        RAISE EXCEPTION 'site not found: %', p_site_id;
+    END IF;
+
+    DELETE FROM ems.predicted_negative_price_window p
+    WHERE p.site_id = p_site_id
+      AND p.predicted_date BETWEEN v_start AND v_end;
+
+    RETURN QUERY
+    WITH hist_price AS (
+        SELECT
+            EXTRACT(DOW FROM mip.interval_start AT TIME ZONE 'Europe/Prague')::INT AS dow,
+            EXTRACT(HOUR FROM mip.interval_start AT TIME ZONE 'Europe/Prague')::INT AS hour,
+            COUNT(*)::INT AS total_slots,
+            COUNT(*) FILTER (WHERE mip.buy_raw_price_czk_kwh < 0)::INT AS neg_slots,
+            AVG(mip.buy_raw_price_czk_kwh) AS avg_price,
+            MIN(mip.buy_raw_price_czk_kwh) AS min_price
+        FROM ems.market_interval_price mip
+        WHERE mip.market_source IN ('OTE_CZ', 'OTE_CZ_DAM')
+          AND mip.interval_start >= NOW() - INTERVAL '6 months'
+        GROUP BY 1, 2
+        HAVING COUNT(*) >= 4
+    ),
+    latest_run AS (
+        SELECT fpr.id
+        FROM ems.forecast_pv_run fpr
+        WHERE fpr.site_id = p_site_id
+          AND fpr.status = 'ok'
+        ORDER BY fpr.created_at DESC NULLS LAST
+        LIMIT 1
+    ),
+    slot_power_hist AS (
+        SELECT
+            fpi.interval_start,
+            SUM(fpi.power_w)::BIGINT AS total_w
+        FROM ems.forecast_pv_interval fpi
+        INNER JOIN ems.forecast_pv_run fpr ON fpr.id = fpi.run_id
+        WHERE fpr.site_id = p_site_id
+          AND fpr.status = 'ok'
+          AND fpi.interval_start >= NOW() - INTERVAL '6 months'
+        GROUP BY fpi.interval_start
+    ),
+    pv_max_by_hour AS (
+        SELECT
+            EXTRACT(HOUR FROM sp.interval_start AT TIME ZONE 'Europe/Prague')::INT AS hour,
+            MAX(sp.total_w)::BIGINT AS hist_max_w
+        FROM slot_power_hist sp
+        GROUP BY 1
+    ),
+    pred_slot AS (
+        SELECT
+            fpi.interval_start,
+            SUM(fpi.power_w)::BIGINT AS total_w
+        FROM ems.forecast_pv_interval fpi
+        INNER JOIN latest_run lr ON lr.id = fpi.run_id
+        GROUP BY fpi.interval_start
+    ),
+    pred_by_hour AS (
+        SELECT
+            (ps.interval_start AT TIME ZONE 'Europe/Prague')::DATE AS d,
+            EXTRACT(HOUR FROM ps.interval_start AT TIME ZONE 'Europe/Prague')::INT AS hour,
+            MAX(ps.total_w)::BIGINT AS pred_max_w
+        FROM pred_slot ps
+        GROUP BY 1, 2
+    ),
+    future_days AS (
+        SELECT gs::DATE AS d
+        FROM generate_series(v_start, v_end, INTERVAL '1 day') AS gs
+    ),
+    hourly_base AS (
+        SELECT
+            fd.d AS predicted_date,
+            h.hour,
+            EXTRACT(DOW FROM fd.d)::INT AS dow,
+            LEAST(
+                100,
+                GREATEST(
+                    0,
+                    (100.0 * hp.neg_slots / NULLIF(hp.total_slots, 0))::INT
+                )
+            ) AS base_prob,
+            hp.min_price
+        FROM future_days fd
+        CROSS JOIN generate_series(0, 23) AS h (hour)
+        INNER JOIN hist_price hp
+            ON hp.dow = EXTRACT(DOW FROM fd.d)::INT
+           AND hp.hour = h.hour
+    ),
+    hourly_adj AS (
+        SELECT
+            hb.predicted_date,
+            hb.hour,
+            hb.dow,
+            hb.base_prob,
+            hb.min_price,
+            CASE
+                WHEN pm.hist_max_w IS NULL OR pm.hist_max_w <= 0 THEN hb.base_prob
+                WHEN ph.pred_max_w IS NULL THEN hb.base_prob
+                WHEN ph.pred_max_w::NUMERIC > 0.8 * pm.hist_max_w::NUMERIC THEN
+                    LEAST(100, hb.base_prob + 15)
+                WHEN ph.pred_max_w::NUMERIC < 0.4 * pm.hist_max_w::NUMERIC THEN
+                    GREATEST(0, hb.base_prob - 20)
+                ELSE hb.base_prob
+            END AS probability_pct
+        FROM hourly_base hb
+        LEFT JOIN pred_by_hour ph
+            ON ph.d = hb.predicted_date
+           AND ph.hour = hb.hour
+        LEFT JOIN pv_max_by_hour pm ON pm.hour = hb.hour
+    ),
+    qualified AS (
+        SELECT
+            ha.predicted_date,
+            ha.hour,
+            ha.probability_pct,
+            ha.min_price AS expected_hour_min,
+            ha.hour
+                - ROW_NUMBER() OVER (
+                    PARTITION BY ha.predicted_date, ha.probability_pct
+                    ORDER BY ha.hour
+                ) AS grp
+        FROM hourly_adj ha
+        WHERE ha.probability_pct >= 30
+    ),
+    windows AS (
+        SELECT
+            q.predicted_date,
+            q.probability_pct,
+            MIN(q.hour) AS window_start_hour,
+            MAX(q.hour) AS window_end_hour,
+            MIN(q.expected_hour_min) AS expected_min_price
+        FROM qualified q
+        GROUP BY q.predicted_date, q.probability_pct, q.grp
+    ),
+    final_rows AS (
+        SELECT
+            w.predicted_date,
+            w.window_start_hour,
+            w.window_end_hour,
+            w.probability_pct,
+            ROUND(w.expected_min_price::NUMERIC, 4) AS expected_min_price,
+            CASE
+                WHEN w.probability_pct >= 70 THEN
+                    'Historicky vysoká FVE výroba v tento čas – velmi pravděpodobné'
+                WHEN w.probability_pct >= 50 THEN
+                    'Víkendový vzor + dobrá předpověď FVE'
+                ELSE
+                    'Možné na základě historických dat'
+            END AS reason
+        FROM windows w
+        WHERE w.probability_pct >= 25
+    ),
+    ins AS (
+        INSERT INTO ems.predicted_negative_price_window (
+            site_id,
+            predicted_date,
+            window_start_hour,
+            window_end_hour,
+            probability_pct,
+            expected_min_price,
+            reason
+        )
+        SELECT
+            p_site_id,
+            fr.predicted_date,
+            fr.window_start_hour,
+            fr.window_end_hour,
+            fr.probability_pct,
+            fr.expected_min_price,
+            fr.reason
+        FROM final_rows fr
+        RETURNING
+            predicted_negative_price_window.predicted_date,
+            predicted_negative_price_window.window_start_hour,
+            predicted_negative_price_window.window_end_hour,
+            predicted_negative_price_window.probability_pct,
+            predicted_negative_price_window.expected_min_price,
+            predicted_negative_price_window.reason
+    )
+    SELECT
+        ins.predicted_date,
+        ins.window_start_hour,
+        ins.window_end_hour,
+        ins.probability_pct,
+        ins.expected_min_price,
+        ins.reason
+    FROM ins;
+END;
+$$;
+
+COMMENT ON FUNCTION ems.fn_predict_negative_price_windows(INT, INT) IS
+'Predikuje okna se zvýšeným rizikem záporné nákupní ceny z historie OTE (6 měsíců), upraví podle forecastu FVE a zapíše do ems.predicted_negative_price_window. Volat denně po importu cen a forecastu.';