170 lines
7.0 KiB
SQL
170 lines
7.0 KiB
SQL
-- OTE CZ: signály pro "briefing" dalšího dne (TZ Europe/Prague)
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--
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-- Cíl: vrátit pár srozumitelných signálů (negativní/okolo nuly/špička),
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-- které se dají posílat do Discordu bez logiky v Pythonu.
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create or replace function ems.fn_ote_day_signals_prague(
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p_day date,
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p_lookback_days int default 14
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)
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returns jsonb
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language sql
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stable
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as $fn$
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with params as (
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select
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greatest(1, least(coalesce(p_lookback_days, 14), 60))::int as lookback_days,
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0.25::numeric as zeroish_abs_czk_kwh,
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4::numeric as spike_interesting_czk_kwh,
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6::numeric as spike_extreme_czk_kwh
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),
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day_slots as (
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select
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mip.interval_start,
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(mip.interval_start at time zone 'Europe/Prague') as local_ts,
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extract(hour from mip.interval_start at time zone 'Europe/Prague')::int as local_hour,
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mip.buy_raw_price_czk_kwh as price
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from ems.market_interval_price mip
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where mip.market_source = 'OTE_CZ'
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and (mip.interval_start at time zone 'Europe/Prague')::date = p_day
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),
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day_agg as (
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select
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count(*)::int as slot_count,
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min(price) as min_price,
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max(price) as max_price,
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avg(price) as avg_price,
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count(*) filter (where price < 0)::int as neg_slots,
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count(*) filter (where abs(price) <= (select zeroish_abs_czk_kwh from params))::int as zeroish_slots,
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min(price) filter (where local_hour between 10 and 14) as noon_min_price,
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avg(price) filter (where local_hour between 10 and 14) as noon_avg_price,
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max(price) filter (where local_hour between 6 and 9) as morning_max_price,
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max(price) filter (where local_hour between 17 and 21) as evening_max_price,
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max(price) filter (where local_hour between 17 and 21)
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- avg(price) filter (where local_hour between 10 and 14) as evening_minus_noon
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from day_slots
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),
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hist_hours as (
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select
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(mip.interval_start at time zone 'Europe/Prague')::date as d,
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extract(hour from mip.interval_start at time zone 'Europe/Prague')::int as h,
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avg(mip.buy_raw_price_czk_kwh) as avg_price
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from ems.market_interval_price mip
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cross join params p
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where mip.market_source = 'OTE_CZ'
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and (mip.interval_start at time zone 'Europe/Prague')::date < p_day
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and (mip.interval_start at time zone 'Europe/Prague')::date >= p_day - (p.lookback_days || ' days')::interval
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group by 1, 2
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),
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hist_windows as (
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select
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avg(avg_price) filter (where h between 17 and 21) as avg_evening,
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avg(avg_price) filter (where h between 6 and 9) as avg_morning,
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avg(avg_price) filter (where h between 10 and 14) as avg_noon
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from hist_hours
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),
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signals as (
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select jsonb_agg(s order by (s ->> 'severity') desc, (s ->> 'code')) as arr
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from (
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-- negativní
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select jsonb_build_object(
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'code', 'NEG_EXTREME',
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'severity', 3,
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'title', 'extrémně záporné ceny',
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'detail', format('min %.3f Kč/kWh, záporné sloty %s', (select min_price from day_agg), (select neg_slots from day_agg))
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) s
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where (select min_price from day_agg) <= -0.50
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or (select neg_slots from day_agg) >= 8
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union all
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select jsonb_build_object(
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'code', 'NEG_PRESENT',
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'severity', 2,
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'title', 'záporné ceny',
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'detail', format('min %.3f Kč/kWh, záporné sloty %s', (select min_price from day_agg), (select neg_slots from day_agg))
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) s
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where (select min_price from day_agg) < 0
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and not (
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(select min_price from day_agg) <= -0.50
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or (select neg_slots from day_agg) >= 8
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)
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-- okolo nuly přes den
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union all
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select jsonb_build_object(
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'code', 'NOON_ZEROISH',
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'severity', 2,
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'title', 'poledne okolo nuly',
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'detail', format('polední průměr %.3f Kč/kWh (10–14)', (select noon_avg_price from day_agg))
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) s
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where coalesce((select noon_avg_price from day_agg), 999) <= (select zeroish_abs_czk_kwh from params)
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union all
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select jsonb_build_object(
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'code', 'MANY_ZEROISH',
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'severity', 1,
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'title', 'hodně slotů okolo nuly',
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'detail', format('okolo nuly slotů %s (|p| ≤ %.2f Kč/kWh)', (select zeroish_slots from day_agg), (select zeroish_abs_czk_kwh from params))
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) s
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where (select zeroish_slots from day_agg) >= 16
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-- špička večer (hard)
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union all
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select jsonb_build_object(
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'code', 'EVENING_SPIKE_EXTREME',
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'severity', 3,
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'title', 'večer extrémně drahý',
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'detail', format('max večer %.3f Kč/kWh (17–21)', (select evening_max_price from day_agg))
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) s
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where coalesce((select evening_max_price from day_agg), 0) >= (select spike_extreme_czk_kwh from params)
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union all
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select jsonb_build_object(
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'code', 'EVENING_SPIKE_INTERESTING',
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'severity', 2,
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'title', 'večer drahý',
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'detail', format('max večer %.3f Kč/kWh (17–21)', (select evening_max_price from day_agg))
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) s
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where coalesce((select evening_max_price from day_agg), 0) >= (select spike_interesting_czk_kwh from params)
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and coalesce((select evening_max_price from day_agg), 0) < (select spike_extreme_czk_kwh from params)
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-- špička večer (relativní vůči posledním N dnům)
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union all
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select jsonb_build_object(
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'code', 'EVENING_SPIKE_REL',
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'severity', 2,
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'title', 'večer nadprůměrná špička',
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'detail', format(
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'max večer %.3f vs. průměr %.3f (lookback %s dní)',
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(select evening_max_price from day_agg),
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(select avg_evening from hist_windows),
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(select lookback_days from params)
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)
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) s
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where (select avg_evening from hist_windows) is not null
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and coalesce((select evening_max_price from day_agg), 0) >= (select avg_evening from hist_windows) + 1.5
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) t
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)
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select jsonb_build_object(
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'day', p_day,
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'lookback_days', (select lookback_days from params),
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'metrics', jsonb_build_object(
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'slot_count', (select slot_count from day_agg),
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'min_price', round(coalesce((select min_price from day_agg), 0)::numeric, 6),
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'max_price', round(coalesce((select max_price from day_agg), 0)::numeric, 6),
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'avg_price', round(coalesce((select avg_price from day_agg), 0)::numeric, 6),
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'neg_slots', (select neg_slots from day_agg),
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'zeroish_slots', (select zeroish_slots from day_agg),
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'noon_avg_price', round(coalesce((select noon_avg_price from day_agg), 0)::numeric, 6),
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'evening_max_price', round(coalesce((select evening_max_price from day_agg), 0)::numeric, 6),
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'avg_evening_last_n', round(coalesce((select avg_evening from hist_windows), 0)::numeric, 6),
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'avg_noon_last_n', round(coalesce((select avg_noon from hist_windows), 0)::numeric, 6)
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),
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'signals', coalesce((select arr from signals), '[]'::jsonb)
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);
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$fn$;
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comment on function ems.fn_ote_day_signals_prague(date, int) is
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'Signály pro briefing OTE_CZ cen pro p_day (negativní/okolo nuly/špička), včetně relativní špičky proti posledním N dnům.';
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