能源、气候与材料2025arxiv.org
通过高频日内交易最大化电池储能利润
Maximizing Battery Storage Profits via High-Frequency Intraday Trading
进阶 · 约 40 分钟读完前置知识:电力市场与实时电价机制、电池储能系统(BESS)基础、线性/凸优化基础
导读
这篇论文研究如何通过高频日内交易最大化电池储能系统(BESS)的利润,核心是在电价波动(包括负电价)下优化电池充放电调度,实现套利。评论重点关注负电价下电池无法同时充放电的物理约束及其变通方案。
HN 关注点:公开交易策略的动机(为何不卖给对冲基金)、负电价套利的物理限制,以及普通电池和电动车参与电力套利的可能性。
HN 评论精选
这几条评论里:质疑 1 补充 2
补充负电价下"同时充放电"物理上不可能是个可绕过的限制,建议 BESS 用发热或自放电方式吸收负电价电力,并质疑实际系统是否具备此能力。
然而,由于物理上不可能同时给电池充电和放电,这类交易必须被阻止。作者观察到,如果电价为负且你的电池不是完美有效率的,你会希望同时充放电来因浪费能源而获得报酬,但你做不到。这是一个离谱的限制。当然,电力电子设备甚至只是 BESS 里的控制算法都可以稍作修改,让它消耗电力、发热,而不向电池单元传输任何电流,从而有效利用 BESS 的散热器来吸收多余电力并出售这项服务。更严肃地说,在偶尔出现负电价的世界里,你会希望电池能以受控的、功率受限的方式自放电而不输出电力,以避免过热,优化算法应该把这一点考虑进去。我想知道真实的电网级 BESS 系统是否具备这种能力。
amluto查看英文原文
> However, because it is physically not possible to charge and discharge the battery at the same time, such trades have to be prevented. The authors are observing that, if electricity prices are negative and your battery is not perfectly efficient, then you would like to charge and discharge simultaneously to get paid for wasting energy, but you can’t. This is a silly limitation. Surely the power electronics or even just the control algorithms in a BESS could be slightly modified to consume power, get warm, and not transfer any current to or from the battery cells, effectively taking advantage of the BESS’s heat sink to sink excess power and sell that service. More seriously, in a world with occasional negative prices, you would want your battery to be able discharge itself, without exporting power, in a controlled and power-limited manner so as to avoid overheating. And the optimization algorithms should factor this in. I wonder if real grid-scale BESS systems have this capability.
质疑质疑为何公开有潜力的交易策略而非卖给对冲基金,怀疑研究只是正式发表行业既有做法。
我对整个领域完全不熟悉,但为什么要发表一个有潜力的交易策略?为什么不至少卖给对冲基金?还是说这项研究只是正式发表了行业已经在做的事情?
dachworker查看英文原文
I'm not at all familiar with this whole field, but why would you publish a trading strategy if it has potential? Why not sell it to a hedgefund, at least? Or is this research formally publishing what industry is already doing?
补充提出个人设备(电动车、家用电池、手机)自动充放电获取被动收入的构想,并延伸到矿机和网约车动态定价。
这听起来和我曾经提过的某个建议类似:https://news.ycombinator.com/item?id=38669706。想象一种软件,可以运行在电动车、Powerwall 型电池、电脑、平板和智能手机等设备上,自动充放电来获取被动收入。本质上是算法交易,只不过交易的是电力而不是股票。你只需配置必要的时间范围和充电百分比,比如你的电动车需要在工作日上午 8 点前和下午 5 点前达到 25% 的电量以完成日常通勤。也许某些电动车会开始内置加密矿机,在电池满电时燃烧负电价的电力。也许 Lyft、Uber 和 Waymo、Cruise 会利用这一点,根据电力价格来调整费率(如果它们还没这么做的话)。
buu700查看英文原文
This sounds similar to something I suggested at one point: https://news.ycombinator.com/item?id=38669706 Imagine software that could run on EVs, Powerwall-type batteries, computers/tablets/smartphones, and so on, which would automatically charge and discharge for passive income. Essentially algorithmic trading, but with power instead of stock. You'd just have to configure any necessary time ranges and charge percentages, e.g. maybe your EV needs to be at 25% by 8am and again by 5pm on weekdays in order to make your daily commute. Maybe some EVs will start to come with built-in crypto miners to burn negatively priced power when the battery is at capacity. Maybe Lyft/Uber and Waymo/Cruise will take advantage of it by increasing and lowering rates based on the price of power (if they don't already).
历次讨论
- 2025Hacker News 讨论帖283 分 · 269 评
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