fix: oscillation filter incorrectly removes charge blocks with 15-min…#29
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fix: oscillation filter incorrectly removes charge blocks with 15-min…#29
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… price data Two bugs in _filter_oscillations caused isolated single-slot charge/discharge with quarter-hour price data while hourly data worked correctly: 1. ref_step_h used step_durations_hours[0] (the partial first step) instead of the full interval step. When the optimizer runs 1-2 min before a price boundary, this inflated lookahead_steps from 8 to ~120, covering the entire 36-h horizon instead of the intended 2-h window. 2. The filter broke on the *nearest* discharge found in the window. An intermediate discharge with a low spread caused the preceding charge to be removed, even when a profitable discharge existed slightly further in the same window. Fix 1: use step_durations_hours[1] as ref_step_h (the representative full interval), keeping lookahead_steps at 8 steps for 15-min data. Fix 2: scan all discharges (charges) within the window; only suppress a charge (discharge) step if no profitable pairing exists anywhere in the window. True rapid oscillations with no profitable match are still correctly removed. Adds three regression tests covering both scenarios. https://claude.ai/code/session_01FCR1z6MBtoa5AdEtEi352T
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Two bugs in _filter_oscillations caused isolated single-slot charge/discharge with quarter-hour price data while hourly data worked correctly:
ref_step_h used step_durations_hours[0] (the partial first step) instead of the full interval step. When the optimizer runs 1-2 min before a price boundary, this inflated lookahead_steps from 8 to ~120, covering the entire 36-h horizon instead of the intended 2-h window.
The filter broke on the nearest discharge found in the window. An intermediate discharge with a low spread caused the preceding charge to be removed, even when a profitable discharge existed slightly further in the same window.
Fix 1: use step_durations_hours[1] as ref_step_h (the representative full interval), keeping lookahead_steps at 8 steps for 15-min data.
Fix 2: scan all discharges (charges) within the window; only suppress a charge (discharge) step if no profitable pairing exists anywhere in the window. True rapid oscillations with no profitable match are still correctly removed.
Adds three regression tests covering both scenarios.
https://claude.ai/code/session_01FCR1z6MBtoa5AdEtEi352T
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fix:Bug fix (patch version bump)feat:New feature (minor version bump)feat!:/BREAKING CHANGE:Breaking change (major version bump)chore:/docs:/ci:Maintenance or documentation (no version bump)Checklist
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