Deep Reinforcement Learning-Based Trading Strategy for Load Aggregators on Price-Responsive Demand

Table 3

Performance of buying and selling of DNN-DDPG, RNN-DDPG, LSTM-DDPG, and proposed method.

Time	Real-time demand	Real-time LMP	DNN-DDPG; strategy	RNN-DDPG; profit	LSTM-DDPG; profit	Proposed method; profit
2021/4/1 0:00	2180.29	18.58	—	—	Sell	—
2021/4/1 1:00	2128.78	17.66	—	—	Buy	—
2021/4/1 2:00	2129.59	16.97	—	Sell	Buy	—
2021/4/1 3:00	2199.59	17.39	—	—	Sell	——
2021/4/1 4:00	2396.96	17.47	—	—	Sell	—
2021/4/1 5:00	2726.9	17.76	Sell	—		—
2021/4/1 6:00	3025.03	17.19	—	—	Sell	—
2021/4/1 7:00	3184.98	19.24	Sell	—	Buy	Sell
2021/4/1 8:00	3232.86	19	Sell	—	Sell	—
2021/4/1 9:00	3189.72	20.15	Sell	—	Buy	—
2021/4/1 10:00	3158.38	26.81	Sell	Sell	Buy	—
2021/4/1 11:00	3124.1	23.9	Sell	—		—
2021/4/1 12:00	3140.79	21.25	Sell	Sell	Sell	—
2021/4/1 13:00	3124.51	20.76	Sell	—		—
2021/4/1 14:00	3095.21	20.12	Sell	—		—
2021/4/1 15:00	3099.09	21.59	Sell	—		—
2021/4/1 16:00	3160.18	22.99	Sell	—	Sell	—
2021/4/1 17:00	3215.54	23.36	Sell	—	Sell	Sell
2021/4/1 18:00	3318.29	22.24	—	—	Sell	—
2021/4/1 19:00	3275	22.64	Sell	—	Buy	—
2021/4/1 20:00	3149.49	22.73	—	—	Buy	Sell
2021/4/1 21:00	2920.19	23.02	Sell	—	Sell	—
2021/4/1 22:00	2696.89	21.73	—	—	Buy	—
2021/4/1 23:00	2536.62	20.57	—	—	Sell	—
2021/4/2 0:00	2456.54	22.66	Sell	—	Buy	Buy
2021/4/2 1:00	2422.44	23.39	Sell	—	Sell	Buy
2021/4/2 2:00	2429.74	22.41	—	—	Buy	Sell
2021/4/2 3:00	2496.1	22.73	—	—	Sell	—
2021/4/2 4:00	2665.92	24.23	Sell	—		—
2021/4/2 5:00	2909.75	27.85	Sell	Sell	Sell	—
2021/4/2 6:00	3073.85	29.92	Sell	—	Sell	—
2021/4/2 7:00	3107.32	30.83	Sell	—	Buy	Sell
2021/4/2 8:00	3160.12	30.14	Sell	Buy	Sell	—
2021/4/2 9:00	3185.16	28.23	Sell	—		Buy
2021/4/2 10:00	3207.49	30.96	Sell	—	Sell	Sell
2021/4/2 11:00	3191.83	38.49	Sell	—	Buy	—
2021/4/2 12:00	3172.89	34.4	Sell	—	Sell	Sell
2021/4/2 13:00	3132.9	35.41	Sell	—	Sell	Sell
2021/4/2 14:00	3168.14	25.88	Buy	—	Buy	—
2021/4/2 15:00	3249.82	42.4	Sell	Sell		Sell
2021/4/2 16:00	3350.11	51.55	Sell	Sell	Sell	—
2021/4/2 17:00	3368.91	61.76	Sell	—	Sell	Sell
2021/4/2 18:00	3435.6	59.28	Sell	—	Sell	Sell
2021/4/2 19:00	3389.91	60.96	Sell	—	Sell	Sell
2021/4/2 20:00	3286.39	51.38	Sell	Sell	Buy	Buy
2021/4/2 21:00	3081.24	45.9	Sell	Sell	Buy	Sell
2021/4/2 22:00	2865.53	51.58	Sell	—		—
2021/4/2 23:00	2706.24	46.81	—	—	Buy	Sell
2021/4/3 0:00	2611.68	38.81	Buy	—		Sell
2021/4/3 1:00	2569.03	57.57	Sell	Sell	Sell	Sell
2021/4/3 2:00	2564.6	46.78	Sell	Sell	Sell	Buy
2021/4/3 3:00	2595.77	39.73	—	—	Buy	Buy
2021/4/3 4:00	2693.64	42.5	Buy	—	Buy	—
2021/4/3 5:00	2831.29	57.37	Sell	—	Sell	Sell
2021/4/3 6:00	2929.99	129.03	—	Sell	Sell	Sell
2021/4/3 7:00	2928.95	128.95	Sell	Sell	Sell	Sell
2021/4/3 8:00	2857.46	57.82	Sell	Buy	Buy	Buy
2021/4/3 9:00	2759.64	62.91	Sell	Sell	Buy	Sell
2021/4/3 10:00	2674.62	23.04	Buy	—	Buy	Buy
2021/4/3 11:00	2579.64	20.47	—	Buy	Sell	Buy
2021/4/3 12:00	2487.56	18.16	Buy	—	Sell	Sell
2021/4/3 13:00	2487.56	17.86	Sell	—	Buy	Buy
2021/4/3 14:00	2404.29	17.37	Sell	—	Buy	Buy
2021/4/3 15:00	2417.56	17.2	—	Sell	Buy	Buy
2021/4/3 16:00	2537.5	18.13	—	—	Sell	Buy
2021/4/3 17:00	2728.21	21.46	—	Sell	Sell	Buy
2021/4/3 18:00	2905.54	44.17	Sell	Sell	Buy	Buy
2021/4/3 19:00	3069.5	48.84	Sell	Sell		Sell
2021/4/3 20:00	3064.05	47.75	Sell	Sell	Sell	Sell
2021/4/3 21:00	2989.98	48.56	Sell	Sell	Sell	Sell
2021/4/3 22:00	2823.51	38.67	Sell	Sell	Sell	Sell
2021/4/3 23:00	2654.93	35.7	—	—		—
Total_Profit			87.03	14.08	189.76	215.46