Computational Intelligence and Neuroscience / 2022 / Article / Tab 5 / Research Article
Deep Reinforcement Learning-Based Trading Strategy for Load Aggregators on Price-Responsive Demand Table 5 Performance of buying and selling of DNN-DDPG, RNN-DDPG, LSTM-DDPG, and the proposed method from September 29, 2021, 18:00, to October 1, 2021, 0:00, in AEMO.
Time Real-time demand Real-time LMP DNN-DDPG RNN-DDPG LSTM-DDPG Proposed method 2021/9/29 18:00 8870.65 65.73 Buy Buy Buy Buy 2021/9/29 18:30 9037.17 81.35 Buy Buy Sell Sell 2021/9/29 19:00 9039.05 78.33 Sell Buy Sell Sell 2021/9/29 19:30 8765.96 68.97 Sell — Buy Sell 2021/9/29 20:00 8450.8 56.96 Buy — Buy Buy 2021/9/29 20:30 8257.22 55.32 Buy Buy — Buy 2021/9/29 21:00 8101.09 52.93 Buy Sell — Buy 2021/9/29 21:30 7898.79 53.09 Buy Buy — Buy 2021/9/29 22:00 7686.03 49.27 Buy Buy — Buy 2021/9/29 22:30 7684.66 67.26 Sell Buy Sell Sell 2021/9/29 23:00 7561.34 57.26 Buy Buy Buy Buy 2021/9/29 23:30 7582.95 66.92 Sell Sell Buy Sell 2021/9/30 0:00 7541.54 63.21 Sell Sell Sell Sell 2021/9/30 0:30 7430.72 71.68 Buy Buy Sell Sell 2021/9/30 1:00 7324.55 59.45 Buy Buy — Sell 2021/9/30 1:30 7110.78 54.4 Buy Sell Buy Buy 2021/9/30 2:00 6852.24 50.24 Buy — Buy Buy 2021/9/30 2:30 6631.32 58.08 Sell Buy — Buy 2021/9/30 3:00 6377 54.73 Buy — — Buy 2021/9/30 3:30 6211.36 55.31 Buy — — Buy 2021/9/30 4:00 6079.36 53.53 Buy — — Buy 2021/9/30 4:30 6104.4 53.38 Buy Buy Buy Buy 2021/9/30 5:00 6187.16 55.62 Buy — Buy Buy 2021/9/30 5:30 6433.39 64.4 Buy Buy Sell Sell 2021/9/30 6:00 6576.79 45.76 Sell — Buy Buy 2021/9/30 6:30 6924.7 57.46 Sell Buy Sell Sell 2021/9/30 7:00 6940.62 45.34 Buy Buy Buy Buy 2021/9/30 7:30 6874.65 46.3 Buy Sell — Buy 2021/9/30 8:00 6878.26 47.81 Buy Buy — Buy 2021/9/30 8:30 6868.02 53.26 Sell Buy — Sell 2021/9/30 9:00 6831.05 40.38 Buy Buy Buy Buy 2021/9/30 9:30 6612.46 67.62 Sell Buy Sell Sell 2021/9/30 10:00 6448.59 46.28 Buy Buy — Buy 2021/9/30 10:30 6490.14 52.98 Sell Buy Buy Sell 2021/9/30 11:00 6701.36 110.5 Sell Sell — Sell 2021/9/30 11:30 6708.46 41.29 Sell — Buy Sell 2021/9/30 12:00 6745.54 63.16 Sell Sell Sell Sell 2021/9/30 12:30 6709.54 87.47 Sell Sell Sell — 2021/9/30 13:00 6590.01 58.11 Buy Sell Sell Sell 2021/9/30 13:30 6505.91 83.35 Buy Sell Sell Sell 2021/9/30 14:00 6448.7 48.21 Sell Sell Buy Buy 2021/9/30 14:30 6398.21 46.88 Sell — Sell Sell 2021/9/30 15:00 6556.54 33.86 Sell Sell — Buy 2021/9/30 15:30 6984.06 52.82 Sell Sell Sell Buy 2021/9/30 16:00 7262.13 51.97 Sell Sell — Buy 2021/9/30 16:30 7348.21 49.52 Sell Sell — Buy 2021/9/30 17:00 7648.81 54.35 Buy — Buy Buy 2021/9/30 17:30 7961.31 59.56 Sell Buy Sell Buy 2021/9/30 18:00 8366.82 69.17 Buy — Sell Sell 2021/9/30 18:30 8698.06 91.75 — Sell Sell Sell 2021/9/30 19:00 8764.36 99.62 Buy — Sell Sell 2021/9/30 19:30 8508.06 67.86 Sell Sell Sell Sell 2021/9/30 20:00 8213.02 61.15 Sell Sell Sell Sell 2021/9/30 20:30 8043.99 58.45 Buy Sell Sell Buy 2021/9/30 21:00 7904.73 61.94 Buy Sell — Sell 2021/9/30 21:30 7661.73 50.23 Sell Sell — — 2021/9/30 22:00 7441.46 47.9 Buy — — Buy 2021/9/30 22:30 7486.36 52.17 Buy Sell — Buy 2021/9/30 23:00 7416.77 53.94 Sell Sell — Buy 2021/9/30 23:30 7338.21 48.83 Sell — — Buy 2021/10/1 0:00 7318.6 48.1 — — — Buy Total_Profit 71.3 87.03 223.32 380.58
