v3.0 — Two-Product System
Date: February 25, 2026
What Changed
Two-Product Architecture
Replaced the single 23:00 UTC forecast run with two market-aligned products:
| Product | Origin | Scope | Horizon Groups |
|---|---|---|---|
| Day-Ahead | ~10:00 UTC | D+1 (24 hours) | DA1, DA2 |
| Strategic | ~15:00 UTC | D+2 to D+7 (144 hours) | S1-S5 |
Market Alignment
- Day-Ahead: Runs before the 12:00 UTC OMIE gate closure, providing actionable D+1 forecasts for bidding
- Strategic: Runs after ~13:00 UTC D+1 price publication, using published D+1 prices as strong predictive features
D+1 Price Features
The strategic product uses 6 features derived from published D+1 prices:
d1_mean_price— Average across 24 hoursd1_min_price,d1_max_price— Daily ranged1_std_price— Intra-day volatilityd1_peak_spread— Peak (8-21h) minus off-peak spreadd1_same_hour_price— Price at the same hour as the target (seasonal signal)
Origin Hour Filtering
Training data filtered by realistic origin hours:
- Day-ahead: origins 08:00-12:00 UTC only
- Strategic: origins 13:00-18:00 UTC only
Cron Schedule
Two daily systemd cron jobs:
~10:00 UTC --run-mode dayahead~15:00 UTC --run-mode strategic
Impact
- Forecasts aligned with actual market decision windows
- D+1 price features become #1 importance for strategic forecasts
- Eliminated wasted predictions for already-known horizons