docs: add EXAA exchange adapter example notebook (05)#20
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Demonstrates the full pipeline from OrderBook to EXAA submission payload for a dual-zone AT/DE-LU portfolio (Alpenstein Energy scenario): hourly bids (hEXA01–hEXA24), quarter-hourly bids (qEXA01_1–qEXA24_4), block products with a custom BlockProductResolver, volume sign convention, wire-format inspection, and unsupported bid type handling. Also refreshes executed outputs for notebooks 01–04. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Summary
examples/05_exaa_exchange.ipynb— a comprehensive worked example for the EXAA exchange adaptermake execute-notebooks)Notebook overview
Scenario: Alpenstein Energy GmbH (Vienna) submits to the EXAA Classic day-ahead auction for a dual-zone portfolio:
hEXA01–hEXA24)qEXA01_1–qEXA24_4)bEXAbase (01-24), divisiblebEXApeak (09-20), fill-or-kill10 sections covering EXAA-specific concepts:
standard_hourly_product_id, 3-tier hydro merit orderstandard_quarter_hourly_product_id, post-MTU-transition DE-LUBlockProductResolvermapping period hours → exchange names; divisible vs fill-or-killbidding_zone_to_control_areazone verificationProductIdResolverfor portfolios spanning both MTU resolutionsmodel_dump(by_alias=True)with annotated JSONLinkedBlockBidraisesValueError;filter_bidsresolution patternTest plan
make execute-notebooks)🤖 Generated with Claude Code