octoanalytics 0.2.1

Quantitative analysis for power markets

octoanalytics 📊⚡

Energy consumption forecasting & risk premium analysis for the French electricity market

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Description

octoanalytics is a Python toolkit for:

• Retrieving and smoothing weather data via Open-Meteo API.
• Training and evaluating load forecasting models (MW) using Random Forest.
• Generating interactive visualizations comparing actual vs. forecasted values.
• Accessing spot and forward price data (annual, monthly, PFC) from Databricks SQL.
• Computing volume and shape risk premiums, key for energy portfolio management.

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Installation

pip install octoanalytics

⚠️ You need a valid Databricks access token to retrieve market data.

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Dependencies

• pandas
• numpy
• scikit-learn
• plotly
• matplotlib
• tqdm
• requests
• tentaclio
• yaspin
• holidays
• dotenv
• databricks-sql-connector

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Main Features

🔁 Weather data retrieval and smoothing

from octoanalytics import get_temp_smoothed_fr

temp_df = get_temp_smoothed_fr(start_date="2024-01-01", end_date="2024-12-31")

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⚡ Load forecasting

from octoanalytics import eval_forecast

forecast_df = eval_forecast(df=load_df(), temp_df=temp_df, cal_year=2024)

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💰 Risk premium calculation

Volume Risk

from octoanalytics import calculate_prem_risk_vol

premium = calculate_prem_risk_vol(forecast_df, spot_df, forward_df)

Shape Risk

from octoanalytics import calculate_prem_risk_shape

shape_risk = calculate_prem_risk_shape(forecast_df, pfc_df, spot_df)

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🔌 Databricks SQL connections

from octoanalytics import get_spot_price_fr, get_forward_price_fr_annual

spot_df = get_spot_price_fr(token=DB_TOKEN, start_date="2024-01-01", end_date="2024-12-31")
forward_df = get_forward_price_fr_annual(token=DB_TOKEN, cal_year=2025)

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Package Structure

octoanalytics/
│
├── __init__.py
├── core.py              # Main logic
├── ...

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Author

Jean Bertin
📧 [e-mail]

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License

MIT – free to use, modify, and distribute.

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Roadmap

• Add XGBoost model
• Load anomaly detection
• Flask REST API deployment
• Automatic PDF report generation

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Full Demo

To be included in examples/forecast_demo.ipynb.