Clear FIXED and MULTI_STEP market bids in VirtualBidDispatch and SpreadBid

[rodrigomha]

Ports the day-ahead block-bid clearing into the market formulations, driven only by the two scalars PowerSystems #1784 puts on the market bid costs: curve_style (VARIABLE / FIXED, CURVE collapsed into VARIABLE) and curve_multistep (SINGLE_STEP / MULTI_STEP). No new formulation: VirtualBidDispatch partitions its variables by style and links periods by the multi-step flag plus the curves themselves.

VirtualBidDispatch

• Every participant gets a per-period ActivePowerOutVariable / ActivePowerInVariable that settles and carries the location writes. The shared JuMP object for VARIABLE and the envelope settlement for FIXED are removed, so FIXED participants now also write into their settlement location.
• FIXED: a per-period BlockBidCommitmentVariable for each direction the participant offers in, tied to the award by BlockBidQuantityConstraint (p = Q z) and priced on z from the curve's value. Time-series curves are supported. The envelope-span validation is gone since the envelope no longer prices anything; a curve with more than one segment at an offered period fails the build with the device named; a nonzero VOM is still rejected.
• MULTI_STEP (either style): BlockBidLinkConstraint rows p[t] = p[t+1] between consecutive periods whose curves are identical. A change of curve or an empty period ends the block; a time-invariant curve is one block over the window. Multi-segment VARIABLE curves link too.

SpreadBid

• Rejects FIXED only, a spread bid being always divisible, and links MULTI_STEP blocks of identical spread curves. ERCOT PTP obligation bids carry the multi-hour flag: in June 2026, 53,293 blocks, 33,037 accepted, 1 awarded a non-uniform MW.

Tests

Block-bid testsets rewritten on an extended three-period helper: static and time-series curves, single and multi-step, empty periods, partial blocks, a two-segment VARIABLE block, a rejected two-segment FIXED curve, and the spread-bid link rows. Full suite: 129,851 pass.

Validation on ERCOT DAM 2026-06-01

13,874 virtual participants, Gurobi at a 1% gap.

Detected multi-hour blocks at one fraction	Fixed bid-hours matching ERCOT's award	Settlement lambda MAE vs awarded-MW-weighted SPP
328 of 328	86.1% of 8,049	2.58 $/MWh

Every accepted ERCOT multi-hour block in June 2026 was awarded the same MW in every hour (0 exceptions in 7,516 bid blocks, 0 in 3,625 offer blocks), which is what the link rows enforce.

Merged from mb/ptp-fix (2026-09-12)

m-bossart's spread-bid fix (7d1fe90) is merged in: the spread bid's objective term goes through IncrementalBidOffer (a benefit, negative sign) with the matching concavity check, and a bid with no priced hour inside a shortened horizon holds its transfer at zero instead of clearing freely. The MULTI_STEP link rows run on the priced bids only. ERCOTMarketParser's mb/gtcs-part2 line pins this branch in place of mb/ptp-fix.

Dependencies

PowerSystems #1784 and SiennaSchemas #40 are merged; PowerOpenAPIModels #13 was closed and its rh/update_enums branch is the only pushed set of models carrying curve_multistep. The psy6 and IS4 heads moved to OpenAPI 1.x on 2026-09-10 against OpenAPI model packages that are not pushed yet, so until that alignment lands Project.toml and test/Project.toml pin PowerSystems to the #1784 merge commit, InfrastructureSystems to its last commit before the move, and the PowerOpenAPIModels subpackages to rh/update_enums, all marked temporary. Downstream checkouts should clear the PowerSystemCaseBuilder serialized_system caches after the PowerSystems change.

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https://claude.ai/code/session_01XgUkJVy9F23R3G5F8XFaLj