match opex pre- and postprocessing

Author: rosphil

revoletion/blocks.py

@@ -257,9 +257,9 @@ def extrapolate_opex(self):
                                          observation_horizon=self.scenario.prj_duration_yrs,
                                          discount_rate=self.scenario.wacc,
                                          occurs_at='end')
-        self.opex_ann = eco.annuity_due_recur(nominal_value=self.opex_yrl,
-                                              observation_horizon=self.scenario.prj_duration_yrs,
-                                              discount_rate=self.scenario.wacc)
+        self.opex_ann = eco.annuity_recur(nominal_value=self.opex_yrl,
+                                          observation_horizon=self.scenario.prj_duration_yrs,
+                                          discount_rate=self.scenario.wacc)
         self.scenario.opex_sim += self.opex_sim
         self.scenario.opex_yrl += self.opex_yrl
         self.scenario.opex_prj += self.opex_prj
@@ -319,7 +319,10 @@ def __init__(self, name, scenario):
 
         # runtime factor to compensate for difference between simulation and project timeframe
         # opex is uprated in importance for short simulations
-        self.factor_opex = (1 / self.scenario.sim_yr_rat) if scenario.compensate_sim_prj else 1
+        self.factor_opex = eco.annuity_recur(nominal_value=utils.scale_sim2prj(value=1,
+                                                                               scenario=self.scenario),
+                                             observation_horizon=self.scenario.prj_duration_yrs,
+                                             discount_rate=self.scenario.wacc) if scenario.compensate_sim_prj else 1
         self.opex_ep_spec = None  # initial value
         self.calc_opex_ep_spec()  # uprate opex values for short simulations, exact process depends on class
 
@@ -639,9 +642,9 @@ def calc_opex_sim(self):
                                              self.scenario.prj_duration_yrs,
                                              self.scenario.wacc,
                                              occurs_at='end')
-        self.opex_ann_ext = eco.annuity_due_recur(nominal_value=self.opex_yrl_ext,
-                                                  observation_horizon=self.scenario.prj_duration_yrs,
-                                                  discount_rate=self.scenario.wacc)
+        self.opex_ann_ext = eco.annuity_recur(nominal_value=self.opex_yrl_ext,
+                                              observation_horizon=self.scenario.prj_duration_yrs,
+                                              discount_rate=self.scenario.wacc)
         self.scenario.opex_sim_ext += self.opex_sim_ext
         self.scenario.opex_yrl_ext += self.opex_yrl_ext
         self.scenario.opex_prj_ext += self.opex_prj_ext

revoletion/economics.py

@@ -120,12 +120,12 @@ def annuity_due_capex(capex_init: float,
     return annuity_due
 
 
-def annuity_due_recur(nominal_value:float,
-                      observation_horizon:float,
-                      discount_rate:float):
+def annuity_due_recur(nominal_value: float,
+                      observation_horizon: float,
+                      discount_rate: float):
     """
     Calculate the annuity due of a yearly recurring (lifespan=1) and nonchanging (cost_change_ratio=1)
-    mainenance expense (the equivalent yearly sum to generate the same NPV) over a observation horizon.
+    mainenance expense (the equivalent yearly sum to generate the same NPV) over an observation horizon.
     """
     annuity_due_recur = annuity_due_capex(capex_init=nominal_value,
                                           capex_replacement=nominal_value,
@@ -134,3 +134,21 @@ def annuity_due_recur(nominal_value:float,
                                           discount_rate=discount_rate,
                                           cost_change_ratio=1)
     return annuity_due_recur
+
+
+def annuity_recur(nominal_value: float,
+                  observation_horizon: float,
+                  discount_rate: float):
+    """
+    Calculate the annuity of a periodically recurring  and nonchanging (cost_change_ratio=1)
+    expense (the equivalent yearly sum to generate the same NPV) over a observation horizon.
+    """
+    present_value = acc_discount(nominal_value=nominal_value,
+                                 observation_horizon=observation_horizon,
+                                 discount_rate=discount_rate,
+                                 occurs_at='end')
+    annuity_recur = annuity(present_value=present_value,
+                            observation_horizon=observation_horizon,
+                            discount_rate=discount_rate,
+                            occurs_at='end')
+    return annuity_recur

revoletion/utils.py

@@ -112,6 +112,10 @@ def scale_year2prj(value, scenario):
     return value * scenario.prj_duration_yrs
 
 
+def scale_sim2prj(value, scenario):
+    return scale_year2prj(scale_sim2year(value, scenario), scenario)
+
+
 def read_demand_file(block):
     """
     Read in a CommodityDemand csv file