Historical portfolio market value backtest (Day-Ahead)
Computes the historical spot market value for a portfolio of energy installations.
Combines generation timeseries (inline upload, MaStR-based historical reconstruction, or technology assumption) with Day-Ahead prices over a selectable period (default: last 365 complete days).
Data quality priority per asset:
- uploaded_timeseries — inline timeseries array in request
- mastr_historical_reconstruction — solar/wind with mastrNumber, weather-based historical model
- assumption — biomass (7 500 h/a), hydro (4 200 h/a), combustion (3 500 h/a): flat profile
- missing_profile — storage and unknown types: generation = 0, warning emitted
Negative price handling: marketValueEur reflects physical generation including negative intervals; curtailedMarketValueEur shows the value under ideal curtailment; negativePriceAvoidableLossEur is the difference.
Limits: max 50 assets per request, max 365 days, region Deutschland only in v1.
Request
- Base URL: https://api.cernion.de
- URL: https://api.cernion.de/api/energy-market/portfolio-backtest
- Auth: none declared
Query parameters
Optional Cernion MCP token as URL query parameter. If provided, it overrides CERNION_TOKEN for this request. Prefer Authorization Bearer header in production to reduce token exposure in URLs/logs.
Request body
Example request
{
"dateFrom": "2025-07-01",
"dateTo": "2026-06-30"
}Response
Backtest result (from /api/jobs/{jobId}/result once status is completed)
Changes
No recorded changes to this operation across all 2 revisions of this API.