A Lightweight and Modular Simulation Framework for Prototyping and Evaluating Electricity Trading Strategies Under Different Market-Clearing Mechanisms

The transition toward renewable energy introduces greater variability into electricity markets, increasing the need for flexible and adaptive trading strategies. However, existing simulation tools are often too complex, data-intensive, or too narrowly focused to support rapid prototyping and comparative evaluation of trading strategies. This paper presents a lightweight, modular simulation platform designed to facilitate "what-if" analyses in electricity trading. The platform enables users to define custom trading strategies and market clearing mechanisms, making it particularly suitable for research, education, and exploratory analysis. Several case studies are conducted to demonstrate the integration of various trading strategies with different market clearing mechanisms, showing how fill rate, time-to-fill, VWAP, and cleared volume are affected by design choices. The results highlight the tool's potential to uncover interactions between market rules and strategy performance, offering a practical alternative to high-fidelity simulators and agent-based models.