The universal energy platform

Telemetry straight into the book. Output, availability and state of charge stream from each site, and market results go back as setpoints per asset.

• Field protocolsModbus TCP/RTU, OPC UA, EtherNet/IP, PROFINET, SNMP
• Grid interfaceTSO and DSO via on-site RTU, IEC 60870-5-104/101
• PlatformsHuawei FusionSolar, Fronius, AVEVA PI, Alectris
• DispatchRamp, SoC, cycling and curtailment limits checked before a bid is sent

Every series, one place. Asset measurements, market prices, forward curves and weather are validated on arrival and kept in one time-series model, with dashboards built on top.

Contracts are formulas over assets. PPAs, hybrid PPAs, tolling and flexibility deals are written once and reused for valuation, forecasting, risk and settlement.

// Hybrid PPA, solar + storage, per quarter-hour t
revenue[t]   = shape[t, "pv", "bess"] × ppa_price
shortfall[t] = max(0, shape[t, "pv", "bess"]
                      − vol[t, "pv"] − vol[t, "bess"])
cashflow[t]  = revenue[t] − shortfall[t] × spot[t]

Forecast error is a position. Each asset gets its own quarter-hour forecast, refreshed as weather and telemetry change, and every update flows into positions and bids.

• ModelsTensorFlow and Keras on weather, telemetry and prices
• ProvidersMeteologica, Meteogen and in-house models, blended and scored
• OutputUncertainty bands per quarter-hour, accuracy tracked per asset

Know before it costs you. Rules run on live data and on calculations, and reach the right people the moment a threshold is crossed.

when  output_mw < forecast_mw × 0.85
for   2 intervals
on    wind_*
notify desk-operations

Trading right up to delivery. Orders go to day-ahead, intraday auctions and XBID automatically, and positions are recalculated on every fill.

• MarketsForward, DAM, IDA, XBID, ISP and RTBEM
• ContractsForwards, futures, PPAs, tolling, flexibility and capacity

Physical and financial, one book. A forced outage or forecast revision changes the hedge ratio the moment it happens, not at settlement.

• PositionsNetted per quarter-hour across physical and financial books
• MeasuresExposure, VaR, CVaR and stress tests on Monte Carlo price and volume paths
• P&LAttributed per asset, book and strategy, explained back to dispatch
• ControlsLimit checks before trades and bids go out

Ask in plain words. The agent does the work. It reads the same governed data as your team through the ATLAS MCP server, shows its steps, and nothing reaches the market until a person approves.