Odys: scheduling of an asset portfolio across energy markets, under uncertainty (looking for feedback)

Modelling Energy markets
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Hi all,

I’ve been building odys, an open-source Python package for scheduling a portfolio of assets against electricity markets under uncertainty, and I’m sharing the project and looking for feedback from this community :slight_smile: .

What it does: You define generators, batteries, EVs with their trips, chargers, and fixed or flexible loads, plus the markets you trade on. Odys maximizes expected profit over probability-weighted scenarios, optionally with a CVaR term. It’s a MILP built with linopy and solved with HiGHS.

Simplifications:

  • Single node (copper plate), short horizon, no network and no investment decisions.
  • Price-taker. A stage-fixed trade is a price-independent volume, not a price-quantity bid curve.

Any feedback is welcome: on the formulation, the API, the docs, or anything really :slight_smile:

Thanks!
Ramiro