In the future, large-scale new energy access to power grid has become an inevitable trend. Optimizing the power purchase strategy in the case of new energy access is an important measure to improve the economics of power grid operation. In this paper, the goal is to solve the most economical power purchase plan of power grid companies, and a provincial power grid power purchase cost model is constructed. This article models the power purchase situations from two aspects, which are the uncertainty of new energy power generation and the penetration rate of new energy. Then, establish a power purchase decision model with the minimum average power purchase price as the objective function. Finally, rationally use strategic behaviors for different power purchase situations, and reduce the average power purchase price to the lowest when the constraints are met. Through the above, a feasible economic plan is provided for power grid companies to formulate power purchase strategies.