The invention provides an
electricity purchase decision-making method and
system for multi-time scale rolling optimization of an
electricity selling company, and belongs to the field of
electricity market transaction. The method comprises the following steps: constructing a decision framework including an annual transaction layer, a monthly transaction layer and an intra-monthly transaction layer; in the annual transaction layer, establishing an annual transaction
decision model with the goal of minimizing the comprehensive electricity
purchase cost, and determining the annual contract electricity purchase quantity; in the monthly transaction layer, establishing a monthly transaction
decision model considering the CVaR risk, and optimizing monthly contract electricity purchase quantity distribution; in the intra-month transaction layer, establishing an intra-month transaction
decision model, and dynamically adjusting the contract position; through a time-phased
decomposition curve mechanism, contract electric quantity of each level is decomposed step by step and conducted to a spot market, and
dynamic coupling of medium and long term transaction and the spot market is realized. According to the method,
dynamic coupling of the position electric quantity and the spot price is realized, the
electric power medium and long term transaction rules are accurately adapted, cross-cycle deviation cost accumulation caused by curve
decomposition is effectively avoided, and decision scientificity is improved.