With　the　increase　of　wind　power　connected　to　the　grid,　the　influence　of　its　unpredictability　on　the　electricity　market　becomes　more　dramatic　and　wind　curtailment　obviously　rises.　In　order　to　make　a　better　trading　plan　of　the　day-ahead　market　and　make　full　use　of　wind　resource,　the　paper　takes　into　account　a　joint　optimization　of　the　day-ahead　energy　market,　reserve　capacity　market　and　real-time　imbalance　energy　market,　where　the　uncertainties　of　wind　power　and　prices　of　the　real-time　market　are　described　by　intervals.　As　the　actual　wind　power　and　the　imbalance　cost　of　the　real-time　market　can＇t　be　known　a　priori,　the　electricity　purchase　strategy　is　made　by　minimizing　the　robust　regret　of　the　cost　based　on　the　regret　psychology　of　decision　makers.　The　results　of　the　case　verify　that　the　proposed　model　can　effectively　reduce　the　regret　of　decision　makers　and　utilize　the　wind　resource.　©　2019,　Electrical　Technology　Press　Co.　Ltd.　All　right　reserved.