By taking into account the uncertainties of market prices, hydroelectricity production and load demand and the possible failure of both the peak-and/or valley-load duration in the intragrid system to meet the requirement for peak regulation as well as the possible overload of branches or sections due to external power purchase, a monthly optimal power purchasing model for the provincial grid is developed. The objective is to minimize the power purchasing cost and semi-absolute deviation risk measurement, while the constraint is mainly the system peak regulating constraint and grid branch and section DC flow security constraint in the monthly peak load state and valley load state. The multi-objective linear programming in the power purchasing portfolio is solved by simulating the uncertainty factors in the model using the non-sequential Monte Carlo method in conjunction with the linear weighted sum method and linear programming. Finally, Chongqing power grid is used as an example to test the validity and practicality of the proposed model and analyze the influence of peak regulation, security constraints and bus load power uncertain factors on the optimal power purchasing scheme.