The new round of power system reform provides an opportunity for multi-agent participation in market transactions. As the effective way for the aggregation of distributed generation (DG), micro grid can change the fluctuation, randomness and uncontrollable characteristics of DG capacity, which can provide a good policy support for micro grid to participate in market transactions especially in the context of the new electricity reform. Taking new reform in power industry as the basic background, this paper studies the operation mode of micro grid, focuses on the micro grid model consisting of wind turbines, solar cells, fuel cells, energy storage devices and power loads, and constructs the minimum marginal cost model to achieve the optimal operation strategy in the micro grid. On the basis of ensuring the balance between the supply and demand of the internal network, the optimal control strategy for the micro grid is realized, which can provide a good way for micro grid to economize expenses and earn profits in complex competition, and improve the competitiveness of micro grid in the new electricity reform environment market.