Optimal investment method based on physical options

The invention discloses an optimal investment method based on physical options, and the method is based on an optimal initial investment strategy, and simulates a future optimal investment strategy according to the updating of power load, power purchase price and natural gas price information. By adopting the research framework provided by the invention, the investment threshold values of the uncertain factors in the power grid investment decision can be identified, so that the optimal investment decision is made, and the flexibility value of the investment decision is obtained. Physical investment is researched by means of the thought of financial options, and a traditional net present value method is expanded. In the decision framework provided by the invention, the investment of the distributed power supply is not limited in the first year, and the investment scheme (including the investment position and the capacity) and the distribution condition of the investment time of the distributed power supply in