The invention relates to a method and a system for generating a power generator agency quotation. The method comprises the steps of obtaining a market load prediction value; substituting the market load prediction value into a preset decision model to calculate quotation, wherein the pre-constructed decision model comprises selecting a final quotation in a quotation strategy corresponding to the market load prediction value by adopting an improved epsilon-greedy algorithm according to the market load prediction value. The invention provides a method and a system for generating a power generator agency quotation. According to a market load prediction value, an improved epsilon-greedy algorithm is adopted to select a final quotation method from quotation strategies corresponding to the market load prediction value. Decision preferences of actual market participants can be well reflected, so that simulation in the power market can well reflect diversity of behaviors of the actual market participants, and simulation is closer to the actual market.