Recently,　the　penetration　of　renewable　energy　source(RES)　have　been　growing　globally,　encouraged　by　environmental　policies　and　low-carbon　energy　policies.　Due　to　the　volatility　and　uncertainty　of　renewable　energy　output,　it　is　very　difficult　to　bid　in　the　market　alone.　To　solve　this　problem,　combining　wind　power(WP),　photovoltaic(PV)　and　power　storage　units　to　form　a　virtual　power　plant(VPP)　is　an　effective　path　to　stabilize　the　output　deviation　and　promote　renewable　energy　consumption.　In　this　paper,　a　VPP　consists　of　wind　power　generation,　photovoltaic　generation,　power　storage　units　and　load　are　enabled　to　participate　in　the　wholescale　markets,　including　day-ahead(DA)　market　and　real-time(RT)　market.　The　objective　of　the　VPP　in　this　paper　is　to　maximize　the　profit　on　DA　and　RT　market.　To　achieve　this　goal,　an　optimal　bidding　model　is　proposed.　In　this　model,　several　important　market　uncertainties　are　considered,　consisting　of　RES　generation,　DA　market　price　and　RT　market　price.　A　fuzzy　optimization　method　is　applied　to　deal　with　the　uncertainty　of　RES　generation.　Moreover,　the　uncertainties　of　DA　market　price　and　RT　market　price　are　handled　by　a　robust　optimization.　Finally,　an　example　is　given　to　verify　the　effectiveness　of　the　bidding　strategy.　©　2019　IEEE.