The key of accuracy of current harmonic analysis is the window function with good sidelobe characteristics. This paper proposes Hanning self-multiply window for the first time, which is constructed by the self multiply of Hanning window in time domain, and it has the advantage that its sidelobe characteristics is increasing with the increase of times of self multiply. At the same time, it puts forward four-spectrum-line interpolation FFT power harmonic analysis method based on five terms cosine window, and applicable rectification fomulas of four-spectrum-line are obtained by using polynomial curve fit function. Comparison with Hanning window, Nuttall 4 terms 5 order window four-spectrum-line interpolation FFT method is carried out by simulation, which verifies this window function has higher precision of analysis at amplitude, phase and frequency. Harmonic analysis for Nanjing Chemical Industrial Park thermoelectric secondary current further verifies the effectiveness of the proposed window function. This work is supported by the State Grid Program of China.