With the rapid growth of wind power scale, the problem of wind power consumption is becoming increasingly prominent, and the combination of DC grid and energy storage technology can provide certain technical support for large-scale wind power consumption. In order to minimize the sum of typical daily energy storage investment, thermal power unit operation cost and wind abandonment penalty cost, this paper proposes a DC power grid energy storage capacity planning model. The model considers the coordinated operation of thermal power units, battery energy storage units and pumped storage units. It is a non-convex nonlinear model, which can not be solved directly by the solver. In this paper, by means of piecewise linearization, large M method and cone relaxation, the model is transformed into an equivalent second-order cone programming model. Finally, the simulation results of the multi terminal DC system with wind power integration show that the energy storage can improve the wind power consumption capacity of the system and reduce the operating cost of the system, verifying the effectiveness of the proposed model. This work is supported by Science and Technology Project of State Grid Corporation of China (No. NYN17201600314).