diff --git a/rqalpha/data/base_data_source/storages.py b/rqalpha/data/base_data_source/storages.py
index 2998c04e4..56144971c 100644
--- a/rqalpha/data/base_data_source/storages.py
+++ b/rqalpha/data/base_data_source/storages.py
@@ -100,14 +100,15 @@ def get_future_info(self, order_book_id, underlying_symbol):
     
     def _to_namedtuple(self, info):
         # type: (dict) -> FuturesTradingParameters
-        info['long_margin_ratio'], info['short_margin_ratio'] = info['margin_rate'], info['margin_rate']
-        del info['margin_rate'], info['tick_size']
+        futures_info = copy(info)
+        futures_info['long_margin_ratio'], futures_info['short_margin_ratio'] = futures_info['margin_rate'], futures_info['margin_rate']
+        del futures_info['margin_rate'], futures_info['tick_size']
         try:
-            del info['order_book_id']
+            del futures_info['order_book_id']
         except KeyError:
-            del info['underlying_symbol']
-        info = FuturesTradingParameters(**info)
-        return info
+            del futures_info['underlying_symbol']
+        futures_info = FuturesTradingParameters(**futures_info)
+        return futures_info
     
     @lru_cache(8)
     def get_tick_size(self, instrument):
diff --git a/rqalpha/data/bundle.py b/rqalpha/data/bundle.py
index a9be5d559..91fcc63cd 100644
--- a/rqalpha/data/bundle.py
+++ b/rqalpha/data/bundle.py
@@ -519,10 +519,10 @@ def update_futures_trading_parameters(self, path, fields, end_date):
         if recreate_futures_list:
             self.generate_futures_trading_parameters(path, fields, last_date, recreate_futures_list=recreate_futures_list)
         if end_date > last_date:
-            system_log.info(_("Futures historical trading parameters data is being updated, please wait......"))
             if rqdatac.get_previous_trading_date(end_date) == last_date:
                 return
             else:
+                system_log.info(_("Futures historical trading parameters data is being updated, please wait......"))
                 start_date = rqdatac.get_next_trading_date(last_date)
                 df = rqdatac.futures.get_trading_parameters(self._order_book_ids, start_date, end_date, fields)
                 if not(df is None or df.empty):
diff --git a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
index f851bc9e6..ba97624f0 100644
--- a/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
+++ b/rqalpha/mod/rqalpha_mod_sys_accounts/position_model.py
@@ -191,9 +191,13 @@ def _handle_dividend_payable(self, trading_date):
             round_lot = self._instrument.round_lot
             amount = int(Decimal(amount) / Decimal(round_lot)) * round_lot
             if amount > 0:
-                self.apply_trade(Trade.__from_create__(
+                account = self._env.get_account(self._order_book_id)
+                trade = Trade.__from_create__(
                     None, last_price, amount, SIDE.BUY, POSITION_EFFECT.OPEN, self._order_book_id
-                ))
+                )
+                trade._commission = self._env.get_trade_commission(trade)
+                trade._tax = self._env.get_trade_tax(trade)
+                self._env.event_bus.publish_event(Event(EVENT.TRADE, account=account, trade=trade, order=None))
             return dividend_value - amount * last_price
         else:
             return dividend_value
diff --git a/setup.cfg b/setup.cfg
index bd44d6f9e..ef2c827f7 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqalpha
-version = 5.3.6
+version = 5.3.7
 
 [versioneer]
 VCS = git