需任意挑选起始日期，设定封闭期参数;

调整配息方法；每个季度后的第一天(正好是调仓日)判断是否更新配息金额(预留)。是，则"标准配息(9%)/前一天的单位净值(rhp_asset_nav)"；否，则"延续使用前次的配息金额"

config-svrobo5.yml

@@ -76,7 +76,9 @@ portfolios: # 投组模块
     init-nav: 100 # 初始金额
     min-interval-days: 10 # 两次实际调仓最小间隔期，单位交易日
     dividend-rate: 0.09 #设定年化配息率
-    dividend-date: 10 #配息日，每月10号
+    dividend-drift-rate: 0.1  #超过基准配息率上下10%触发配息率重置
+    dividend-date: 15 #配息日，每月10号
+    dividend-adjust-day: [1,4,7,10]  #每年的首个季度调整配息
   solver: # 解算器相关
     tol: 1E-10 # 误差满足条件
     navs: # 净值要求
@@ -168,7 +170,8 @@ robo-executor: # 执行器相关
   backtest: # 回测执行器相关
     start-date: 2012-10-16 # 回测起始日期
     end-date: 2023-03-03 # 回测截止日期
-    start-step: ${BACKTEST_START_STEP:3} # 回测从哪一步开始执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
+    sealing-period: 10 #调仓封闭期
+    start-step: ${BACKTEST_START_STEP:1} # 回测从哪一步开始执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
     end-step: ${BACKTEST_END_STEP:3} # 回测从哪一步执行完成后结束执行 1:计算资产池；2:计算最优投组：3:计算再平衡信号以及持仓投组
     clean-up: true
   real: # 实盘执行器

portfolios/holder.py

@@ -23,6 +23,7 @@ class DividendPortfoliosHolder(PortfoliosHolder):
         self._executor = executor
         self._builder = builder
         self._config = get_config(__name__)
+        self._last_div = None
 
     def get_portfolio_type(self, day, risk: PortfoliosRisk) -> PortfoliosType:
         return PortfoliosType.NORMAL
@@ -69,15 +70,34 @@ class DividendPortfoliosHolder(PortfoliosHolder):
             navs = fund_div_tuple[0]
             dividend_acc = last_nav['div_acc']
             nav = round(sum([navs[x] * y for x, y in share.items()]), 4) + last_nav['fund_div']
+            #     每年的首个季度调整配息
+            if day.month in self._config.get('dividend-adjust-day'):
+                asset_nav = last_nav['asset_nav']
+                div_rate = self._last_div * 12 / asset_nav
+                # 超过基准配息率上下10%触发配息率重置
+                if abs((self._config['dividend-rate'] - div_rate) / self._config['dividend-rate']) > \
+                        self._config['dividend-drift-rate']:
+                    # 以本月前一天的单位净值进行配息计算
+                    dividend = last_nav['asset_nav'] * self.month_dividend
+                else:
+                    dividend = self._last_div
+                nav = nav - dividend
+                dividend_acc = dividend + dividend_acc
+                self._last_div = dividend
+            else:
+                dividend = last_nav['dividend'] + self._last_div
+                nav = nav - self._last_div
+                dividend_acc = self._last_div + dividend_acc
         else:
             nav = self.init_nav
             fund_div_tuple = self.get_navs_and_div(fund_ids=tuple(weight), day=day)
             navs = fund_div_tuple[0]
-        dividend = nav * self.month_dividend
-        nav = nav - dividend
+            dividend = nav * self.month_dividend
+            self._last_div = dividend
+            nav = nav - dividend
+            dividend_acc = dividend + dividend_acc
         share = {x: nav * w / navs[x] for x, w in weight.items()}
         fund_dividend = 0
-        dividend_acc = dividend + dividend_acc
         asset_nav = nav + fund_dividend + dividend
         rhp.insert({
             'date': day,

robo_executor.py

 import logging
-import os
 import sys
 from concurrent.futures import wait
 from datetime import datetime as dt
@@ -9,7 +8,7 @@ from typing import List
 import pandas as pd
 from py_jftech import (
     component, autowired, get_config, filter_weekend, asynchronized,
-    parse_date
+    parse_date, workday_range
 )
 
 from api import (
@@ -58,7 +57,14 @@ class BacktestExecutor(RoboExecutor):
             lambda x: pd.date_range(start=x, end=x + pd.offsets.MonthEnd(0), freq='B')[0]
         )
         # 返回第一个工作日列表
-        return list(df['first_business_day'])
+        result = list(df['first_business_day'])
+        delta = workday_range(start_date, result[0])
+        period = get_config(__name__)['backtest']['sealing-period']
+        if len(delta) <= period:
+            result.pop(0)
+        result.insert(0, start_date)
+        return result
+
 
     @property
     def start_date(self):