Not working Alpha model with fixed time

The code still has a return type mismatch in the update method of the Model1AlphaModel class. The method should return an IEnumerable[Insight] instead of an Iterable[Insight]. Ensure that you import IEnumerable from the appropriate module and use it in the return type.

Sources: SVM Wavelet Forecasting, Futures Fast Trend Following, with Trend Strength, Key Concepts - QuantConnect.com, Accumulative Insight Portfolio Regression Algorithm, Add Alpha Model Algorithm

Thank you Mia Alissi \

can you please explain me how can I rebalance my portfolio after every 3 months. 
My idea suppose I allocated both the tickers 50% each at start, now I will calculate which asset has more profit then I will increase the allocation at that asset and decrease from losing asset. 

To rebalance your portfolio every three months based on asset performance, you can follow these steps using QuantConnect's scheduled events and portfolio management features:

Step-by-Step Guide:

1. Initialize Variables: Set up your initial allocations and any necessary variables to track performance.

2. Schedule Rebalancing: Use QuantConnect's Schedule.On method to trigger a rebalance every three months.

3. Calculate Profit: Determine the profit or loss for each asset over the three-month period.

4. Determine Allocation Changes: Adjust allocations based on performance, increasing the allocation for the asset with higher profit and decreasing for the one with lower profit.

5. Adjust Portfolio: Use the SetHoldings method to adjust the portfolio allocations.

6. Log Changes: Record the changes for future reference.

Example Code:

class RebalancePortfolioAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2020, 1, 1)
        self.set_cash(100000)
        self.symbol_1 = self.add_equity("AAPL", Resolution.DAILY).symbol
        self.symbol_2 = self.add_equity("SPY", Resolution.DAILY).symbol
        self.initial_allocation = 0.5
        self.portfolio_weights = {self.symbol_1: self.initial_allocation, self.symbol_2: self.initial_allocation}
        # Schedule rebalancing every three months
        self.schedule.on(self.date_rules.month_start(), self.time_rules.at(0, 0), self.rebalance_portfolio)

    def on_data(self, data):
        pass

    def rebalance_portfolio(self):
        # Calculate profits
        profit_1 = self.portfolio[self.symbol_1].unrealized_profit
        profit_2 = self.portfolio[self.symbol_2].unrealized_profit
        # Determine new allocations
        if profit_1 > profit_2:
            self.portfolio_weights[self.symbol_1] += 0.1
            self.portfolio_weights[self.symbol_2] -= 0.1
        else:
            self.portfolio_weights[self.symbol_1] -= 0.1
            self.portfolio_weights[self.symbol_2] += 0.1
        # Normalize weights to ensure they sum to 1
        total_weight = sum(self.portfolio_weights.values())
        for symbol in self.portfolio_weights:
            self.portfolio_weights[symbol] /= total_weight
        # Adjust portfolio
        for symbol, weight in self.portfolio_weights.items():
            self.set_holdings(symbol, weight)
        # Log changes
        self.log(f"Rebalanced Portfolio: {self.portfolio_weights}")

Explanation:

• Scheduled Events: The Schedule.On method is used to trigger the rebalance_portfolio method at the start of every month. You can adjust this to every three months by using a counter or a different scheduling rule.

• Profit Calculation: The unrealized profit for each asset is calculated to determine which asset performed better.

• Portfolio Adjustment: The SetHoldings method is used to adjust the portfolio according to the new weights.

• Logging: Changes in allocations are logged for tracking purposes.

This approach allows you to systematically rebalance your portfolio based on asset performance every three months. Adjust the allocation changes and scheduling as needed for your specific strategy.

Sources: Paired Switching, Combining Mean Reversion And Momentum In Forex Market, Sentiment And Style Rotation Effect In Stocks, Price And Earnings Momentum, Scheduled Events - QuantConnect.com