How to force portfolio rebalancing at the end of the day usingEqualWeightingPortfolioConstructionModel

from datetime import datetime, timedelta
from AlgorithmImports import *
class CustomRebalanceAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2023, 1, 1)
        self.set_end_date(2023, 12, 31)
        self.set_cash(100000)
        symbols = [Symbol.create("SPY", SecurityType.EQUITY, Market.USA)]
        self.set_universe_selection(ManualUniverseSelectionModel(*symbols))
        self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(minutes=20), 0.025, 0.25))
        # Set the custom portfolio construction model with a rebalancing function
        self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel(self.custom_rebalance_function))
        self.set_execution(ImmediateExecutionModel())
        # Schedule the rebalance 2 minutes before market close
        self.schedule.on(self.date_rules.every_day(), self.time_rules.before_market_close("SPY", 2), self.trigger_rebalance)
    def custom_rebalance_function(self, current_time: datetime) -> datetime:
        # Return the current time to trigger an immediate rebalance
        return current_time
    def trigger_rebalance(self):
        # This method will be called 2 minutes before market close to trigger the rebalance
        self.set_rebalance_flag()
    def set_rebalance_flag(self):
        # This method sets a flag or directly calls the rebalance function
        self.portfolio_construction_model.rebalance_now = True

Sources: Key Concepts - QuantConnect.com, CAPM Alpha Ranking Strategy On Dow 30 Companies, Portfolio Rebalance On Custom Func Regression Algorithm, Uncorrelated Assets - QuantConnect.com, Scheduled Events - QuantConnect.com