1-buy and hold strategy against a benchmark

I want to measure a 1-buy and hold strategy against a benchmark (SPY). I have the following code:

# Algorithm API imports  
import quantopian.algorithm as algo  
import pandas as pd  
import datetime

#==============================================================================  
URL = ...  
#==============================================================================

def preview(df):  
    log.info(' \n %s ' % df.head())  
    return df

#==============================================================================

def initialize(context):

    fetch_csv(URL,  
              pre_func=preview,  
              date_column='date',  
              date_format='%Y-%m-%d' )

    # Set the benchmark to the SPY - 8554  
    set_benchmark(sid(8554))

    # Rebalance every day, at end of day to account for forward bias  
    algo.schedule_function(  
        rebalance,  
        algo.date_rules.month_start(),  
        algo.time_rules.market_open(hours=0,  minutes=20) )

#==============================================================================

def before_trading_start(context, data):  
    # Get the weights that will have to be traded  
    context.weights = data.current(data.fetcher_assets, 'weight')

    # Update the universe  
    context.assets = context.weights.index

#==============================================================================

def rebalance(context, data):

    for stock in context.weights.index:  
        if stock not in context.portfolio.positions:  
            if data.can_trade(stock) and data.current(stock, 'price') != None:  
                # We're dealing with exotic ones... Check if data available  
                log.info( 'long {A}; weight {B}; price {C}'.format(  
                        A=stock,  
                        B=context.weights[stock],  
                        C=data.current(stock, 'price')))  
                order_target_percent(stock, context.weights[stock])

The URL links to my dropbox where a *.csv File is stored. It looks like

date,symbol,weight  
2013-03-01,AAL,0.0  
2013-03-04,AAL,0.0  
2013-03-05,AAL,0.0  
2013-03-06,AAL,0.0  
2013-03-07,AAL,0.0  
2013-03-08,AAL,0.0  
2013-03-11,AAL,0.0  
2013-03-12,AAL,0.0  
2013-03-13,AAL,0.0  
...
2013-03-01,AET,0.0051  
2013-03-04,AET,0.0051  
2013-03-05,AET,0.0051  
2013-03-06,AET,0.0051  
2013-03-07,AET,0.0051  
2013-03-08,AET,0.0051  
2013-03-11,AET,0.0051  
2013-03-12,AET,0.0051  
2013-03-13,AET,0.0051  
...

The weights do not change over time.

So does this code only invests a amout of money in those stocks with the corresponding weight at startup? I'am a bit unsure.