for i in range(1,300,60):  
        schedule_function(open_positions, date_rules.every_day(), time_rules.market_open(minutes=i))  
        schedule_function(close_positions, date_rules.every_day(), time_rules.market_open(minutes=(i+30)))  

Okay, this is so frustrating. I don't think I struggled this much when learning C++ for the first time.

I've tried tweaking every bit of changes to the code and literally just to see if this general approach would work and I get a syntax error .....

without even telling me what the syntax error is

from quantopian.algorithm import attach_pipeline, pipeline_output  
from quantopian.pipeline import Pipeline  
from quantopian.pipeline.data.builtin import USEquityPricing  
from quantopian.pipeline.factors import AverageDollarVolume  
from quantopian.pipeline.filters import Q1500US 


def initialize(context):  
    context.securities = [sid(24),sid(114)]  
    for i in range(1,300,60):  
        schedule_function(open_positions,data_rules.every_day(),time_rules.market_open(minutes=i))  
        schedule_function(close_positions,data_rules.every_day(),time_rules.market_open(minutes=(i+30))  

def open_positions(context, data):  
    for i in context.securities:  
        order_target_percent(i,0.2)

def close_positions(context, data):  
    for i in context.securities:  
        order_target_percent(i,0)  

You were missing a bracket on the second schedule_function.

schedule_function(close_positions,data_rules.every_day(),time_rules.market_open(minutes=(i+30))  

Should have been:

schedule_function(close_positions,data_rules.every_day(),time_rules.market_open(minutes=(i+30)))  

Why would you want to close all positions, only to buy most of the same stocks back?

Just send order_target_percent with the new weights every 30 minutes, with those you want to liquidate set to 0. The engine will calculate the difference between what you want and what you have, and order accordingly.

That makes sense. So simply requesting for order_target_percent with the new weights every 30 minutes gives the same result whether I liquidate all the positions every 30 minutes or not.

But in this specific example, on backtesting, it's suppose to buy AAPL and ADBE with target percent 20% for each every 30 minutes. But for ADBE, it buys fractions of 20% for ADBE every minute for 30 minutes until roughly the target percent of 20% is met.

I understand that in practice, if you request for X number of shares, some fractions of it might go through at different times, but is there a way to circumvent this? I just want to test my strategy first before applying whether it's practical or not.