Hi all,

Quite new here and I'm struggling to understand how can I keep the weight of yesterday for a security.
My idea is to buy when the signal happens 1% of portfolio and then to let the weight run without changing the weight everyday.

I have the following code, but what it does it either buys everything or sells everything. But what I want is to always buy 1% when there is a new one in my universe and keep the others the same.

weights = {}

# If there are securities in our longs 

if context.longs:  
    long_weight = 0.01

else:  
    return weights

# Exit positions in our portfolio if they are not  
# in our longs  
for security in context.portfolio.positions:  
    if security not in context.longs and data.can_trade(security):  
        weights[security] = 0  

#Buy securities when they are not in portfolio already, but they are in our longs  
for security in context.longs:  
    if security not in context.portfolio.positions and data.can_trade(security) :  
        weights[security] = long_weight


return weights

def before_trading_start(context, data):

# Gets our pipeline output every day.  
pipe_results = pipeline_output('my_pipeline')

# Go long in securities for which the 'longs' value is True,  
# and check if they can be traded.  
context.longs = []  
for sec in pipe_results[pipe_results['longs']].index.tolist():  
    if data.can_trade(sec):  
        context.longs.append(sec)

def my_rebalance(context, data):

# Calculate target weights to rebalance  
target_weights = compute_target_weights(context, data)

# If we have target weights, rebalance our portfolio  
if target_weights:  
    order_optimal_portfolio(  
        objective=opt.TargetWeights(target_weights),  
        constraints=[constrain_gross_leverage,],  
    )