Visibility into optimize ordering.
Improved. An 'alpha' column added shows the weight inputs to order_optimal_portfolio().

MaximizeAlpha ignores weights as demonstrated here and uses PositionConcentration values until no more room per MaxGrossExposure, ignores the remaining stocks.

For example, if PositionConcentration max/min are +-.04, there will be 25 stocks allocated. If +-.02: 50 stocks (so long as pipeline is supplying at least that many).

Hoping the community will ask some questions and find answers.
What is the MaximizeAlpha criteria for deciding which subset of stocks to invest in?
Is TargetWeights ever influenced by constraints?
[... your questions & answers ...]

In this output, there are 30 stocks with position concentration set automatically to .0333.
Column 'new': What opt is targeting.
Column 'old': Where the allocations landed after the previous targeting of .0333, and reflecting price changes since then surely.
Column 'alpha': Normalized weights in the input to MaximizeAlpha().

I set conc = .333 expecting 3 positions, there were 4 but the big surprise was they are all short. Curious to know why it selects those 4, knowledge that could be useful. After enabling DollarNeutral() became balanced as expected.

This tool should be educational if you spend some time with it. Or extract just the essentials into your code and look at specific sids for instance or try Frozen() on changes merely 99-101% and see what that does for turnover wiggle-room and so on.

Example output for one day

2018-04-11 05:45 before_trading_start:36 INFO lvrg 1.02  positions 30  
2018-04-11 06:31 show_opt_weights:122 INFO  
Close  
   alpha       old        new  
       0    0.0361 =>        0  DRYS  
2018-04-11 06:31 show_opt_weights:150 INFO  
Open  
   alpha       old        new  
  0.0312         0 =>   0.0333  ACHN  
2018-04-11 06:31 show_opt_weights:177 INFO  
Changes  
   alpha      old         new       pct  
 -0.0011    0.0331 =>  -0.0333    -100.8%    AVP  
  0.0118    0.0300 =>   0.0333     111.0%    UPL  
  0.0032    0.0321 =>   0.0333     103.9%    PDLI  
 -0.0118   -0.0323 =>  -0.0333     103.2%    NGD  
 -0.0269   -0.0325 =>  -0.0333     102.5%    APRN  
  0.0183    0.0328 =>   0.0333     101.5%    LC  
  0.0075    0.0329 =>   0.0333     101.3%    OPK  
 -0.0226   -0.0329 =>  -0.0333     101.2%    SGYP  
  0.0269    0.0330 =>   0.0333     101.0%    BLDP  
  0.0011   -0.0357 =>   0.0333     -93.5%    PDS  
  0.0290    0.0335 =>   0.0333      99.6%    ZNGA  
 -0.0247   -0.0335 =>  -0.0333      99.4%    PLUG  
 -0.0290   -0.0337 =>  -0.0333      99.0%    EGO  
 -0.0140   -0.0338 =>  -0.0333      98.6%    ASNA  
 -0.0172   -0.0340 =>  -0.0333      98.0%    MUX  
 -0.0043   -0.0341 =>  -0.0333      97.7%    AUY  
  0.0097    0.0343 =>   0.0333      97.3%    CHK  
 -0.0172   -0.0343 =>  -0.0333      97.1%    NVAX  
  0.0054    0.0344 =>   0.0333      96.9%    TRQ  
2018-04-11 06:31 show_opt_weights:180 INFO  
   alpha      old         new       pct  
 -0.0043   -0.0344 =>  -0.0333      96.9%    GTE  
  0.0226    0.0345 =>   0.0333      96.6%    JCP  
  0.0204    0.0346 =>   0.0333      96.5%    RIGL  
 -0.0097   -0.0347 =>  -0.0333      96.1%    WFT  
  0.0247    0.0349 =>   0.0333      95.6%    TTI  
 -0.0075   -0.0349 =>  -0.0333      95.5%    BTG  
 -0.0204   -0.0351 =>  -0.0333      95.0%    STNG  
  0.0161    0.0355 =>   0.0333      93.9%    BTE  
  0.0140    0.0365 =>   0.0333      91.2%    DNR  
 -0.0312   -0.0390 =>  -0.0333      85.5%    GSAT