Rebalancing only with buy orders

[genesobolev]

Hey everyone,

I'm building on top of the example in the PortfolioOptimization notebook. I'm using the from_order_func module for monthly rebalancing with PyPortfolioOpt.

I'm trying to rebalance without selling, constrained by a monthly contribution amount (buy and buy more). I'd like to get as close to the new weights as possible with buy orders only. I tried modifying the settings, call_seq, OrderSide, AccumulationMode, TradesType, pre_segment_func, order_nb but these don't do what I'm looking for. I can build this functionality in a hacky way using from_signals (without exits) as a callback, but I don't know what side effects this will have.

I feel like it's something fairly simple but I don't understand the library well enough at this point. Did anyone try this? How would I achieve rebalancing only with buy orders constrained by monthly contributions?