Help with quarterly rebalancing and option purchase.

import math
from datetime import timedelta

class SleepySkyBlueTapir(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2010, 3, 3)
        self.set_end_date(2010, 8, 3)
        self.set_cash(252000)
        self.settings.free_portfolio_value_percentage = 0.1
        self.add_equity("IWM", Resolution.MINUTE)
        self.add_equity("RSP", Resolution.MINUTE)
        self.add_equity("VTV", Resolution.MINUTE)
        self.add_equity("VXUS", Resolution.MINUTE)
        self.add_equity("LQD", Resolution.MINUTE)
        self.add_equity("GOVT", Resolution.MINUTE)
        self.add_equity("GLD", Resolution.MINUTE)
        self.add_equity("DBA", Resolution.MINUTE)
        self.add_equity("SCHH", Resolution.MINUTE)
        self.weeks_passed = 0
        self.options_rebalance = 4
        self.equity_rebalance = 12
        self.flag = True
        self.current_option = None
        self.add_equity("SPY", Resolution.MINUTE, data_normalization_mode=DataNormalizationMode.RAW)
        option = self.add_option("SPY", Resolution.MINUTE)
        self.option_symbol = option.symbol
        option.set_filter(lambda option_filter_universe: option_filter_universe.expiration(30, 60))

    def contract_selector(self, chain):
        put_contracts = [x for x in chain if x.right == OptionRight.PUT]
        put_contracts = sorted(sorted(put_contracts, key=lambda x: abs((self.securities['SPY'].price * .9) - x.strike)), key=lambda x: x.expiry)[:1]
        put_contracts = sorted(put_contracts)[0]
        return put_contracts

    def on_data(self, data):
        if not self.portfolio.invested:
            self._rebalance()
            chain = data.option_chains.get(self.option_symbol)
            if chain:
                put_contract = self.contract_selector(chain)
                quantity = math.floor(((self.portfolio.total_portfolio_value) / self.securities['SPY'].price) / 100)
                self.current_option = put_contract

        if self.time.hour == 9 and self.time.minute == 31 and self.time.weekday() == 0:
            self.weeks_passed += 1

        if (self.time.hour == 9 and self.time.minute == 31 and self.time.weekday() == 0 and self.weeks_passed == self.options_rebalance and self.flag):
            self.flag = False
            chain = data.option_chains.get(self.option_symbol)
            if chain:
                put_contract = self.contract_selector(chain)
                quantity = math.floor(((self.portfolio.total_portfolio_value) / self.securities['SPY'].price) / 100)
                self.market_order(put_contract.symbol, quantity)
                self.current_option = put_contract

        if (self.time.hour == 9 and self.time.minute == 31 and self.time.weekday() == 1 and self.weeks_passed == self.equity_rebalance):
            self._rebalance()

        if (self.time.hour == 9 and self.time.minute == 31 and str(self.current_option.expiry - timedelta(days=1))[:10] == str(self.time - timedelta(days=1))[:10]):
            self.liquidate(self.current_option)
            chain = data.option_chains.get(self.option_symbol)
            if chain:
                put_contract = self.contract_selector(chain)
                quantity = math.floor(((self.portfolio.total_portfolio_value) / self.securities['SPY'].price) / 100)
                self.market_order(put_contract.symbol, quantity)
                self.current_option = put_contract
                self.debug(self.current_option)

    def _rebalance(self):
        for symbol, security in self.portfolio.securities.items():
            if security.type == SecurityType.EQUITY and security.invested:
                self.liquidate(symbol)
        self.set_holdings("IWM", 0.2)
        self.set_holdings("RSP", 0.125)
        self.set_holdings("VTV", 0.125)
        self.set_holdings("VXUS", 0.05)
        self.set_holdings("LQD", 0.15)
        self.set_holdings("GOVT", 0.15)
        self.set_holdings("GLD", 0.07)
        self.set_holdings("DBA", 0.03)
        self.set_holdings("SCHH", 0.1)