How do I implement a basic monthly rebalance of all holdings (fixed weight percentages)?

I cannot seem to find a normal way to rebalance without liquiding all positions and rebuying which is not ideal.

Any sugesstive code would be great


C# preferably but python will do too

Update Backtest

Does SetHoldings method works for you? Take a look to this link below and search `SetHoldings`. Hope it helps.

Update Backtest


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