I would like to use insight weighted potfolio construction model with rebalancing disabled. I am using a 30 day rebalancing period, am am still seeting daily rebalancing:

One insight was generated: 2019-07-01 09:31:00 >>    PACB    2019-07-01 09:31:00    -0.001    -0.025    19.38    False

After a fill:
2019-07-01 09:31:00 2019-07-01 09:31:00: 0: Time: 07/01/2019 13:31:00 OrderID: 1 Symbol: PACB Status: Filled Quantity: 410 FillPrice: 6.07 USD OrderFee: 2.05 USD

Quantity was reduced when the market opened next (possibly due to price increase?):
2019-07-02 09:31:00 2019-07-02 09:31:00: 0: Time: 07/02/2019 13:31:00 OrderID: 2 Symbol: PACB Status: Filled Quantity: -1 FillPrice: 6.1 USD OrderFee: 1 USD
2019-07-05 09:31:00 2019-07-05 09:31:00: 0: Time: 07/05/2019 13:31:00 OrderID: 3 Symbol: PACB Status: Filled Quantity: -2 FillPrice: 6.14 USD OrderFee: 1 USD

# I have tried using timedelta and rebalance period of 30days
rebalance_period = Time.Multiply(Extensions.ToTimeSpan(Resolution.Daily), 30)
self.SetPortfolioConstruction(InsightWeightingPortfolioConstructionModel(
#rebalancingParam = timedelta(days = 30), 
rebalancingParam = rebalance_period,
portfolioBias = PortfolioBias.Long))