I tried everything I could. But I just can't fix this. I'm still quite new here. Someone please help! What can I do to keep leverage above 0.8?
I have these code in my rebalance function
objective = opt.MaximizeAlpha(predictions_top_bottom) constrain_gross_leverage = opt.MaxGrossExposure(1.05) constrain_pos_size = opt.PositionConcentration.with_equal_bounds( -0.03, +0.03, ) market_neutral = opt.DollarNeutral(tolerance=0.01) if predictions_top_bottom.index.duplicated().any(): log.debug(predictions_top_bottom.head()) sector_neutral = opt.NetGroupExposure.with_equal_bounds( labels=context.risk_factors.Sector.dropna(), # min=-0.0001, # max=0.0001, min=-0.2, max=0.2, ) order_optimal_portfolio( objective=objective, constraints=[ constrain_gross_leverage, constrain_pos_size, market_neutral, sector_neutral, ], )