fling (one's) cap over the windmill

To act in a deranged, reckless, or unconventional manner. Refers to the eponymous character of the novel Don Quixote, who tosses his hat over a windmill (which he imagines is a giant) as a challenge to it. Sarah is always trying to buck social conventions, flinging her cap over the windmill whenever possible. I know you like to take risks in business, but don't fling your cap over the windmill. Well, I would have a lot less to worry about if you kids didn't fling your caps over the windmill at every opportunity!

fling (or throw) your cap over the windmill(s)

act recklessly or unconventionally. dated

1933 John Galsworthy One More River I suggest that both of you felt it would be mad to fling your caps over the windmill like that?