options-automation/iron_condor_scheduler.py

import schedule
import time

from backtesting.filter import VolatilityRegimeFilter
from datetime import datetime
from dotenv import load_dotenv
from ibkr import Client
from iron_condor import enter_iron_condor
from multiprocessing import Process
from os import getenv
from pytz import timezone

load_dotenv()

eastern_timezone = 'America/New_York'

trade_filters = [VolatilityRegimeFilter()]

def enter_trade(entry_time: datetime):
    job_process = Process(target = enter_iron_condor, args = [entry_time])
    job_process.start()

def connection_successful():
    try:
        Client()
        return True
    except:
        return False

if __name__ == '__main__':
    now = datetime.now(timezone(eastern_timezone))

    if all(filter.trade_allowed(now) for filter in trade_filters):
        print('Trade filters allow for trading today.')

        if connection_successful():
            print('Connected to IBKR.')

            entry_times = getenv('ENTRY_TIMES').split(',')
            for entry_time in entry_times:
                schedule_time = datetime.strptime(entry_time, '%H:%M:%S').replace(
                    year = now.year, 
                    month = now.month, 
                    day = now.day,
                    tzinfo = now.tzinfo
                )

                # Prevent scheduling for times that have already elapsed.
                if schedule_time > now:
                    print(f'Scheduling for {entry_time}.')
                    schedule.every().day.at(entry_time, eastern_timezone).do(enter_trade, schedule_time)

            while True:
                schedule.run_pending()
                time.sleep(1)
        else:
            print('ERROR: Cannot connect to IBKR. Ensure that TWS / Gateway is running.')
    else:
        print('Trade filters prevent trading today.')