Utilize new VVIX regime filter when deciding whether to enter trades

iron_condor_scheduler.py

@@ -1,7 +1,7 @@
 import schedule
 import time
 
-from backtesting.filter import VolatilityRegimeFilter
+from backtesting.filter import VVIXRegimeFilter
 from datetime import datetime
 from dotenv import load_dotenv
 from ibkr import Client
@@ -14,7 +14,7 @@ load_dotenv()
 
 eastern_timezone = 'America/New_York'
 
-trade_filters = [VolatilityRegimeFilter()]
+trade_filters = [VVIXRegimeFilter()]
 
 def enter_trade(entry_time: datetime):
     job_process = Process(target = enter_iron_condor, args = [entry_time])