Filter trading days according to the current volatility regime

iron_condor_scheduler.py

@@ -1,6 +1,7 @@
 import schedule
 import time
 
+from backtesting.filter import VolatilityRegimeFilter
 from datetime import datetime
 from dotenv import load_dotenv
 from ibkr import Client
@@ -13,6 +14,8 @@ load_dotenv()
 
 eastern_timezone = 'America/New_York'
 
+trade_filters = [VolatilityRegimeFilter()]
+
 def enter_trade():
     job_process = Process(target = enter_iron_condor)
     job_process.start()
@@ -27,11 +30,14 @@ def connection_successful():
         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.')
 
-        now = datetime.now(timezone(eastern_timezone))
-
             entry_times = getenv('ENTRY_TIMES').split(',')
             for entry_time in entry_times:
                 schedule_time = datetime.strptime(entry_time, '%H:%M:%S').replace(
@@ -51,3 +57,5 @@ if __name__ == '__main__':
                 time.sleep(1)
         else:
             print('ERROR: Cannot connect to IBKR. Ensure that TWS / Gateway is running.')
+    else:
+        print('Trade filters prevent trading today.')