61 lines
1.9 KiB
Python
61 lines
1.9 KiB
Python
import schedule
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import time
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from backtesting.filter import VolatilityRegimeFilter
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from datetime import datetime
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from dotenv import load_dotenv
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from ibkr import Client
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from iron_condor import enter_iron_condor
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from multiprocessing import Process
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from os import getenv
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from pytz import timezone
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load_dotenv()
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eastern_timezone = 'America/New_York'
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trade_filters = [VolatilityRegimeFilter()]
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def enter_trade(entry_time: datetime):
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job_process = Process(target = enter_iron_condor, args = [entry_time])
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job_process.start()
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def connection_successful():
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try:
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ibkr_host = getenv('IBKR_HOST')
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ibkr_port = getenv('IBKR_PORT')
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Client(host = ibkr_host, port = ibkr_port)
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return True
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except:
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return False
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if __name__ == '__main__':
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now = datetime.now(timezone(eastern_timezone))
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if all(filter.trade_allowed(now) for filter in trade_filters):
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print('Trade filters allow for trading today.')
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if connection_successful():
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print('Connected to IBKR.')
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entry_times = getenv('ENTRY_TIMES').split(',')
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for entry_time in entry_times:
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schedule_time = datetime.strptime(entry_time, '%H:%M:%S').replace(
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year = now.year,
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month = now.month,
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day = now.day,
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tzinfo = now.tzinfo
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)
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# Prevent scheduling for times that have already elapsed.
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if schedule_time > now:
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print(f'Scheduling for {entry_time}.')
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schedule.every().day.at(entry_time, eastern_timezone).do(enter_trade, schedule_time)
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while True:
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schedule.run_pending()
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time.sleep(1)
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else:
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print('ERROR: Cannot connect to IBKR. Ensure that TWS / Gateway is running.')
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else:
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print('Trade filters prevent trading today.') |