How do I add a daterange to open trades during when backtesting with backtrader?

Question

I am trying to backtest a strategy where trades are only opened during 8.30 to 16.00 using backtrader.

Using the below attempt my code is running but returning no trades so my clsoing balane is the same as the opening. If I remove this filter my code is running correctly and trades are opening and closing so it is definitely the issue. Can anyone please help?

I have tried adding the datetime column of the data to a data feed using the below code:

` def __init__(self):
        # Keep a reference to the "close" line in the data[0] dataseries
        self.dataclose = self.datas[0].close
        self.datatime = mdates.num2date(self.datas[0].datetime)
        self.datatsi = self.datas[0].tsi
        self.datapsar = self.datas[0].psar
        self.databbmiddle = self.datas[0].bbmiddle
        self.datastlower = self.datas[0].stlower
        self.datastupper = self.datas[0].stupper
        # To keep track of pending orders
        self.order = None`

I then used the following code to try filter by this date range:

               
    # Check if we are in the market
        if not self.position:

            current_time = self.datatime[0].time()
            if datetime.time(8, 30) < current_time < datetime.time(16, 0):
            
                if self.datatsi < 0 and self.datastupper[0] > self.dataclose[0] and self.datastlower[1] < self.dataclose[1] and self.dataclose[0] < self.databbmiddle[0] and self.datapsar[0] > self.dataclose[0]:
                    self.log('SELL CREATE, %.2f' % self.dataclose[0])          
                    # Keep track of the created order to avoid a 2nd order
                    os = self.sell_bracket(size=100,price=sp1, stopprice=sp2, limitprice=sp3)
                    self.orefs = [o.ref for o in os]
                else:
                    o1 = self.buy(exectype=bt.Order.Limit,price=bp1,transmit=False)
        
                    print('{}: Oref {} / Buy at {}'.format(self.datetime.date(), o1.ref, bp1))
        
                    o2 = self.sell(exectype=bt.Order.Stop,price=bp2,parent=o1,transmit=False)
        
                    print('{}: Oref {} / Sell Stop at {}'.format(self.datetime.date(), o2.ref, bp2))
        
                    o3 = self.sell(exectype=bt.Order.Limit,price=bp3,parent=o1,transmit=True)
        
                    print('{}: Oref {} / Sell Limit at {}'.format(self.datetime.date(), o3.ref, bp3))
        
                    self.orefs = [o1.ref, o2.ref, o3.ref]            # self.sell(size=100, exectype=bt.Order.Limit, price=self.data.close[0]+16, parent=self.order, parent_bracket=bt.Order.Market)