Ball pythons kept under optimal conditions will not "go off feed" during the winter, contrary to to widely believed myth about ball pythons.First week of November he stops eating, then about the last week of Feb, March he eats again.
Ball pythons kept in less than ideal conditions will often be very active, constant roaming is a sign of stress.He still is very active during this time just refuses food.
Sounds like you need to check your husbandry. What is the temperature and humidity of his enclosure?