Hello, In the similarly constructed proverb " all work and no play (makes Jack a dull boy) ", "all work and no play" is a nominal idiom ( work and play are nouns ) and cannot, therefore, function as a verb. The same problem occurs in the case of your slightly altered construction. You can change your phrase into : This winter vacation, I couldn`t engage in all play and no study as I had previously done/ as in previous vacations/ as before..
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