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Just filter the stores in python code:
for company in companies:
open_stores = [s for s in company.store_set.all() if not s.closed]
Or manually prefetch the stores:
companies = Company.objects.filter(name__startswith="stackoverflow")
open_stores_d = {}
for store in Store.objects.filter(closed=False, company__in=companies):
open_stores_d.setdefault(store.company, []).append(store)
for company in companies:
open_stores = open_stores_d.get(company, [])
Source:stackexchange.com