I'm developing a simple trading strategy in which, using a CSV file, every day a list of financial instruments is bought at a certain time (in hours and minutes) and is liquidated at a certain time. I will include stop losses and take profits but a later stage. I parse the data from my CSV correctly and it is stored on a df, where I retrieve it correctly with no problems.


The problem I have is that I can't find a way to "link" correctly the scheduled event buy or sell action to the relative stock. I've tried using a for loop but this way I can't "link" the correct schedule time of the day to the relative stock.