I've got headers on True but it seems to only ignore the first header and read 'Date' as an actual data

I've backtested it across multiple stocks and in bull and bear market and it seems pretty good now I wanna paper trade it, I made it write the last order for a stock (Buy or sell) to a csv but the problem is it could be a sell signal but from 2 weeks ago, and I can't limit the date from the data feed because I need exponential averages

my questions are
is there a way I could call the signal my strategy produces for today for example so I can send it to my csv
or simply how can I get the signals any other way for today

        if not self.position:
            if self.buysell_sig < 0:
                df2.loc[symbol] = ['BUY']
                self.order = self.buy()

        else:
            if self.buysell_sig > 0:
                df2.loc[symbol] = ['SELL']
                self.order = self.sell()

this is what I'm doing right now, it gets the last order so it can be a buy signal that never closed from a month ago