How-to-buy-within-10-days-of-the-date-in-a-CSV-file

I am trying to get wealthlab to get entry dates and stocks from an excel sheet to then try out different sell strategies.

The problem is that I am clearly not understanding how bars.DateTimes[idx].Date works because the strategy buys whenever it wants rather than when bars.DateTimes[idx].Date is within 10 days of the date on the excel (screen shot below)

CODE:
using WealthLab.Backtest;
using System;
using System.IO;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;
using System.Linq;
using Steema.TeeChart.Functions;
using SixLabors.ImageSharp;
using Alternet.Editor.Wpf;
//using DocumentFormat.OpenXml.Drawing.Diagrams;
//using DocumentFormat.OpenXml.Wordprocessing;


namespace WealthScript1
{
   public class MyStrategy : UserStrategyBase
   {
      //create indicators and other objects here, this is executed prior to the main trading loop
      private Dictionary<int, Tuple<string, DateTime>> data;
      Highest highest_s;

      public override void Initialize(BarHistory bars)
      {
         StartIndex = 60;
         data = func_openfile_var();
         highest_s = new Highest(bars.Close, 252);
         PlotIndicator(highest_s, WLColor.Red, PlotStyle.Line);

      }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
      {
         // Get data from spreadsheet


         if (!HasOpenPosition(bars, PositionType.Long))
         {
            //code your buy conditions here
            if (
               func_purchase_date_bool(data, bars.Symbol, bars.DateTimes[idx].Date)
               && bars.Close[idx] > highest_s[idx - 1]
               )

            {
               PlaceTrade(bars, TransactionType.Buy, OrderType.Market, 0, "Buy");
            }


         }
         else
         {
            //code your sell conditions here
            Position p = LastPosition;

            if (idx - p.EntryBar > 10)
            {
               ClosePosition(p, OrderType.Market, 0, "TimeOut");
            }


         }
      }

      //declare private variables below



      public static Dictionary<int, Tuple<string, DateTime>> func_openfile_var()
      {
         string file_loc_str = @"C:\Users\gasto\Sync\Nanodegree\Finance\Data";
         string file_name_str = "purchases.csv";
         string full_path_str = Path.Combine(file_loc_str, file_name_str);

         var data = File.ReadLines(full_path_str).Skip(1)
            .Select((line, index) => new { Line = line.Split(','), LineNumber = index })
            .ToDictionary(x => x.LineNumber, x => Tuple.Create(x.Line[3].Replace(" ",""), DateTime.Parse(x.Line[1]).Date));
         return data;
      }

      static bool func_purchase_date_bool(Dictionary<int, Tuple<string, DateTime>> data, string searchString, DateTime currentDate)
      {
         return data.Any(item => item.Value.Item1.Equals(searchString) && (currentDate - item.Value.Item2.Date).TotalDays <= 10);
      }
   }
}

So here is a screen shot of the csv file filtered for the ticker 'ABR'



And here are the resulting trades for ticker "ABR'



The trades are ocurring at the 52 week high but NOT within 10 days of the other signal.

Help with what I am doing wrong would be much appreciated.

Thank you in advance.