Continuing where I left off Python
You should save the links in a text file. You should also save the index numbers in another text file, probably initializing with 0.
In your code, you can then loop through the links using something like:
for link in links[index_number:]
At the end of every loop, add the index number to the text file holding the index numbers. This would help you continue from where you left off.
I have a bunch of list of links which I'm doing a specific function on each link, the function takes about 25 sec, I use selenium to open each and get the page source of it then do my function, however whenever I  build the program and cancel the build, I will have to start all over again.
Note:I get links  from  different webs sitemap.
Is there a way to save my progress and continue it later on?