Part of the battle is having a good setting lotion. If you feel your lotion has good hold then you’ll have to try other things, but if you have doubts there then I like Motions At Home Foaming Wrap Lotion. You also need to make sure your hair spray has good hold, so try firmer hold sprays or apply more liberally.
Also, if you finish styling your hair for a while before leaving the house or it’s possible to even to do this for a couple hours at the start of your day or even dying your work day (if you don’t work dealing with the public for example and you want your hair to hold up for your evening plans and not merely the daytime) then use sectioning clips to support and secure the wave points in your hair, and lots of hairspray. Leaving these clips in place for 20mins/a couple hours helps set your hair into the style even more so. If I want my hair to look good in the evening then I leave the styling clips in all day at work to hold my waves in place—I look at bit silly at my desk, but my coworkers now understand it means I have good evening plans for which I need hair that hasn’t wilted.
Finally I find that smaller curls hold better, so experiment with using smaller rollers. I wonder if backcombing your hair at the roots and on the underside of your style with the curls styled over the top might help, but I haven’t yet tried this myself so I can’t vouch for whether it’s a fix for your problem. Most pinups suffer drooping curls, myself as well, so in worst case scenario just have a brush and bobby pins with you so that you can alter your style during the day if your hair gets too sad. Hope that gives you a couple things to try! :)