Intraday Trades Not Closing Correctly with Autoclose Function and Stop Loss

[Aqua-4]

Description:

I've added a function to close intraday trades at the end of the day, but I'm encountering an issue when running vbt.Portfolio.from_signals(**portfolio_params) with a stop loss. Specifically,
when I set portfolio_params['sl_stop'] = sl_percent / 100 , my trades are being carried over to the next day instead of being closed.

Input Data and Expected Behavior:

My input data is generated by the autoclose_intraday_trades() function, which assigns an exit signal (short) at the end of the day to close the trade. The expected input data looks like this: long, hold, hold, ..., short.
Issue with Stop Loss:
However, when the stop loss is triggered, vbt.Portfolio.from_signals(**portfolio_params) inserts an additional signal into the array, changing it to long, hold, short, ...short . This causes the trade to not be closed correctly, resulting in spillover into the next day.

Actual Behavior:

The trade is not being closed at the end of the day, and the stop loss is not being applied correctly.

Reproduction Steps:

Add a custom function autoclose_intraday_trades() to assign an exit signal at the end of the day.
Run vbt.Portfolio.from_signals(**portfolio_params) with portfolio_params['sl_stop'] = sl_percent / 100.
Observe that trades are being spilled over to the next day when stop loss is triggered.

Request:

I would like to request assistance in resolving this issue. Is there a way to handle this in VBT to ensure proper backtesting for intraday trades? Please provide guidance or a solution to resolve this issue.