vars passing error inside steps for from_order_func

[Oriono]

I was trying to set up a simple stoploss after filled order. But it seems the errors showing I failed to pass necessary var. From other examples on git, I followed those by passing tuple from "earlier" func like group_prep to later one like order_nb, but I couldn't find why my code here fails.

import numpy as np
import pandas as pd
from vectorbt.base.reshape_fns import flex_select_auto_nb, to_2d
from vectorbt.portfolio.enums import NoOrder, OrderStatus, OrderSide, Direction
from vectorbt.portfolio.nb import order_nb  
import vectorbt as vbt
from numba import njit # why I need to import njit after vectorbt??

@njit
def group_prep_func_nb(c):
    # We need to define stop price per column, thus we do it in group_prep_func_nb
    stop_price = np.full(c.target_shape[1], np.nan, dtype=np.float_)
    return (stop_price,)

@njit
def order_func_nb(c, stop_price, entries, exits, size):
    # Select info related to this order
    # flex_select_auto_nb allows us to pass size as single number, 1-dim or 2-dim array
    # If flex_2d is True, 1-dim array will be per column, otherwise per row
    size_now = flex_select_auto_nb(c.i, c.col, np.asarray(size), True)
    # close is always 2-dim array
    price_now = c.close[c.i, c.col]
    stop_price_now = stop_price[c.col]
    # Our logic
    if entries[c.i, c.col]:
        if c.shares_now == 0:
            return order_nb(
                size=size_now,
                price=price_now,
                direction=Direction.LongOnly)
    elif exits[c.i, c.col] or price_now >= stop_price_now:
        if c.shares_now > 0:
            return order_nb(
                size=-size_now,
                price=price_now,
                direction=Direction.LongOnly)
    return NoOrder

@njit
def post_order_func_nb(c, order_result, stop_price, stop):
    # Same broadcasting as for size
    stop_now = flex_select_auto_nb(c.i, c.col, np.asarray(stop), True)
    if order_result.status == OrderStatus.Filled:
        if order_result.side == OrderSide.Buy:
            # Position entered: Set stop condition
            stop_price[c.col] = (1 + stop_now) * order_result.price
        else:
            # Position exited: Remove stop condition
            stop_price[c.col] = np.nan

def simulate(close, entries, exits, threshold):
    return vbt.Portfolio.from_order_func(
        close,
        order_func_nb,
        to_2d(entries, raw=True),  # 2-dim array
        to_2d(exits, raw=True),  # 2-dim array
        np.inf, # will broadcast
        group_prep_func_nb=group_prep_func_nb,
        after_order_func_nb=post_order_func_nb,
        after_order_args=(
            threshold
        )
        # ,group_by=True  ## need to add this to avoid grouping 
    )

close = pd.Series([10, 11, 12, 13, 14])
entries = pd.Series([True, True, False, False, False])
exits = pd.Series([False, False, False, True, True])
simulate(close, entries, exits, 0.1).share_flow()

TypingError: Failed in nopython mode pipeline (step: nopython frontend)
Internal error at <numba.core.typeinfer.CallConstraint object at 0x13c5d54c0>.
missing a required argument: 'size'
During: resolving callee type: type(CPUDispatcher(<function order_func_nb at 0x13c3148b0>))
During: typing of call at /Users/orion/.pyenv/versions/3.8.9/lib/python3.8/site-packages/vectorbt/portfolio/nb.py (2981)

Enable logging at debug level for details.

File "../../../../.pyenv/versions/3.8.9/lib/python3.8/site-packages/vectorbt/portfolio/nb.py", line 2981:
    ... def post_sim_func_nb(c):
        <source elided>
                    )
                    order = order_func_nb(order_ctx, *pre_segment_out, *order_args)

[polakowo]

Func names such as group_prep_func_nb have changed, see new argument names.