How do you interpret the action results?

From [this article](https://towardsdatascience.com/finrl-for-quantitative-finance-tutorial-for-multiple-stock-trading-7b00763b7530), I assume that if the output tells me to buy/sell a stock at date _t_, I'm supposed to take actions the next day (_t+1_) with the closing price of _t_ and hope that it'll be fulfilled by the end of the day.

However, I'm getting the following result:

My data ends at March 24th and today is March 26th. Assuming market closes on 22nd and 23rd, I'm supposed to get an action output of 24th that I can take for the next Monday (27th), but instead I'm only getting actions until March 21st.

I initially thought that it might be related to #610, but I don't think 3 days difference is caused by time zones.