Latest trade and last date in backtesting period in backtesting.py

In backtesting.py, when looking at the trade statistics, the latest of field Last exit date is always filled with a date which is more recent than the latest date in field Last entry date. This means that the cash is never invested at the end of the backtesting periode, in any of the assets I'm testing on. Why is that and what can I do about it?

The strategy:

class RsiOscillator(Strategy):

rsi_window = 14
lower_bound = 30
upper_bound = 80

def init(self): 
    self.rsi = self.I(talib.RSI, self.data.Close, self.rsi_window) 

def next(self):         
    if crossover(self.rsi, self.upper_bound): 
        self.position.close() 

    elif crossover(self.lower_bound, self.rsi):            
        self.buy(size=1) 

The invocation:

bt = Backtest(data, RsiOscillator, cash = 100, exclusive_orders=True, finalize_trades=False)
stats = bt.run()