Clear out any assets that have expired before starting a new sim day.

        Performs two functions:

        1. Finds all assets for which we have open orders and clears any
           orders whose assets are on or after their auto_close_date.

        2. Finds all assets for which we have positions and generates
           close_position events for any assets that have reached their
           auto_close_date.

def _cleanup_expired_assets(self, dt, position_assets):
        """
        Clear out any assets that have expired before starting a new sim day.

        Performs two functions:

        1. Finds all assets for which we have open orders and clears any
           orders whose assets are on or after their auto_close_date.

        2. Finds all assets for which we have positions and generates
           close_position events for any assets that have reached their
           auto_close_date.
        """
        algo = self.algo

        def past_auto_close_date(asset):
            acd = asset.auto_close_date
            return acd is not None and acd <= dt

        # Remove positions in any sids that have reached their auto_close date.
        assets_to_clear = \
            [asset for asset in position_assets if past_auto_close_date(asset)]
        metrics_tracker = algo.metrics_tracker
        data_portal = self.data_portal
        for asset in assets_to_clear:
            metrics_tracker.process_close_position(asset, dt, data_portal)

        # Remove open orders for any sids that have reached their auto close
        # date. These orders get processed immediately because otherwise they
        # would not be processed until the first bar of the next day.
        blotter = algo.blotter
        assets_to_cancel = [
            asset for asset in blotter.open_orders
            if past_auto_close_date(asset)
        ]
        for asset in assets_to_cancel:
            blotter.cancel_all_orders_for_asset(asset)

        # Make a copy here so that we are not modifying the list that is being
        # iterated over.
        for order in copy(blotter.new_orders):
            if order.status == ORDER_STATUS.CANCELLED:
                metrics_tracker.process_order(order)
                blotter.new_orders.remove(order)