new cd player does not turn off when you take keys out of ignition

I baught this 2008 aveo5 and the previous owner put a new cd player in it. One the antena wasnt hooked up and two the radio does not turn off when you turn car off also the dash clock wont turn off unless you manualy turn turn cd player off. So i take the cd player out hook the antenna up to it and check all wires and antena works fine now i have radio but it still does not shut off when i turn car off any ideas? Please help thanks

Your radio's power wire is connected to the wrong wire. It needs to be connected to the wire that only gets power when the key is on.

Doax is correct. Sounds like your accessory wire is connected to the battery wire. They should be separated. Battery wire to hold presets memory and clock, accessory to turn on and off radio with ignition cycles.

Battery wire is orange, accessory is yellow on a 2008.