I am porting a Joomla website to WordPress. I am stuck at porting the SEF permalinks. In Joomla I used OpenSEF that allowed using forward slashes (/) in the "slug" (or "post_name" as per WordPress). When importing wp_insert_post simply removes the "/" so a slug "/0505/this-is-my-post" becomes "0505this-is-my-post".
How can I keep the slashes?