I am trying to write a simple enough backtest do this:

  1. Run a backtest with minute resolution but consolidate to daily bars.
  2. Run a scan using a scheduled event to generate limit orders before market open using the consolidated daily bars from the previous day.
    (I need minute resolution because I want to get intraday limit order fills)


Unfortunately it seems there is a problem with quantconnect and consolidated daily bar events from the previous day fire after market open on the next day. Is there any workaround for this currently apart from generating the limit orders after market open? (which then renders my backtest inaccurate). 

Really surprised I'm having this problem with such a simple scenario :(
 

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