Backtesting day trading with daily bars uses the wrong stock price

[fcr]

I am backtesting using yfinance daily stock values.
The yfinance data is wrangled into OHLC format with the closing time stamp set to the NYSE closing time. The venue is configures for bars.
Contrary to what I would expect, Nautilus Trader uses the closing values on the day of the order generation, rather than the opening value of the next day.
Trying different option for the venue and the backtesting engine does not change this behaviour.

Is this a bug or am I doing something wrong?

[faysou]

No this is expected, that's how bars work in nautilus. Past data open high low is used for execution as well as close.