При тестировании на истории заявка исполнилась по неправильной цене

Time;Code;Price;Volume
30.10.2012 10:10:34,780;RIZ2@RTS;141870;5
30.10.2012 10:10:34,840;RIZ2@RTS;141870;4
30.10.2012 10:10:34,840;RIZ2@RTS;141870;1
30.10.2012 10:10:34,927;RIZ2@RTS;141870;3
30.10.2012 10:10:34,927;RIZ2@RTS;141870;2
30.10.2012 10:10:34,935;RIZ2@RTS;141870;3
30.10.2012 10:10:35,259;RIZ2@RTS;141870;1
30.10.2012 10:10:36,786;RIZ2@RTS;141860;1
30.10.2012 10:10:36,864;RIZ2@RTS;141860;1
30.10.2012 10:10:36,864;RIZ2@RTS;141860;2
30.10.2012 10:10:36,952;RIZ2@RTS;141860;1
30.10.2012 10:10:36,952;RIZ2@RTS;141860;1
30.10.2012 10:10:37,041;RIZ2@RTS;141860;1

DepthTime;Code;BestBid;BestAsk
30.10.2012 10:10:34,897;RIZ2@RTS;141870;141880
30.10.2012 10:10:34,937;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,036;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,155;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,223;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,270;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,322;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,588;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,653;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,757;RIZ2@RTS;141860;141870
30.10.2012 10:10:35,942;RIZ2@RTS;141860;141870
30.10.2012 10:10:36,639;RIZ2@RTS;141860;141870
30.10.2012 10:10:36,704;RIZ2@RTS;141860;141870
30.10.2012 10:10:36,844;RIZ2@RTS;141860;141870
30.10.2012 10:10:36,885;RIZ2@RTS;141860;141870
30.10.2012 10:10:36,952;RIZ2@RTS;141850;141860
30.10.2012 10:10:37,099;RIZ2@RTS;141860;141870

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using StockSharp.Algo;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using System.Threading;
using System.Diagnostics;
using StockSharp.Algo.Storages;
using StockSharp.Logging;
using StockSharp.Algo.Testing;
using StockSharp.Algo.Reporting;

namespace BugDemo
{
    class Program
    {
        static void Main(string[] args)
        {

            var security = new Security
            {
                Id = "RIZ2@RTS",
                Code = "RIZ2",
                Name = "RTS-12.12",
                MinStepSize = 10,
                MinStepPrice = 6.2m,
                Exchange = Exchange.Rts,
            };

            var storagePath = @"C:\StockSharp\4.1.5\StorageMDS";
            var portfolio = new Portfolio { Name = "test account", BeginValue = 1000000m };
            var startDate = new DateTime(2012, 10, 30, 10, 0, 0);
            var stopDate = new DateTime(2012, 10, 30, 10, 30, 0);
            var timeFrame = TimeSpan.FromMinutes(1);

            var storageRegistry = new StorageRegistry();
            ((LocalMarketDataDrive)storageRegistry.DefaultDrive).Path = storagePath;

            var logManager = new LogManager();
            var fileListener = new FileLogListener(String.Format("{0}_{1:00}_{2:00}.txt", DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day));
            logManager.Listeners.Add(fileListener);

            var emulationTrader = new EmulationTrader(
                new[] { security },
                new[] { portfolio })
            {
                MarketTimeChangedInterval = timeFrame,
                StorageRegistry = storageRegistry,
                UseMarketDepth = true
            };

            logManager.Sources.Add(emulationTrader);

            emulationTrader.RegisterTrades(security);
            emulationTrader.RegisterMarketDepth(security);
            
            emulationTrader.Connect();
            emulationTrader.StartExport();

            var strategy = new DemoStrategy()
            {
                Volume = 1,
                Trader = emulationTrader,
                Security = security,
                Portfolio = portfolio,
                StartDate = startDate,
                StopDate = stopDate
            };

            logManager.Sources.Add(strategy);

            strategy.Start();
            emulationTrader.Start(startDate, stopDate);

            while (emulationTrader.State == EmulationStates.Started && strategy.ProcessState == ProcessStates.Started)
            {
                Thread.Sleep(100);
            }

            new ExcelStrategyReport(strategy, "report.xls").Generate();
            Process.Start("report.xls");

            emulationTrader.Dispose();
            strategy.Dispose();

            Console.WriteLine("Press Enter to exit...");
            Console.ReadLine();
        }
    }
}

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using StockSharp.Algo;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using System.Threading;

namespace BugDemo
{
    class DemoStrategy : Strategy
    {
        private bool _lock = false;
        public DateTime StartDate;
        public DateTime StopDate;

        protected override void OnStarted()
        {
            Security.WhenNewTrades()
                .Do(ProcessNewTrades)
                .Apply(this);
            base.OnStarted();
        }

        protected void ProcessNewTrades(IEnumerable<Trade> trades)
        {
            if (Security.LastTrade == null || Security.BestAsk == null || Security.BestBid == null) return;
            if (_lock) return;

            var marketTime = Trader.GetMarketTime(Exchange.Rts);
            if (StartDate.CompareTo(marketTime) > 0) return;
            if (StopDate.CompareTo(marketTime) < 0) Stop();

            OpenPosition();
        }

        protected void OpenPosition()
        {
            _lock = true;
            var order = RegisterNewOrder(OrderDirections.Buy, Security.BestAsk.Price);
            order.WhenMatched()
                .Do(ClosePosition)
                .Apply();
        }

        protected void ClosePosition()
        {
            var order = RegisterNewOrder(OrderDirections.Sell, Security.BestBid.Price);
            order.WhenMatched()
                .Do(() => _lock = false)
                .Apply();
        }

        protected Order RegisterNewOrder(OrderDirections direction, decimal price)
        {
            var newOrder = this.CreateOrder(direction, price, Volume);
            newOrder.ShrinkPrice();
            newOrder.Security = Security;
            while (!Trader.IsConnected) Trader.Reconnect();
            base.RegisterOrder(newOrder);
            return newOrder;
        }
           
    }
}