Are there any software libraries for backtesting FX algorithms against tick data?

External question — Quantitative Finance Stack Exchange Author: John Original post: https://quant.stackexchange.com/questions/16170 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I've read question , however it doesn't appear as if any of those libraries work for FX data. A Google search for python forex backtesting turns up this project , however I think it needs quite a bit more development before it can be considered useful. As far as I can tell the two most promising projects are Zipline and Quantlib , but again no FX support. After a bit more searching it looks like my question is a duplicate of this one .

External answer — Quantitative Finance Stack Exchange Author: K3---rnc Original post: https://quant.stackexchange.com/a/43568 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Another option is Backtesting.py , but the website says it only works with OHLC data. Maybe you can group your tick data into 1-second buckets , afterwards finding that all sorts of tools apply.