Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It only takes a minute to sign up.
Sign up to join this community
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.
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.
