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

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.