Options backtesting

Hello !

I have a question about options backtesting. Let's imagine that I have some setup for stocks and after some condition I would like to enter the trade. Is it possible to create diffferent symbol and to fill it with prices during runtime (something like "SPY_25052018_Call_300Strike") and after that make a trade on this symbol instead of stock symbol ? The question is not about correct options prices, that's totally up to me. The question is about creation of series dynamically and making trades with them.

Thank you.

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I also have a very similar question. It would be interesting to know how this works