I am looking specifically to samples of how to perform backtesting on the RUT or SPX options spread trades. I am new to Python programming and the amount of information is overwhelming. I'd appreciate if someone can point me to sample code. 

1) Can QC backtest the RUT or SPX Index 10 years back? 

2) The parameters for the backtest should include a spread (long and short strikes), Days to Expire, and the Implied volatility. 

3) The premium for the Short/Long strikes

4) The market price

Thank you,