I am trying to create an environment so I can backtest low frequency strategies all the way back to 1950. Quandl does have data on SPY from 1950, but is it possible to do mock trades on it? I am more than happy with only a daily resolution and does not need any more precision than that.

I tried to change the example algorithm from "How Do I Import Quandl Data" to do buy and hold from 1950. But the result is the buy time is shifted to 1993 instead? Please advise. Thanks!