I have a algo that relies on a MySQL database. When it runs, it creates a small MySQL database and the tables. It stores transaction history and other information in about 12 tables. The tables tend to stay under 200 rows, however, a lot of the logic is done with MySQL queries. For example, I built in Rule 4210, Regulation T, and alter price quotes based on past slippage.

Is it possible to have a small custom database while running the backtests?