Thank you very much for the prompt reply. Yes, based on daily OHLC.
What I want to do is to backtest a strategy not using the equity price, but using option. As it looks complicated to find market data about the option value corresponding to the equity, even if i can find data, there are just too many data including expiry, in-at-out of money, which will be troublesome to add to data feed and operate on. I think it may be easier to simulate the invested value based on the black scholes model.
Suppose using BS formula to calculate the option price, I don't know how to place an order, when the equity reach or beyond (in a jump) the target value, it then charge me the money required for that option. Sure the order instruction will include more information (target, size, type = call / put, at the money / how much away from the target, expire this month / next month, valid), upon execution, it will return the incurred cost. Upon liquidation or expiry, the account will lost the money or get credit. Of course can concurrently have different combination of trade on hand.
May be those are simple in backtrader, but I'm new and couldn't find any example.