If you're only trading SPY, then you're in good luck because there happens to be free backtesting data for SPY, in the downloads section.

Johann wrote some blog posts on trading options with Zorro:
https://financial-hacker.com/algorithmic-options-trading/
https://financial-hacker.com/algorithmic-options-trading-2/
https://financial-hacker.com/algorithmic-options-trading-part-3/
https://financial-hacker.com/the-mechanical-turk/

Bon appetit!