Seriously though, there are some existing frameworks and products that you could check out. I haven't used this myself, it's just in my bookmarks:
http://www.rapidquant.com/features
A C++ library with python bindings: http://quantlib.org/index.shtml
And a low level library for data analysis: http://pandas.pydata.org
Oh, I forgot about another backtesting framework for python. It has a built in IDE as well.
http://www.quantopian.com
Our backtesting engine, Zipline, is opensource - https://github.com/quantopian/zipline
Zipline was unveiled at PyData NYC, and the presentation materials are here: https://app.quantopian.com/posts/hello-from-pydata
Seriously though, there are some existing frameworks and products that you could check out. I haven't used this myself, it's just in my bookmarks:
http://www.rapidquant.com/features
A C++ library with python bindings: http://quantlib.org/index.shtml
And a low level library for data analysis: http://pandas.pydata.org