Back testing equity index option trading methods

We have historical option pricing data for equity index options (the SPX contract at the CBOE) in an excel spreadsheet, CSV format. We need someone who can manipulate the data using existing option pricing models (Black Scholes) and provide an interface for back testing various trading systems. Options will be tested by binary conditions (e.g. does an option < 30 days to expiration? Is implied volatility above historical average?) Several (5-6)if/then rules will be grouped and a simulation using those rules and actual option prices will be run. We'll need an interface input trading rules and which returns theoretical results.