Got prices of Treasuries, corps, or munis?
Am I right in saying you can pass in your own CSVs to Q? I believe so. But I don't think bond "prices" are what you want. You want some sort of constant maturity vehicle, not the bond itself - or at least that is what I would want to hold as an asset for backtesting.
And if you do want to hold and backtest and individual bond then 'price' is not what you want unless you have a method of tracking and feeding coupons into your account value.
You will get only half the story.
It is probably more convenient to feed in a constant maturity bond such as an index or concatenated futures prices.
Price contributes very little over time to a constant maturity bond. Coupon is all important. Price will mostly be sideways movement.
Hope this is of some help.
If you look at Quandl you will face and various Merrill bond indices available for free. Also bond concatenated futures prices.
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