Allow use of paper trading for "real-time" backtesting

I'd like to not be constrained by the actual market being open to build and test my algorithm. It would be nice to be able to (for instance) test how my algorithm deals with the opening auction without having to wait a day between test runs. Please consider allowing reseting the market to a particular point in time (maybe even provide an API for it, so I can automate it into my tests).