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Deep Backtesting - History Server (Premium only) #204

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@nick-kilian nick-kilian commented Jun 8, 2023

Adds Deep Backtest support (only available on Premium plans) via a new HistorySession. Deep Backtesting works with a different server (history-data) and session and doesn't use any chart information.

Tradingview Docs: https://www.tradingview.com/support/solutions/43000666265-how-does-deep-backtesting-work/

  • updateReport could be refactored to work across both a study and historySession.

Test results:

[08/06 09:09:23] 11. DeepBacktest
[08/06 09:09:23] > Creating logged history client
[08/06 09:09:24] > Loading built-in strategy....
[08/06 09:09:24] > Running deep backtest....
[08/06 09:09:24] > Strategy loaded !
[08/06 09:09:28] > Deep backtest traded from 2010年02月01日T17:50:00.000Z
[08/06 09:09:28] > Closing client...
[08/06 09:09:28] > Client closed
[08/06 09:09:28] ==== ALL TESTS DONE ====

Resolves #118

ASGDLO reacted with heart emoji
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Works for me
frizLabz-FFriZz and clins1994 reacted with thumbs up emoji

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0x090909 commented Aug 27, 2023 •
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@nick-kilian Is it possible to fetch indicator values from DeepTesting? I have to use my engine to do the backtesting

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would be nice!

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@nick-kilian can you maybe rebase this PR so @Mathieu2301 can easily merge this?

i very much like to have this included!!

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Deep Backtesting

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