Deep Backtesting - History Server (Premium only)

[nick-kilian]

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 2010-02-01T17:50:00.000Z
[08/06 09:09:28]  >  Closing client...
[08/06 09:09:28]  >  Client closed
[08/06 09:09:28]  ==== ALL TESTS DONE ====

Resolves #118

[frizLabz-FFriZz]

Works for me

[0x090909]

@nick-kilian Is it possible to fetch indicator values from DeepTesting? I have to use my engine to do the backtesting

[danielgroen]

would be nice!

[danielgroen]

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

i very much like to have this included!!

[codeCraft-Ritik]

Solid enhancement — integrating Deep Backtesting with a separate session is well designed.
Good to see it working smoothly with the history-data server.