On the news this morning they are saying there is a blood test for depression. It was a small study but a step in the right direction.
I believe it has a high genetic component and there is a lot of evidence for this. I don't think they have narrowed it down enough to a certain set of genes. How genes interact with the environment at the cellular level up to a societal level is very complex.
I don't believe there is a test. There are some new genetic tests that determine how a person will metabolize a certain set of anti depressants. This goes more to side effects than effectiveness.
They do have many more tools today that will advance this field. It has become very easy and cheap to map an individuals genome. This allows them to study mice and humans much easier at the genetic level.
NIMH · Looking at My Genes: What Can They Tell Me?
NIMH · New Data Reveal Extent of Genetic Overlap Between Major Mental Disorders