I'm trying to implement my notebook research code on the backtest. My algorithm uses past price data to learn and predict, past data(price) can be of 6 months old, I was able to get that data using get_pricing on the research platform. Is there any way to get that efficiently in the backtest ?
I prefer not to use data.history(ex: data.history(context.security_list,'high',1000,'1d') as it'll gonna take a lot of resources.
Thanks in advance,
Mohamed Amine HARIT.