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how to get history from fetcher and data object simultaneously?

Hello everyone. I have an external file with earnings dates history.

I am trying to calculate average price path before the earnings reports for different stocks for each earnings date.

I know how to implement this in notebooks. Below is an example of what I’m trying to achieve. Is there a way to do the same in backtest? The problem is that I can’t access data.history from initialize method. Any help is appreciated.

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