Hello everyone. I have an external file with earnings dates history.
E.g. https://www.dropbox.com/s/yh4xkuy804c2cne/earnings_dates_history.csv?dl=0
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.