How to get the history of an indicator

On Research there's a method where you give an Indicator and returns the history of it in a Pandas' DataFrame format. The method is `QuantConnect.Jupyter.QuantBook.Indicator`. 

Is there any way to get the same Indicator's history in a backtest? I want to get it during the `initialization` method, and not on `on_data`


Update Backtest think you want to use a rolling window......with warmup or history request....

Update Backtest


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