Using request_bars() in Strategy to load warm-up data always fail

[elizjddv]

My backtest starts at 2025-11-13, and I want to load more historical data (since 2025-11-06 to 2025-11-13) to warm-up the indicators.
So I used add_data() to load the warm-up data into BacktestEngine, and in the on_start() function of my MACDStrategy, I added self.request_bars(self.config.bar_type, start=start_time, end=end_time).
But the request_bars() always produce a WARN saying "Received empty bars response (no data returned)", such as:
2025-11-13T20:00:00.000000000Z [INFO] BACKTESTER-001.MACDStrategy: [REQ]--> RequestBars(bar_type=QQQ.NASDAQ-4-HOUR-LAST-EXTERNAL, start=2025-11-06 20:00:00+00:00, end=2025-11-13 20:00:00+00:00, limit=0, client_id=None, venue=NASDAQ, data_type=Bar, params={'update_catalog': False})
2025-11-13T20:00:00.000000000Z [WARN] BACKTESTER-001.MACDStrategy: Received empty bars response (no data returned)

Could anyone assist me? Thanks a lot!