The core architecture support load previous data from sensor?

Hi,

I’m starting in custom sensor development.
I see that a sensor state is saving as now event. But in some cases we are integrating or sensor with a hardware or platform that have a built in history and these data are important to understand the current data.

So is it possible to fetch a past data in this sensor and store it in a past data in Home Assistant?
I only found the way to save as it happens now and looking for data it is not truth.

There are many questions in Home Assistant forum without response.

Anyone could help?