diff --git a/Tests/Common/Data/Fundamental/NullFundamentalDataProvider.cs b/Tests/Common/Data/Fundamental/NullFundamentalDataProvider.cs
index 3e02e3c4b7df..4beb4fd0871e 100644
--- a/Tests/Common/Data/Fundamental/NullFundamentalDataProvider.cs
+++ b/Tests/Common/Data/Fundamental/NullFundamentalDataProvider.cs
@@ -20,7 +20,7 @@
 
 namespace QuantConnect.Tests.Common.Data.Fundamental
 {
-    internal class NullFundamentalDataProvider : IFundamentalDataProvider
+    public class NullFundamentalDataProvider : IFundamentalDataProvider
     {
         public T Get<T>(DateTime time, SecurityIdentifier securityIdentifier, FundamentalProperty name) => BaseFundamentalDataProvider.GetDefault<T>();
         public void Initialize(IDataProvider dataProvider, bool liveMode)
diff --git a/Tests/Research/QuantBookFundamentalTests.cs b/Tests/Research/QuantBookFundamentalTests.cs
index e14188dc3b0d..130ad8923099 100644
--- a/Tests/Research/QuantBookFundamentalTests.cs
+++ b/Tests/Research/QuantBookFundamentalTests.cs
@@ -26,6 +26,7 @@
 using QuantConnect.Data.Fundamental;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Tests.Common.Data.Fundamental;
+using QuantConnect.Configuration;
 
 namespace QuantConnect.Tests.Research
 {
@@ -47,6 +48,8 @@ public void Setup()
             SymbolCache.Clear();
             MarketHoursDatabase.Reset();
 
+            Config.Set("fundamental-data-provider", "NullFundamentalDataProvider");
+
             // Using a date that we have data for in the repo
             _startDate = new DateTime(2014, 3, 31);
             _endDate = new DateTime(2014, 3, 31);
@@ -153,7 +156,6 @@ public void PyReturnNoneTest()
         {
             using (Py.GIL())
             {
-                FundamentalService.Initialize(TestGlobals.DataProvider, new NullFundamentalDataProvider(), false);
                 var start = new DateTime(2023, 10, 10);
                 var symbol = Symbol.Create("AIG", SecurityType.Equity, Market.USA);
                 var testModule = _module.FundamentalHistoryTest();