The exact date of the earnings announcement (EA) is not relevant to your strategy because everyone knows that under normal circumstances, earnings dates are about 3 months apart.
There are several moving parts in your long straddle strategy.
For higher beta stocks that tend to experience EA price moves, the implied volatility (IV) starts increasing 4-6 weeks before the earnings announcement. It's gradual. So that means that you're going to fight two sided time decay for a long time. It's possible that you could have a 50% or more increase in IV in a month and lose money.
If you buy your straddle closer to expiration, IV has already increased somewhat so you're paying up for the straddle but with the same issues. What time frame to buy depends on the rate of IV ascent and when it occurs in the 4-6 week period.
With an ATM straddle, the delta of each leg is approximately 50 so you're not going to gain much for modest moves in either direction because one side loses a decent amount of what the other side gains.
The short answer is that it is possible to make money with this strategy before the EA but in order to do so, the increase in IV and/or the change underlying price are going to have to be enough to overcome the theta decay. Possible but not a given.
AFAIC, holding a straddle through the EA announcement is generally not a good idea because the post EA IV contraction is a killer as premium collapses.
My general suggestion would be to look at ways to sell inflated near expiration premium and buy cheaper further expiration premium so that you capitalize on the IV collapse. Roll down hill rather thanswim upstream :->)