Hello,

I have never heard of such a process when you shot peen the parts before welding. In order to perform the right procedure, you should understand the problem. After welding, the joined material experience high tensile stresses near the weld at an area called Heat Affected Zone (HAZ). These stresses tend to open the cracks (if exist) / help initiate new cracks. And in order to prevent such an effect, one should shot peen after welding.
The shot peening not only will induce compressive residual stresses but will improve the surface quality after welding, which will affect the joint's fatigue life.

Good luck!