How to access tradebar data from outside OnData method in python?

Hi Andres,

You cannot “call the OnData” method to get a TradeBar. LEAN calls the OnData method and passes data to it based a simulation of time passing while backtesting and based on real-time during live trading.

I don't fully understand what you are trying to do but I use that sentence in your post “In order to do that I need the last price of the symbol being traded from inside the Rebalance method”.

I think you want to have access to the previous close of all traded symbols.

If so, to do that, the best data structure is a dictionary.

So I would add it to the Initialize method:

self.LastPrices = {}

and then in OnData, I would iterate over your symbols to get the price for each of them:

for symbol in self.symbols:
	if data.Bars.ContainsKey(symbol) and data.Bars[symbol] is not None:
		self.LastPrices[symbol] = data.Bars[symbol].Close

Then, in Rebalance, you can do:

self.LastPrices[some_symbol]

to get the last price of “some_symbol” (from your list of course).

Fred