I am implementing a custom alpha model in python and need to warm up the indicators for securities added to the universe. For indicators that accept the Update function with the signature (index, decimal) this works great:

for tuple in history.loc[ticker].itertuples():

ema.Update(tuple.Index, tuple.close)

How to do the same thing for indicators that only accept bars, like AverageTrueRange??

Where to get the Bar instance from?

Thanks