Hi, I'm getting real-time data from an external source and I'd like to leverage the libraries already available on the Lean github:

How would I use the method below?
    // create a 15 day exponential moving average
            fast = EMA(symbol, 15, Resolution.Daily);

//As an initial thought
//Some converter to TradeBars or TradBar
TradeBars bars = new TradeBars();
TradeBar data = new TradeBar();
bars.Add(data);

//how does this constructor know about the data?
ExponentialMovingAverage slow = new ExponentialMovingAverage(20);