#I am buying etfs weekly depending on last week's growth, and if they are above their moving averages.  
    def initialize(context):  
    context.secs =   [ sid(19662),  # XLY Consumer Discrectionary SPDR Fund  
                       sid(19656),  # XLF Financial SPDR Fund  
                       sid(19658),  # XLK Technology SPDR Fund  
                       sid(19655),  # XLE Energy SPDR Fund  
                       sid(19661),  # XLV Health Care SPRD Fund  
                       sid(19657),  # XLI Industrial SPDR Fund  
                       sid(19659),  # XLP Consumer Staples SPDR Fund  
                       sid(19654),  # XLB Materials SPDR Fund  
                       sid(19660) ] # XLU Utilities SPRD Fund  

    context.spy = sid(8554)  
    schedule_function(rebalance,date_rules.week_start(),time_rules.market_close())  
    context.buy=[]  
   def rebalance(context,data):  
    if stock in context.portfolio.positions:  
        order_target_percent(context.secs,0)  
    count=len(buy) #count how many stocks it will order  
    if count==0:  
        return  
    else:  
        purchase=.90/count  
        for stock in context.buy:  
            order_target_percent(context.secs,purchase)  
def handle_data(context,data):  
    context.buy=[]  
    for stock in context.secs:  
        price_history=history(7,'1d','price')  
        pct_change=((price_history.iloc[-7]-price_history.iloc[-1])/                 price_history.iloc[-1])*100  
        pct_change = pct_change.dropna()  
        if pct_change<0: #If last week lost value, we wil not buy this etf.  
            return  
        etf_price=data[context.secs].close_price  
        etf_ma40=data[context.secs].mavg(40)  

        spy_price=data[context.spy].close_price  
        spy_ma40=data[context.spy].mavg(40)  
        if etf_price>etf_ma40 and spy_price>spy_ma40: #If both the SPY and ETF are greater than there average then we will buy the stock.  
            context.buy.append(context.secs)  
    rebalance(context,data)   #trying to get my stocks from buy into the rebalance

If you are just doing your rebalance weekly, then handle_data() can just be a "pass" and you can have all of your logic in your rebalance() function. You don't need to pass any data back and forth. In pseudocode it might look like this:

def initialize(context):  
    context.secs =   [ sid list ]  
    schedule_function(rebalance,date_rules.week_start(),time_rules.market_close())  
    context.buy=[]  
def rebalance(context,data):  
   if good:  
        buy  
  if bad:  
        sell  

def handle_data(context,data):  
    pass  

If you do have things you need to do in handle_data(), the context object is how you pass it back and forth.

Can I upload all of the same talib imports like I did in the handle_data method? I wanted to see if I could code something that used more than initialize and handle data. When is a better time to use other functions?