In NT7, from withing OnTermination() method, we can get access to all data: price series, indicator series, DataSeries, etc.
It was obvious and very convenient separate place for gathering statistics, analyse deals, prepare data samples for machine learning, ... etc.
Once, my friend, QA engineer, asked me to help to parse a site. And I did it using OnTermination() method of strategy. It was really more convenient than to create project in VisualStudio )))
So, I suggest to create once more Sate, triggered before State.Terminated. And this state should give access to all objects, accessible in OnBarUpdate() method.
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