You should add methods you want to use in the report in the python file inside report folder of your module. For example:

class picking(report_sxw.rml_parse):
    def __init__(self, cr, uid, name, context):
        self.localcontext.update({
            'time': time,
            'your_method_name_from_rml':self._your_method,
        })   

    def _your_method(self,value):
        result = []
        object = self.pool.get('object.name')
        # DB query
        return result

In self.localcontext.update, you have to add the new methods added, so that they are "visible" from the RML file, together with the method they are related to.

You should call your new method from the RML file using the following code:

[[ your_method_name_from_rml(o.value) ]]

Hope you find this useful