Плеяда вопросов по манипуляции с историческими данными

var trades = Core.Storage.GetTradeStorage(Security).Load(Core.Yesterday, Core.Yesterday + TimeSpan.FromTicks(TimeSpan.TicksPerDay - 1));
var bld = new CandleBuilder(new RawConvertableCandleBuilderSource<Trade>(trades)) { IsSyncRegister = true };
bld.CandlesStarted += (t, c) =>
{
var candles = c.Cast<TimeFrameCandle>();
Storage.Save(candles);

Core.LogMessage(candles.Count() + " свечек построено для " + this);

bld.Dispose();
};
bld.RegisterTimeFrameCandles(Security, TimeFrame);

var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
StorageRegistry storage = new StorageRegistry() { DefaultDrive = new LocalMarketDataDrive() { Path = BinaryStoragePathTextBlock.Text } };
HistoryEmulationConnector _connector = new HistoryEmulationConnector(new[] { security }, new[] { portfolio });
// Set history range
_connector.HistoryMessageAdapter.StartDate = new DateTime(2018, 3, 26);
_connector.HistoryMessageAdapter.StopDate = new DateTime(2018, 3, 27);
// Set market time freq as time frame
_connector.MarketTimeChangedInterval = TimeSpan.FromMinutes(1.0);
_connector.InitializeStorage(new EntityRegistry(), storage);

var candleManager = new CandleManager(_connector);

candleManager.Start(series);
_connector.Start();
_connector.Connect();

candleManager
.WhenCandlesFinished(series)
.Do(ProcessCandle)
.Apply();

private void ProcessCandle(Candle obj)
{
throw new NotImplementedException();
}