Объединение свечей из разных источников

using System;
using System.Linq;
using System.Windows;
using System.Windows.Forms;
using System.ComponentModel;
using MessageBox = System.Windows.MessageBox;

using StockSharp.Algo.Candles.Compression;
using StockSharp.Algo.Indicators.Trend;
using StockSharp.Algo.Storages;

using Ecng.Serialization;
using Ecng.Collections;
using Ecng.Common;
using Ecng.Xaml;

using StockSharp.Quik;
using StockSharp.Algo.Candles;
using StockSharp.BusinessEntities;
using StockSharp.Algo.Indicators;

namespace SimpleCandle
{
    public partial class MainWindow
    {
        QuikTrader _trader;

        Security _instr1;
        private const string _secCode1 = "RIM2";

        CandleManager _candleManager;
        readonly TimeSpan _timeFrame = TimeSpan.FromMinutes(5);

        // Начальная и конечная дата для подгрузки истории
        readonly DateTime _startTime = new DateTime(2012, 4, 3);
        readonly DateTime _stopTime = new DateTime(2012, 4, 4);

        // Путь к данным истории
        private const string _historyPath = @"e:\DataServer4.1\";

        public MainWindow()
        {
            InitializeComponent();

            Path.Text = @"e:\Program Files\QUIK\";
            
        }

        private void FindPath_Click(object sender, RoutedEventArgs e)
        {
            var dlg = new FolderBrowserDialog();

            if (!Path.Text.IsEmpty()) dlg.SelectedPath = Path.Text;
            if (dlg.ShowDialog() == System.Windows.Forms.DialogResult.OK) Path.Text = dlg.SelectedPath;
        }

        bool _isConnected;

        private void btnConnect_Click(object sender, RoutedEventArgs e)
        {
            if (!_isConnected)
            {
                if (Path.Text.IsEmpty()) MessageBox.Show(this, "Путь к Quik не выбран");
                else
                {
                    if (_trader == null)
                    {
                        _trader = new QuikTrader(Path.Text);

                        _trader.MarketTimeOffset = TimeSpan.FromHours(-3);

                        _isConnected = true;

                        _trader.ConnectionError += error => this.GuiAsync(() => MessageBox.Show(this, error.ToString()));
                        _trader.Connected += () => this.GuiAsync(() => btnExportDde.IsEnabled = true);
                        btnExportDde.IsEnabled = true;

                        _trader.NewSecurities += securities => { if (_instr1 == null)_instr1 = securities.FirstOrDefault(sec => sec.Code == _secCode1); };

                        _candleManager = new CandleManager();
                    }

                    _trader.Connect();

                    _isConnected = true;
                    btnConnect.Content = "Отключиться";
                }
            }
            else
            {
                _trader.Disconnect();

                _isConnected = false;
                btnConnect.Content = "Подключиться";
            }
        }

        private readonly SimpleMovingAverage _longSma = new SimpleMovingAverage { Length = 20 };
        
        private CandleSeries _series;
        private TimeFrameCandleBuilder _builder;

        private IndicatorManager _indicatorManager = new IndicatorManager();
        private IndicatorToken _token;
        

        private void btnDrawCandleHistory_Click(object sender, RoutedEventArgs e)
        {
            var storage = new TradingStorage(new InMemoryStorage());
            var cbs = new TradeStorageCandleBuilderSource { BasePath = _historyPath, Storage = storage };
            
            _builder = new TimeFrameCandleBuilder();
            _builder.Sources.Add(cbs);

            _candleManager.Sources.Add(_builder);

            _series = new CandleSeries(typeof(TimeFrameCandle), _instr1, _timeFrame);

            _token = _indicatorManager.RegisterIndicator(_longSma, new CandleSeriesIndicatorSource(_series, candle => candle.ClosePrice));
            _candleManager.Stopped += _candleManager_Stopped;
            
            _candleManager.Start(_series, _startTime, _stopTime);
        }


        private void _candleManager_Stopped(CandleSeries series)
        {
            this.GuiAsync(() => Chart.Candles.AddRange(series.GetCandles()));
        }

        private void bntDrawCandleReal_Click(object sender, RoutedEventArgs e)
        {
            _candleManager.Stopped -= _candleManager_Stopped;
            _candleManager.Stop(_series);

            _candleManager.Sources.Remove(_builder);

            var cbs = new TradeCandleBuilderSource(_trader);
            var cb = new TimeFrameCandleBuilder();

            cb.Sources.Add(cbs);
            _candleManager.Sources.Add(cb);

            _candleManager.Processing += DrawCandles;

            _trader.StartExport(new[] { _trader.TradesTable });

            _candleManager.Start(_series);
        }


        private void DrawCandles(CandleSeries series, Candle candle)
        {
            var bounds = _timeFrame.GetCandleBounds(_trader);

            if (bounds.Min > candle.OpenTime)
            {
                if (candle.State == CandleStates.Finished)
                {
                    this.GuiAsync(() => Chart.Candles.Add(candle));
                }
            }
            else
            {
                this.GuiAsync(() => Chart.Candles.Add(candle));
            }
        }


        private void button1_Click(object sender, RoutedEventArgs e)
        {
            button1.Content = _indicatorManager.Container.GetValues(_token).Count();
        }

        private void button2_Click(object sender, RoutedEventArgs e)
        {
            button2.Content = _candleManager.Container.GetCandles(_series).Count();
        }


        private void btnExportDde_Click(object sender, RoutedEventArgs e)
        {
            if (_isDdeStarted) StopDde();
            else StartDde();
        }

        bool _isDdeStarted;

        private void StartDde()
        {
            _trader.StartExport(new[] { _trader.SecuritiesTable });
            _isDdeStarted = true;
        }

        private void StopDde()
        {
            _trader.StopExport(new[] { _trader.TradesTable, _trader.SecuritiesTable });
            _isDdeStarted = false;
        }

        private void Window_Closing(object sender, CancelEventArgs e)
        {
            if (_trader != null)
            {
                if (_isDdeStarted) StopDde();
                _trader.Dispose();
            }
        }
    }

}

<Window x:Class="SimpleCandle.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" 
        xmlns:EcngTradingXaml="clr-namespace:StockSharp.Xaml;assembly=StockSharp.Xaml" Title="" Height="675" Width="763" Closing="Window_Closing" Topmost="False" WindowStartupLocation="CenterScreen">
    
    <Grid>
        <EcngTradingXaml:CandleChart x:Name="Chart" x:FieldModifier="public" Margin="0,70,0,0" HorizontalAlignment="Left" Width="732" />
        <TextBox Height="23" HorizontalAlignment="Left" Margin="12,12,0,0" Name="Path" VerticalAlignment="Top" Width="277" />
        <Button Content="..." Height="23" HorizontalAlignment="Left" Margin="295,12,0,0" Name="FindPath" VerticalAlignment="Top" Width="23" Click="FindPath_Click" />
        <Button Content="Подключиться" Height="23" HorizontalAlignment="Left" Margin="12,41,0,0" Name="btnConnect" VerticalAlignment="Top" Width="98" Click="btnConnect_Click" />
        <Button Content="Экспорт DDE" Height="23" HorizontalAlignment="Left" Margin="116,41,0,0" Name="btnExportDde" VerticalAlignment="Top" Width="98" Click="btnExportDde_Click" IsEnabled="False" />
        <Button Content="Свечки Реал" Height="23" HorizontalAlignment="Left" Margin="324,41,0,0" Name="btnDrawCandleReal" VerticalAlignment="Top" Width="98" Click="bntDrawCandleReal_Click" />
        <Button Content="Свечки История" Height="23" HorizontalAlignment="Left" Margin="220,41,0,0" Name="btnDrawCandlHistory" VerticalAlignment="Top" Width="98" Click="btnDrawCandleHistory_Click"/>
        <Button Content="Button" Height="23" HorizontalAlignment="Left" Margin="463,41,0,0" Name="button1" VerticalAlignment="Top" Width="75" Click="button1_Click" />
        <Button Content="Button" Height="23" HorizontalAlignment="Left" Margin="544,41,0,0" Name="button2" VerticalAlignment="Top" Width="75" Click="button2_Click" />
    </Grid>
</Window>