candle transformation is very slow about trady HOT 4 CLOSED

public static IReadOnlyList<IOhlcv> Transform<TSourcePeriod, TTargetPeriod>(this IEnumerable<IOhlcv> candles)
	where TSourcePeriod : IPeriod
	where TTargetPeriod : IPeriod
{
	if (typeof(TSourcePeriod).Equals(typeof(TTargetPeriod)))
		return candles.ToList();

	if (!IsTimeframesValid<TSourcePeriod>(candles, out IOhlcv err))
		throw new InvalidTimeframeException(err.DateTime);

	if (!IsTransformationValid<TSourcePeriod, TTargetPeriod>())
		throw new InvalidTransformationException(typeof(TSourcePeriod), typeof(TTargetPeriod));

	var outIOhlcvDatas = new List<IOhlcv>();
	var periodInstance = Activator.CreateInstance<TTargetPeriod>();
	
	var startTime = candles.First().DateTime;
	while (startTime <= candles.Last().DateTime)
	{
		var nextStartTime = periodInstance.NextTimestamp(startTime);
		if (periodInstance.IsTimestamp(startTime))
		{
			var outIOhlcvData = ComputeIOhlcvData(candles, startTime, nextStartTime);
			if (outIOhlcvData != null)
				outIOhlcvDatas.Add(outIOhlcvData);
		}
		startTime = nextStartTime;
	}

	return outIOhlcvDatas;
}

private static IOhlcv ComputeIOhlcvData(IEnumerable<IOhlcv> candles, DateTimeOffset startTime, DateTimeOffset endTime)
{
	var candle = candles.Where(c => c.DateTime >= startTime && c.DateTime < endTime);

	if (candle.Any())
	{
		var dateTime = candle.First().DateTime;
		var open = candle.First().Open;
		var high = candle.Max(stick => stick.High);
		var low = candle.Min(stick => stick.Low);
		var close = candle.Last().Close;
		var volume = candle.Sum(stick => stick.Volume);
		return new Candle(dateTime, open, high, low, close, volume);
	}
	return null;
}

public static IReadOnlyList<IOhlcv> Transform<TSourcePeriod, TTargetPeriod>(this IEnumerable<IOhlcv> candles)
	where TSourcePeriod : IPeriod
	where TTargetPeriod : IPeriod
{
	if (typeof(TSourcePeriod).Equals(typeof(TTargetPeriod)))
		return candles.ToList();

	if (!IsTimeframesValid<TSourcePeriod>(candles, out IOhlcv err))
		throw new InvalidTimeframeException(err.DateTime);

	if (!IsTransformationValid<TSourcePeriod, TTargetPeriod>())
		throw new InvalidTransformationException(typeof(TSourcePeriod), typeof(TTargetPeriod));

	var outIOhlcvDatas = new List<IOhlcv>();
	
	var startTime = candles.First().DateTime;
	var periodStart = GetPeriodStart(startTime);
	var periodEnd = periodStart.AddHours(2);
	List<IOhlcv> inputCandles = candles.ToList();
	List<IOhlcv> candle = new List<IOhlcv>();
	for (int i = 0; i < inputCandles.Count(); i++)
	{
		var dt = inputCandles[i].DateTime;
		if (dt >= periodEnd)
		{
			periodStart = periodEnd;
			periodEnd = periodStart.AddHours(2);

			ComputeIOhlcvDataPreprocessed(outIOhlcvDatas, candle);
			candle = new List<IOhlcv>();
		}

		candle.Add(inputCandles[i]);
	}

	if (candle.Any())
	{
		ComputeIOhlcvDataPreprocessed(outIOhlcvDatas, candle);
		candle = null;
	}

	return outIOhlcvDatas;
}

private static DateTimeOffset GetPeriodStart(DateTimeOffset dt)
{
	return new DateTimeOffset(dt.Year, dt.Month, dt.Day, dt.Hour, 0, 0, dt.Offset);
}

private static void ComputeIOhlcvDataPreprocessed(List<IOhlcv> result, IEnumerable<IOhlcv> candle)
{
	if (candle.Any())
	{
		var dateTime = candle.First().DateTime;
		var open = candle.First().Open;
		var high = candle.Max(stick => stick.High);
		var low = candle.Min(stick => stick.Low);
		var close = candle.Last().Close;
		var volume = candle.Sum(stick => stick.Volume);

		result.Add(new Candle(dateTime, open, high, low, close, volume));
	}
}