Cumulative Aggregate Methods in C#

Cumulative aggregate methods return a sequence in which each element contains the aggregate calculated over all preceding source elements.

In the C# API, analytics operate on Sequence values obtained from OrderedSequence<T> searches, direct ordered-sequence iteration, UnorderedSequence<T>.All, or positional projections such as quote.Close[dayRange].

For an overview see page The C# Sequence Class

Operations

source.CumAggMax()

Running maximum.

source.CumAggMin()

Running minimum.

source.CumAggSum()

Running sum.

source.CumAggPrd()

Running product.

source.CumAggAvg()

Running average.

source.CumAggVar()

Running variance.

source.CumAggVarSamp()

Running sample variance.

source.CumAggDev()

Running standard deviation.

source.CumAggDevSamp()

Running sample standard deviation.

Example

This example calculates a running average for the close-price sequence.

    using (Sequence cumAvg = quote.Close.All.CumAggAvg())
    {
        PrintFloatSequence(quote, cumAvg);
    }