Grand Aggregate Methods in C#

Grand aggregate methods summarize the whole input sequence and return the result as a single-value Sequence.

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.AggCount()

Returns the number of elements.

source.AggMax()

Returns the maximum value.

source.AggMin()

Returns the minimum value.

source.AggSum()

Returns the sum.

source.AggPrd()

Returns the product.

source.AggAvg()

Returns the average.

source.AggVar()

Returns the variance.

source.AggVarSamp()

Returns the sample variance.

source.AggDev()

Returns the standard deviation.

source.AggDevSamp()

Returns the sample standard deviation.

source.aggApproxDC()

Returns an approximate distinct-count result.

source.aggApproxHashDC()

Returns an approximate distinct-count result using hashing.

source.AggMinMax()

Returns a single-value sequence with the minimum and maximum pair.

Example

The seqapi sample uses AggMax() to retrieve the maximal close price for each symbol.

    using (Sequence maxClose = quote.Close.All.AggMax())
    {
        PrintFloatSequence(quote, maxClose);
    }