MathNet.Numerics

Пример использования функций математической статистики:
using System;
using TraderAPI;
using System.IO;
using System.Reflection;
using System.Runtime.InteropServices;
using System.Collections.Generic;

using MathNet.Numerics.Statistics;


namespace uAlgo.Bots
{
 public class NewBot : Bot
 {
 
 //------------------------------------------------
 //
 //------------------------------------------------
 private void Print(string f, string l)
 {
 // получаем путь к папке с нашим роботом
 string AssemblyPath = Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location) + Path.DirectorySeparatorChar.ToString(); 
 // полный путь к файлу для записи служебной информации
 string mLog = AssemblyPath + f;

 using (StreamWriter sw = new StreamWriter(mLog, true))
 sw.WriteLine(l);
 }
 //------------------------------------------------
 //
 //------------------------------------------------
 public void OnTick()
 {

 }

 public void OnStart()
 {
 IEnumerable<double> data = new double[] {
 7,
 2,
 3,
 4,
 5
 };

 IEnumerable<double> data2 = new double[] {
 4,
 5,
 5,
 5,
 5
 };

 double minimum = data.Minimum();
 double maximum = data.Maximum();
 double mean = data.Mean();
 double sd = data.StandardDeviation();
 double median = data.Median();
 double gmean = data.GeometricMean();
 double covar = data.Covariance(data2);

 
 Print("result.txt",
 "\nMean = " + mean.ToString() +
 "\nMinimum = " + minimum.ToString() +
 "\nMaximum = " + maximum.ToString() +
 "\nSD = " + sd.ToString() +
 "\nMedian = " + median.ToString() +
 "\ngMean = " + gmean.ToString() +
 "\nCovar = " + covar.ToString() 
 );
 }

 public void OnStop()
 {
 // Put your deinitialization logic here
 }
 }
}
Результат: