Algo.Analytics

Algo.Analytics is a small library that exposes a common set of interfaces for running analytics scripts on top of the StockSharp trading platform. The package itself does not contain any user interface but defines abstractions that allow scripts written in different languages to display their results in a uniform way.

The library is a part of the main StockSharp repository and can be found in the Algo.Analytics folder. Example scripts that implement these interfaces are located in the sibling folders:

• Algo.Analytics.CSharp – C# examples
• Algo.Analytics.FSharp – F# examples
• Algo.Analytics.Python – Python examples together with helper modules for .NET interoperability

These example scripts showcase the Hydra analytics feature. See the Hydra documentation for details on executing analytics scripts inside the platform.

Interfaces

IAnalyticsScript

Entry point for a custom analytic. The Run method receives the logging interface, an IAnalyticsPanel for output and parameters describing the market data to analyse.

IAnalyticsPanel

Represents a container where a script can place the output. It allows creating:

• tables via CreateGrid
• two‑dimensional charts via CreateChart
• three‑dimensional charts via CreateChart with three generic arguments
• heatmaps via DrawHeatmap
• 3D surfaces via Draw3D

IAnalyticsChart

A chart produced by IAnalyticsPanel. It exposes Append methods to add series of points (or bubbles in the 3D case) with the desired drawing style and color.

IAnalyticsGrid