Execution Timeout Expired in nested query with Group By in .NET Core 6 - performance

Question

I have this query to fetch the data from Database, but the problem is taking too much time until the it throws below exception:
Execution Timeout Expired. The timeout period elapsed prior to completion of the operation or the server is not responding.
I tried to add below line in Program.cs
opt.CommandTimeout((int)TimeSpan.FromMinutes(5).TotalSeconds);
but that will not solve the issue and even thought it throws the same exception again.
the query is:
result = await _context.SomeObjects
.AsNoTracking()
.GroupBy(x => new { x.Location, x.Date })
.Select(x => new MyObject
{
Date = x.Key.Date,
Location = x.Key.Location,
MaxValue = x.Max(x => x.Value),
MinValue = x.Min(x => x.Value),
Mean = x.Select(x => (double)x.Value).Mean() ,
Value = x.Sum(x=>(long)x.Value),
Median = x.Select(x=> (double)x.Value).Median(),
Open = x.OrderByDescending(x=>x.Date).First().Value
}).ToListAsync();
Is there anyway to enhance the query, I tried many approach but in every try it throws different exception.
Update:
After start using
MathNet.Numerics.Statistics;
it start throwing
Unable to translate a collection subquery in a projection since either parent or the subquery doesn't project necessary information required to
uniquely identify it and correctly generate results on the client side. This can happen when trying to correlate on keyless entity type.
This can also happen for some cases of projection before 'Distinct' or some shapes of grouping key in case of 'GroupBy'. These should either contain all key
properties of the entity that the operation is applied on, or only contain simple property access expressions.
but this is not the main issue the main issue is with below line
Open = x.OrderByDescending(x=>x.Date).First().Value
If I commented it out the query will working fine.

Answer 1

I will answer my question, I got the hint of solution from #GertArnold,
and I think there is an optimal solution which mentioned by #SvyatoslavDanyliv by comments, he suggested to do that by Stored Procedure and I think this is the optimal solution for huge amount of data, but the solution that let the code work without any exception is fetching data to backend side then do my calculations (doing the calculations by .NET).
Here is the code:
Note: I'm using MathNet.Numerics.Statistics NuGet package to calculate the Median
var allData = _context.SomeObjects.AsNoTracking().AsParallel().ToList();
var result= allData.GroupBy(x => new { x.Location, x.Date }).Select(x =>
{
var Values = x.OrderByDescending(x => x.Date).Select(x => x.Value).AsEnumerable();
return new MyObject
{
Date = x.Key.Date,
Location = x.Key.Location,
MaxValue = x.Max(x => x.Value),
MinValue = x.Min(x => x.Value),
Mean = x.Select(x => (double)x.Value).Mean(),
Value = x.Sum(x => (long)x.Value),
Median = x.Select(x => (double)x.Value).Median(),
Open = Values.First(),
Close = Values.Last(),
};
}
).AsEnumerable();