I found the solution. I thought, that I need to use context or something else. But no.
Code (C#):
if (CMS.DataEngine.CMSApplication.Init())
{
SiteContext.CurrentSiteID = 1;
var userInfo = UserInfoProvider.GetUserInfo("alexander@ulmaskulov.ru");
var skuInfo = SKUInfoProvider.GetSKUInfo(5069);
var cart = ShoppingCartFactory.CreateCart(new
SiteInfoIdentifier(SiteContext.CurrentSite.SiteID), userInfo);
var price = SKUInfoProvider.GetSKUPrice(skuInfo, cart, true, false);
}