GpuOptimalTrackingCalculator

StockSharp.Algo.Gpu.Indicators

GPU calculator for OptimalTracking indicator.

Inherits: GpuIndicatorCalculatorBase<OptimalTracking, GpuOptimalTrackingParams, GpuIndicatorResult>

Constructors

GpuOptimalTrackingCalculator
public GpuOptimalTrackingCalculator(Context context, Accelerator accelerator)
gpuOptimalTrackingCalculator = GpuOptimalTrackingCalculator(context, accelerator)

Initializes a new instance of the GpuOptimalTrackingCalculator class.

context
ILGPU context.
accelerator
ILGPU accelerator.

Methods

Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuOptimalTrackingParams[] parameters)
result = gpuOptimalTrackingCalculator.Calculate(candlesSeries, parameters)
OptimalTrackingParamsSeriesKernel
private static void OptimalTrackingParamsSeriesKernel(Index2D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuOptimalTrackingParams> parameters)
GpuOptimalTrackingCalculator.OptimalTrackingParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)

ILGPU kernel: Optimal Tracking computation for multiple series and parameter sets. Each thread handles one pair of parameter set and candle series.