GpuVmaCalculator

GpuVmaCalculator

public GpuVmaCalculator(Context context, Accelerator accelerator)

gpuVmaCalculator = GpuVmaCalculator(context, accelerator)

Initializes a new instance of the GpuVmaCalculator class.

context

ILGPU context.

accelerator

ILGPU accelerator.

Calculate

public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuVmaParams[] parameters)

result = gpuVmaCalculator.Calculate(candlesSeries, parameters)

VmaParamsSeriesKernel

private static void VmaParamsSeriesKernel(Index2D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuVmaParams> parameters)

GpuVmaCalculator.VmaParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)

ILGPU kernel: Variable Moving Average computation for multiple series and parameter sets. One thread handles one (parameter, series) pair and iterates bars sequentially. Matches CPU algorithm: StdDev starts from bar 1, VMA buffer tracks pushed prices.