GpuDirectionalIndexCalculator

StockSharp.Algo.Gpu.Indicators

GPU calculator for Directional Index (DX, +DI, -DI).

Hereda de: GpuIndicatorCalculatorBase<DirectionalIndex, GpuDirectionalIndexParams, GpuDirectionalIndexResult>

Constructores

GpuDirectionalIndexCalculator
public GpuDirectionalIndexCalculator(Context context, Accelerator accelerator)
gpuDirectionalIndexCalculator = GpuDirectionalIndexCalculator(context, accelerator)

Initializes a new instance of the GpuDirectionalIndexCalculator class.

context
ILGPU context.
accelerator
ILGPU accelerator.

Métodos

Calculate
public override GpuDirectionalIndexResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuDirectionalIndexParams[] parameters)
result = gpuDirectionalIndexCalculator.Calculate(candlesSeries, parameters)
DirectionalIndexParamsSeriesKernel
private static void DirectionalIndexParamsSeriesKernel(Index2D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuDirectionalIndexResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuDirectionalIndexParams> parameters)
GpuDirectionalIndexCalculator.DirectionalIndexParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)

ILGPU kernel: Directional Index computation for multiple series and parameter sets. One thread handles one (parameter, series) pair and iterates bars sequentially. Matches CPU algorithm: ATR = WilderMA(TrueRange), DI = 100 * WilderMA(DM) / ATR.