GpuHistoricalVolatilityRatioCalculator
StockSharp.Algo.Gpu.Indicators
GPU calculator for Historical Volatility Ratio.
Hereda de: GpuIndicatorCalculatorBase<HistoricalVolatilityRatio, GpuHistoricalVolatilityRatioParams, GpuIndicatorResult>
Constructores
GpuHistoricalVolatilityRatioCalculator
public GpuHistoricalVolatilityRatioCalculator(Context context, Accelerator accelerator)gpuHistoricalVolatilityRatioCalculator = GpuHistoricalVolatilityRatioCalculator(context, accelerator)Initializes a new instance of the GpuHistoricalVolatilityRatioCalculator class.
- context
- ILGPU context.
- accelerator
- ILGPU accelerator.
Métodos
Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuHistoricalVolatilityRatioParams[] parameters)result = gpuHistoricalVolatilityRatioCalculator.Calculate(candlesSeries, parameters)
HistoricalVolatilityRatioKernel
private static void HistoricalVolatilityRatioKernel(Index3D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuHistoricalVolatilityRatioParams> parameters)GpuHistoricalVolatilityRatioCalculator.HistoricalVolatilityRatioKernel(index, flatCandles, flatResults, offsets, lengths, parameters)ILGPU kernel for Historical Volatility Ratio computation. Results are stored as [param][globalIdx].