GpuKalmanFilterCalculator
StockSharp.Algo.Gpu.Indicators
GPU calculator for the Kalman Filter indicator.
Hereda de: GpuIndicatorCalculatorBase<KalmanFilter, GpuKalmanParams, GpuIndicatorResult>
Constructores
GpuKalmanFilterCalculator
public GpuKalmanFilterCalculator(Context context, Accelerator accelerator)gpuKalmanFilterCalculator = GpuKalmanFilterCalculator(context, accelerator)Initializes a new instance of the GpuKalmanFilterCalculator class.
- context
- ILGPU context.
- accelerator
- ILGPU accelerator.
Métodos
Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuKalmanParams[] parameters)result = gpuKalmanFilterCalculator.Calculate(candlesSeries, parameters)
KalmanParamsSeriesKernel
private static void KalmanParamsSeriesKernel(Index2D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuKalmanParams> parameters)GpuKalmanFilterCalculator.KalmanParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)ILGPU kernel: Kalman Filter computation for multiple series and parameter sets.