GpuCorrelationCalculator
StockSharp.Algo.Gpu.Indicators
GPU calculator for the Correlation indicator.
Herda de: GpuIndicatorCalculatorBase<Correlation, GpuCorrelationParams, GpuIndicatorResult>
Construtores
GpuCorrelationCalculator
public GpuCorrelationCalculator(Context context, Accelerator accelerator)gpuCorrelationCalculator = GpuCorrelationCalculator(context, accelerator)Initializes a new instance of the GpuCorrelationCalculator class.
- context
- ILGPU context.
- accelerator
- ILGPU accelerator.
Métodos
Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuCorrelationParams[] parameters)result = gpuCorrelationCalculator.Calculate(candlesSeries, parameters)
CorrelationParamsSeriesKernel
private static void CorrelationParamsSeriesKernel(Index3D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuCorrelationParams> parameters)GpuCorrelationCalculator.CorrelationParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)ILGPU kernel that calculates correlation for multiple parameter sets and series.