GpuRankCorrelationIndexCalculator

StockSharp.Algo.Gpu.Indicators

GPU calculator for Rank Correlation Index (RCI).

Herda de: GpuIndicatorCalculatorBase<RankCorrelationIndex, GpuRankCorrelationIndexParams, GpuIndicatorResult>

Construtores

GpuRankCorrelationIndexCalculator
public GpuRankCorrelationIndexCalculator(Context context, Accelerator accelerator)
gpuRankCorrelationIndexCalculator = GpuRankCorrelationIndexCalculator(context, accelerator)

Initializes a new instance of the GpuRankCorrelationIndexCalculator class.

context
ILGPU context.
accelerator
ILGPU accelerator.

Métodos

Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuRankCorrelationIndexParams[] parameters)
result = gpuRankCorrelationIndexCalculator.Calculate(candlesSeries, parameters)
RciParamsSeriesKernel
private static void RciParamsSeriesKernel(Index3D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuRankCorrelationIndexParams> parameters)
GpuRankCorrelationIndexCalculator.RciParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)

ILGPU kernel: RCI computation for multiple series and parameter sets. Results stored as [parameter][global index].