GpuTwapCalculator
StockSharp.Algo.Gpu.Indicators
GPU calculator for Time Weighted Average Price (TWAP).
Herda de: GpuIndicatorCalculatorBase<TimeWeightedAveragePrice, GpuTwapParams, GpuIndicatorResult>
Construtores
GpuTwapCalculator
public GpuTwapCalculator(Context context, Accelerator accelerator)gpuTwapCalculator = GpuTwapCalculator(context, accelerator)Initializes a new instance of the GpuTwapCalculator class.
- context
- ILGPU context.
- accelerator
- ILGPU accelerator.
Métodos
Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuTwapParams[] parameters)result = gpuTwapCalculator.Calculate(candlesSeries, parameters)
TwapParamsSeriesKernel
private static void TwapParamsSeriesKernel(Index2D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuTwapParams> parameters)GpuTwapCalculator.TwapParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)ILGPU kernel: TWAP computation for multiple series and parameter sets. One thread handles one (parameter, series) pair and iterates bars sequentially.