GpuLinearRegRSquaredCalculator

StockSharp.Algo.Gpu.Indicators

GPU calculator for Linear Regression R-squared indicator.

Наследует: GpuIndicatorCalculatorBase<LinearRegRSquared, GpuLinearRegRSquaredParams, GpuIndicatorResult>

Конструкторы

GpuLinearRegRSquaredCalculator
public GpuLinearRegRSquaredCalculator(Context context, Accelerator accelerator)
gpuLinearRegRSquaredCalculator = GpuLinearRegRSquaredCalculator(context, accelerator)

Initializes a new instance of the GpuLinearRegRSquaredCalculator class.

context
ILGPU context.
accelerator
ILGPU accelerator.

Методы

Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuLinearRegRSquaredParams[] parameters)
result = gpuLinearRegRSquaredCalculator.Calculate(candlesSeries, parameters)
LinearRegRSquaredParamsSeriesKernel
private static void LinearRegRSquaredParamsSeriesKernel(Index2D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuLinearRegRSquaredParams> parameters)
GpuLinearRegRSquaredCalculator.LinearRegRSquaredParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)

ILGPU kernel: Linear Regression R-squared computation for multiple series and parameter sets.