GpuCovarianceCalculator
StockSharp.Algo.Gpu.Indicators
GPU calculator for the Covariance indicator.
继承自: GpuIndicatorCalculatorBase<Covariance, GpuCovarianceParams, GpuIndicatorResult>
构造函数
GpuCovarianceCalculator
public GpuCovarianceCalculator(Context context, Accelerator accelerator)gpuCovarianceCalculator = GpuCovarianceCalculator(context, accelerator)Initializes a new instance of the GpuCovarianceCalculator class.
- context
- ILGPU context.
- accelerator
- ILGPU accelerator.
方法
Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuCovarianceParams[] parameters)result = gpuCovarianceCalculator.Calculate(candlesSeries, parameters)
CovarianceParamsSeriesKernel
private static void CovarianceParamsSeriesKernel(Index3D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuCovarianceParams> parameters)GpuCovarianceCalculator.CovarianceParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)ILGPU kernel: Covariance computation for multiple series and parameter sets.