GpuCovarianceParams

StockSharp.Algo.Gpu.Indicators

Parameter set for GPU Covariance calculation.

实现: IGpuIndicatorParams

构造函数

GpuCovarianceParams
public GpuCovarianceParams(int length, byte firstPriceType, byte secondPriceType)
gpuCovarianceParams = GpuCovarianceParams(length, firstPriceType, secondPriceType)

Parameter set for GPU Covariance calculation.

length
Covariance window length.
firstPriceType
Price type for the first value.
secondPriceType
Price type for the second value.

方法

FromIndicator
public void FromIndicator(IIndicator indicator)
gpuCovarianceParams.FromIndicator(indicator)

Copy parameters from the given indicator instance into this params struct.

indicator
IIndicator

字段

FirstPriceType
public byte FirstPriceType
value = gpuCovarianceParams.FirstPriceType

Price type to extract for the first series.

Length
public int Length
value = gpuCovarianceParams.Length

Covariance period length.

SecondPriceType
public byte SecondPriceType
value = gpuCovarianceParams.SecondPriceType

Price type to extract for the second series.