GpuVolumeWeightedAveragePriceCalculator
StockSharp.Algo.Gpu.Indicators
GPU calculator for Volume Weighted Average Price (VWAP).
继承自: GpuIndicatorCalculatorBase<VolumeWeightedAveragePrice, GpuVwapParams, GpuIndicatorResult>
构造函数
GpuVolumeWeightedAveragePriceCalculator
public GpuVolumeWeightedAveragePriceCalculator(Context context, Accelerator accelerator)gpuVolumeWeightedAveragePriceCalculator = GpuVolumeWeightedAveragePriceCalculator(context, accelerator)Initializes a new instance of the GpuVolumeWeightedAveragePriceCalculator class.
- context
- ILGPU context.
- accelerator
- ILGPU accelerator.
方法
Calculate
public override GpuIndicatorResult[][][] Calculate(GpuCandle[][] candlesSeries, GpuVwapParams[] parameters)result = gpuVolumeWeightedAveragePriceCalculator.Calculate(candlesSeries, parameters)
VwapParamsSeriesKernel
private static void VwapParamsSeriesKernel(Index3D index, ArrayView<GpuCandle> flatCandles, ArrayView<GpuIndicatorResult> flatResults, ArrayView<int> offsets, ArrayView<int> lengths, ArrayView<GpuVwapParams> parameters)GpuVolumeWeightedAveragePriceCalculator.VwapParamsSeriesKernel(index, flatCandles, flatResults, offsets, lengths, parameters)ILGPU kernel for VWAP computation over multiple series and parameter sets.