def gMarketStrength(basket, win, alpha):
B = np.array(basket)
lenB = len(B)
MStren = np.zeros_like(B[0])
for S in B:
# send to device
dS = gpuarray.to_gpu(S.astype(np.float32))
dR = gpuarray.to_gpu(np.zeros_like(S))
dW = gpuarray.to_gpu(np.array(win).astype(np.float32))
dA = gpuarray.to_gpu(np.array(alpha).astype(np.float32))
# call function
# this section is specific to MY gpu
numgrids = len(S) / 512 + 1
kRSI(dS, dR, dW, dA, block=(512, 1, 1), grid=(numgrids, 1))
# get data from device
hR = dR.get()
MStren += hR
MStren /= lenB
return MStren
def gMarketStrength(basket, win, alpha): B = np.array(basket) lenB = len(B) MStren = np.zeros_like(B[0]) for S in B: # send to device dS = gpuarray.to_gpu(S.astype(np.float32)) dR = gpuarray.to_gpu(np.zeros_like(S)) dW = gpuarray.to_gpu(np.array(win).astype(np.float32)) dA = gpuarray.to_gpu(np.array(alpha).astype(np.float32)) # call function # this section is specific to MY gpu numgrids = len(S)/512 + 1 kRSI(dS, dR, dW, dA, block=(512, 1, 1), grid=(numgrids, 1)) # get data from device hR = dR.get() MStren += hR MStren /= lenB return MStren
def gRSIBasket(basket, win, alpha):
B = np.array(basket)
bRSI = []
for S in B:
# send to device
dS = gpuarray.to_gpu(S.astype(np.float32))
dR = gpuarray.to_gpu(np.zeros_like(S))
dW = gpuarray.to_gpu(np.array(win).astype(np.float32))
dA = gpuarray.to_gpu(np.array(alpha).astype(np.float32))
# call function
# this section is specific to MY gpu
numgrids = len(S) / 512 + 1
kRSI(dS, dR, dW, dA, block=(512, 1, 1), grid=(numgrids, 1))
dRSI = dR.get()
bRSI.append(dRSI)
return bRSI
def gRSIBasket(basket, win, alpha): B = np.array(basket) bRSI = [] for S in B: # send to device dS = gpuarray.to_gpu(S.astype(np.float32)) dR = gpuarray.to_gpu(np.zeros_like(S)) dW = gpuarray.to_gpu(np.array(win).astype(np.float32)) dA = gpuarray.to_gpu(np.array(alpha).astype(np.float32)) # call function # this section is specific to MY gpu numgrids = len(S)/512 + 1 kRSI(dS, dR, dW, dA, block=(512, 1, 1), grid=(numgrids, 1)) dRSI = dR.get() bRSI.append(dRSI) return bRSI
