Агрегация

src/gpu_plugin.cu

@@ -23,13 +23,12 @@ struct GpuRecord {
 
 struct GpuDayStats {
     long long day;
-    double low;
-    double high;
-    double open;
-    double close;
     double avg;
-    double first_ts;
-    double last_ts;
+    double open_min;
+    double open_max;
+    double close_min;
+    double close_max;
+    long long count;
 };
 
 extern "C" int gpu_is_available() {
@@ -63,32 +62,30 @@ __global__ void aggregate_kernel(
     
     GpuDayStats stats;
     stats.day = day_indices[d];
-    stats.low = DBL_MAX;
-    stats.high = -DBL_MAX;
-    stats.first_ts = DBL_MAX;
-    stats.last_ts = -DBL_MAX;
-    stats.open = 0;
-    stats.close = 0;
+    stats.open_min = DBL_MAX;
+    stats.open_max = -DBL_MAX;
+    stats.close_min = DBL_MAX;
+    stats.close_max = -DBL_MAX;
+    stats.count = count;
+    
+    double avg_sum = 0.0;
     
     for (int i = 0; i < count; i++) {
         const GpuRecord& r = records[offset + i];
         
-        // min/max
-        if (r.low < stats.low) stats.low = r.low;
-        if (r.high > stats.high) stats.high = r.high;
+        // Accumulate avg = (low + high) / 2
+        avg_sum += (r.low + r.high) / 2.0;
         
-        // first/last по timestamp
-        if (r.timestamp < stats.first_ts) {
-            stats.first_ts = r.timestamp;
-            stats.open = r.open;
-        }
-        if (r.timestamp > stats.last_ts) {
-            stats.last_ts = r.timestamp;
-            stats.close = r.close;
-        }
+        // min/max Open
+        if (r.open < stats.open_min) stats.open_min = r.open;
+        if (r.open > stats.open_max) stats.open_max = r.open;
+        
+        // min/max Close
+        if (r.close < stats.close_min) stats.close_min = r.close;
+        if (r.close > stats.close_max) stats.close_max = r.close;
     }
     
-    stats.avg = (stats.low + stats.high) / 2.0;
+    stats.avg = avg_sum / static_cast<double>(count);
     out_stats[d] = stats;
 }