Download MetaTrader 5

Class for working with OpenCL programs

The COpenCL class is a wrapper to facilitate working with the OpenCL functions. In some cases, use of the GPU allows to substantially increase the speed of computations.

Examples of class use for calculations based on float and double values can be found in the corresponding subdirectories of the MQL5\Scripts\Examples\OpenCL\ folder. The source codes of the OpenCL programs are located in MQL5\Scripts\Examples\OpenCL\Double\Kernels and MQL5\Scripts\Examples\OpenCL\Float\Kernels subdirectories.

  • MatrixMult.mq5 - example of matrix multiplication using global and local memory
  • BitonicSort.mq5 - example of parallel sorting of array elements in GPU
  • FFT.mq5 - example of fast Fourier transform calculation
  • Wavelet.mq5 - example of wavelet transform of data using the Morlet wavelet.

It is recommended to write the source code for OpenCL in separate CL files, which can later be included in the MQL5 program using the resource variables.

Declaration

   class COpenCL

Title

   #include <OpenCL\OpenCL.mqh>

Class methods

Name

Description

BufferCreate

Creates an OpenCL buffer at the specified index

BufferFree

Deletes buffer at the specified index

BufferFromArray

Creates a buffer at the specified index from an array of values

BufferRead

Reads an OpenCL buffer at the specified index into an array

BufferWrite

Writes an array of values into buffer at the specified index

Execute

Executes the OpenCL kernel with the specified index

GetContext

Returns handle of the OpenCL context

GetKernel

Returns handle of the kernel object at the specified index

GetKernelName

Returns name of the kernel object at the specified index

GetProgram

Returns handle of the OpenCL program

Initialize

Initializes the OpenCL program

KernelCreate

Creates an entry point into the OpenCL program at the specified index

KernelFree

Removes an OpenCL start function at the specified index

SetArgument

Sets a parameter for the OpenCL function at the specified index

SetArgumentBuffer

Sets an OpenCL buffer as a parameter of the OpenCL function at the specified index

SetArgumentLocalMemory

Sets a parameter in local memory for the OpenCL function at the specified index

SetBuffersCount

Sets the number of buffers

SetKernelsCount

Sets the number of kernel objects

Shutdown

Unloads the OpenCL program

SupportDouble

Checks if floating point data types are supported on the device


Updated: 2017.04.11