GPU Batch Processing¶

Run any indicator on thousands of tickers simultaneously using NVIDIA CUDA. Each *_batch function accepts 2D arrays of shape (num_tickers, num_bars) and returns results of the same shape.

Requirements¶

pip install "numta[gpu]"

NVIDIA GPU with CUDA support
Compatible NVIDIA drivers

How It Works¶

Each batch function launches one CUDA thread per ticker. Every thread processes its ticker's full time series independently — the same sequential algorithm as the CPU version, but thousands of tickers run in parallel.

import numpy as np
from numta import SMA_batch, RSI_batch, CDLDOJI_batch

# 2D arrays: (num_tickers, num_bars)
close = np.random.uniform(50, 150, (10000, 500))
high = close + np.random.uniform(0, 5, (10000, 500))
low = close - np.random.uniform(0, 5, (10000, 500))
open_ = close + np.random.uniform(-2, 2, (10000, 500))

# All 10,000 tickers processed at once
sma = SMA_batch(close, timeperiod=20)         # shape: (10000, 500)
rsi = RSI_batch(close, timeperiod=14)         # shape: (10000, 500)
doji = CDLDOJI_batch(open_, high, low, close)  # shape: (10000, 500)

Checking CUDA Availability¶

from numta import HAS_CUDA

if HAS_CUDA:
    from numta import SMA_batch
    result = SMA_batch(close_2d, timeperiod=20)
else:
    # Fall back to CPU loop
    from numta import SMA
    result = np.array([SMA(close_2d[t], timeperiod=20) for t in range(len(close_2d))])

Multi-Output Indicators¶

Some indicators return multiple arrays:

from numta import BBANDS_batch, MACD_batch, STOCH_batch

# Bollinger Bands: 3 outputs
upper, middle, lower = BBANDS_batch(close, timeperiod=20)

# MACD: 3 outputs
macd, signal, histogram = MACD_batch(close)

# Stochastic: 2 outputs
slowk, slowd = STOCH_batch(high, low, close)

Available Functions¶

Overlap Studies (12)¶

Function	Parameters	Returns
`SMA_batch`	close, timeperiod	array
`EMA_batch`	close, timeperiod	array
`BBANDS_batch`	close, timeperiod, nbdevup, nbdevdn	(upper, middle, lower)
`DEMA_batch`	close, timeperiod	array
`KAMA_batch`	close, timeperiod	array
`WMA_batch`	close, timeperiod	array
`TEMA_batch`	close, timeperiod	array
`T3_batch`	close, timeperiod, vfactor	array
`TRIMA_batch`	close, timeperiod	array
`MAMA_batch`	close, fastlimit, slowlimit	(mama, fama)
`SAR_batch`	high, low, acceleration, maximum	array
`SAREXT_batch`	high, low, ...	array

Momentum Indicators (24)¶

Function	Parameters	Returns
`RSI_batch`	close, timeperiod	array
`MACD_batch`	close, fastperiod, slowperiod, signalperiod	(macd, signal, hist)
`ADX_batch`	high, low, close, timeperiod	array
`ATR_batch`	high, low, close, timeperiod	array
`CCI_batch`	high, low, close, timeperiod	array
`CMO_batch`	close, timeperiod	array
`DX_batch`	high, low, close, timeperiod	array
`MOM_batch`	close, timeperiod	array
`ROC_batch`	close, timeperiod	array
`ROCP_batch`	close, timeperiod	array
`ROCR_batch`	close, timeperiod	array
`ROCR100_batch`	close, timeperiod	array
`WILLR_batch`	high, low, close, timeperiod	array
`STOCH_batch`	high, low, close, fastk_period, slowk_period, slowd_period	(slowk, slowd)
`STOCHF_batch`	high, low, close, fastk_period, fastd_period	(fastk, fastd)
`BOP_batch`	open, high, low, close	array
`AROON_batch`	high, low, timeperiod	(down, up)
`AROONOSC_batch`	high, low, timeperiod	array
`MFI_batch`	high, low, close, volume, timeperiod	array
`MINUS_DM_batch`	high, low, timeperiod	array
`PLUS_DM_batch`	high, low, timeperiod	array
`MINUS_DI_batch`	high, low, close, timeperiod	array
`PLUS_DI_batch`	high, low, close, timeperiod	array
`ULTOSC_batch`	high, low, close, timeperiod1, timeperiod2, timeperiod3	array

Volatility Indicators (2)¶

Function	Parameters	Returns
`TRANGE_batch`	high, low, close	array
`NATR_batch`	high, low, close, timeperiod	array

Volume Indicators (3)¶

Function	Parameters	Returns
`AD_batch`	high, low, close, volume	array
`OBV_batch`	close, volume	array
`ADOSC_batch`	high, low, close, volume, fastperiod, slowperiod	array

Statistics (3)¶

Function	Parameters	Returns
`STDDEV_batch`	close, timeperiod	array
`VAR_batch`	close, timeperiod	array
`TSF_batch`	close, timeperiod	array

Statistic Functions (6)¶

Function	Parameters	Returns
`BETA_batch`	high, close, timeperiod	array
`CORREL_batch`	high, close, timeperiod	array
`LINEARREG_batch`	close, timeperiod	array
`LINEARREG_ANGLE_batch`	close, timeperiod	array
`LINEARREG_INTERCEPT_batch`	close, timeperiod	array
`LINEARREG_SLOPE_batch`	close, timeperiod	array

Math Operators (7)¶

Function	Parameters	Returns
`MAX_batch`	close, timeperiod	array
`MAXINDEX_batch`	close, timeperiod	array
`MIN_batch`	close, timeperiod	array
`MININDEX_batch`	close, timeperiod	array
`MINMAX_batch`	close, timeperiod	(min, max)
`MINMAXINDEX_batch`	close, timeperiod	(minidx, maxidx)
`SUM_batch`	close, timeperiod	array

Price Transform (5)¶

Function	Parameters	Returns
`MEDPRICE_batch`	high, low	array
`MIDPOINT_batch`	close, timeperiod	array
`MIDPRICE_batch`	high, low, timeperiod	array
`TYPPRICE_batch`	high, low, close	array
`WCLPRICE_batch`	high, low, close	array

Cycle Indicators (6)¶

Function	Parameters	Returns
`HT_TRENDLINE_batch`	close	array
`HT_TRENDMODE_batch`	close	array
`HT_DCPERIOD_batch`	close	array
`HT_DCPHASE_batch`	close	array
`HT_PHASOR_batch`	close	(inphase, quadrature)
`HT_SINE_batch`	close	(sine, leadsine)

Candlestick Patterns (60)¶

All 60 candlestick patterns have GPU batch equivalents. Each accepts 2D OHLC arrays (open, high, low, close) and returns integer signals (+100, -100, 0).

Standard patterns (57): CDL2CROWS_batch, CDL3BLACKCROWS_batch, CDL3INSIDE_batch, CDL3OUTSIDE_batch, CDL3STARSINSOUTH_batch, CDL3WHITESOLDIERS_batch, CDLABANDONEDBABY_batch, CDLADVANCEBLOCK_batch, CDLBELTHOLD_batch, CDLBREAKAWAY_batch, CDLCLOSINGMARUBOZU_batch, CDLCONCEALBABYSWALL_batch, CDLCOUNTERATTACK_batch, CDLDARKCLOUDCOVER_batch, CDLDOJI_batch, CDLDOJISTAR_batch, CDLDRAGONFLYDOJI_batch, CDLENGULFING_batch, CDLEVENINGDOJISTAR_batch, CDLEVENINGSTAR_batch, CDLGAPSIDESIDEWHITE_batch, CDLGRAVESTONEDOJI_batch, CDLHAMMER_batch, CDLHANGINGMAN_batch, CDLHARAMI_batch, CDLHARAMICROSS_batch, CDLHIGHWAVE_batch, CDLHIKKAKE_batch, CDLHIKKAKEMOD_batch, CDLHOMINGPIGEON_batch, CDLIDENTICAL3CROWS_batch, CDLINNECK_batch, CDLINVERTEDHAMMER_batch, CDLKICKING_batch, CDLKICKINGBYLENGTH_batch, CDLLADDERBOTTOM_batch, CDLLONGLEGGEDDOJI_batch, CDLLONGLINE_batch, CDLMARUBOZU_batch, CDLMATCHINGLOW_batch, CDLONNECK_batch, CDLPIERCING_batch, CDLRICKSHAWMAN_batch, CDLRISEFALL3METHODS_batch, CDLSEPARATINGLINES_batch, CDLSHOOTINGSTAR_batch, CDLSHORTLINE_batch, CDLSPINNINGTOP_batch, CDLSTALLEDPATTERN_batch, CDLSTICKSANDWICH_batch, CDLTAKURI_batch, CDLTASUKIGAP_batch, CDLTHRUSTING_batch, CDLTRISTAR_batch, CDLUNIQUE3RIVER_batch, CDLUPSIDEGAP2CROWS_batch, CDLXSIDEGAP3METHODS_batch

Patterns with penetration parameter (3):

Function	Default Penetration
`CDLMATHOLD_batch`	0.5
`CDLMORNINGDOJISTAR_batch`	0.3
`CDLMORNINGSTAR_batch`	0.3