Fractals are sets whose Hausdorff dimension strictly exceeds their topological dimension. The algorithmic Riemannian-like method, -calculus, has been suggested very recently. Henstock-Kurzweil integral is the generalized Riemann integral method by using the gauge function. In this paper we generalize the -calculus as a fractional local calculus that is more suitable to describe some physical process. We introduce the new measure using the gauge function on fractal sets that gives a finer dimension in comparison with the Hausdorff and box dimension. Hilbert -spaces are defined. We suggest the self-adjoint -differential operator so that it can be applied in the fractal quantum mechanics and on the fractal curves.