docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation

lib/oscillators/cfo/tests/Cfo.Quantower.Tests.cs

@@ -0,0 +1,111 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public sealed class CfoIndicatorTests
+{
+    [Fact]
+    public void CfoIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new CfoIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("CFO - Chande Forecast Oscillator", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void CfoIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new CfoIndicator { Period = 14 };
+
+        Assert.Equal(0, CfoIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void CfoIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new CfoIndicator { Period = 20 };
+        indicator.Initialize();
+
+        Assert.Contains("CFO", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void CfoIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new CfoIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Cfo.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void CfoIndicator_Initialize_CreatesInternalCfo()
+    {
+        var indicator = new CfoIndicator { Period = 10 };
+
+        indicator.Initialize();
+
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void CfoIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new CfoIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        double value = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(value));
+    }
+
+    [Fact]
+    public void CfoIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new CfoIndicator { Period = 5 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        indicator.HistoricalData.AddBar(now.AddMinutes(20), 120, 130, 110, 125);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void CfoIndicator_Parameters_CanBeChanged()
+    {
+        var indicator = new CfoIndicator { Period = 14 };
+
+        indicator.Period = 20;
+        indicator.Source = SourceType.Open;
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(SourceType.Open, indicator.Source);
+        Assert.Equal(0, CfoIndicator.MinHistoryDepths);
+    }
+}

lib/oscillators/cfo/tests/Cfo.Tests.cs

@@ -0,0 +1,384 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public sealed class CfoTests
+{
+    private const int DefaultPeriod = 14;
+    private const double Tolerance = 1e-10;
+
+    // ───── A) Constructor validation ─────
+
+    [Fact]
+    public void Constructor_PeriodZero_ThrowsArgumentException()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Cfo(period: 0));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_NegativePeriod_ThrowsArgumentException()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Cfo(period: -1));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_ValidPeriod_SetsProperties()
+    {
+        var cfo = new Cfo(period: 10);
+        Assert.Equal(10, cfo.Period);
+        Assert.Equal("Cfo(10)", cfo.Name);
+        Assert.Equal(10, cfo.WarmupPeriod);
+    }
+
+    // ───── B) Basic calculation ─────
+
+    [Fact]
+    public void Update_ReturnsTValue()
+    {
+        var cfo = new Cfo(DefaultPeriod);
+        var result = cfo.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.IsType<TValue>(result);
+    }
+
+    [Fact]
+    public void Update_Last_IsAccessible()
+    {
+        var cfo = new Cfo(DefaultPeriod);
+        cfo.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.NotEqual(default, cfo.Last);
+        Assert.False(cfo.IsHot);
+        Assert.Equal($"Cfo({DefaultPeriod})", cfo.Name);
+    }
+
+    [Fact]
+    public void Update_ConstantInput_ZeroCfo()
+    {
+        var cfo = new Cfo(period: 5);
+        for (int i = 0; i < 10; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 50.0));
+        }
+        // Constant input => TSF == source => CFO == 0
+        Assert.Equal(0.0, cfo.Last.Value, Tolerance);
+    }
+
+    // ───── C) State + bar correction ─────
+
+    [Fact]
+    public void Update_IsNew_True_AdvancesState()
+    {
+        var cfo = new Cfo(DefaultPeriod);
+        cfo.Update(new TValue(DateTime.UtcNow, 100.0), isNew: true);
+        cfo.Update(new TValue(DateTime.UtcNow, 110.0), isNew: true);
+
+        var last = cfo.Last;
+        // Should have two distinct updates
+        Assert.NotEqual(default, last);
+    }
+
+    [Fact]
+    public void Update_IsNew_False_RollsBack()
+    {
+        var cfo = new Cfo(period: 5);
+        for (int i = 0; i < 6; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true);
+        }
+
+        // Bar correction: rewrite last bar
+        cfo.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
+        var corrected = cfo.Last;
+
+        // Repeat same correction — should produce identical result
+        cfo.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
+        var corrected2 = cfo.Last;
+
+        Assert.Equal(corrected.Value, corrected2.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_IterativeCorrections_Restore()
+    {
+        var cfo = new Cfo(period: 5);
+        double[] data = [100, 102, 104, 106, 108, 110];
+
+        for (int i = 0; i < data.Length; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, data[i]), isNew: true);
+        }
+
+        var baseline = cfo.Last.Value;
+
+        // Correct last bar 3 times, then restore original
+        cfo.Update(new TValue(DateTime.UtcNow, 999.0), isNew: false);
+        cfo.Update(new TValue(DateTime.UtcNow, 888.0), isNew: false);
+        cfo.Update(new TValue(DateTime.UtcNow, data[^1]), isNew: false);
+
+        Assert.Equal(baseline, cfo.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var cfo = new Cfo(DefaultPeriod);
+        for (int i = 0; i < 20; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+        Assert.True(cfo.IsHot);
+
+        cfo.Reset();
+        Assert.False(cfo.IsHot);
+        Assert.Equal(default, cfo.Last);
+    }
+
+    // ───── D) Warmup / convergence ─────
+
+    [Fact]
+    public void IsHot_FlipsWhenBufferFull()
+    {
+        var cfo = new Cfo(period: 5);
+        for (int i = 0; i < 4; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+            Assert.False(cfo.IsHot);
+        }
+        cfo.Update(new TValue(DateTime.UtcNow, 104.0));
+        Assert.True(cfo.IsHot);
+    }
+
+    [Fact]
+    public void WarmupPeriod_MatchesPeriod()
+    {
+        var cfo = new Cfo(period: 20);
+        Assert.Equal(20, cfo.WarmupPeriod);
+    }
+
+    // ───── E) Robustness ─────
+
+    [Fact]
+    public void Update_NaN_UsesLastValid()
+    {
+        var cfo = new Cfo(period: 5);
+        for (int i = 0; i < 6; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        cfo.Update(new TValue(DateTime.UtcNow, double.NaN));
+        Assert.True(double.IsFinite(cfo.Last.Value));
+    }
+
+    [Fact]
+    public void Update_Infinity_UsesLastValid()
+    {
+        var cfo = new Cfo(period: 5);
+        for (int i = 0; i < 6; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        cfo.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
+        Assert.True(double.IsFinite(cfo.Last.Value));
+
+        cfo.Update(new TValue(DateTime.UtcNow, double.NegativeInfinity));
+        Assert.True(double.IsFinite(cfo.Last.Value));
+    }
+
+    [Fact]
+    public void Update_BatchNaN_Safe()
+    {
+        var cfo = new Cfo(period: 5);
+        for (int i = 0; i < 3; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, double.NaN));
+        }
+        // No exception thrown; result should be finite (falls back to 0.0)
+        Assert.True(double.IsFinite(cfo.Last.Value));
+    }
+
+    // ───── F) Consistency (4 modes match) ─────
+
+    [Fact]
+    public void AllModes_ProduceSameResults()
+    {
+        int period = 10;
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+
+        // 1. Streaming
+        var streaming = new Cfo(period);
+        var streamResults = new double[source.Count];
+        for (int i = 0; i < source.Count; i++)
+        {
+            streamResults[i] = streaming.Update(source[i]).Value;
+        }
+
+        // 2. Batch TSeries
+        TSeries batchSeries = Cfo.Batch(source, period);
+
+        // 3. Batch Span
+        var spanOutput = new double[source.Count];
+        Cfo.Batch(source.Values, spanOutput, period);
+
+        // 4. Event-based
+        var eventSource = new TSeries();
+        var eventIndicator = new Cfo(eventSource, period);
+        var eventResults = new double[source.Count];
+        for (int i = 0; i < source.Count; i++)
+        {
+            eventSource.Add(source[i]);
+            eventResults[i] = eventIndicator.Last.Value;
+        }
+
+        // Compare all modes
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(streamResults[i], batchSeries.Values[i], Tolerance);
+            Assert.Equal(streamResults[i], spanOutput[i], Tolerance);
+            Assert.Equal(streamResults[i], eventResults[i], Tolerance);
+        }
+    }
+
+    // ───── G) Span API tests ─────
+
+    [Fact]
+    public void Batch_Span_MismatchedLength_ThrowsArgumentException()
+    {
+        var source = new double[10];
+        var output = new double[5];
+        var ex = Assert.Throws<ArgumentException>(() => Cfo.Batch(source.AsSpan(), output.AsSpan(), DefaultPeriod));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_ZeroPeriod_ThrowsArgumentException()
+    {
+        var source = new double[10];
+        var output = new double[10];
+        var ex = Assert.Throws<ArgumentException>(() => Cfo.Batch(source.AsSpan(), output.AsSpan(), 0));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_Empty_NoException()
+    {
+        double[] source = [];
+        double[] output = [];
+        var ex = Record.Exception(() => Cfo.Batch(source.AsSpan(), output.AsSpan(), DefaultPeriod));
+        Assert.Null(ex);
+    }
+
+    [Fact]
+    public void Batch_Span_MatchesTSeries()
+    {
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 7);
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+        int period = 10;
+
+        TSeries batchTs = Cfo.Batch(source, period);
+        var spanOutput = new double[source.Count];
+        Cfo.Batch(source.Values, spanOutput, period);
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(batchTs.Values[i], spanOutput[i], Tolerance);
+        }
+    }
+
+    [Fact]
+    public void Batch_Span_NaN_Handled()
+    {
+        double[] src = [1, 2, double.NaN, 4, 5, 6, 7, 8, 9, 10];
+        var output = new double[src.Length];
+        var ex = Record.Exception(() => Cfo.Batch(src.AsSpan(), output.AsSpan(), 5));
+        Assert.Null(ex);
+    }
+
+    // ───── H) Chainability ─────
+
+    [Fact]
+    public void PubEvent_FiresOnUpdate()
+    {
+        var cfo = new Cfo(DefaultPeriod);
+        int firedCount = 0;
+        cfo.Pub += (object? _, in TValueEventArgs _) => firedCount++;
+
+        cfo.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.Equal(1, firedCount);
+    }
+
+    [Fact]
+    public void EventChaining_Works()
+    {
+        var source = new TSeries();
+        var cfo = new Cfo(source, period: 5);
+        var downstream = new TSeries();
+        cfo.Pub += (object? _, in TValueEventArgs e) => downstream.Add(e.Value);
+
+        for (int i = 0; i < 10; i++)
+        {
+            source.Add(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        Assert.Equal(10, downstream.Count);
+    }
+
+    // ───── Calculate ─────
+
+    [Fact]
+    public void Calculate_ReturnsResultsAndHotIndicator()
+    {
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        var bars = gbm.Fetch(50, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+
+        var (results, indicator) = Cfo.Calculate(source, period: 5);
+
+        Assert.Equal(source.Count, results.Count);
+        Assert.True(indicator.IsHot);
+    }
+
+    // ───── Update(TSeries) ─────
+
+    [Fact]
+    public void UpdateTSeries_MatchesStreaming()
+    {
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        var bars = gbm.Fetch(200, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        TSeries source = bars.Close;
+        int period = 10;
+
+        var streaming = new Cfo(period);
+        var streamResults = new double[source.Count];
+        for (int i = 0; i < source.Count; i++)
+        {
+            streamResults[i] = streaming.Update(source[i]).Value;
+        }
+
+        var batch = new Cfo(period);
+        TSeries batchResults = batch.Update(source);
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(streamResults[i], batchResults.Values[i], Tolerance);
+        }
+    }
+
+    // ───── Division by zero ─────
+
+    [Fact]
+    public void Update_ZeroSource_ReturnsNaN()
+    {
+        var cfo = new Cfo(period: 3);
+        for (int i = 0; i < 3; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 0.0));
+        }
+        Assert.True(double.IsNaN(cfo.Last.Value));
+    }
+}

lib/oscillators/cfo/tests/Cfo.Validation.Tests.cs

@@ -0,0 +1,158 @@
+using Skender.Stock.Indicators;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+public sealed class CfoValidationTests : IDisposable
+{
+    private readonly ValidationTestData _testData;
+    private readonly ITestOutputHelper _output;
+    private bool _disposed;
+
+    public CfoValidationTests(ITestOutputHelper output)
+    {
+        _output = output;
+        _testData = new ValidationTestData();
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed)
+        {
+            return;
+        }
+
+        _disposed = true;
+
+        if (disposing)
+        {
+            _testData?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Validate_Streaming_Batch_Span_Agree()
+    {
+        int period = 14;
+
+        // Streaming
+        var streaming = new Cfo(period);
+        var streamValues = new List<double>(_testData.Data.Count);
+        foreach (var item in _testData.Data)
+        {
+            streamValues.Add(streaming.Update(item).Value);
+        }
+
+        // Batch (TSeries)
+        TSeries batchSeries = Cfo.Batch(_testData.Data, period);
+
+        // Span
+        double[] src = _testData.RawData.ToArray();
+        double[] spanOutput = new double[src.Length];
+        Cfo.Batch(src.AsSpan(), spanOutput.AsSpan(), period);
+
+        // O(1) streaming sumXY maintenance accumulates cancellation drift vs full-recalc batch.
+        // ResyncInterval=1000 bounds drift, but between resyncs tolerance must be relaxed.
+        // Batch vs span should match exactly (same code path).
+        int start = Math.Max(0, src.Length - 200);
+        for (int i = start; i < src.Length; i++)
+        {
+            Assert.Equal(batchSeries[i].Value, spanOutput[i], 12);   // batch≡span (same path)
+            Assert.Equal(batchSeries[i].Value, streamValues[i], 4);   // streaming drifts ~1e-5 between resyncs
+        }
+
+        _output.WriteLine("CFO validation: streaming, batch, and span outputs agree within tolerance.");
+    }
+
+    [Fact]
+    public void Validate_Against_LinReg()
+    {
+        // Cross-validate CFO against our own LinReg class.
+        // LinReg.Last.Value = intercept = regression value at x=0 (current bar) = TSF.
+        // CFO = 100 * (source - TSF) / source.
+        int[] periods = [5, 10, 14, 20, 50];
+
+        foreach (int period in periods)
+        {
+            var cfo = new Cfo(period);
+            var linreg = new LinReg(period);
+
+            int validCount = 0;
+
+            foreach (var item in _testData.Data)
+            {
+                cfo.Update(item);
+                linreg.Update(item);
+
+                if (!cfo.IsHot || !linreg.IsHot)
+                {
+                    continue;
+                }
+
+                double src = item.Value;
+                if (src == 0.0)
+                {
+                    continue;
+                }
+
+                double tsf = linreg.Last.Value; // intercept = regression at current bar
+                double expectedCfo = 100.0 * (src - tsf) / src;
+                double actualCfo = cfo.Last.Value;
+
+                // skipcq: CS-R1140 - Absolute tolerance needed: two independent O(1) streaming implementations accumulate floating-point drift
+                Assert.True(Math.Abs(expectedCfo - actualCfo) < 1e-6,
+                    $"CFO mismatch at period={period}: expected={expectedCfo}, actual={actualCfo}, diff={Math.Abs(expectedCfo - actualCfo)}");
+                validCount++;
+            }
+
+            Assert.True(validCount > 0, $"No valid comparison points for period {period}");
+            _output.WriteLine($"CFO period={period}: validated {validCount} points against LinReg.");
+        }
+    }
+
+    [Fact]
+    public void Validate_KnownValues_LinearTrend()
+    {
+        // For a perfect linear trend y = a + b*x, the regression line exactly fits.
+        // TSF should equal the source value, so CFO should be 0.
+        int period = 5;
+        var cfo = new Cfo(period);
+
+        // Feed a perfect linear trend: 10, 11, 12, 13, 14, 15, ...
+        for (int i = 0; i < 20; i++)
+        {
+            cfo.Update(new TValue(DateTime.UtcNow, 10.0 + i));
+        }
+
+        // After warmup, CFO should be ~0 for a perfect linear trend
+        Assert.Equal(0.0, cfo.Last.Value, 10);
+        _output.WriteLine("CFO known-values: perfect linear trend produces CFO=0.");
+    }
+
+    [Fact]
+    public void Validate_MultiPeriod_Consistency()
+    {
+        // Different periods should produce different results
+        int[] periods = [5, 14, 50];
+        var results = new List<TSeries>();
+
+        foreach (int period in periods)
+        {
+            results.Add(Cfo.Batch(_testData.Data, period));
+        }
+
+        // After all warmups, values should differ for different periods
+        int checkIdx = 100;
+        for (int i = 0; i < results.Count - 1; i++)
+        {
+            Assert.NotEqual(results[i][checkIdx].Value, results[i + 1][checkIdx].Value);
+        }
+
+        _output.WriteLine("CFO multi-period: different periods produce different results.");
+    }
+}