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/fisher/tests/Fisher.Quantower.Tests.cs

@@ -0,0 +1,111 @@
+using TradingPlatform.BusinessLayer;
+using QuanTAlib;
+
+namespace QuanTAlib.Tests;
+
+public sealed class FisherIndicatorTests
+{
+    [Fact]
+    public void FisherIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new FisherIndicator();
+
+        Assert.Equal(10, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("FISHER - Ehlers Fisher Transform", indicator.Name);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void FisherIndicator_MinHistoryDepths_EqualsZero()
+    {
+        var indicator = new FisherIndicator { Period = 10 };
+
+        Assert.Equal(0, FisherIndicator.MinHistoryDepths);
+        IWatchlistIndicator watchlistIndicator = indicator;
+        Assert.Equal(0, watchlistIndicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void FisherIndicator_ShortName_IncludesParameters()
+    {
+        var indicator = new FisherIndicator { Period = 20 };
+        indicator.Initialize();
+
+        Assert.Contains("Fisher", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("20", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void FisherIndicator_SourceCodeLink_IsValid()
+    {
+        var indicator = new FisherIndicator();
+
+        Assert.Contains("github.com", indicator.SourceCodeLink, StringComparison.Ordinal);
+        Assert.Contains("Fisher.Quantower.cs", indicator.SourceCodeLink, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void FisherIndicator_Initialize_CreatesInternalFisher()
+    {
+        var indicator = new FisherIndicator { Period = 10 };
+
+        indicator.Initialize();
+
+        Assert.Equal(2, indicator.LinesSeries.Count);
+    }
+
+    [Fact]
+    public void FisherIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new FisherIndicator { 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 FisherIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new FisherIndicator { 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 FisherIndicator_Parameters_CanBeChanged()
+    {
+        var indicator = new FisherIndicator { Period = 10 };
+
+        indicator.Period = 20;
+        indicator.Source = SourceType.Open;
+
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(SourceType.Open, indicator.Source);
+        Assert.Equal(0, FisherIndicator.MinHistoryDepths);
+    }
+}

lib/oscillators/fisher/tests/Fisher.Tests.cs

@@ -0,0 +1,414 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public sealed class FisherTests
+{
+    private const double Tolerance = 1e-9;
+
+    // ───── A) Constructor validation ─────
+
+    [Fact]
+    public void Constructor_DefaultPeriod_IsValid()
+    {
+        var fisher = new Fisher();
+        Assert.Equal(10, fisher.Period);
+        Assert.Equal("Fisher(10)", fisher.Name);
+    }
+
+    [Fact]
+    public void Constructor_InvalidPeriod_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Fisher(period: 0));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_NegativePeriod_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Fisher(period: -5));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_InvalidAlpha_Zero_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Fisher(period: 10, alpha: 0));
+        Assert.Equal("alpha", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_InvalidAlpha_OverOne_Throws()
+    {
+        var ex = Assert.Throws<ArgumentException>(() => new Fisher(period: 10, alpha: 1.5));
+        Assert.Equal("alpha", ex.ParamName);
+    }
+
+    [Fact]
+    public void Constructor_CustomPeriod_SetsCorrectly()
+    {
+        var fisher = new Fisher(period: 20);
+        Assert.Equal(20, fisher.Period);
+        Assert.Equal("Fisher(20)", fisher.Name);
+    }
+
+    // ───── B) Basic calculation ─────
+
+    [Fact]
+    public void Update_ReturnsTValue()
+    {
+        var fisher = new Fisher(period: 5);
+        var result = fisher.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.IsType<TValue>(result);
+    }
+
+    [Fact]
+    public void Update_Last_IsAccessible()
+    {
+        var fisher = new Fisher(period: 5);
+        fisher.Update(new TValue(DateTime.UtcNow, 100.0));
+        Assert.True(double.IsFinite(fisher.Last.Value));
+    }
+
+    [Fact]
+    public void Update_FisherAndSignal_Accessible()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 10; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+        Assert.True(double.IsFinite(fisher.FisherValue));
+        Assert.True(double.IsFinite(fisher.Signal));
+    }
+
+    [Fact]
+    public void Update_RisingPrices_PositiveFisher()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 20; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i * 2));
+        }
+        Assert.True(fisher.FisherValue > 0, "Rising prices should produce positive Fisher");
+    }
+
+    [Fact]
+    public void Update_FallingPrices_NegativeFisher()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 20; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 200.0 - i * 2));
+        }
+        Assert.True(fisher.FisherValue < 0, "Falling prices should produce negative Fisher");
+    }
+
+    // ───── C) State + bar correction ─────
+
+    [Fact]
+    public void Update_IsNew_False_RollsBack()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 12; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i), isNew: true);
+        }
+
+        fisher.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
+        var corrected = fisher.Last;
+
+        fisher.Update(new TValue(DateTime.UtcNow, 105.0), isNew: false);
+        var corrected2 = fisher.Last;
+
+        Assert.Equal(corrected.Value, corrected2.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Update_IterativeCorrections_Restore()
+    {
+        var fisher = new Fisher(period: 5);
+        double[] data = new double[15];
+        for (int i = 0; i < data.Length; i++)
+        {
+            data[i] = 100 + i * 2;
+        }
+
+        for (int i = 0; i < data.Length; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, data[i]), isNew: true);
+        }
+
+        var baseline = fisher.Last.Value;
+
+        fisher.Update(new TValue(DateTime.UtcNow, 999.0), isNew: false);
+        fisher.Update(new TValue(DateTime.UtcNow, 888.0), isNew: false);
+        fisher.Update(new TValue(DateTime.UtcNow, data[^1]), isNew: false);
+
+        Assert.Equal(baseline, fisher.Last.Value, Tolerance);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 10; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        fisher.Reset();
+
+        Assert.False(fisher.IsHot);
+        Assert.Equal(0.0, fisher.Last.Value);
+    }
+
+    // ───── D) Warmup/convergence ─────
+
+    [Fact]
+    public void IsHot_FlipsAfterPeriod()
+    {
+        int period = 10;
+        var fisher = new Fisher(period);
+
+        for (int i = 0; i < period - 1; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+            Assert.False(fisher.IsHot);
+        }
+
+        fisher.Update(new TValue(DateTime.UtcNow, 110.0));
+        Assert.True(fisher.IsHot);
+    }
+
+    [Fact]
+    public void WarmupPeriod_MatchesPeriod()
+    {
+        var fisher = new Fisher(period: 14);
+        Assert.Equal(14, fisher.WarmupPeriod);
+    }
+
+    // ───── E) Robustness ─────
+
+    [Fact]
+    public void Update_NaN_UsesLastValid()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 10; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        _ = fisher.Last.Value;
+        fisher.Update(new TValue(DateTime.UtcNow, double.NaN));
+        Assert.True(double.IsFinite(fisher.Last.Value));
+    }
+
+    [Fact]
+    public void Update_Infinity_UsesLastValid()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 10; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        fisher.Update(new TValue(DateTime.UtcNow, double.PositiveInfinity));
+        Assert.True(double.IsFinite(fisher.Last.Value));
+    }
+
+    [Fact]
+    public void Update_BatchNaN_RemainsFinite()
+    {
+        var fisher = new Fisher(period: 5);
+        for (int i = 0; i < 3; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, double.NaN));
+        }
+        Assert.True(double.IsFinite(fisher.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 Fisher(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 = Fisher.Batch(source, period);
+
+        // 3. Batch Span
+        var spanOutput = new double[source.Count];
+        Fisher.Batch(source.Values, spanOutput, period);
+
+        // 4. Event-based
+        var eventSource = new TSeries();
+        var eventIndicator = new Fisher(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;
+        }
+
+        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_MismatchedLengths_Throws()
+    {
+        var src = new double[10];
+        var output = new double[5];
+        var ex = Assert.Throws<ArgumentException>(() => Fisher.Batch(src, output, 5));
+        Assert.Equal("output", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_InvalidPeriod_Throws()
+    {
+        var src = new double[10];
+        var output = new double[10];
+        var ex = Assert.Throws<ArgumentException>(() => Fisher.Batch(src, output, 0));
+        Assert.Equal("period", ex.ParamName);
+    }
+
+    [Fact]
+    public void Batch_Span_Empty_NoException()
+    {
+        var src = ReadOnlySpan<double>.Empty;
+        var output = Span<double>.Empty;
+        Fisher.Batch(src, output, 5);
+        Assert.True(true);
+    }
+
+    [Fact]
+    public void Batch_Span_MatchesTSeries()
+    {
+        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;
+
+        TSeries batchSeries = Fisher.Batch(source, 10);
+
+        var spanOutput = new double[source.Count];
+        Fisher.Batch(source.Values, spanOutput, 10);
+
+        for (int i = 0; i < source.Count; i++)
+        {
+            Assert.Equal(batchSeries.Values[i], spanOutput[i], 12);
+        }
+    }
+
+    [Fact]
+    public void Batch_Span_NaN_Handled()
+    {
+        double[] src = [100, 101, double.NaN, 103, 104, 105, 106, 107, 108, 109];
+        var output = new double[src.Length];
+        Fisher.Batch(src, output, 5);
+
+        for (int i = 0; i < output.Length; i++)
+        {
+            Assert.True(double.IsFinite(output[i]));
+        }
+    }
+
+    // ───── H) Chainability ─────
+
+    [Fact]
+    public void Event_PubFires()
+    {
+        var source = new TSeries();
+        var fisher = new Fisher(source, period: 5);
+        int count = 0;
+        fisher.Pub += (object? _, in TValueEventArgs _) => count++;
+
+        source.Add(new TValue(DateTime.UtcNow, 100.0));
+        Assert.Equal(1, count);
+    }
+
+    [Fact]
+    public void Event_ChainingWorks()
+    {
+        var source = new TSeries();
+        var fisher = new Fisher(source, period: 5);
+
+        for (int i = 0; i < 20; i++)
+        {
+            source.Add(new TValue(DateTime.UtcNow, 100.0 + i));
+        }
+
+        Assert.True(fisher.IsHot);
+        Assert.True(double.IsFinite(fisher.Last.Value));
+    }
+
+    // ───── Domain-specific tests ─────
+
+    [Fact]
+    public void FisherTransform_MathematicalProperties()
+    {
+        // Fisher Transform is arctanh: should be odd function
+        // For normalized input 0, Fisher should be 0
+        var fisher = new Fisher(period: 5);
+
+        // Feed constant price → normalized = 0 → Fisher ≈ 0
+        for (int i = 0; i < 20; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0));
+        }
+
+        Assert.True(Math.Abs(fisher.FisherValue) < 0.1,
+            $"Constant price should produce Fisher near 0, got {fisher.FisherValue}");
+    }
+
+    [Fact]
+    public void FisherTransform_OutputIsUnbounded()
+    {
+        // Fisher can exceed ±2 with strong trends
+        var fisher = new Fisher(period: 5);
+
+        // Create a very strong uptrend
+        for (int i = 0; i < 30; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i * 10));
+        }
+
+        // Fisher should be significantly positive
+        Assert.True(fisher.FisherValue > 1.0,
+            $"Strong uptrend should produce Fisher > 1, got {fisher.FisherValue}");
+    }
+
+    [Fact]
+    public void Signal_LagseFisher()
+    {
+        // Signal is EMA of Fisher, so under strong trend it should lag
+        var fisher = new Fisher(period: 5);
+
+        for (int i = 0; i < 30; i++)
+        {
+            fisher.Update(new TValue(DateTime.UtcNow, 100.0 + i * 5));
+        }
+
+        // Both should be positive in uptrend
+        Assert.True(fisher.FisherValue > 0);
+        Assert.True(fisher.Signal > 0);
+    }
+}

lib/oscillators/fisher/tests/Fisher.Validation.Tests.cs

@@ -0,0 +1,436 @@
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Skender.Stock.Indicators;
+using System.Runtime.CompilerServices;
+using Tulip;
+using Xunit;
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+/// <summary>
+/// Validates Fisher Transform against Skender, Tulip, Ooples, and manual computation.
+/// Primary reference: Skender (Ehlers 2002 IIR algorithm with HL2 input).
+/// </summary>
+public sealed class FisherValidationTests(ITestOutputHelper output) : IDisposable
+{
+    private readonly ValidationTestData _testData = new();
+    private readonly ITestOutputHelper _output = output;
+    private bool _disposed;
+
+    private const int TestPeriod = 10;
+
+    public void Dispose()
+    {
+        Dispose(disposing: true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed) { return; }
+        _disposed = true;
+        if (disposing) { _testData?.Dispose(); }
+    }
+
+    #region Manual arctanh Cross-Validation
+
+    [Fact]
+    [SkipLocalsInit]
+    public void Validate_Against_Manual_Arctanh()
+    {
+        // Validate that our Fisher Transform correctly computes arctanh
+        // by testing with known normalized inputs
+        double[] testValues = [-0.9, -0.5, 0.0, 0.5, 0.9];
+
+        foreach (double v in testValues)
+        {
+            double expected = 0.5 * Math.Log((1.0 + v) / (1.0 - v));
+            double actual = Math.Atanh(v);
+
+            Assert.True(Math.Abs(expected - actual) < 1e-12,
+                $"arctanh({v}): expected={expected}, actual={actual}");
+        }
+
+        _output.WriteLine("arctanh mathematical identity verified.");
+    }
+
+    [Fact]
+    [SkipLocalsInit]
+    public void Validate_Against_Manual_Computation()
+    {
+        double[] values = _testData.RawData.ToArray();
+        int[] periods = [5, 10, 20];
+
+        foreach (int period in periods)
+        {
+            double[] batchOutput = new double[values.Length];
+            Fisher.Batch(values.AsSpan(), batchOutput.AsSpan(), period);
+
+            // Manual computation — Ehlers 2002 TASC algorithm
+            double[] manualOutput = new double[values.Length];
+            double emaValue = 0.0;
+            double fisherValue = 0.0;
+            var buffer = new double[period];
+            int bufCount = 0;
+            int bufIdx = 0;
+
+            for (int i = 0; i < values.Length; i++)
+            {
+                double val = values[i];
+
+                // Add to circular buffer
+                if (bufCount < period)
+                {
+                    buffer[bufCount] = val;
+                    bufCount++;
+                }
+                else
+                {
+                    buffer[bufIdx] = val;
+                    bufIdx = (bufIdx + 1) % period;
+                }
+
+                // Find min/max
+                double highest = double.MinValue;
+                double lowest = double.MaxValue;
+                for (int j = 0; j < bufCount; j++)
+                {
+                    if (buffer[j] > highest)
+                    {
+                        highest = buffer[j];
+                    }
+                    if (buffer[j] < lowest)
+                    {
+                        lowest = buffer[j];
+                    }
+                }
+
+                double range = highest - lowest;
+                if (range != 0.0)
+                {
+                    emaValue = (0.66 * (((val - lowest) / range) - 0.5))
+                        + (0.67 * emaValue);
+                }
+                else
+                {
+                    emaValue = 0.0;  // Skender: xv[i] = 0 when range=0
+                }
+
+                // Ehlers/Skender: snap to ±0.999 when |Value1| > 0.99
+                // Clamped value stored back — Skender stores array2[i] clamped
+                if (emaValue > 0.99)
+                {
+                    emaValue = 0.999;
+                }
+                else if (emaValue < -0.99)
+                {
+                    emaValue = -0.999;
+                }
+
+                // Ehlers 2002: Fish = arctanh(Value1) + 0.5 * Fish[1]  (IIR feedback)
+                fisherValue = 0.5 * Math.Log((1.0 + emaValue) / (1.0 - emaValue)) + 0.5 * fisherValue;
+                manualOutput[i] = fisherValue;
+            }
+
+            int validCount = 0;
+            for (int i = period; i < values.Length; i++)
+            {
+                Assert.True(Math.Abs(manualOutput[i] - batchOutput[i]) < 1e-9,
+                    $"Fisher mismatch at i={i}, period={period}: manual={manualOutput[i]}, batch={batchOutput[i]}");
+                validCount++;
+            }
+
+            Assert.True(validCount > 0, $"No valid comparison points for period {period}");
+            _output.WriteLine($"Fisher period={period}: validated {validCount} points against manual computation.");
+        }
+    }
+
+    [Theory]
+    [InlineData(5)]
+    [InlineData(10)]
+    [InlineData(20)]
+    [InlineData(50)]
+    public void Validate_Manual_DifferentPeriods(int period)
+    {
+        double[] values = _testData.RawData.ToArray();
+
+        double[] batchOutput = new double[values.Length];
+        Fisher.Batch(values.AsSpan(), batchOutput.AsSpan(), period);
+
+        // Verify all outputs are finite
+        for (int i = 0; i < values.Length; i++)
+        {
+            Assert.True(double.IsFinite(batchOutput[i]),
+                $"Fisher output not finite at i={i}, period={period}: {batchOutput[i]}");
+        }
+
+        _output.WriteLine($"Fisher period={period}: all {values.Length} outputs finite.");
+    }
+
+    #endregion
+
+    #region Consistency Validation
+
+    [Fact]
+    [SkipLocalsInit]
+    public void Validate_Streaming_Batch_Span_Agree()
+    {
+        double[] tData = _testData.RawData.ToArray();
+
+        // Batch TSeries
+        TSeries batchSeries = Fisher.Batch(_testData.Data, TestPeriod);
+
+        // Batch Span
+        var spanOutput = new double[tData.Length];
+        Fisher.Batch(tData.AsSpan(), spanOutput.AsSpan(), TestPeriod);
+
+        // Batch and Span should be identical (same code path)
+        for (int i = 0; i < tData.Length; i++)
+        {
+            Assert.Equal(batchSeries.Values[i], spanOutput[i], 12);
+        }
+
+        // Streaming
+        var fisher = new Fisher(TestPeriod);
+        var streamResults = new double[tData.Length];
+        for (int i = 0; i < tData.Length; i++)
+        {
+            streamResults[i] = fisher.Update(_testData.Data[i]).Value;
+        }
+
+        // Streaming vs Batch should match exactly (same algorithm, same state)
+        for (int i = 0; i < tData.Length; i++)
+        {
+            Assert.Equal(streamResults[i], batchSeries.Values[i], 9);
+        }
+
+        _output.WriteLine("Fisher streaming/batch/span agreement verified.");
+    }
+
+    #endregion
+
+    #region Tulip Cross-Validation
+
+    /// <summary>
+    /// Structural validation against Tulip <c>fisher</c> indicator.
+    /// Algorithm variant: Tulip fisher uses two inputs (high[], low[]) and computes the
+    /// Fisher Transform from the high-low price range midpoint normalized over a rolling window.
+    /// QuanTAlib Fisher uses a single price series with EMA-based normalization via alpha parameter.
+    /// Direct numeric equality is not asserted; both must produce finite output on the same data.
+    /// </summary>
+    [Fact]
+    public void Fisher_Tulip_StructuralVariant_BothFinite()
+    {
+        const int period = 10;
+        double[] highData = _testData.HighPrices.ToArray();
+        double[] lowData = _testData.LowPrices.ToArray();
+
+        // Tulip fisher — uses high/low range normalization
+        var tulipIndicator = Tulip.Indicators.fisher;
+        double[][] inputs = { highData, lowData };
+        double[] options = { period };
+        int lookback = tulipIndicator.Start(options);
+        double[][] outputs = { new double[highData.Length - lookback], new double[highData.Length - lookback] };
+        tulipIndicator.Run(inputs, options, outputs);
+        double[] tResult = outputs[0];
+
+        // QuanTAlib Fisher — single price series (close)
+        var fisher = new Fisher(TestPeriod);
+        foreach (var item in _testData.Data) { fisher.Update(item); }
+
+        // Structural: Tulip must produce finite output
+        Assert.True(tResult.Length > 0, "Tulip fisher must produce output");
+        foreach (double v in tResult)
+        {
+            Assert.True(double.IsFinite(v), $"Tulip fisher produced non-finite value: {v}");
+        }
+
+        // QuanTAlib must also be hot and finite
+        Assert.True(fisher.IsHot, "QuanTAlib Fisher must be hot after sufficient bars");
+        Assert.True(double.IsFinite(fisher.Last.Value), "QuanTAlib Fisher last value must be finite");
+    }
+
+    [Fact]
+    [SkipLocalsInit]
+    public void Validate_Event_Matches_Streaming()
+    {
+        // Streaming
+        var streamFisher = new Fisher(TestPeriod);
+        var streamResults = new double[_testData.Data.Count];
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            streamResults[i] = streamFisher.Update(_testData.Data[i]).Value;
+        }
+
+        // Event-based
+        var eventSource = new TSeries();
+        var eventFisher = new Fisher(eventSource, TestPeriod);
+        var eventResults = new double[_testData.Data.Count];
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            eventSource.Add(_testData.Data[i]);
+            eventResults[i] = eventFisher.Last.Value;
+        }
+
+        for (int i = 0; i < _testData.Data.Count; i++)
+        {
+            Assert.Equal(streamResults[i], eventResults[i], 12);
+        }
+
+        _output.WriteLine("Fisher event-based matches streaming.");
+    }
+
+    #endregion
+
+    #region Ooples Validation
+
+    /// <summary>
+    /// Structural validation against Ooples <c>CalculateEhlersFisherTransform</c>.
+    /// Ooples uses the Ehlers variant: HL2 (high-low midpoint) normalized over rolling period,
+    /// then arctanh transformed. QuanTAlib Fisher uses a single price series with EMA-based
+    /// normalization via alpha parameter. Input types differ (OHLCV vs close-only); numeric
+    /// equality not asserted. Both must produce finite output on the same underlying data.
+    /// </summary>
+    [Fact]
+    public void Fisher_Ooples_StructuralVariant_BothFinite()
+    {
+        var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Open = (double)q.Open,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Close = (double)q.Close,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateEhlersFisherTransform(length: TestPeriod);
+        var oValues = oResult.OutputValues.Values.First();
+
+        // QuanTAlib Fisher — single price series (close)
+        var fisher = new Fisher(TestPeriod);
+        foreach (var item in _testData.Data) { fisher.Update(item); }
+
+        // Structural: Ooples must produce finite output
+        Assert.True(oValues.Count > 0, "Ooples Fisher must produce output");
+        int finiteCount = 0;
+        for (int i = TestPeriod; i < oValues.Count; i++)
+        {
+            if (double.IsFinite(oValues[i])) { finiteCount++; }
+        }
+
+        Assert.True(finiteCount > 100, $"Expected >100 finite Ooples values, got {finiteCount}");
+        Assert.True(fisher.IsHot, "QuanTAlib Fisher must be hot after sufficient bars");
+        Assert.True(double.IsFinite(fisher.Last.Value), "QuanTAlib Fisher last value must be finite");
+
+        _output.WriteLine($"Fisher Ooples structural: {finiteCount} finite Ooples values, QuanTAlib last={fisher.Last.Value:F6}");
+    }
+
+    #endregion
+
+    #region Skender Cross-Validation
+
+    /// <summary>
+    /// Numeric validation against Skender <c>GetFisherTransform</c>.
+    /// Both use Ehlers 2002 IIR algorithm: <c>Fish = arctanh(Value1) + 0.5 * Fish[1]</c>.
+    /// Skender uses HL2 input with expanding window during warmup.
+    /// QuanTAlib uses same HL2 input via RingBuffer (expanding window when not full).
+    /// Both should converge; tolerance allows warmup-phase divergence.
+    /// </summary>
+    [Fact]
+    public void Validate_Skender_FisherTransform_Numeric()
+    {
+        const int period = 10;
+        var sResult = _testData.SkenderQuotes.GetFisherTransform(period).ToList();
+
+        // Feed HL2 to QuanTAlib (same input as Skender)
+        var quotes = _testData.SkenderQuotes.ToList();
+        var fisher = new Fisher(period);
+        var qtFisher = new double[quotes.Count];
+        var qtSignal = new double[quotes.Count];
+        for (int i = 0; i < quotes.Count; i++)
+        {
+            // Match Skender's HL2 computation: decimal arithmetic then convert
+            double hl2 = (double)((quotes[i].High + quotes[i].Low) / 2m);
+            fisher.Update(new TValue(quotes[i].Date, hl2));
+            qtFisher[i] = fisher.FisherValue;
+            qtSignal[i] = fisher.Signal;
+        }
+
+        // Numeric comparison — skip warmup (first 2*period bars)
+        int startIdx = period * 2;
+        int validCount = 0;
+        for (int i = startIdx; i < sResult.Count; i++)
+        {
+            if (sResult[i].Fisher is null) { continue; }
+            double sFisher = sResult[i].Fisher!.Value;
+
+            Assert.True(Math.Abs(sFisher - qtFisher[i]) < 1e-9,
+                $"Fisher mismatch at i={i}: Skender={sFisher:F9}, QuanTAlib={qtFisher[i]:F9}");
+            validCount++;
+        }
+
+        Assert.True(validCount > 100, $"Expected >100 valid comparisons, got {validCount}");
+        _output.WriteLine($"Fisher Skender numeric: validated {validCount} points at 1e-9 tolerance.");
+    }
+
+    /// <summary>
+    /// Validates signal line (Trigger = Fish[1]) matches Skender's Trigger output.
+    /// </summary>
+    [Fact]
+    public void Validate_Skender_Signal_Numeric()
+    {
+        const int period = 10;
+        var sResult = _testData.SkenderQuotes.GetFisherTransform(period).ToList();
+
+        // Feed HL2 to QuanTAlib
+        var quotes = _testData.SkenderQuotes.ToList();
+        var fisher = new Fisher(period);
+        var qtSignal = new double[quotes.Count];
+        for (int i = 0; i < quotes.Count; i++)
+        {
+            double hl2 = (double)((quotes[i].High + quotes[i].Low) / 2m);
+            fisher.Update(new TValue(quotes[i].Date, hl2));
+            qtSignal[i] = fisher.Signal;
+        }
+
+        // Signal comparison — skip warmup
+        int startIdx = period * 2;
+        int validCount = 0;
+        for (int i = startIdx; i < sResult.Count; i++)
+        {
+            if (sResult[i].Trigger is null) { continue; }
+            double sTrigger = sResult[i].Trigger!.Value;
+
+            Assert.True(Math.Abs(sTrigger - qtSignal[i]) < 1e-9,
+                $"Signal mismatch at i={i}: Skender={sTrigger:F9}, QuanTAlib={qtSignal[i]:F9}");
+            validCount++;
+        }
+
+        Assert.True(validCount > 100, $"Expected >100 valid signal comparisons, got {validCount}");
+        _output.WriteLine($"Fisher Signal Skender numeric: validated {validCount} points at 1e-9 tolerance.");
+    }
+
+    /// <summary>
+    /// Structural validation: both Skender and QuanTAlib produce finite output.
+    /// </summary>
+    [Fact]
+    public void Validate_Skender_FisherTransform_Structural()
+    {
+        var sResult = _testData.SkenderQuotes.GetFisherTransform(TestPeriod).ToList();
+
+        var fisher = new Fisher(TestPeriod);
+        foreach (var item in _testData.Data) { fisher.Update(item); }
+
+        int finiteCount = sResult.Count(r => r.Fisher is not null && double.IsFinite(r.Fisher.Value));
+        Assert.True(finiteCount > 100, $"Skender should produce >100 finite Fisher values, got {finiteCount}");
+        Assert.True(fisher.IsHot, "QuanTAlib Fisher must be hot");
+        Assert.True(double.IsFinite(fisher.Last.Value), "QuanTAlib Fisher last must be finite");
+
+        _output.WriteLine($"Fisher Skender structural: {finiteCount} finite Skender values, " +
+                          $"QuanTAlib last={fisher.Last.Value:F6}, Skender last={sResult[^1].Fisher:F6}");
+    }
+
+    #endregion
+}