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/trends_IIR/htit/tests/Htit.Quantower.Tests.cs

@@ -0,0 +1,40 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Quantower.Tests;
+
+public class HtitIndicatorTests
+{
+    [Fact]
+    public void Indicator_Initializes_Correctly()
+    {
+        var indicator = new HtitIndicator();
+        indicator.Initialize();
+        Assert.Equal("HTIT - Ehlers Hilbert Transform Instantaneous Trend", indicator.Name);
+        Assert.StartsWith("HTIT", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("Close", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Equal(0, HtitIndicator.MinHistoryDepths);
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void Indicator_Updates_Correctly()
+    {
+        var indicator = new HtitIndicator();
+        indicator.Initialize();
+
+        // Warmup
+        for (int i = 0; i < 100; i++)
+        {
+            var time = DateTime.UtcNow.AddMinutes(i);
+            indicator.HistoricalData.AddBar(time, 100 + i, 100 + i, 100 + i, 100 + i);
+
+            var args = new UpdateArgs(UpdateReason.NewBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Check if value is set (should be non-zero after warmup)
+        var result = indicator.LinesSeries[0].GetValue();
+        Assert.NotEqual(0, result);
+        Assert.False(double.IsNaN(result));
+    }
+}

lib/trends_IIR/htit/tests/Htit.Tests.cs

@@ -0,0 +1,195 @@
+
+namespace QuanTAlib.Tests;
+
+public class HtitTests
+{
+    private readonly GBM _gbm;
+
+    public HtitTests()
+    {
+        _gbm = new GBM();
+    }
+
+    [Fact]
+    public void IsHot_BecomesTrue_AfterWarmup()
+    {
+        var htit = new Htit();
+        for (int i = 0; i < 12; i++)
+        {
+            Assert.False(htit.IsHot);
+            htit.Update(new TValue(DateTime.UtcNow.Ticks, 100.0));
+        }
+        Assert.True(htit.IsHot);
+    }
+
+    [Fact]
+    public void Update_Matches_Calculate()
+    {
+        var htit = new Htit();
+        var data = _gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close;
+        var series = data;
+
+        var resultSeries = htit.Update(series);
+
+        // Reset and calculate streaming
+        htit.Reset();
+        var streamingResults = new List<double>();
+        foreach (var item in data)
+        {
+            streamingResults.Add(htit.Update(item).Value);
+        }
+
+        for (int i = 0; i < resultSeries.Count; i++)
+        {
+            Assert.Equal(resultSeries.Values[i], streamingResults[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Calculate_Span_Matches_Update()
+    {
+        var htit = new Htit();
+        var data = _gbm.Fetch(100, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1)).Close;
+        var series = data;
+
+        var resultSeries = htit.Update(series);
+
+        var spanInput = data.Values.ToArray();
+        var spanOutput = new double[spanInput.Length];
+
+        Htit.Batch(spanInput, spanOutput);
+
+        for (int i = 0; i < resultSeries.Count; i++)
+        {
+            Assert.Equal(resultSeries.Values[i], spanOutput[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Handles_NaN()
+    {
+        var htit = new Htit();
+        htit.Update(new TValue(DateTime.UtcNow.Ticks, 100.0));
+        htit.Update(new TValue(DateTime.UtcNow.Ticks, double.NaN));
+
+        Assert.Equal(100.0, htit.Last.Value);
+    }
+
+    [Fact]
+    public void Htit_Calc_IsNew_AcceptsParameter()
+    {
+        var htit = new Htit();
+        htit.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
+        Assert.Equal(100, htit.Last.Value);
+    }
+
+    [Fact]
+    public void Htit_Reset_ClearsState()
+    {
+        var htit = new Htit();
+        htit.Update(new TValue(DateTime.UtcNow, 100));
+        htit.Update(new TValue(DateTime.UtcNow, 110));
+
+        htit.Reset();
+
+        Assert.True(double.IsNaN(htit.Last.Value));
+        Assert.False(htit.IsHot);
+    }
+
+    [Fact]
+    public void Htit_IterativeCorrections_RestoreToOriginalState()
+    {
+        var htit = new Htit();
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
+
+        // Feed 20 new values (needs > 12 for warmup)
+        TValue lastInput = default;
+        for (int i = 0; i < 20; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            lastInput = new TValue(bar.Time, bar.Close);
+            htit.Update(lastInput, isNew: true);
+        }
+
+        // Remember state after 20 values
+        double valueAfterTwenty = htit.Last.Value;
+
+        // Generate 9 corrections with isNew=false (different values)
+        for (int i = 0; i < 9; i++)
+        {
+            var bar = gbm.Next(isNew: false);
+            htit.Update(new TValue(bar.Time, bar.Close), isNew: false);
+        }
+
+        // Feed the remembered 20th input again with isNew=false
+        TValue finalValue = htit.Update(lastInput, isNew: false);
+
+        // Should match the original state after 20 values
+        Assert.Equal(valueAfterTwenty, finalValue.Value, 1e-9);
+    }
+
+    [Fact]
+    public void Htit_SpanCalc_ValidatesInput()
+    {
+        double[] source = [1, 2, 3, 4, 5];
+        double[] wrongSizeOutput = new double[3];
+
+        Assert.Throws<ArgumentException>(() => Htit.Batch(source.AsSpan(), wrongSizeOutput.AsSpan()));
+    }
+
+    [Fact]
+    public void Htit_SpanCalc_HandlesNaN()
+    {
+        double[] source = [100, 110, double.NaN, 120, 130];
+        double[] output = new double[5];
+
+        Htit.Batch(source.AsSpan(), output.AsSpan());
+
+        foreach (var val in output)
+        {
+            Assert.True(double.IsFinite(val));
+        }
+    }
+
+    [Fact]
+    public void Htit_AllModes_ProduceSameResult()
+    {
+        // Arrange
+        var gbm = new GBM(startPrice: 100, mu: 0.05, sigma: 0.2, seed: 123);
+        var bars = gbm.Fetch(1000, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
+        var series = bars.Close;
+
+        // 1. Batch Mode
+        var batchSeries = Htit.Batch(series);
+        double expected = batchSeries.Last.Value;
+
+        // 2. Span Mode
+        var tValues = series.Values.ToArray();
+        var spanInput = new ReadOnlySpan<double>(tValues);
+        var spanOutput = new double[tValues.Length];
+        Htit.Batch(spanInput, spanOutput);
+        double spanResult = spanOutput[^1];
+
+        // 3. Streaming Mode
+        var streamingInd = new Htit();
+        for (int i = 0; i < series.Count; i++)
+        {
+            streamingInd.Update(series[i]);
+        }
+        double streamingResult = streamingInd.Last.Value;
+
+        // 4. Eventing Mode
+        var pubSource = new TSeries();
+        var eventingInd = new Htit(pubSource);
+        for (int i = 0; i < series.Count; i++)
+        {
+            pubSource.Add(series[i]);
+        }
+        double eventingResult = eventingInd.Last.Value;
+
+        // Assert
+        Assert.Equal(expected, spanResult, precision: 9);
+        Assert.Equal(expected, streamingResult, precision: 9);
+        Assert.Equal(expected, eventingResult, precision: 9);
+    }
+}

lib/trends_IIR/htit/tests/Htit.Validation.Tests.cs

@@ -0,0 +1,166 @@
+using Skender.Stock.Indicators;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using TALib;
+
+namespace QuanTAlib.Tests;
+
+public sealed class HtitValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+    private bool _disposed;
+
+    public HtitValidationTests()
+    {
+        _data = new ValidationTestData(10000);
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed)
+        {
+            return;
+        }
+
+        _disposed = true;
+
+        if (disposing)
+        {
+            _data?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Validate_TaLib()
+    {
+        // Calculate TA-Lib HTIT
+        var input = _data.RawData.Span;
+        var output = new double[input.Length];
+        var retCode = TALib.Functions.HtTrendline(input, 0..^0, output, out var outRange);
+
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        // Calculate QuanTAlib HTIT
+        var htit = new Htit();
+        var quantalibResults = htit.Update(_data.Data);
+
+        // Compare results
+        // TA-Lib HT_TRENDLINE has a lookback of 63
+        for (int i = quantalibResults.Count - 100; i < quantalibResults.Count; i++)
+        {
+            if (i >= outRange.Start.Value)
+            {
+                double talibValue = output[i - outRange.Start.Value];
+                double quantalibValue = quantalibResults.Values[i];
+                double diff = Math.Abs(talibValue - quantalibValue);
+                double relError = talibValue == 0.0 ? diff : diff / Math.Abs(talibValue);
+                Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
+            }
+        }
+    }
+
+    [Fact]
+    public void Validate_Skender_Batch()
+    {
+        // Calculate Skender HTIT
+        var skenderResults = _data.SkenderQuotes.GetHtTrendline().ToList();
+
+        // Calculate QuanTAlib HTIT
+        var htit = new Htit();
+        var series = _data.Data;
+        var quantalibResults = htit.Update(series);
+
+        // Compare results
+        // Skip warmup period (Skender needs 100 periods for convergence, but we can check after 50)
+        for (int i = quantalibResults.Count - 100; i < quantalibResults.Count; i++)
+        {
+            double skenderValue = skenderResults[i].Trendline ?? double.NaN;
+            double quantalibValue = quantalibResults.Values[i];
+
+            if (!double.IsNaN(skenderValue))
+            {
+                // Skender implementation differs slightly (~0.32%) from TA-Lib/QuanTAlib.
+                // QuanTAlib matches TA-Lib (reference) with 1e-6 precision.
+                // The divergence in Skender is likely due to implementation details or smoothing differences.
+                double diff = Math.Abs(skenderValue - quantalibValue);
+                double relError = diff / skenderValue;
+                Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
+            }
+        }
+    }
+
+    [Fact]
+    public void Validate_Skender_Streaming()
+    {
+        // Calculate Skender HTIT
+        var skenderResults = _data.SkenderQuotes.GetHtTrendline().ToList();
+
+        // Calculate QuanTAlib HTIT Streaming
+        var htit = new Htit();
+        var streamingResults = new List<double>();
+
+        foreach (var item in _data.Data)
+        {
+            streamingResults.Add(htit.Update(item).Value);
+        }
+
+        // Compare results
+        for (int i = streamingResults.Count - 100; i < streamingResults.Count; i++)
+        {
+            double skenderValue = skenderResults[i].Trendline ?? double.NaN;
+            double quantalibValue = streamingResults[i];
+
+            if (!double.IsNaN(skenderValue))
+            {
+                // Skender implementation differs slightly (~0.32%) from TA-Lib/QuanTAlib
+                double diff = Math.Abs(skenderValue - quantalibValue);
+                double relError = diff / skenderValue;
+                Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
+            }
+        }
+    }
+
+    [Fact]
+    public void Validate_Ooples()
+    {
+        // Prepare data for Ooples
+        var ooplesData = _data.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();
+
+        // Calculate Ooples HTIT
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateEhlersInstantaneousTrendlineV1();
+        var oValues = oResult.OutputValues["Eit"];
+
+        // Calculate QuanTAlib HTIT
+        var htit = new Htit();
+        var quantalibResults = htit.Update(_data.Data);
+
+        // Compare results
+        // Ooples might have different warmup or calculation details
+        // We'll check for correlation or close values after warmup
+        for (int i = quantalibResults.Count - 100; i < quantalibResults.Count; i++)
+        {
+            double ooplesValue = oValues[i];
+            double quantalibValue = quantalibResults.Values[i];
+
+            // Ooples V1 differs slightly (~0.25%) from TA-Lib/QuanTAlib.
+            // QuanTAlib matches TA-Lib (reference) with 1e-6 precision.
+            double diff = Math.Abs(ooplesValue - quantalibValue);
+            double relError = diff / ooplesValue;
+            Assert.True(relError < ValidationHelper.RelativeTolerance, $"Relative error {relError} too high at index {i}");
+        }
+    }
+}