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/rma/tests/Rma.Quantower.Tests.cs

@@ -0,0 +1,168 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class RmaIndicatorTests
+{
+    [Fact]
+    public void RmaIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new RmaIndicator();
+
+        Assert.Equal(14, indicator.Period);
+        Assert.Equal(SourceType.Close, indicator.Source);
+        Assert.True(indicator.ShowColdValues);
+        Assert.Equal("RMA - Running Moving Average", indicator.Name);
+        Assert.False(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+    }
+
+    [Fact]
+    public void RmaIndicator_MinHistoryDepths_EqualsPeriod()
+    {
+        var indicator = new RmaIndicator { Period = 20 };
+
+        Assert.Equal(0, RmaIndicator.MinHistoryDepths);
+        Assert.Equal(0, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void RmaIndicator_ShortName_IncludesPeriodAndSource()
+    {
+        var indicator = new RmaIndicator { Period = 15 };
+
+        Assert.Contains("RMA", indicator.ShortName, StringComparison.Ordinal);
+        Assert.Contains("15", indicator.ShortName, StringComparison.Ordinal);
+    }
+
+    [Fact]
+    public void RmaIndicator_Initialize_CreatesInternalRma()
+    {
+        var indicator = new RmaIndicator { Period = 10 };
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void RmaIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new RmaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process update
+        var args = new UpdateArgs(UpdateReason.HistoricalBar);
+        indicator.ProcessUpdate(args);
+
+        // Line series should have a value
+        Assert.Equal(1, indicator.LinesSeries[0].Count);
+        Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)));
+    }
+
+    [Fact]
+    public void RmaIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new RmaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 108, 100, 106);
+
+        // Process first update
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        // Line series should have values
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void RmaIndicator_ProcessUpdate_NewTick_ProcessesWithoutError()
+    {
+        var indicator = new RmaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102);
+
+        // Process historical bar first
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        double firstValue = indicator.LinesSeries[0].GetValue(0);
+
+        // Update with new tick (same bar data - simulates intrabar update)
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewTick));
+        double secondValue = indicator.LinesSeries[0].GetValue(0);
+
+        // Both values should be finite
+        Assert.True(double.IsFinite(firstValue));
+        Assert.True(double.IsFinite(secondValue));
+    }
+
+    [Fact]
+    public void RmaIndicator_MultipleUpdates_ProducesCorrectRmaSequence()
+    {
+        var indicator = new RmaIndicator { Period = 3 };
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        double[] closes = { 100, 102, 104, 103, 105, 107, 106 };
+
+        foreach (var close in closes)
+        {
+            indicator.HistoricalData.AddBar(now, close, close + 2, close - 2, close);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            now = now.AddMinutes(1);
+        }
+
+        // All values should be finite
+        for (int i = 0; i < closes.Length; i++)
+        {
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(closes.Length - 1 - i)));
+        }
+
+        // RMA should be smoothing the values
+        // Last RMA value should be between first and last close
+        double lastRma = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(lastRma >= 100 && lastRma <= 110);
+    }
+
+    [Fact]
+    public void RmaIndicator_DifferentSourceTypes_Work()
+    {
+        var sources = new[] { SourceType.Open, SourceType.High, SourceType.Low, SourceType.Close, SourceType.HL2, SourceType.HLC3 };
+
+        foreach (var source in sources)
+        {
+            var indicator = new RmaIndicator { Period = 3, Source = source };
+            indicator.Initialize();
+
+            var now = DateTime.UtcNow;
+            indicator.HistoricalData.AddBar(now, 100, 110, 90, 105);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+            Assert.True(double.IsFinite(indicator.LinesSeries[0].GetValue(0)),
+                $"Source {source} should produce finite value");
+        }
+    }
+
+    [Fact]
+    public void RmaIndicator_Period_CanBeChanged()
+    {
+        var indicator = new RmaIndicator { Period = 5 };
+        Assert.Equal(5, indicator.Period);
+
+        indicator.Period = 20;
+        Assert.Equal(20, indicator.Period);
+        Assert.Equal(0, RmaIndicator.MinHistoryDepths);
+    }
+}

lib/trends_IIR/rma/tests/Rma.Tests.cs

@@ -0,0 +1,214 @@
+namespace QuanTAlib.Tests;
+
+public class RmaTests
+{
+    [Fact]
+    public void Rma_Constructor_Period_ValidatesInput()
+    {
+        Assert.Throws<ArgumentException>(() => new Rma(0));
+        Assert.Throws<ArgumentException>(() => new Rma(-1));
+
+        var rma = new Rma(10);
+        Assert.NotNull(rma);
+    }
+
+    [Fact]
+    public void Rma_Calc_ReturnsValue()
+    {
+        var rma = new Rma(10);
+
+        Assert.Equal(0, rma.Last.Value);
+
+        TValue result = rma.Update(new TValue(DateTime.UtcNow, 100));
+
+        Assert.True(result.Value > 0);
+        Assert.Equal(result.Value, rma.Last.Value);
+    }
+
+    [Fact]
+    public void Rma_Calc_IsNew_AcceptsParameter()
+    {
+        var rma = new Rma(10);
+
+        rma.Update(new TValue(DateTime.UtcNow, 100), isNew: true);
+        double value1 = rma.Last.Value;
+
+        rma.Update(new TValue(DateTime.UtcNow, 105), isNew: true);
+        double value2 = rma.Last.Value;
+
+        // Values should change with new bars
+        Assert.NotEqual(value1, value2);
+    }
+
+    [Fact]
+    public void Rma_Calc_IsNew_False_UpdatesValue()
+    {
+        var rma = new Rma(10);
+
+        rma.Update(new TValue(DateTime.UtcNow, 100));
+        rma.Update(new TValue(DateTime.UtcNow, 110), isNew: true);
+        double beforeUpdate = rma.Last.Value;
+
+        rma.Update(new TValue(DateTime.UtcNow, 120), isNew: false);
+        double afterUpdate = rma.Last.Value;
+
+        // Update should change the value
+        Assert.NotEqual(beforeUpdate, afterUpdate);
+    }
+
+    [Fact]
+    public void Rma_Reset_ClearsState()
+    {
+        var rma = new Rma(10);
+
+        rma.Update(new TValue(DateTime.UtcNow, 100));
+        rma.Update(new TValue(DateTime.UtcNow, 105));
+        double valueBefore = rma.Last.Value;
+
+        rma.Reset();
+
+        Assert.Equal(0, rma.Last.Value);
+
+        // After reset, should accept new values
+        rma.Update(new TValue(DateTime.UtcNow, 50));
+        Assert.NotEqual(0, rma.Last.Value);
+        Assert.NotEqual(valueBefore, rma.Last.Value);
+    }
+
+    [Fact]
+    public void Rma_IsHot_BecomesTrueAt95PercentCoverage()
+    {
+        var rma = new Rma(10);
+
+        // Initially IsHot should be false
+        Assert.False(rma.IsHot);
+
+        // IsHot triggers at 95% coverage (E <= 0.05)
+        // E = (1 - alpha)^N where alpha = 1 / period
+        // For period 10: alpha = 0.1, (1-alpha) = 0.9
+        // N = ln(0.05) / ln(0.9) ≈ 28.4, so ~29 bars
+
+        int steps = 0;
+        while (!rma.IsHot && steps < 1000)
+        {
+            rma.Update(new TValue(DateTime.UtcNow, 100));
+            steps++;
+        }
+
+        Assert.True(rma.IsHot);
+        Assert.True(steps > 0);
+        // For period 10, should become hot around 29 bars
+        Assert.InRange(steps, 28, 30);
+    }
+
+    [Fact]
+    public void Rma_EquivalentToEmaWithAlpha()
+    {
+        const int period = 10;
+        double alpha = 1.0 / period;
+
+        var rma = new Rma(period);
+        var ema = new Ema(alpha);
+
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            var rmaVal = rma.Update(new TValue(bar.Time, bar.Close));
+            var emaVal = ema.Update(new TValue(bar.Time, bar.Close));
+
+            Assert.Equal(emaVal.Value, rmaVal.Value, 1e-10);
+        }
+    }
+
+    [Fact]
+    public void Rma_BatchCalc_MatchesIterativeCalc()
+    {
+        var rmaIterative = new Rma(10);
+        var rmaBatch = new Rma(10);
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1);
+
+        // Generate data
+        var series = new TSeries();
+        var inputList = new List<TValue>();
+        for (int i = 0; i < 100; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            series.Add(bar.Time, bar.Close);
+            inputList.Add(new TValue(bar.Time, bar.Close));
+        }
+
+        // Calculate iteratively
+        var iterativeResults = new TSeries();
+        foreach (var item in inputList)
+        {
+            iterativeResults.Add(rmaIterative.Update(item));
+        }
+
+        // Calculate batch
+        var batchResults = rmaBatch.Update(series);
+
+        // Compare
+        Assert.Equal(series.Count, iterativeResults.Count);
+        Assert.Equal(iterativeResults.Count, batchResults.Count);
+        for (int i = 0; i < inputList.Count; i++)
+        {
+            Assert.Equal(iterativeResults[i].Value, batchResults[i].Value, 1e-10);
+        }
+    }
+
+    [Fact]
+    public void Rma_SpanCalc_MatchesTSeriesCalc()
+    {
+        var series = new TSeries();
+        double[] source = new double[100];
+        double[] output = new double[100];
+
+        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.1, seed: 42);
+        for (int i = 0; i < 100; i++)
+        {
+            var bar = gbm.Next(isNew: true);
+            source[i] = bar.Close;
+            series.Add(bar.Time, bar.Close);
+        }
+
+        // Calculate with TSeries API
+        var tseriesResult = Rma.Batch(series, 10);
+
+        // Calculate with Span API
+        Rma.Batch(source.AsSpan(), output.AsSpan(), 10);
+
+        // Compare results
+        for (int i = 0; i < 100; i++)
+        {
+            Assert.Equal(tseriesResult[i].Value, output[i], 1e-9);
+        }
+    }
+
+    [Fact]
+    public void Rma_NaN_Input_UsesLastValidValue()
+    {
+        var rma = new Rma(10);
+
+        // Feed some valid values
+        rma.Update(new TValue(DateTime.UtcNow, 100));
+        rma.Update(new TValue(DateTime.UtcNow, 110));
+
+        // Feed NaN - should use last valid value (110)
+        var resultAfterNaN = rma.Update(new TValue(DateTime.UtcNow, double.NaN));
+
+        // Result should be finite (not NaN)
+        Assert.True(double.IsFinite(resultAfterNaN.Value));
+    }
+
+    [Fact]
+    public void Chainability_Works()
+    {
+        var source = new TSeries();
+        var rma = new Rma(source, 10);
+
+        source.Add(new TValue(DateTime.UtcNow, 100));
+        Assert.Equal(100, rma.Last.Value, 1e-9);
+    }
+}

lib/trends_IIR/rma/tests/Rma.Validation.Tests.cs

@@ -0,0 +1,96 @@
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using Skender.Stock.Indicators;
+
+namespace QuanTAlib.Tests;
+
+public sealed class RmaValidationTests : IDisposable
+{
+    private readonly ValidationTestData _testData;
+    private bool _disposed;
+
+    public RmaValidationTests()
+    {
+        _testData = new ValidationTestData(count: 10000, seed: 123);
+    }
+
+    public void Dispose()
+    {
+        Dispose(true);
+    }
+
+    private void Dispose(bool disposing)
+    {
+        if (_disposed)
+        {
+            return;
+        }
+
+        _disposed = true;
+
+        if (disposing)
+        {
+            _testData?.Dispose();
+        }
+    }
+
+    [Fact]
+    public void Rma_Matches_Skender_Smma()
+    {
+        // Arrange
+        const int period = 14;
+
+        // QuanTAlib RMA
+        var rma = new Rma(period);
+        var quantalibResults = new TSeries();
+        foreach (var item in _testData.Data)
+        {
+            quantalibResults.Add(rma.Update(item));
+        }
+
+        // Skender SMMA
+        var skenderResults = _testData.SkenderQuotes.GetSmma(period).ToList();
+
+        // Assert
+        // Skip warmup period for comparison
+        // Skender uses SMA initialization, QuanTAlib uses zero-lag compensator
+        // They should converge after some periods
+        int skip = period * 30;
+
+        int itemsToVerify = _testData.Data.Count - skip;
+        ValidationHelper.VerifyData(quantalibResults, skenderResults, (s) => s.Smma, skip: itemsToVerify, tolerance: ValidationHelper.OoplesTolerance);
+    }
+
+    [Fact]
+    public void Validate_Against_Ooples()
+    {
+        // Arrange
+        int period = 14;
+
+        // QuanTAlib RMA
+        var rma = new Rma(period);
+        var qResult = rma.Update(_testData.Data);
+
+        // Ooples WWMA (Welles Wilder Moving Average)
+        var ooplesData = _testData.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Close = (double)q.Close,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Open = (double)q.Open,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateWellesWilderMovingAverage(length: period);
+        var oValues = oResult.OutputValues["Wwma"];
+
+        // Assert
+        // Skip warmup period for comparison
+        int skip = period * 30;
+        int itemsToVerify = _testData.Data.Count - skip;
+
+        ValidationHelper.VerifyData(qResult, oValues, (s) => s, skip: itemsToVerify, tolerance: ValidationHelper.OoplesTolerance);
+    }
+}