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/volume/pvi/tests/Pvi.Quantower.Tests.cs

@@ -0,0 +1,187 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class PviIndicatorTests
+{
+    [Fact]
+    public void PviIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new PviIndicator();
+
+        Assert.Equal("PVI - Positive Volume Index", indicator.Name);
+        Assert.Equal(100, indicator.StartValue);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(2, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PviIndicator_ShortName_ReflectsStartValue()
+    {
+        var indicator = new PviIndicator { StartValue = 1000 };
+        Assert.Equal("PVI(1000)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void PviIndicator_MinHistoryDepths_EqualsTwo()
+    {
+        var indicator = new PviIndicator();
+
+        Assert.Equal(2, indicator.MinHistoryDepths);
+        Assert.Equal(2, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void PviIndicator_Initialize_CreatesInternalPvi()
+    {
+        var indicator = new PviIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void PviIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            // Volume increasing pattern to trigger PVI changes
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + (i * 1000));
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+    }
+
+    [Fact]
+    public void PviIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Add new bar with higher volume to trigger PVI update
+        indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 150000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void PviIndicator_Value_IsPositive()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 50; i++)
+        {
+            // Create varying price and volume patterns
+            double open = 100 + i;
+            double high = open + 10 + (i % 5);
+            double low = open - 5;
+            double close = (i % 2 == 0) ? high - 1 : low + 1;
+            // Alternate volume up/down to trigger PVI updates
+            double volume = (i % 2 == 0) ? 100000 + (i * 1000) : 100000 - (i * 1000);
+
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val > 0, $"PVI value {val} should be positive");
+    }
+
+    [Fact]
+    public void PviIndicator_CustomStartValue_AffectsResult()
+    {
+        var indicator1 = new PviIndicator { StartValue = 100 };
+        var indicator2 = new PviIndicator { StartValue = 1000 };
+
+        indicator1.Initialize();
+        indicator2.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 20; i++)
+        {
+            indicator1.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + (i * 2000));
+            indicator2.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + (i * 2000));
+
+            indicator1.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+            indicator2.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val1 = indicator1.LinesSeries[0].GetValue(0);
+        double val2 = indicator2.LinesSeries[0].GetValue(0);
+
+        // Ratio should be approximately 10:1
+        Assert.Equal(10.0, val2 / val1, 1);
+    }
+
+    [Fact]
+    public void PviIndicator_VolumeDecrease_PviUnchanged()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // First bar
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 102, 100000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        double firstVal = indicator.LinesSeries[0].GetValue(0);
+
+        // Second bar with lower volume - PVI should not change
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 102, 110, 100, 108, 80000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double secondVal = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.Equal(firstVal, secondVal);
+    }
+
+    [Fact]
+    public void PviIndicator_VolumeIncrease_PviUpdates()
+    {
+        var indicator = new PviIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+
+        // First bar
+        indicator.HistoricalData.AddBar(now, 100, 105, 95, 100, 100000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        double firstVal = indicator.LinesSeries[0].GetValue(0);
+
+        // Second bar with higher volume and higher close - PVI should increase
+        indicator.HistoricalData.AddBar(now.AddMinutes(1), 100, 110, 98, 108, 150000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        double secondVal = indicator.LinesSeries[0].GetValue(0);
+
+        Assert.True(secondVal > firstVal, $"PVI should increase when volume increases and price rises: {secondVal} vs {firstVal}");
+    }
+}

lib/volume/pvi/tests/Pvi.Tests.cs

@@ -0,0 +1,429 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public class PviTests
+{
+    private const double DefaultStartValue = 100.0;
+
+    [Fact]
+    public void Constructor_DefaultParameters_CreatesValidIndicator()
+    {
+        var pvi = new Pvi();
+        Assert.Equal($"Pvi({DefaultStartValue})", pvi.Name);
+        Assert.Equal(2, pvi.WarmupPeriod);
+        Assert.False(pvi.IsHot);
+    }
+
+    [Fact]
+    public void Constructor_CustomParameters_CreatesValidIndicator()
+    {
+        var pvi = new Pvi(startValue: 1000);
+        Assert.Equal("Pvi(1000)", pvi.Name);
+        Assert.Equal(2, pvi.WarmupPeriod);
+    }
+
+    [Fact]
+    public void Constructor_InvalidStartValue_ThrowsArgumentException()
+    {
+        Assert.Throws<ArgumentException>(() => new Pvi(startValue: 0));
+        Assert.Throws<ArgumentException>(() => new Pvi(startValue: -100));
+    }
+
+    [Fact]
+    public void Update_WithTBar_ReturnsValidValue()
+    {
+        var pvi = new Pvi();
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result = pvi.Update(bar);
+        Assert.True(double.IsFinite(result.Value));
+        Assert.Equal(DefaultStartValue, result.Value); // First bar stays at start value
+    }
+
+    [Fact]
+    public void Update_WithTValue_ReturnsCurrentValue()
+    {
+        var pvi = new Pvi();
+        var value = new TValue(DateTime.UtcNow, 100);
+        var result = pvi.Update(value);
+        // PVI without volume data returns current PVI value
+        Assert.Equal(DefaultStartValue, result.Value);
+    }
+
+    [Fact]
+    public void Update_VolumeIncreases_UpdatesPvi()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        // First bar - establishes baseline
+        pvi.Update(new TBar(time, 100, 105, 95, 100, 100000));
+
+        // Second bar with higher volume and higher close - PVI should increase
+        var result = pvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 150000));
+
+        Assert.True(result.Value > DefaultStartValue, $"PVI should increase when volume increases and price rises, was {result.Value}");
+    }
+
+    [Fact]
+    public void Update_VolumeDecreases_PviUnchanged()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        // First bar - establishes baseline
+        pvi.Update(new TBar(time, 100, 105, 95, 100, 100000));
+        var firstPvi = pvi.Last.Value;
+
+        // Second bar with lower volume - PVI should stay the same
+        var result = pvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 80000));
+
+        Assert.Equal(firstPvi, result.Value);
+    }
+
+    [Fact]
+    public void Update_VolumeEqual_PviUnchanged()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        // First bar
+        pvi.Update(new TBar(time, 100, 105, 95, 100, 100000));
+        var firstPvi = pvi.Last.Value;
+
+        // Second bar with equal volume
+        var result = pvi.Update(new TBar(time.AddMinutes(1), 100, 108, 98, 105, 100000));
+
+        Assert.Equal(firstPvi, result.Value);
+    }
+
+    [Fact]
+    public void Update_ConsistentHighVolumeBullish_PviIncreases()
+    {
+        var pvi = new Pvi(startValue: 1000);
+        var time = DateTime.UtcNow;
+
+        // Build up with consistently higher volume and rising prices
+        double volume = 100000;
+        double price = 100;
+
+        for (int i = 0; i < 20; i++)
+        {
+            pvi.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, volume));
+            volume *= 1.05; // Volume increasing each day
+            price *= 1.02;  // Price increasing each day
+        }
+
+        Assert.True(pvi.Last.Value > 1000, $"PVI should be above start value after consistent bullish high-volume days, was {pvi.Last.Value}");
+    }
+
+    [Fact]
+    public void Update_ConsistentHighVolumeBearish_PviDecreases()
+    {
+        var pvi = new Pvi(startValue: 1000);
+        var time = DateTime.UtcNow;
+
+        // Build up with consistently higher volume and falling prices
+        double volume = 100000;
+        double price = 100;
+
+        for (int i = 0; i < 20; i++)
+        {
+            pvi.Update(new TBar(time.AddMinutes(i), price, price + 2, price - 1, price, volume));
+            volume *= 1.05; // Volume increasing each day
+            price *= 0.98;  // Price decreasing each day
+        }
+
+        Assert.True(pvi.Last.Value < 1000, $"PVI should be below start value after consistent bearish high-volume days, was {pvi.Last.Value}");
+    }
+
+    [Fact]
+    public void Update_IsNewTrue_AdvancesState()
+    {
+        var pvi = new Pvi();
+        var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result1 = pvi.Update(bar1, isNew: true);
+
+        var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 1200000);
+        var result2 = pvi.Update(bar2, isNew: true);
+
+        Assert.NotEqual(result1.Time, result2.Time);
+    }
+
+    [Fact]
+    public void Update_IsNewFalse_UpdatesCurrentBar()
+    {
+        var pvi = new Pvi();
+        var gbm = new GBM(seed: 42);
+
+        // Build up history
+        for (int i = 0; i < 20; i++)
+        {
+            pvi.Update(gbm.Next(), isNew: true);
+        }
+
+        // Get a new bar
+        var bar1 = gbm.Next();
+        var result1 = pvi.Update(bar1, isNew: true);
+
+        // Create a correction with different volume (higher to trigger PVI change)
+        var bar2 = new TBar(bar1.Time, bar1.Open, bar1.High, bar1.Low, bar1.Close * 1.1, bar1.Volume * 1.5);
+        var result2 = pvi.Update(bar2, isNew: false);
+
+        Assert.Equal(result1.Time, result2.Time);
+        // Values may or may not differ depending on volume comparison
+        Assert.True(double.IsFinite(result2.Value));
+    }
+
+    [Fact]
+    public void Update_IterativeCorrections_RestoresState()
+    {
+        var pvi = new Pvi();
+        var gbm = new GBM(seed: 123);
+
+        // Build up history
+        for (int i = 0; i < 20; i++)
+        {
+            pvi.Update(gbm.Next(), isNew: true);
+        }
+
+        _ = pvi.Last.Value; // Capture state before new bar
+
+        // New bar
+        var originalBar = gbm.Next();
+        pvi.Update(originalBar, isNew: true);
+
+        // Correction with same values should restore similar state
+        var correctionBar = originalBar;
+        var correctedResult = pvi.Update(correctionBar, isNew: false);
+
+        Assert.True(double.IsFinite(correctedResult.Value));
+    }
+
+    [Fact]
+    public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        Assert.False(pvi.IsHot);
+
+        pvi.Update(new TBar(time, 100, 110, 90, 105, 100000), isNew: true);
+        Assert.False(pvi.IsHot);
+
+        pvi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 120000), isNew: true);
+        Assert.True(pvi.IsHot);
+    }
+
+    [Fact]
+    public void Update_WithNaN_UsesLastValidValue()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        // Process some valid bars first
+        for (int i = 0; i < 10; i++)
+        {
+            pvi.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 102, 100000 + i * 1000));
+        }
+
+        // Process bar with NaN volume
+        var nanBar = new TBar(time.AddMinutes(10), 105, 110, 100, 108, double.NaN);
+        var result = pvi.Update(nanBar);
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_ZeroVolume_HandlesGracefully()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        pvi.Update(new TBar(time, 100, 110, 90, 105, 100000));
+        var result = pvi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 0));
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var pvi = new Pvi();
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            pvi.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000 + i * 5000), isNew: true);
+        }
+
+        Assert.True(pvi.IsHot);
+        Assert.True(double.IsFinite(pvi.Last.Value));
+
+        pvi.Reset();
+
+        Assert.False(pvi.IsHot);
+        Assert.Equal(default, pvi.Last);
+    }
+
+    [Fact]
+    public void BatchCalculate_MatchesStreaming()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        // Streaming
+        var pvi = new Pvi();
+        var streamingValues = new List<double>();
+        foreach (var bar in bars)
+        {
+            streamingValues.Add(pvi.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Pvi.Batch(bars);
+
+        Assert.Equal(bars.Count, batchResult.Count);
+        for (int i = 0; i < bars.Count; i++)
+        {
+            Assert.Equal(streamingValues[i], batchResult[i].Value, 10);
+        }
+    }
+
+    [Fact]
+    public void SpanCalculate_MatchesStreaming()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        // Streaming
+        var pvi = new Pvi();
+        var streamingValues = new List<double>();
+        foreach (var bar in bars)
+        {
+            streamingValues.Add(pvi.Update(bar).Value);
+        }
+
+        // Span
+        var close = bars.Close.Values.ToArray();
+        var volume = bars.Volume.Values.ToArray();
+        var output = new double[bars.Count];
+
+        Pvi.Batch(close, volume, output);
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            Assert.Equal(streamingValues[i], output[i], 10);
+        }
+    }
+
+    [Fact]
+    public void SpanCalculate_InvalidLengths_ThrowsArgumentException()
+    {
+        var close = new double[100];
+        var volume = new double[99]; // Different length
+        var output = new double[100];
+
+        Assert.Throws<ArgumentException>(() => Pvi.Batch(close, volume, output));
+    }
+
+    [Fact]
+    public void SpanCalculate_InvalidStartValue_ThrowsArgumentException()
+    {
+        var close = new double[100];
+        var volume = new double[100];
+        var output = new double[100];
+
+        Assert.Throws<ArgumentException>(() => Pvi.Batch(close, volume, output, startValue: 0));
+    }
+
+    [Fact]
+    public void SpanCalculate_EmptyInput_HandlesGracefully()
+    {
+        var close = Array.Empty<double>();
+        var volume = Array.Empty<double>();
+        var output = Array.Empty<double>();
+
+        Pvi.Batch(close, volume, output);
+
+        Assert.Empty(output);
+    }
+
+    [Fact]
+    public void Event_PubFiresOnUpdate()
+    {
+        var pvi = new Pvi();
+        TValue? receivedValue = null;
+        bool receivedIsNew = false;
+
+        pvi.Pub += (object? sender, in TValueEventArgs args) =>
+        {
+            receivedValue = args.Value;
+            receivedIsNew = args.IsNew;
+        };
+
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        pvi.Update(bar, isNew: true);
+
+        Assert.NotNull(receivedValue);
+        Assert.True(receivedIsNew);
+    }
+
+    [Fact]
+    public void CustomStartValue_AffectsResults()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 50; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        var pvi100 = new Pvi(startValue: 100);
+        var pvi1000 = new Pvi(startValue: 1000);
+
+        foreach (var bar in bars)
+        {
+            pvi100.Update(bar);
+            pvi1000.Update(bar);
+        }
+
+        // Different start values should produce different final values
+        Assert.NotEqual(pvi100.Last.Value, pvi1000.Last.Value);
+        // The ratio should be approximately 10:1 (same proportional changes)
+        Assert.Equal(10.0, pvi1000.Last.Value / pvi100.Last.Value, 1);
+    }
+
+    [Fact]
+    public void LargeDataset_HandlesWithoutError()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 10000; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        var pvi = new Pvi();
+        foreach (var bar in bars)
+        {
+            var result = pvi.Update(bar);
+            Assert.True(double.IsFinite(result.Value));
+            Assert.True(result.Value > 0);
+        }
+
+        Assert.True(pvi.IsHot);
+    }
+}

lib/volume/pvi/tests/Pvi.Validation.Tests.cs

@@ -0,0 +1,263 @@
+using Xunit.Abstractions;
+
+namespace QuanTAlib.Tests;
+
+/// <summary>
+/// Positive Volume Index validation tests.
+/// Cross-validated against: Tulip (pvi).
+/// Skender, TA-Lib, and Ooples do not have PVI implementations.
+/// Note: Tulip PVI starts at 0, QuanTAlib starts at a configurable value (default 100).
+/// Validation compares with matching start value of 0.
+/// </summary>
+public sealed class PviValidationTests : IDisposable
+{
+    private readonly ValidationTestData _data;
+    private readonly ITestOutputHelper _output;
+    private const double DefaultStartValue = 100.0;
+
+    public PviValidationTests(ITestOutputHelper output)
+    {
+        _data = new ValidationTestData();
+        _output = output;
+    }
+
+    public void Dispose() { /* nothing to dispose */ }
+
+    #region Tulip Cross Validation Tests
+
+    [Fact]
+    public void Validate_Tulip_PVI()
+    {
+        // Tulip pvi: inputs={close, volume}, options={}, outputs={pvi}
+        var close = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+
+        var tulipIndicator = Tulip.Indicators.pvi;
+        double[][] inputs = { close, volume };
+        double[] options = Array.Empty<double>();
+        double[][] outputs = { new double[close.Length] };
+
+        tulipIndicator.Run(inputs, options, outputs);
+        double[] tResult = outputs[0];
+        int lookback = tulipIndicator.Start(options);
+
+        // QuanTAlib PVI — starts at 100 (Tulip starts at different value)
+        // Compare bar-over-bar percentage changes since absolute values differ
+        var pvi = new Pvi(DefaultStartValue);
+        var qValues = new double[_data.Bars.Count];
+        int idx = 0;
+        foreach (var bar in _data.Bars)
+        {
+            qValues[idx++] = pvi.Update(bar).Value;
+        }
+
+        _output.WriteLine($"Tulip PVI lookback: {lookback}, output length: {tResult.Length}");
+        _output.WriteLine($"Tulip first 5: {string.Join(", ", tResult.Take(5).Select(v => v.ToString("F4", System.Globalization.CultureInfo.InvariantCulture)))}");
+        _output.WriteLine($"QuanTAlib first 5: {string.Join(", ", qValues.Take(5).Select(v => v.ToString("F4", System.Globalization.CultureInfo.InvariantCulture)))}");
+
+        // Compare bar-over-bar percentage changes
+        int compared = 0;
+        int startIdx = lookback + 5; // skip warmup
+        for (int i = startIdx; i < qValues.Length - 1 && (i - lookback + 1) < tResult.Length; i++)
+        {
+            int ti = i - lookback;
+            double qPrev = qValues[i];
+            double qCurr = qValues[i + 1];
+            double tPrev = tResult[ti];
+            double tCurr = tResult[ti + 1];
+
+            // Skip if previous values are near zero
+            if (Math.Abs(qPrev) < 1e-10 || Math.Abs(tPrev) < 1e-10)
+            {
+                continue;
+            }
+
+            double qPctChange = (qCurr - qPrev) / Math.Abs(qPrev);
+            double tPctChange = (tCurr - tPrev) / Math.Abs(tPrev);
+
+            double diff = Math.Abs(qPctChange - tPctChange);
+
+            Assert.True(diff < 1e-6,
+                $"Bar {i}: QuanTAlib pct={qPctChange:F8}, Tulip pct={tPctChange:F8}, Diff={diff:F8}");
+            compared++;
+        }
+
+        _output.WriteLine($"Tulip PVI: Compared {compared} bar-over-bar percentage changes");
+        Assert.True(compared > 100, $"Should compare at least 100 values, got {compared}");
+    }
+
+    #endregion
+
+    [Fact]
+    public void Pvi_Matches_Skender()
+    {
+        // Skender does not have Positive Volume Index implementation
+        Assert.True(true, "Skender does not have a Positive Volume Index implementation");
+    }
+
+    [Fact]
+    public void Pvi_Matches_Talib()
+    {
+        // TA-Lib does not have PVI/Positive Volume Index
+        Assert.True(true, "TA-Lib does not have a Positive Volume Index implementation");
+    }
+
+    [Fact]
+    public void Pvi_Streaming_Matches_Batch()
+    {
+        // Streaming
+        var pvi = new Pvi(DefaultStartValue);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(pvi.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Pvi.Batch(_data.Bars, DefaultStartValue);
+        var batchValues = batchResult.Values.ToArray();
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Pvi_Span_Matches_Streaming()
+    {
+        // Streaming
+        var pvi = new Pvi(DefaultStartValue);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(pvi.Update(bar).Value);
+        }
+
+        // Span
+        var close = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        var spanOutput = new double[close.Length];
+
+        Pvi.Batch(close, volume, spanOutput, DefaultStartValue);
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Pvi_Different_StartValues_ProduceDifferentResults()
+    {
+        // Test with default start value
+        var pvi1 = new Pvi(100);
+        var values1 = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            values1.Add(pvi1.Update(bar).Value);
+        }
+
+        // Test with different start value
+        var pvi2 = new Pvi(1000);
+        var values2 = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            values2.Add(pvi2.Update(bar).Value);
+        }
+
+        // Values should differ (by factor of 10)
+        bool allEqual = true;
+        for (int i = 0; i < values1.Count; i++)
+        {
+            if (Math.Abs(values1[i] - values2[i]) > 1e-9)
+            {
+                allEqual = false;
+                break;
+            }
+        }
+
+        Assert.False(allEqual, "Different start values should produce different results");
+
+        // Ratio should be approximately 10:1
+        double ratio = values2[^1] / values1[^1];
+        Assert.Equal(10.0, ratio, 1);
+    }
+
+    [Fact]
+    public void Pvi_Values_OnlyChangeOnVolumeIncrease()
+    {
+        var pvi = new Pvi(DefaultStartValue);
+        var results = new List<(double pviValue, double volume, double prevVolume)>();
+
+        double? prevVolume = null;
+        foreach (var bar in _data.Bars)
+        {
+            pvi.Update(bar);
+            if (prevVolume.HasValue)
+            {
+                results.Add((pvi.Last.Value, bar.Volume, prevVolume.Value));
+            }
+            prevVolume = bar.Volume;
+        }
+
+        // Skip first few values (warmup)
+        var stableResults = results.Skip(5).ToList();
+
+        // Verify we have valid data with volume decreases (volume patterns exist)
+        int volumeDecreaseCount = 0;
+        for (int i = 1; i < stableResults.Count; i++)
+        {
+            if (stableResults[i].volume <= stableResults[i].prevVolume)
+            {
+                volumeDecreaseCount++;
+            }
+        }
+
+        // Just verify we have valid data
+        Assert.True(stableResults.Count > 0, "Should have stable PVI results");
+        // Verify some volume decreases occurred (data has volume variation)
+        Assert.True(volumeDecreaseCount >= 0, "Should have processed volume data");
+    }
+
+    [Fact]
+    public void Pvi_ProducesReasonableValues()
+    {
+        var pvi = new Pvi(DefaultStartValue);
+        var values = new List<double>();
+
+        foreach (var bar in _data.Bars)
+        {
+            values.Add(pvi.Update(bar).Value);
+        }
+
+        // PVI should be positive
+        Assert.True(values.All(v => v > 0), "PVI should always be positive");
+
+        // PVI should not have extreme values (within reasonable range)
+        // With typical market data, PVI should stay within a reasonable range of start value
+        Assert.True(values.All(v => v > DefaultStartValue * 0.1 && v < DefaultStartValue * 100),
+            "PVI should be within reasonable range of start value");
+    }
+
+    [Fact]
+    public void Pvi_FormulaVerification()
+    {
+        // Manual verification of PVI formula with known values
+        var pvi = new Pvi(1000);
+        var time = DateTime.UtcNow;
+
+        // Bar 1: baseline (volume = 100000, close = 100)
+        pvi.Update(new TBar(time, 100, 105, 95, 100, 100000));
+        Assert.Equal(1000, pvi.Last.Value); // First bar, stays at start value
+
+        // Bar 2: volume increased (120000 > 100000), close increased (105)
+        // Expected: PVI = 1000 × (105 / 100) = 1050
+        pvi.Update(new TBar(time.AddMinutes(1), 100, 110, 95, 105, 120000));
+        Assert.Equal(1050, pvi.Last.Value, 6);
+
+        // Bar 3: volume decreased (90000 < 120000), close increased (110)
+        // Expected: PVI unchanged = 1050
+        pvi.Update(new TBar(time.AddMinutes(2), 105, 115, 100, 110, 90000));
+        Assert.Equal(1050, pvi.Last.Value, 6);
+
+        // Bar 4: volume increased (150000 > 90000), close decreased (100)
+        // Expected: PVI = 1050 × (100 / 110) = 954.545...
+        pvi.Update(new TBar(time.AddMinutes(3), 110, 112, 98, 100, 150000));
+        Assert.Equal(1050 * (100.0 / 110.0), pvi.Last.Value, 6);
+    }
+}