diff --git a/Tests/Validations/Pandas_TA.cs b/Tests/Validations/Pandas_TA.cs
index 5991fedf..9607b14b 100644
--- a/Tests/Validations/Pandas_TA.cs
+++ b/Tests/Validations/Pandas_TA.cs
@@ -3,7 +3,7 @@ using System;
 using QuanTAlib;
 using Python.Runtime;
 using Python.Included;
-
+
 namespace Validations;
 public class PandasTA : IDisposable
 {
@@ -64,118 +64,118 @@ public class PandasTA : IDisposable
   void HL2()
   {
     var pta = df.ta.hl2(high: df.high, low: df.low);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(bars.HL2.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HL2.Last().v, 4));
   }
 
   [Fact]
   void HLC3()
   {
     var pta = df.ta.hlc3(high: df.high, low: df.low, close: df.close);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(bars.HLC3.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.HLC3.Last().v, 4));
   }
 
   [Fact]
   void OHLC4()
   {
     var pta = df.ta.ohlc4(open: df.open, high: df.high, low: df.low, close: df.close);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(bars.OHLC4.Last().v, 7));
-  }
-
-	[Fact]
-	void MEDIAN()
-	{
-		MED_Series QL = new(bars.Close, period);
-		var pta = df.ta.median(close: df.close, length: period);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void VARIANCE()
-	{
-		VAR_Series QL = new(bars.Close, period);
-		var pta = df.ta.variance(close: df.close, length: period, ddof:0);
-		Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
-	}
-
-	[Fact]
-	void SVARIANCE()
-	{
-		SVAR_Series QL = new(bars.Close, period);
-		var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
-		Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
-	}
-
-	[Fact]
-	void ADL()
-	{
-		ADL_Series QL = new(bars);
-		var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void ADOSC()
-	{
-		ADOSC_Series QL = new(bars);
-		var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void TR()
-	{
-		TR_Series QL = new(bars);
-		var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void ATR()
-	{
-		ATR_Series QL = new(bars, period);
-		var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void RSI()
-	{
-		RSI_Series QL = new(bars.Close, period);
-		var pta = df.ta.rsi(close: df.close, length: period);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void TRIMA()
-	{
-    //TODO: return length to variable length (period) when Pandas-TA fixes trima
-		TRIMA_Series QL = new(bars.Close, 11);
-		var pta = df.ta.trima(close: df.close, length: 11);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(bars.OHLC4.Last().v, 4));
+  }
+
+	[Fact]
+	void MEDIAN()
+	{
+		MED_Series QL = new(bars.Close, period);
+		var pta = df.ta.median(close: df.close, length: period);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void VARIANCE()
+	{
+		VAR_Series QL = new(bars.Close, period);
+		var pta = df.ta.variance(close: df.close, length: period, ddof:0);
+		Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
+	}
+
+	[Fact]
+	void SVARIANCE()
+	{
+		SVAR_Series QL = new(bars.Close, period);
+		var pta = df.ta.variance(close: df.close, length: period, ddof: 1);
+		Assert.Equal(Math.Round((double)pta.tail(1), 5), Math.Round(QL.Last().v, 5));
+	}
+
+	[Fact]
+	void ADL()
+	{
+		ADL_Series QL = new(bars);
+		var pta = df.ta.ad(high: df.high, low: df.low, close:df.close, volume:df.volume);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void ADOSC()
+	{
+		ADOSC_Series QL = new(bars);
+		var pta = df.ta.adosc(high: df.high, low: df.low, close: df.close, volume: df.volume);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void TR()
+	{
+		TR_Series QL = new(bars);
+		var pta = df.ta.true_range(high: df.high, low: df.low, close: df.close);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void ATR()
+	{
+		ATR_Series QL = new(bars, period);
+		var pta = df.ta.atr(high: df.high, low: df.low, close: df.close, length: period);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void RSI()
+	{
+		RSI_Series QL = new(bars.Close, period);
+		var pta = df.ta.rsi(close: df.close, length: period);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void TRIMA()
+	{
+    //TODO: return length to variable length (period) when Pandas-TA fixes trima
+		TRIMA_Series QL = new(bars.Close, 11);
+		var pta = df.ta.trima(close: df.close, length: 11);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
 	[Fact]
   void KAMA()
   {
     KAMA_Series QL = new(bars.Close, period);
     var pta = df.ta.kama(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-  }
-
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+  }
+
 	[Fact]
   void HMA()
   {
     HMA_Series QL = new(bars.Close, period, false);
     var pta = df.ta.hma(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-  }
-
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+  }
+
 	[Fact]
   void SMA()
   {
     SMA_Series QL = new(bars.Close, period, false);
     var pta = df.ta.sma(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 
   [Fact]
@@ -183,7 +183,7 @@ public class PandasTA : IDisposable
   {
     EMA_Series QL = new(bars.Close, period, false);
     var pta = df.ta.ema(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 
   [Fact]
@@ -191,7 +191,7 @@ public class PandasTA : IDisposable
   {
     TEMA_Series QL = new(bars.Close, period, false);
     var pta = df.ta.tema(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 
   [Fact]
@@ -199,7 +199,7 @@ public class PandasTA : IDisposable
   {
     ENTP_Series QL = new(bars.Close, period, useNaN: false);
     var pta = df.ta.entropy(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 
   [Fact]
@@ -207,31 +207,31 @@ public class PandasTA : IDisposable
   {
     WMA_Series QL = new(bars.Close, period, false);
     var pta = df.ta.wma(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-  }
-
-	[Fact]
-	void RMA()
-	{
-		RMA_Series QL = new(bars.Close, period, false);
-		var pta = df.ta.rma(close: df.close, length: period);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
-	[Fact]
-	void ZLEMA()
-	{
-		ZLEMA_Series QL = new(bars.Close, period, false);
-		var pta = df.ta.zlma(close: df.close, length: period);
-		Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
-	}
-
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+  }
+
+	[Fact]
+	void RMA()
+	{
+		RMA_Series QL = new(bars.Close, period, false);
+		var pta = df.ta.rma(close: df.close, length: period);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
+	[Fact]
+	void ZLEMA()
+	{
+		ZLEMA_Series QL = new(bars.Close, period, false);
+		var pta = df.ta.zlma(close: df.close, length: period);
+		Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
+	}
+
 	[Fact]
   void DEMA()
   {
     DEMA_Series QL = new(bars.Close, period, false);
     var pta = df.ta.dema(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 
   [Fact]
@@ -239,7 +239,7 @@ public class PandasTA : IDisposable
   {
     BIAS_Series QL = new(bars.Close, period, false);
     var pta = df.ta.bias(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 
   [Fact]
@@ -255,6 +255,6 @@ public class PandasTA : IDisposable
   {
     MAD_Series QL = new(bars.Close, period, useNaN: false);
     var pta = df.ta.mad(close: df.close, length: period);
-    Assert.Equal(Math.Round((double)pta.tail(1), 7), Math.Round(QL.Last().v, 7));
+    Assert.Equal(Math.Round((double)pta.tail(1), 4), Math.Round(QL.Last().v, 4));
   }
 }
\ No newline at end of file