diff --git a/lib/core/AbstractBase.cs b/lib/core/AbstractBase.cs
index aeb948c7..e2549323 100644
--- a/lib/core/AbstractBase.cs
+++ b/lib/core/AbstractBase.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 
 namespace QuanTAlib;
diff --git a/lib/core/ringbuffer/RingBuffer.Tests.cs b/lib/core/ringbuffer/RingBuffer.Tests.cs
index 9381a8d3..7e5e9b6c 100644
--- a/lib/core/ringbuffer/RingBuffer.Tests.cs
+++ b/lib/core/ringbuffer/RingBuffer.Tests.cs
@@ -175,8 +175,8 @@ public class RingBufferTests
 
         // Valid indices are 0 and 1 (2 elements)
         // Index 2 should throw ArgumentOutOfRangeException
-        Assert.Throws<ArgumentOutOfRangeException>(() => _ = buffer[(Index)2]);
-        Assert.Throws<ArgumentOutOfRangeException>(() => _ = buffer[(Index)10]);
+        Assert.Throws<ArgumentOutOfRangeException>(() => _ = buffer[2]);
+        Assert.Throws<ArgumentOutOfRangeException>(() => _ = buffer[10]);
     }
 
     [Fact]
@@ -522,7 +522,7 @@ public class RingBufferTests
 
         Assert.Equal(60.0, buffer.Sum);
 
-        buffer[(Index)1] = 25.0; // Change 20.0 to 25.0
+        buffer[1] = 25.0; // Change 20.0 to 25.0
 
         Assert.Equal(65.0, buffer.Sum);
         Assert.Equal(25.0, buffer[1]);
@@ -675,7 +675,7 @@ public class RingBufferTests
         buffer.Add(30.0);
         buffer.Add(40.0); // Wraps - now has 20, 30, 40
 
-        buffer[(Index)0] = 25.0; // Change oldest (20.0) to 25.0
+        buffer[0] = 25.0; // Change oldest (20.0) to 25.0
 
         Assert.Equal(95.0, buffer.Sum); // 25 + 30 + 40
         Assert.Equal(25.0, buffer[0]);
diff --git a/lib/core/ringbuffer/RingBuffer.cs b/lib/core/ringbuffer/RingBuffer.cs
index 256b0941..06479c57 100644
--- a/lib/core/ringbuffer/RingBuffer.cs
+++ b/lib/core/ringbuffer/RingBuffer.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Collections;
 using System.Numerics;
 using System.Runtime.CompilerServices;
diff --git a/lib/core/tbarseries/tbarseries.cs b/lib/core/tbarseries/tbarseries.cs
index 81775671..5b514c7b 100644
--- a/lib/core/tbarseries/tbarseries.cs
+++ b/lib/core/tbarseries/tbarseries.cs
@@ -1,6 +1,4 @@
-using System;
 using System.Collections;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
@@ -279,4 +277,4 @@ public class TBarSeries : IReadOnlyList<TBar>
 
     IEnumerator<TBar> IEnumerable<TBar>.GetEnumerator() => GetEnumerator();
     IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
-}
+}
\ No newline at end of file
diff --git a/lib/core/tseries/ITValuePublisher.cs b/lib/core/tseries/ITValuePublisher.cs
index e1a3d795..b51518c2 100644
--- a/lib/core/tseries/ITValuePublisher.cs
+++ b/lib/core/tseries/ITValuePublisher.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.InteropServices;
 
 namespace QuanTAlib;
diff --git a/lib/core/tseries/tseries.cs b/lib/core/tseries/tseries.cs
index dcc36c9a..2389ed8d 100644
--- a/lib/core/tseries/tseries.cs
+++ b/lib/core/tseries/tseries.cs
@@ -1,6 +1,4 @@
-using System;
 using System.Collections;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/feeds/gbm/ValidationHelper.cs b/lib/feeds/gbm/ValidationHelper.cs
index ad44a007..a3065c0d 100644
--- a/lib/feeds/gbm/ValidationHelper.cs
+++ b/lib/feeds/gbm/ValidationHelper.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using Xunit;
 
diff --git a/lib/feeds/gbm/ValidationTestData.cs b/lib/feeds/gbm/ValidationTestData.cs
index 4433a0d3..28b645dc 100644
--- a/lib/feeds/gbm/ValidationTestData.cs
+++ b/lib/feeds/gbm/ValidationTestData.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using Skender.Stock.Indicators;
 
 namespace QuanTAlib.Tests;
@@ -216,4 +214,4 @@ public sealed class ValidationTestData : IDisposable
         // No unmanaged resources to dispose
         // Implemented for IDisposable pattern compatibility with test fixtures
     }
-}
+}
\ No newline at end of file
diff --git a/lib/momentum/adx/Adx.Quantower.Tests.cs b/lib/momentum/adx/Adx.Quantower.Tests.cs
index f29cddb3..16b7e6d2 100644
--- a/lib/momentum/adx/Adx.Quantower.Tests.cs
+++ b/lib/momentum/adx/Adx.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/adx/Adx.Tests.cs b/lib/momentum/adx/Adx.Tests.cs
index ef387b69..2901b038 100644
--- a/lib/momentum/adx/Adx.Tests.cs
+++ b/lib/momentum/adx/Adx.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/adx/Adx.Validation.Tests.cs b/lib/momentum/adx/Adx.Validation.Tests.cs
index a98b9ea7..c02b2034 100644
--- a/lib/momentum/adx/Adx.Validation.Tests.cs
+++ b/lib/momentum/adx/Adx.Validation.Tests.cs
@@ -1,13 +1,9 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using OoplesFinance.StockIndicators.Enums;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/adx/Adx.cs b/lib/momentum/adx/Adx.cs
index 202e1861..cfb9608f 100644
--- a/lib/momentum/adx/Adx.cs
+++ b/lib/momentum/adx/Adx.cs
@@ -1,5 +1,4 @@
 using System.Runtime.CompilerServices;
-using System.Buffers;
 
 namespace QuanTAlib;
 
@@ -435,4 +434,4 @@ public sealed class Adx : ITValuePublisher
 
         return new TSeries(tList, [.. v]);
     }
-}
+}
\ No newline at end of file
diff --git a/lib/momentum/adxr/Adxr.Quantower.Tests.cs b/lib/momentum/adxr/Adxr.Quantower.Tests.cs
index 4a856552..de02b7ed 100644
--- a/lib/momentum/adxr/Adxr.Quantower.Tests.cs
+++ b/lib/momentum/adxr/Adxr.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/adxr/Adxr.Tests.cs b/lib/momentum/adxr/Adxr.Tests.cs
index 6aa3ec2f..afb7cec0 100644
--- a/lib/momentum/adxr/Adxr.Tests.cs
+++ b/lib/momentum/adxr/Adxr.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/adxr/Adxr.Validation.Tests.cs b/lib/momentum/adxr/Adxr.Validation.Tests.cs
index fbd27fae..a0cdd6f2 100644
--- a/lib/momentum/adxr/Adxr.Validation.Tests.cs
+++ b/lib/momentum/adxr/Adxr.Validation.Tests.cs
@@ -1,9 +1,5 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using TALib;
 using Tulip;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/ao/Ao.Quantower.Tests.cs b/lib/momentum/ao/Ao.Quantower.Tests.cs
index 4407cf33..84f7e452 100644
--- a/lib/momentum/ao/Ao.Quantower.Tests.cs
+++ b/lib/momentum/ao/Ao.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/ao/Ao.Tests.cs b/lib/momentum/ao/Ao.Tests.cs
index 86a6815e..ef6bab2a 100644
--- a/lib/momentum/ao/Ao.Tests.cs
+++ b/lib/momentum/ao/Ao.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/ao/Ao.Validation.Tests.cs b/lib/momentum/ao/Ao.Validation.Tests.cs
index 525147a6..328f8544 100644
--- a/lib/momentum/ao/Ao.Validation.Tests.cs
+++ b/lib/momentum/ao/Ao.Validation.Tests.cs
@@ -1,11 +1,7 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using Tulip;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/apo/Apo.Quantower.Tests.cs b/lib/momentum/apo/Apo.Quantower.Tests.cs
index be6b0936..cc328894 100644
--- a/lib/momentum/apo/Apo.Quantower.Tests.cs
+++ b/lib/momentum/apo/Apo.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/apo/Apo.Tests.cs b/lib/momentum/apo/Apo.Tests.cs
index c295b7c4..94ea2cde 100644
--- a/lib/momentum/apo/Apo.Tests.cs
+++ b/lib/momentum/apo/Apo.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/apo/Apo.Validation.Tests.cs b/lib/momentum/apo/Apo.Validation.Tests.cs
index 0ccf3caf..3e960bbd 100644
--- a/lib/momentum/apo/Apo.Validation.Tests.cs
+++ b/lib/momentum/apo/Apo.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 using QuanTAlib.Tests;
 using Skender.Stock.Indicators;
 using TALib;
diff --git a/lib/momentum/aroon/Aroon.Quantower.Tests.cs b/lib/momentum/aroon/Aroon.Quantower.Tests.cs
index 637f7032..4513d9b6 100644
--- a/lib/momentum/aroon/Aroon.Quantower.Tests.cs
+++ b/lib/momentum/aroon/Aroon.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/aroon/Aroon.Tests.cs b/lib/momentum/aroon/Aroon.Tests.cs
index e401787c..33fbb2cb 100644
--- a/lib/momentum/aroon/Aroon.Tests.cs
+++ b/lib/momentum/aroon/Aroon.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/aroon/Aroon.Validation.Tests.cs b/lib/momentum/aroon/Aroon.Validation.Tests.cs
index bcdf5825..939dd827 100644
--- a/lib/momentum/aroon/Aroon.Validation.Tests.cs
+++ b/lib/momentum/aroon/Aroon.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/aroonosc/AroonOsc.Quantower.Tests.cs b/lib/momentum/aroonosc/AroonOsc.Quantower.Tests.cs
index dc6bd5be..b3ac97da 100644
--- a/lib/momentum/aroonosc/AroonOsc.Quantower.Tests.cs
+++ b/lib/momentum/aroonosc/AroonOsc.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/aroonosc/AroonOsc.Tests.cs b/lib/momentum/aroonosc/AroonOsc.Tests.cs
index fa646121..972e899e 100644
--- a/lib/momentum/aroonosc/AroonOsc.Tests.cs
+++ b/lib/momentum/aroonosc/AroonOsc.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/aroonosc/AroonOsc.Validation.Tests.cs b/lib/momentum/aroonosc/AroonOsc.Validation.Tests.cs
index 9ffe343d..4dd62904 100644
--- a/lib/momentum/aroonosc/AroonOsc.Validation.Tests.cs
+++ b/lib/momentum/aroonosc/AroonOsc.Validation.Tests.cs
@@ -1,13 +1,9 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using OoplesFinance.StockIndicators.Enums;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/bop/Bop.Quantower.Tests.cs b/lib/momentum/bop/Bop.Quantower.Tests.cs
index d9ecd054..92a08b0d 100644
--- a/lib/momentum/bop/Bop.Quantower.Tests.cs
+++ b/lib/momentum/bop/Bop.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/bop/Bop.Tests.cs b/lib/momentum/bop/Bop.Tests.cs
index 71c9af41..f1059aa2 100644
--- a/lib/momentum/bop/Bop.Tests.cs
+++ b/lib/momentum/bop/Bop.Tests.cs
@@ -1,5 +1,3 @@
-using Xunit;
-using System;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/momentum/bop/Bop.Validation.Tests.cs b/lib/momentum/bop/Bop.Validation.Tests.cs
index 76addc83..51514f00 100644
--- a/lib/momentum/bop/Bop.Validation.Tests.cs
+++ b/lib/momentum/bop/Bop.Validation.Tests.cs
@@ -1,13 +1,9 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using OoplesFinance.StockIndicators.Enums;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/momentum/cfb/Cfb.Quantower.Tests.cs b/lib/momentum/cfb/Cfb.Quantower.Tests.cs
index edd496b3..f975a711 100644
--- a/lib/momentum/cfb/Cfb.Quantower.Tests.cs
+++ b/lib/momentum/cfb/Cfb.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/cfb/Cfb.Tests.cs b/lib/momentum/cfb/Cfb.Tests.cs
index 1792aa00..72f44a90 100644
--- a/lib/momentum/cfb/Cfb.Tests.cs
+++ b/lib/momentum/cfb/Cfb.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/cfb/Cfb.Validation.Tests.cs b/lib/momentum/cfb/Cfb.Validation.Tests.cs
index 4842ebc8..f974cd14 100644
--- a/lib/momentum/cfb/Cfb.Validation.Tests.cs
+++ b/lib/momentum/cfb/Cfb.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/momentum/cfb/Cfb.cs b/lib/momentum/cfb/Cfb.cs
index d54bf175..7c2354de 100644
--- a/lib/momentum/cfb/Cfb.cs
+++ b/lib/momentum/cfb/Cfb.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/momentum/dmx/Dmx.Quantower.Tests.cs b/lib/momentum/dmx/Dmx.Quantower.Tests.cs
index 9249ffb2..5dae175a 100644
--- a/lib/momentum/dmx/Dmx.Quantower.Tests.cs
+++ b/lib/momentum/dmx/Dmx.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/dmx/Dmx.Tests.cs b/lib/momentum/dmx/Dmx.Tests.cs
index 52732d10..8bbe9f15 100644
--- a/lib/momentum/dmx/Dmx.Tests.cs
+++ b/lib/momentum/dmx/Dmx.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/dmx/Dmx.Validation.Tests.cs b/lib/momentum/dmx/Dmx.Validation.Tests.cs
index afccfd95..eb6d423e 100644
--- a/lib/momentum/dmx/Dmx.Validation.Tests.cs
+++ b/lib/momentum/dmx/Dmx.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/momentum/dmx/Dmx.cs b/lib/momentum/dmx/Dmx.cs
index 9f54a088..cd0daf6d 100644
--- a/lib/momentum/dmx/Dmx.cs
+++ b/lib/momentum/dmx/Dmx.cs
@@ -1,6 +1,4 @@
-using System;
 using System.Runtime.CompilerServices;
-using System.Collections.Generic;
 using System.Runtime.InteropServices;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/macd/Macd.Quantower.Tests.cs b/lib/momentum/macd/Macd.Quantower.Tests.cs
index fa0c2443..37e6dae4 100644
--- a/lib/momentum/macd/Macd.Quantower.Tests.cs
+++ b/lib/momentum/macd/Macd.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/macd/Macd.Tests.cs b/lib/momentum/macd/Macd.Tests.cs
index 5781ff7f..3023366b 100644
--- a/lib/momentum/macd/Macd.Tests.cs
+++ b/lib/momentum/macd/Macd.Tests.cs
@@ -1,5 +1,3 @@
-using Xunit;
-using System;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/momentum/macd/Macd.Validation.Tests.cs b/lib/momentum/macd/Macd.Validation.Tests.cs
index c3a86c93..3cbb3e5c 100644
--- a/lib/momentum/macd/Macd.Validation.Tests.cs
+++ b/lib/momentum/macd/Macd.Validation.Tests.cs
@@ -1,13 +1,9 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Enums;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/momentum/rsi/Rsi.Quantower.Tests.cs b/lib/momentum/rsi/Rsi.Quantower.Tests.cs
index 0da8c0ce..bcba2887 100644
--- a/lib/momentum/rsi/Rsi.Quantower.Tests.cs
+++ b/lib/momentum/rsi/Rsi.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/rsi/Rsi.Tests.cs b/lib/momentum/rsi/Rsi.Tests.cs
index 7edcfab5..9e88bc27 100644
--- a/lib/momentum/rsi/Rsi.Tests.cs
+++ b/lib/momentum/rsi/Rsi.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/rsi/Rsi.Validation.Tests.cs b/lib/momentum/rsi/Rsi.Validation.Tests.cs
index 389931bc..0bd3a452 100644
--- a/lib/momentum/rsi/Rsi.Validation.Tests.cs
+++ b/lib/momentum/rsi/Rsi.Validation.Tests.cs
@@ -1,12 +1,8 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/momentum/rsi/Rsi.cs b/lib/momentum/rsi/Rsi.cs
index b8abefbb..5aa7d384 100644
--- a/lib/momentum/rsi/Rsi.cs
+++ b/lib/momentum/rsi/Rsi.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Numerics;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
diff --git a/lib/momentum/rsx/Rsx.Quantower.Tests.cs b/lib/momentum/rsx/Rsx.Quantower.Tests.cs
index 7e9a8035..70413af4 100644
--- a/lib/momentum/rsx/Rsx.Quantower.Tests.cs
+++ b/lib/momentum/rsx/Rsx.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/rsx/Rsx.Repro.Tests.cs b/lib/momentum/rsx/Rsx.Repro.Tests.cs
index 40d58a14..148b049f 100644
--- a/lib/momentum/rsx/Rsx.Repro.Tests.cs
+++ b/lib/momentum/rsx/Rsx.Repro.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/momentum/rsx/Rsx.Tests.cs b/lib/momentum/rsx/Rsx.Tests.cs
index 0e1394c0..034744b0 100644
--- a/lib/momentum/rsx/Rsx.Tests.cs
+++ b/lib/momentum/rsx/Rsx.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/momentum/rsx/Rsx.Validation.Tests.cs b/lib/momentum/rsx/Rsx.Validation.Tests.cs
index 8a26d43a..4f2ce7eb 100644
--- a/lib/momentum/rsx/Rsx.Validation.Tests.cs
+++ b/lib/momentum/rsx/Rsx.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/momentum/rsx/Rsx.cs b/lib/momentum/rsx/Rsx.cs
index d619b8a5..0e649ee5 100644
--- a/lib/momentum/rsx/Rsx.cs
+++ b/lib/momentum/rsx/Rsx.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/momentum/vel/Vel.Quantower.Tests.cs b/lib/momentum/vel/Vel.Quantower.Tests.cs
index 3f720b04..682d0c3b 100644
--- a/lib/momentum/vel/Vel.Quantower.Tests.cs
+++ b/lib/momentum/vel/Vel.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/momentum/vel/Vel.Tests.cs b/lib/momentum/vel/Vel.Tests.cs
index d66bc5eb..a8efbd11 100644
--- a/lib/momentum/vel/Vel.Tests.cs
+++ b/lib/momentum/vel/Vel.Tests.cs
@@ -1,5 +1,3 @@
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/momentum/vel/Vel.Validation.Tests.cs b/lib/momentum/vel/Vel.Validation.Tests.cs
index 4aed390b..e2e8e17b 100644
--- a/lib/momentum/vel/Vel.Validation.Tests.cs
+++ b/lib/momentum/vel/Vel.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/momentum/vel/Vel.cs b/lib/momentum/vel/Vel.cs
index b7608deb..018aafc1 100644
--- a/lib/momentum/vel/Vel.cs
+++ b/lib/momentum/vel/Vel.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/statistics/beta/Beta.Quantower.Tests.cs b/lib/statistics/beta/Beta.Quantower.Tests.cs
index 4b2a6cff..40dd5c7b 100644
--- a/lib/statistics/beta/Beta.Quantower.Tests.cs
+++ b/lib/statistics/beta/Beta.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/beta/Beta.Tests.cs b/lib/statistics/beta/Beta.Tests.cs
index fecdcb47..c72373c3 100644
--- a/lib/statistics/beta/Beta.Tests.cs
+++ b/lib/statistics/beta/Beta.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/beta/Beta.Validation.Tests.cs b/lib/statistics/beta/Beta.Validation.Tests.cs
index 8baa4766..d96658b7 100644
--- a/lib/statistics/beta/Beta.Validation.Tests.cs
+++ b/lib/statistics/beta/Beta.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 using Skender.Stock.Indicators;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/statistics/beta/Beta.cs b/lib/statistics/beta/Beta.cs
index 9f41d956..e67f5a8c 100644
--- a/lib/statistics/beta/Beta.cs
+++ b/lib/statistics/beta/Beta.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 
 namespace QuanTAlib;
diff --git a/lib/statistics/covariance/Covariance.Quantower.Tests.cs b/lib/statistics/covariance/Covariance.Quantower.Tests.cs
index 398e3761..7001c48b 100644
--- a/lib/statistics/covariance/Covariance.Quantower.Tests.cs
+++ b/lib/statistics/covariance/Covariance.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/covariance/Covariance.Simd.Tests.cs b/lib/statistics/covariance/Covariance.Simd.Tests.cs
index 7dd67e62..16654570 100644
--- a/lib/statistics/covariance/Covariance.Simd.Tests.cs
+++ b/lib/statistics/covariance/Covariance.Simd.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/covariance/Covariance.Tests.cs b/lib/statistics/covariance/Covariance.Tests.cs
index 1fb0618c..b03595c5 100644
--- a/lib/statistics/covariance/Covariance.Tests.cs
+++ b/lib/statistics/covariance/Covariance.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/covariance/Covariance.Validation.Tests.cs b/lib/statistics/covariance/Covariance.Validation.Tests.cs
index fbbf9e43..242a617f 100644
--- a/lib/statistics/covariance/Covariance.Validation.Tests.cs
+++ b/lib/statistics/covariance/Covariance.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/covariance/Covariance.cs b/lib/statistics/covariance/Covariance.cs
index a9f74e59..c9625771 100644
--- a/lib/statistics/covariance/Covariance.cs
+++ b/lib/statistics/covariance/Covariance.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using System.Runtime.Intrinsics;
diff --git a/lib/statistics/linreg/LinReg.Quantower.Tests.cs b/lib/statistics/linreg/LinReg.Quantower.Tests.cs
index 0e5a1dd1..08f1661c 100644
--- a/lib/statistics/linreg/LinReg.Quantower.Tests.cs
+++ b/lib/statistics/linreg/LinReg.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/linreg/LinReg.Tests.cs b/lib/statistics/linreg/LinReg.Tests.cs
index 6c87b650..8d274310 100644
--- a/lib/statistics/linreg/LinReg.Tests.cs
+++ b/lib/statistics/linreg/LinReg.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/linreg/LinReg.Validation.Tests.cs b/lib/statistics/linreg/LinReg.Validation.Tests.cs
index 149d9ed0..80b351e4 100644
--- a/lib/statistics/linreg/LinReg.Validation.Tests.cs
+++ b/lib/statistics/linreg/LinReg.Validation.Tests.cs
@@ -1,11 +1,7 @@
-using System;
-using System.Linq;
 using System.Runtime.CompilerServices;
-using Xunit;
 using Skender.Stock.Indicators;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using System.Collections.Generic;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/linreg/LinReg.cs b/lib/statistics/linreg/LinReg.cs
index 3eea6900..7586f9fd 100644
--- a/lib/statistics/linreg/LinReg.cs
+++ b/lib/statistics/linreg/LinReg.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/statistics/median/Median.Quantower.Tests.cs b/lib/statistics/median/Median.Quantower.Tests.cs
index d92992b0..0bf0e510 100644
--- a/lib/statistics/median/Median.Quantower.Tests.cs
+++ b/lib/statistics/median/Median.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/median/Median.Tests.cs b/lib/statistics/median/Median.Tests.cs
index 2345bdce..1e3712b0 100644
--- a/lib/statistics/median/Median.Tests.cs
+++ b/lib/statistics/median/Median.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/statistics/median/Median.Validation.Tests.cs b/lib/statistics/median/Median.Validation.Tests.cs
index 5d2a46a9..7c4a2990 100644
--- a/lib/statistics/median/Median.Validation.Tests.cs
+++ b/lib/statistics/median/Median.Validation.Tests.cs
@@ -1,8 +1,3 @@
-using System;
-using System.Linq;
-using System.Collections.Generic;
-using Xunit;
-using QuanTAlib;
 using QuanTAlib.Tests;
 using MathNet.Numerics.Statistics;
 
diff --git a/lib/statistics/skew/Skew.Quantower.Tests.cs b/lib/statistics/skew/Skew.Quantower.Tests.cs
index 245ca9b9..f0f0d055 100644
--- a/lib/statistics/skew/Skew.Quantower.Tests.cs
+++ b/lib/statistics/skew/Skew.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/skew/Skew.Tests.cs b/lib/statistics/skew/Skew.Tests.cs
index 7d077473..11181014 100644
--- a/lib/statistics/skew/Skew.Tests.cs
+++ b/lib/statistics/skew/Skew.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/skew/Skew.Validation.Tests.cs b/lib/statistics/skew/Skew.Validation.Tests.cs
index 42d7db05..ac7776c2 100644
--- a/lib/statistics/skew/Skew.Validation.Tests.cs
+++ b/lib/statistics/skew/Skew.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
 using QuanTAlib.Tests;
 using MathNet.Numerics.Statistics;
 
diff --git a/lib/statistics/skew/Skew.cs b/lib/statistics/skew/Skew.cs
index 84f2165d..700a6c1e 100644
--- a/lib/statistics/skew/Skew.cs
+++ b/lib/statistics/skew/Skew.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using System.Runtime.Intrinsics;
diff --git a/lib/statistics/stddev/StdDev.Quantower.Tests.cs b/lib/statistics/stddev/StdDev.Quantower.Tests.cs
index ae3aa237..1faa8198 100644
--- a/lib/statistics/stddev/StdDev.Quantower.Tests.cs
+++ b/lib/statistics/stddev/StdDev.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/stddev/StdDev.Tests.cs b/lib/statistics/stddev/StdDev.Tests.cs
index bde2ab74..62b4877f 100644
--- a/lib/statistics/stddev/StdDev.Tests.cs
+++ b/lib/statistics/stddev/StdDev.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/stddev/StdDev.Validation.Tests.cs b/lib/statistics/stddev/StdDev.Validation.Tests.cs
index 48aae573..b9c085a2 100644
--- a/lib/statistics/stddev/StdDev.Validation.Tests.cs
+++ b/lib/statistics/stddev/StdDev.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
 using QuanTAlib.Tests;
 using Skender.Stock.Indicators;
 using TALib;
diff --git a/lib/statistics/stddev/StdDev.cs b/lib/statistics/stddev/StdDev.cs
index bde81e82..34b86043 100644
--- a/lib/statistics/stddev/StdDev.cs
+++ b/lib/statistics/stddev/StdDev.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using System.Runtime.Intrinsics;
diff --git a/lib/statistics/variance/Variance.Quantower.Tests.cs b/lib/statistics/variance/Variance.Quantower.Tests.cs
index 630ee5f7..abaf160f 100644
--- a/lib/statistics/variance/Variance.Quantower.Tests.cs
+++ b/lib/statistics/variance/Variance.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/statistics/variance/Variance.Tests.cs b/lib/statistics/variance/Variance.Tests.cs
index 606a65c3..c04af036 100644
--- a/lib/statistics/variance/Variance.Tests.cs
+++ b/lib/statistics/variance/Variance.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/statistics/variance/Variance.Validation.Tests.cs b/lib/statistics/variance/Variance.Validation.Tests.cs
index b001db89..bf6d0d95 100644
--- a/lib/statistics/variance/Variance.Validation.Tests.cs
+++ b/lib/statistics/variance/Variance.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
 using QuanTAlib.Tests;
 using Skender.Stock.Indicators;
 using TALib;
diff --git a/lib/statistics/variance/Variance.cs b/lib/statistics/variance/Variance.cs
index 5faee25e..b01c3c84 100644
--- a/lib/statistics/variance/Variance.cs
+++ b/lib/statistics/variance/Variance.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using System.Runtime.Intrinsics;
diff --git a/lib/trends/alma/Alma.Quantower.Tests.cs b/lib/trends/alma/Alma.Quantower.Tests.cs
index 843e3faa..6b38120d 100644
--- a/lib/trends/alma/Alma.Quantower.Tests.cs
+++ b/lib/trends/alma/Alma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/alma/Alma.Tests.cs b/lib/trends/alma/Alma.Tests.cs
index 9cfad28b..b2327f26 100644
--- a/lib/trends/alma/Alma.Tests.cs
+++ b/lib/trends/alma/Alma.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/alma/Alma.Validation.Tests.cs b/lib/trends/alma/Alma.Validation.Tests.cs
index 92540ba7..9b5f0500 100644
--- a/lib/trends/alma/Alma.Validation.Tests.cs
+++ b/lib/trends/alma/Alma.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/alma/Alma.cs b/lib/trends/alma/Alma.cs
index e9811f1e..9be559ba 100644
--- a/lib/trends/alma/Alma.cs
+++ b/lib/trends/alma/Alma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Buffers;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
diff --git a/lib/trends/bessel/Bessel.Quantower.Tests.cs b/lib/trends/bessel/Bessel.Quantower.Tests.cs
index 3aab5cf0..b47af308 100644
--- a/lib/trends/bessel/Bessel.Quantower.Tests.cs
+++ b/lib/trends/bessel/Bessel.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/bessel/Bessel.Validation.Tests.cs b/lib/trends/bessel/Bessel.Validation.Tests.cs
index 6d2882cb..ab034657 100644
--- a/lib/trends/bessel/Bessel.Validation.Tests.cs
+++ b/lib/trends/bessel/Bessel.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Linq;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/bilateral/Bilateral.Quantower.Tests.cs b/lib/trends/bilateral/Bilateral.Quantower.Tests.cs
index 19618bc7..5c72f30c 100644
--- a/lib/trends/bilateral/Bilateral.Quantower.Tests.cs
+++ b/lib/trends/bilateral/Bilateral.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/bilateral/Bilateral.Tests.cs b/lib/trends/bilateral/Bilateral.Tests.cs
index 5b005ee7..793fdf19 100644
--- a/lib/trends/bilateral/Bilateral.Tests.cs
+++ b/lib/trends/bilateral/Bilateral.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/bilateral/Bilateral.Validation.Tests.cs b/lib/trends/bilateral/Bilateral.Validation.Tests.cs
index 9d2c2f22..9cbd669c 100644
--- a/lib/trends/bilateral/Bilateral.Validation.Tests.cs
+++ b/lib/trends/bilateral/Bilateral.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/bilateral/Bilateral.cs b/lib/trends/bilateral/Bilateral.cs
index e572c534..18efdfac 100644
--- a/lib/trends/bilateral/Bilateral.cs
+++ b/lib/trends/bilateral/Bilateral.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/blma/Blma.Quantower.Tests.cs b/lib/trends/blma/Blma.Quantower.Tests.cs
index 7c8a9f28..1f426469 100644
--- a/lib/trends/blma/Blma.Quantower.Tests.cs
+++ b/lib/trends/blma/Blma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/trends/blma/Blma.Tests.cs b/lib/trends/blma/Blma.Tests.cs
index 9b8b03c7..d358fdb2 100644
--- a/lib/trends/blma/Blma.Tests.cs
+++ b/lib/trends/blma/Blma.Tests.cs
@@ -1,8 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/blma/Blma.Validation.Tests.cs b/lib/trends/blma/Blma.Validation.Tests.cs
index d53c1df3..f44f9ad3 100644
--- a/lib/trends/blma/Blma.Validation.Tests.cs
+++ b/lib/trends/blma/Blma.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/blma/Blma.cs b/lib/trends/blma/Blma.cs
index 62a71587..c44a0d79 100644
--- a/lib/trends/blma/Blma.cs
+++ b/lib/trends/blma/Blma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using QuanTAlib;
diff --git a/lib/trends/butter/Butter.Quantower.Tests.cs b/lib/trends/butter/Butter.Quantower.Tests.cs
index 21ab4c98..b98ac2f1 100644
--- a/lib/trends/butter/Butter.Quantower.Tests.cs
+++ b/lib/trends/butter/Butter.Quantower.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/trends/butter/Butter.Tests.cs b/lib/trends/butter/Butter.Tests.cs
index f37dbe95..7f670137 100644
--- a/lib/trends/butter/Butter.Tests.cs
+++ b/lib/trends/butter/Butter.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/butter/Butter.Validation.Tests.cs b/lib/trends/butter/Butter.Validation.Tests.cs
index c411dfe9..79369dab 100644
--- a/lib/trends/butter/Butter.Validation.Tests.cs
+++ b/lib/trends/butter/Butter.Validation.Tests.cs
@@ -1,8 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 
diff --git a/lib/trends/butter/Butter.cs b/lib/trends/butter/Butter.cs
index d3bb8f2c..ee8ea65e 100644
--- a/lib/trends/butter/Butter.cs
+++ b/lib/trends/butter/Butter.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/conv/Conv.Quantower.Tests.cs b/lib/trends/conv/Conv.Quantower.Tests.cs
index bb8a727c..1ec3f859 100644
--- a/lib/trends/conv/Conv.Quantower.Tests.cs
+++ b/lib/trends/conv/Conv.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/conv/Conv.Tests.cs b/lib/trends/conv/Conv.Tests.cs
index e68a76a3..9c3873fd 100644
--- a/lib/trends/conv/Conv.Tests.cs
+++ b/lib/trends/conv/Conv.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/conv/Conv.Validation.Tests.cs b/lib/trends/conv/Conv.Validation.Tests.cs
index b19a38c2..064cf58a 100644
--- a/lib/trends/conv/Conv.Validation.Tests.cs
+++ b/lib/trends/conv/Conv.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 using QuanTAlib.Tests;
 using Skender.Stock.Indicators;
 using TALib;
diff --git a/lib/trends/conv/Conv.cs b/lib/trends/conv/Conv.cs
index 848743fc..3fb9151b 100644
--- a/lib/trends/conv/Conv.cs
+++ b/lib/trends/conv/Conv.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/dema/Dema.Quantower.Tests.cs b/lib/trends/dema/Dema.Quantower.Tests.cs
index 22906c7f..fd8ae9d6 100644
--- a/lib/trends/dema/Dema.Quantower.Tests.cs
+++ b/lib/trends/dema/Dema.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/dema/Dema.Tests.cs b/lib/trends/dema/Dema.Tests.cs
index fa6d4af6..2828e6a4 100644
--- a/lib/trends/dema/Dema.Tests.cs
+++ b/lib/trends/dema/Dema.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/dema/Dema.Validation.Tests.cs b/lib/trends/dema/Dema.Validation.Tests.cs
index b3afe792..a3922bfa 100644
--- a/lib/trends/dema/Dema.Validation.Tests.cs
+++ b/lib/trends/dema/Dema.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/dema/Dema.cs b/lib/trends/dema/Dema.cs
index 2a095f38..34c3c656 100644
--- a/lib/trends/dema/Dema.cs
+++ b/lib/trends/dema/Dema.cs
@@ -1,4 +1,3 @@
-using System.Buffers;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
@@ -338,4 +337,4 @@ public sealed class Dema : AbstractBase, IDisposable
     }
 
     private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
-}
+}
\ No newline at end of file
diff --git a/lib/trends/dwma/Dwma.Quantower.Tests.cs b/lib/trends/dwma/Dwma.Quantower.Tests.cs
index 1c1861b4..2a5ad311 100644
--- a/lib/trends/dwma/Dwma.Quantower.Tests.cs
+++ b/lib/trends/dwma/Dwma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/dwma/Dwma.Tests.cs b/lib/trends/dwma/Dwma.Tests.cs
index e18780a4..912844c4 100644
--- a/lib/trends/dwma/Dwma.Tests.cs
+++ b/lib/trends/dwma/Dwma.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/dwma/Dwma.Validation.Tests.cs b/lib/trends/dwma/Dwma.Validation.Tests.cs
index 69b8543e..92e53e21 100644
--- a/lib/trends/dwma/Dwma.Validation.Tests.cs
+++ b/lib/trends/dwma/Dwma.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 using QuanTAlib.Tests;
 
diff --git a/lib/trends/dwma/Dwma.cs b/lib/trends/dwma/Dwma.cs
index c5ea55ca..d6e49b1d 100644
--- a/lib/trends/dwma/Dwma.cs
+++ b/lib/trends/dwma/Dwma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/ema/Ema.Quantower.Tests.cs b/lib/trends/ema/Ema.Quantower.Tests.cs
index 98c581a9..76fcd06f 100644
--- a/lib/trends/ema/Ema.Quantower.Tests.cs
+++ b/lib/trends/ema/Ema.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/ema/Ema.Validation.Tests.cs b/lib/trends/ema/Ema.Validation.Tests.cs
index 9763644c..124b9692 100644
--- a/lib/trends/ema/Ema.Validation.Tests.cs
+++ b/lib/trends/ema/Ema.Validation.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
diff --git a/lib/trends/hma/Hma.Quantower.Tests.cs b/lib/trends/hma/Hma.Quantower.Tests.cs
index 0049e907..ab176fb2 100644
--- a/lib/trends/hma/Hma.Quantower.Tests.cs
+++ b/lib/trends/hma/Hma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/hma/Hma.Validation.Tests.cs b/lib/trends/hma/Hma.Validation.Tests.cs
index ba08326b..c1af4c9c 100644
--- a/lib/trends/hma/Hma.Validation.Tests.cs
+++ b/lib/trends/hma/Hma.Validation.Tests.cs
@@ -1,12 +1,8 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Enums;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/hma/Hma.cs b/lib/trends/hma/Hma.cs
index ee50ce4f..ca9b2e1f 100644
--- a/lib/trends/hma/Hma.cs
+++ b/lib/trends/hma/Hma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using System.Runtime.Intrinsics;
diff --git a/lib/trends/htit/Htit.Quantower.Tests.cs b/lib/trends/htit/Htit.Quantower.Tests.cs
index 1a9d6f0c..0772f24e 100644
--- a/lib/trends/htit/Htit.Quantower.Tests.cs
+++ b/lib/trends/htit/Htit.Quantower.Tests.cs
@@ -1,7 +1,4 @@
-using System;
-using System.Collections.Generic;
 using TradingPlatform.BusinessLayer;
-using Xunit;
 
 namespace QuanTAlib.Quantower.Tests;
 
diff --git a/lib/trends/htit/Htit.Quantower.cs b/lib/trends/htit/Htit.Quantower.cs
index 4db5b646..a50c0b1f 100644
--- a/lib/trends/htit/Htit.Quantower.cs
+++ b/lib/trends/htit/Htit.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/htit/Htit.Tests.cs b/lib/trends/htit/Htit.Tests.cs
index d4609c6e..baaf17f2 100644
--- a/lib/trends/htit/Htit.Tests.cs
+++ b/lib/trends/htit/Htit.Tests.cs
@@ -1,8 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/htit/Htit.Validation.Tests.cs b/lib/trends/htit/Htit.Validation.Tests.cs
index c9adbdca..8acbef42 100644
--- a/lib/trends/htit/Htit.Validation.Tests.cs
+++ b/lib/trends/htit/Htit.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using Xunit;
 using QuanTAlib;
 using TALib;
 
diff --git a/lib/trends/htit/Htit.cs b/lib/trends/htit/Htit.cs
index 9e8a2374..7724eec6 100644
--- a/lib/trends/htit/Htit.cs
+++ b/lib/trends/htit/Htit.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/jma/Jma.Quantower.Tests.cs b/lib/trends/jma/Jma.Quantower.Tests.cs
index 998c0b87..28f2669b 100644
--- a/lib/trends/jma/Jma.Quantower.Tests.cs
+++ b/lib/trends/jma/Jma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/jma/Jma.Tests.cs b/lib/trends/jma/Jma.Tests.cs
index e6eb0e2e..7caf0a42 100644
--- a/lib/trends/jma/Jma.Tests.cs
+++ b/lib/trends/jma/Jma.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/jma/Jma.Validation.Tests.cs b/lib/trends/jma/Jma.Validation.Tests.cs
index 4b33f795..9d6af9dc 100644
--- a/lib/trends/jma/Jma.Validation.Tests.cs
+++ b/lib/trends/jma/Jma.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/jma/Jma.ZeroDiv.Tests.cs b/lib/trends/jma/Jma.ZeroDiv.Tests.cs
index af12f7a1..fb77601b 100644
--- a/lib/trends/jma/Jma.ZeroDiv.Tests.cs
+++ b/lib/trends/jma/Jma.ZeroDiv.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/jma/Jma.cs b/lib/trends/jma/Jma.cs
index 0c3ef14e..4954f17b 100644
--- a/lib/trends/jma/Jma.cs
+++ b/lib/trends/jma/Jma.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/kama/Kama.Quantower.Tests.cs b/lib/trends/kama/Kama.Quantower.Tests.cs
index f1a41835..b10f907e 100644
--- a/lib/trends/kama/Kama.Quantower.Tests.cs
+++ b/lib/trends/kama/Kama.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/kama/Kama.Quantower.cs b/lib/trends/kama/Kama.Quantower.cs
index 14d715d4..fcead1d2 100644
--- a/lib/trends/kama/Kama.Quantower.cs
+++ b/lib/trends/kama/Kama.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/kama/Kama.Tests.cs b/lib/trends/kama/Kama.Tests.cs
index 7deefc5d..509c8621 100644
--- a/lib/trends/kama/Kama.Tests.cs
+++ b/lib/trends/kama/Kama.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/kama/Kama.Validation.Tests.cs b/lib/trends/kama/Kama.Validation.Tests.cs
index f72c3043..e247411c 100644
--- a/lib/trends/kama/Kama.Validation.Tests.cs
+++ b/lib/trends/kama/Kama.Validation.Tests.cs
@@ -1,12 +1,8 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/kama/Kama.cs b/lib/trends/kama/Kama.cs
index 033b3fd4..83339dbe 100644
--- a/lib/trends/kama/Kama.cs
+++ b/lib/trends/kama/Kama.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/lsma/Lsma.Quantower.Tests.cs b/lib/trends/lsma/Lsma.Quantower.Tests.cs
index 5261f1f3..4d1162eb 100644
--- a/lib/trends/lsma/Lsma.Quantower.Tests.cs
+++ b/lib/trends/lsma/Lsma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/lsma/Lsma.Quantower.cs b/lib/trends/lsma/Lsma.Quantower.cs
index a7af8a2a..f516f0f4 100644
--- a/lib/trends/lsma/Lsma.Quantower.cs
+++ b/lib/trends/lsma/Lsma.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/lsma/Lsma.Tests.cs b/lib/trends/lsma/Lsma.Tests.cs
index a358bb92..b117bb09 100644
--- a/lib/trends/lsma/Lsma.Tests.cs
+++ b/lib/trends/lsma/Lsma.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/lsma/Lsma.Validation.Tests.cs b/lib/trends/lsma/Lsma.Validation.Tests.cs
index 1c9ac0a9..05992bad 100644
--- a/lib/trends/lsma/Lsma.Validation.Tests.cs
+++ b/lib/trends/lsma/Lsma.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/lsma/Lsma.cs b/lib/trends/lsma/Lsma.cs
index 8e29a202..3f9d5407 100644
--- a/lib/trends/lsma/Lsma.cs
+++ b/lib/trends/lsma/Lsma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/mama/Mama.Quantower.Tests.cs b/lib/trends/mama/Mama.Quantower.Tests.cs
index dddcab07..6aae8744 100644
--- a/lib/trends/mama/Mama.Quantower.Tests.cs
+++ b/lib/trends/mama/Mama.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/mama/Mama.Quantower.cs b/lib/trends/mama/Mama.Quantower.cs
index 6f9487c6..47cee0fa 100644
--- a/lib/trends/mama/Mama.Quantower.cs
+++ b/lib/trends/mama/Mama.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/mama/Mama.Tests.cs b/lib/trends/mama/Mama.Tests.cs
index 4fea12a8..c28c2568 100644
--- a/lib/trends/mama/Mama.Tests.cs
+++ b/lib/trends/mama/Mama.Tests.cs
@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/mama/Mama.Validation.Tests.cs b/lib/trends/mama/Mama.Validation.Tests.cs
index e8bca453..a816a938 100644
--- a/lib/trends/mama/Mama.Validation.Tests.cs
+++ b/lib/trends/mama/Mama.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using Xunit;
 using Xunit.Abstractions;
 using QuanTAlib.Tests;
 
diff --git a/lib/trends/mama/Mama.cs b/lib/trends/mama/Mama.cs
index f9b64fb2..701f0cb6 100644
--- a/lib/trends/mama/Mama.cs
+++ b/lib/trends/mama/Mama.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/mgdi/Mgdi.Quantower.Tests.cs b/lib/trends/mgdi/Mgdi.Quantower.Tests.cs
index 55965612..57330208 100644
--- a/lib/trends/mgdi/Mgdi.Quantower.Tests.cs
+++ b/lib/trends/mgdi/Mgdi.Quantower.Tests.cs
@@ -1,7 +1,4 @@
-using System;
-using System.Collections.Generic;
 using TradingPlatform.BusinessLayer;
-using Xunit;
 
 namespace QuanTAlib.Quantower.Tests;
 
diff --git a/lib/trends/mgdi/Mgdi.Quantower.cs b/lib/trends/mgdi/Mgdi.Quantower.cs
index ec4ba96e..da0526d8 100644
--- a/lib/trends/mgdi/Mgdi.Quantower.cs
+++ b/lib/trends/mgdi/Mgdi.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/mgdi/Mgdi.Tests.cs b/lib/trends/mgdi/Mgdi.Tests.cs
index 282734bb..9fd0ea32 100644
--- a/lib/trends/mgdi/Mgdi.Tests.cs
+++ b/lib/trends/mgdi/Mgdi.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/mgdi/Mgdi.Validation.Tests.cs b/lib/trends/mgdi/Mgdi.Validation.Tests.cs
index 9c2273f3..2b0b3674 100644
--- a/lib/trends/mgdi/Mgdi.Validation.Tests.cs
+++ b/lib/trends/mgdi/Mgdi.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using Xunit;
 using QuanTAlib;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/mgdi/Mgdi.cs b/lib/trends/mgdi/Mgdi.cs
index 16cf0134..8f583c76 100644
--- a/lib/trends/mgdi/Mgdi.cs
+++ b/lib/trends/mgdi/Mgdi.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/pwma/Pwma.Quantower.Tests.cs b/lib/trends/pwma/Pwma.Quantower.Tests.cs
index 57cc5750..b0e22162 100644
--- a/lib/trends/pwma/Pwma.Quantower.Tests.cs
+++ b/lib/trends/pwma/Pwma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/trends/pwma/Pwma.Quantower.cs b/lib/trends/pwma/Pwma.Quantower.cs
index 4863e51d..72898c6b 100644
--- a/lib/trends/pwma/Pwma.Quantower.cs
+++ b/lib/trends/pwma/Pwma.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/pwma/Pwma.Validation.Tests.cs b/lib/trends/pwma/Pwma.Validation.Tests.cs
index d602ef33..3cecfd34 100644
--- a/lib/trends/pwma/Pwma.Validation.Tests.cs
+++ b/lib/trends/pwma/Pwma.Validation.Tests.cs
@@ -1,9 +1,5 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/pwma/Pwma.cs b/lib/trends/pwma/Pwma.cs
index 6da647fc..14998ccc 100644
--- a/lib/trends/pwma/Pwma.cs
+++ b/lib/trends/pwma/Pwma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/rma/Rma.Quantower.Tests.cs b/lib/trends/rma/Rma.Quantower.Tests.cs
index c813c9f5..b3630053 100644
--- a/lib/trends/rma/Rma.Quantower.Tests.cs
+++ b/lib/trends/rma/Rma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/rma/Rma.Quantower.cs b/lib/trends/rma/Rma.Quantower.cs
index 4b3ff5cf..18f5b2ab 100644
--- a/lib/trends/rma/Rma.Quantower.cs
+++ b/lib/trends/rma/Rma.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/rma/Rma.Validation.Tests.cs b/lib/trends/rma/Rma.Validation.Tests.cs
index 797729db..3afb5855 100644
--- a/lib/trends/rma/Rma.Validation.Tests.cs
+++ b/lib/trends/rma/Rma.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/sma/Sma.Quantower.Tests.cs b/lib/trends/sma/Sma.Quantower.Tests.cs
index 8efd32f9..89a9f3b7 100644
--- a/lib/trends/sma/Sma.Quantower.Tests.cs
+++ b/lib/trends/sma/Sma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/sma/Sma.Quantower.cs b/lib/trends/sma/Sma.Quantower.cs
index b4d421a5..26179d96 100644
--- a/lib/trends/sma/Sma.Quantower.cs
+++ b/lib/trends/sma/Sma.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/sma/Sma.Tolerance.Tests.cs b/lib/trends/sma/Sma.Tolerance.Tests.cs
index 991c8a19..584fdf7b 100644
--- a/lib/trends/sma/Sma.Tolerance.Tests.cs
+++ b/lib/trends/sma/Sma.Tolerance.Tests.cs
@@ -1,8 +1,4 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/sma/Sma.Validation.Tests.cs b/lib/trends/sma/Sma.Validation.Tests.cs
index 67f8747d..342f9d38 100644
--- a/lib/trends/sma/Sma.Validation.Tests.cs
+++ b/lib/trends/sma/Sma.Validation.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
diff --git a/lib/trends/sma/Sma.ZeroDiv.Tests.cs b/lib/trends/sma/Sma.ZeroDiv.Tests.cs
index b38080e5..cf13870f 100644
--- a/lib/trends/sma/Sma.ZeroDiv.Tests.cs
+++ b/lib/trends/sma/Sma.ZeroDiv.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/sma/Sma.cs b/lib/trends/sma/Sma.cs
index f50c8eef..7f3a961c 100644
--- a/lib/trends/sma/Sma.cs
+++ b/lib/trends/sma/Sma.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Numerics;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
diff --git a/lib/trends/ssf/Ssf.Quantower.Tests.cs b/lib/trends/ssf/Ssf.Quantower.Tests.cs
index 71aadd21..dd7051dd 100644
--- a/lib/trends/ssf/Ssf.Quantower.Tests.cs
+++ b/lib/trends/ssf/Ssf.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/ssf/Ssf.Quantower.cs b/lib/trends/ssf/Ssf.Quantower.cs
index 86194de3..8f89d4cd 100644
--- a/lib/trends/ssf/Ssf.Quantower.cs
+++ b/lib/trends/ssf/Ssf.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/ssf/Ssf.Validation.Tests.cs b/lib/trends/ssf/Ssf.Validation.Tests.cs
index 75a456d0..71c874f9 100644
--- a/lib/trends/ssf/Ssf.Validation.Tests.cs
+++ b/lib/trends/ssf/Ssf.Validation.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Xunit.Abstractions;
diff --git a/lib/trends/super/Super.Quantower.Tests.cs b/lib/trends/super/Super.Quantower.Tests.cs
index 28fee254..470fafba 100644
--- a/lib/trends/super/Super.Quantower.Tests.cs
+++ b/lib/trends/super/Super.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/trends/super/Super.Quantower.cs b/lib/trends/super/Super.Quantower.cs
index 94ececf8..4557b02a 100644
--- a/lib/trends/super/Super.Quantower.cs
+++ b/lib/trends/super/Super.Quantower.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;
diff --git a/lib/trends/super/Super.Tests.cs b/lib/trends/super/Super.Tests.cs
index 96ff12f1..3b3cc66c 100644
--- a/lib/trends/super/Super.Tests.cs
+++ b/lib/trends/super/Super.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/super/Super.Validation.Tests.cs b/lib/trends/super/Super.Validation.Tests.cs
index 0177fc61..eec7ae0c 100644
--- a/lib/trends/super/Super.Validation.Tests.cs
+++ b/lib/trends/super/Super.Validation.Tests.cs
@@ -1,8 +1,4 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/trends/t3/T3.Quantower.Tests.cs b/lib/trends/t3/T3.Quantower.Tests.cs
index af7002a9..8c05c1d3 100644
--- a/lib/trends/t3/T3.Quantower.Tests.cs
+++ b/lib/trends/t3/T3.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/t3/T3.Tests.cs b/lib/trends/t3/T3.Tests.cs
index 03b9a912..9a8d0f90 100644
--- a/lib/trends/t3/T3.Tests.cs
+++ b/lib/trends/t3/T3.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/t3/T3.Validation.Tests.cs b/lib/trends/t3/T3.Validation.Tests.cs
index 40f347fb..754cccd8 100644
--- a/lib/trends/t3/T3.Validation.Tests.cs
+++ b/lib/trends/t3/T3.Validation.Tests.cs
@@ -1,12 +1,8 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/t3/T3.cs b/lib/trends/t3/T3.cs
index e8b114e6..428f3e29 100644
--- a/lib/trends/t3/T3.cs
+++ b/lib/trends/t3/T3.cs
@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/tema/Tema.Quantower.Tests.cs b/lib/trends/tema/Tema.Quantower.Tests.cs
index c543d03b..9b8d8e9a 100644
--- a/lib/trends/tema/Tema.Quantower.Tests.cs
+++ b/lib/trends/tema/Tema.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/tema/Tema.Tests.cs b/lib/trends/tema/Tema.Tests.cs
index 381a4c18..cce31c78 100644
--- a/lib/trends/tema/Tema.Tests.cs
+++ b/lib/trends/tema/Tema.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/tema/Tema.Validation.Tests.cs b/lib/trends/tema/Tema.Validation.Tests.cs
index 60d1dd43..a0a9db25 100644
--- a/lib/trends/tema/Tema.Validation.Tests.cs
+++ b/lib/trends/tema/Tema.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/trima/Trima.Quantower.Tests.cs b/lib/trends/trima/Trima.Quantower.Tests.cs
index 480d7caa..94de3c4c 100644
--- a/lib/trends/trima/Trima.Quantower.Tests.cs
+++ b/lib/trends/trima/Trima.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/trima/Trima.Tests.cs b/lib/trends/trima/Trima.Tests.cs
index e0a31e3b..a1f45da8 100644
--- a/lib/trends/trima/Trima.Tests.cs
+++ b/lib/trends/trima/Trima.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/trima/Trima.Tolerance.Tests.cs b/lib/trends/trima/Trima.Tolerance.Tests.cs
index b29b0403..60c4a823 100644
--- a/lib/trends/trima/Trima.Tolerance.Tests.cs
+++ b/lib/trends/trima/Trima.Tolerance.Tests.cs
@@ -1,8 +1,4 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using TALib;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/trima/Trima.Validation.Tests.cs b/lib/trends/trima/Trima.Validation.Tests.cs
index d0ab658c..1f5e5c15 100644
--- a/lib/trends/trima/Trima.Validation.Tests.cs
+++ b/lib/trends/trima/Trima.Validation.Tests.cs
@@ -1,10 +1,6 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/trima/Trima.cs b/lib/trends/trima/Trima.cs
index 2c57ef94..cb580be1 100644
--- a/lib/trends/trima/Trima.cs
+++ b/lib/trends/trima/Trima.cs
@@ -1,6 +1,4 @@
-using System;
 using System.Buffers;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/usf/Usf.Quantower.Tests.cs b/lib/trends/usf/Usf.Quantower.Tests.cs
index a72e40f3..e850be98 100644
--- a/lib/trends/usf/Usf.Quantower.Tests.cs
+++ b/lib/trends/usf/Usf.Quantower.Tests.cs
@@ -1,7 +1,4 @@
-using System;
-using System.Collections.Generic;
 using TradingPlatform.BusinessLayer;
-using Xunit;
 
 namespace QuanTAlib.Quantower.Tests;
 
diff --git a/lib/trends/usf/Usf.Validation.Tests.cs b/lib/trends/usf/Usf.Validation.Tests.cs
index 4241de78..71e19c32 100644
--- a/lib/trends/usf/Usf.Validation.Tests.cs
+++ b/lib/trends/usf/Usf.Validation.Tests.cs
@@ -1,4 +1,3 @@
-using System.Collections.Generic;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/vidya/Vidya.Quantower.Tests.cs b/lib/trends/vidya/Vidya.Quantower.Tests.cs
index 71e0a235..b8d780ea 100644
--- a/lib/trends/vidya/Vidya.Quantower.Tests.cs
+++ b/lib/trends/vidya/Vidya.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/vidya/Vidya.Tests.cs b/lib/trends/vidya/Vidya.Tests.cs
index 4013d0cc..2fa06639 100644
--- a/lib/trends/vidya/Vidya.Tests.cs
+++ b/lib/trends/vidya/Vidya.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/vidya/Vidya.Validation.Tests.cs b/lib/trends/vidya/Vidya.Validation.Tests.cs
index 6479dbb1..19af4ac6 100644
--- a/lib/trends/vidya/Vidya.Validation.Tests.cs
+++ b/lib/trends/vidya/Vidya.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 using Xunit.Abstractions;
 using QuanTAlib.Tests;
 
diff --git a/lib/trends/vidya/Vidya.cs b/lib/trends/vidya/Vidya.cs
index 2b000c18..c6a4cc44 100644
--- a/lib/trends/vidya/Vidya.cs
+++ b/lib/trends/vidya/Vidya.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 
diff --git a/lib/trends/wma/Wma.Coverage.Tests.cs b/lib/trends/wma/Wma.Coverage.Tests.cs
index 23a59558..c033c2ab 100644
--- a/lib/trends/wma/Wma.Coverage.Tests.cs
+++ b/lib/trends/wma/Wma.Coverage.Tests.cs
@@ -1,7 +1,5 @@
-using System;
 using System.Reflection;
 using System.Runtime.Intrinsics.X86;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/trends/wma/Wma.Quantower.Tests.cs b/lib/trends/wma/Wma.Quantower.Tests.cs
index 4e0b681a..6621b2d1 100644
--- a/lib/trends/wma/Wma.Quantower.Tests.cs
+++ b/lib/trends/wma/Wma.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/wma/Wma.Tests.cs b/lib/trends/wma/Wma.Tests.cs
index a0295e98..840701fc 100644
--- a/lib/trends/wma/Wma.Tests.cs
+++ b/lib/trends/wma/Wma.Tests.cs
@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 
diff --git a/lib/trends/wma/Wma.Validation.Tests.cs b/lib/trends/wma/Wma.Validation.Tests.cs
index 60a88bb7..9aa3584f 100644
--- a/lib/trends/wma/Wma.Validation.Tests.cs
+++ b/lib/trends/wma/Wma.Validation.Tests.cs
@@ -1,12 +1,8 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/trends/wma/Wma.cs b/lib/trends/wma/Wma.cs
index beff7ae2..01b2b367 100644
--- a/lib/trends/wma/Wma.cs
+++ b/lib/trends/wma/Wma.cs
@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Numerics;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
diff --git a/lib/volatility/atr/Atr.Quantower.Tests.cs b/lib/volatility/atr/Atr.Quantower.Tests.cs
index baac1015..532b6185 100644
--- a/lib/volatility/atr/Atr.Quantower.Tests.cs
+++ b/lib/volatility/atr/Atr.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/volatility/atr/Atr.Validation.Tests.cs b/lib/volatility/atr/Atr.Validation.Tests.cs
index 50d4b924..9b9a2fe2 100644
--- a/lib/volatility/atr/Atr.Validation.Tests.cs
+++ b/lib/volatility/atr/Atr.Validation.Tests.cs
@@ -1,13 +1,9 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using OoplesFinance.StockIndicators;
 using OoplesFinance.StockIndicators.Enums;
 using OoplesFinance.StockIndicators.Models;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;
diff --git a/lib/volume/adl/Adl.Quantower.Tests.cs b/lib/volume/adl/Adl.Quantower.Tests.cs
index c50086ff..d28fbbff 100644
--- a/lib/volume/adl/Adl.Quantower.Tests.cs
+++ b/lib/volume/adl/Adl.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/volume/adl/Adl.Tests.cs b/lib/volume/adl/Adl.Tests.cs
index 9df5c892..9628abf2 100644
--- a/lib/volume/adl/Adl.Tests.cs
+++ b/lib/volume/adl/Adl.Tests.cs
@@ -1,5 +1,3 @@
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 
diff --git a/lib/volume/adl/Adl.Validation.Tests.cs b/lib/volume/adl/Adl.Validation.Tests.cs
index 93977ba1..e13b2f11 100644
--- a/lib/volume/adl/Adl.Validation.Tests.cs
+++ b/lib/volume/adl/Adl.Validation.Tests.cs
@@ -1,5 +1,3 @@
-using Xunit;
-using QuanTAlib;
 using Skender.Stock.Indicators;
 using TALib;
 using Tulip;
diff --git a/lib/volume/adosc/Adosc.Quantower.Tests.cs b/lib/volume/adosc/Adosc.Quantower.Tests.cs
index d5cc75fa..d69d24b7 100644
--- a/lib/volume/adosc/Adosc.Quantower.Tests.cs
+++ b/lib/volume/adosc/Adosc.Quantower.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 
diff --git a/lib/volume/adosc/Adosc.Tests.cs b/lib/volume/adosc/Adosc.Tests.cs
index 98f25625..486e2b68 100644
--- a/lib/volume/adosc/Adosc.Tests.cs
+++ b/lib/volume/adosc/Adosc.Tests.cs
@@ -1,4 +1,3 @@
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;
diff --git a/lib/volume/adosc/Adosc.Validation.Tests.cs b/lib/volume/adosc/Adosc.Validation.Tests.cs
index ea762e37..74e32655 100644
--- a/lib/volume/adosc/Adosc.Validation.Tests.cs
+++ b/lib/volume/adosc/Adosc.Validation.Tests.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using Xunit;
 using QuanTAlib.Tests;
 using Skender.Stock.Indicators;
 using TALib;
diff --git a/quantower/Quantower.Tests.csproj b/quantower/Quantower.Tests.csproj
index 02ee057b..cb80a5e7 100644
--- a/quantower/Quantower.Tests.csproj
+++ b/quantower/Quantower.Tests.csproj
@@ -10,6 +10,11 @@
     <EnableDefaultCompileItems>false</EnableDefaultCompileItems>
   </PropertyGroup>
 
+  <ItemGroup>
+    <Using Include="Xunit" />
+    <Using Include="QuanTAlib" />
+  </ItemGroup>
+
   <ItemGroup>
     <PackageReference Include="coverlet.collector" Version="6.0.4" />
     <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.12.0" />
@@ -43,4 +48,4 @@
     <Compile Include="IndicatorExtensions.cs" />
   </ItemGroup>
 
-</Project>
+</Project>
\ No newline at end of file