Refactor: Remove unnecessary using directives across multiple files

- Cleaned up code by removing unused using directives from various test and implementation files in the trends and volume directories.
- This includes files related to HMA, HTIT, JMA, KAMA, LSMA, MAMA, MGDI, PWMA, RMA, SMA, SSF, SUPER, T3, TEMA, TRIMA, USF, VIDYA, WMA, ATR, ADL, and ADOSC.
- Improved code readability and maintainability by streamlining imports.

lib/core/AbstractBase.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 
 namespace QuanTAlib;

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]);

lib/core/ringbuffer/RingBuffer.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Collections;
 using System.Numerics;
 using System.Runtime.CompilerServices;

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();
-}
+}

lib/core/tseries/ITValuePublisher.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.InteropServices;
 
 namespace QuanTAlib;

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;
 

lib/feeds/gbm/ValidationHelper.cs

@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using Xunit;
 

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
     }
-}
+}

lib/momentum/adx/Adx.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/adx/Adx.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

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]);
     }
-}
+}

lib/momentum/adxr/Adxr.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/adxr/Adxr.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/momentum/ao/Ao.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/ao/Ao.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/momentum/apo/Apo.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/apo/Apo.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/momentum/aroon/Aroon.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/aroon/Aroon.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/momentum/aroonosc/AroonOsc.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/aroonosc/AroonOsc.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/momentum/bop/Bop.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/bop/Bop.Tests.cs

@@ -1,5 +1,3 @@
-using Xunit;
-using System;
 
 namespace QuanTAlib.Tests;
 

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;

lib/momentum/cfb/Cfb.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/cfb/Cfb.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

lib/momentum/cfb/Cfb.Validation.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;

lib/momentum/cfb/Cfb.cs

@@ -1,5 +1,3 @@
-using System;
-using System.Collections.Generic;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 

lib/momentum/dmx/Dmx.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/dmx/Dmx.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

lib/momentum/dmx/Dmx.Validation.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;

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;

lib/momentum/macd/Macd.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/macd/Macd.Tests.cs

@@ -1,5 +1,3 @@
-using Xunit;
-using System;
 
 namespace QuanTAlib.Tests;
 

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;

lib/momentum/rsi/Rsi.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/rsi/Rsi.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/momentum/rsi/Rsi.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Numerics;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;

lib/momentum/rsx/Rsx.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/rsx/Rsx.Repro.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 

lib/momentum/rsx/Rsx.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib;
 

lib/momentum/rsx/Rsx.Validation.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using QuanTAlib.Tests;
 
 namespace QuanTAlib;

lib/momentum/rsx/Rsx.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 

lib/momentum/vel/Vel.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/momentum/vel/Vel.Tests.cs

@@ -1,5 +1,3 @@
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 

lib/momentum/vel/Vel.Validation.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

lib/momentum/vel/Vel.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 

lib/statistics/beta/Beta.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/beta/Beta.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;

lib/statistics/beta/Beta.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 
 namespace QuanTAlib;

lib/statistics/covariance/Covariance.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/covariance/Covariance.Simd.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

lib/statistics/covariance/Covariance.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

lib/statistics/covariance/Covariance.Validation.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;

lib/statistics/linreg/LinReg.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/linreg/LinReg.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;
 

lib/statistics/linreg/LinReg.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 

lib/statistics/median/Median.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/median/Median.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 
 namespace QuanTAlib;
 

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;
 

lib/statistics/skew/Skew.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/skew/Skew.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;
 

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;

lib/statistics/stddev/StdDev.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/stddev/StdDev.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;

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;

lib/statistics/variance/Variance.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/statistics/variance/Variance.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;

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;

lib/trends/alma/Alma.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;

lib/trends/alma/Alma.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;

lib/trends/alma/Alma.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Buffers;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;

lib/trends/bessel/Bessel.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;

lib/trends/bessel/Bessel.Validation.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using System.Linq;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;

lib/trends/bilateral/Bilateral.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 
 namespace QuanTAlib.Tests;

lib/trends/bilateral/Bilateral.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 
 namespace QuanTAlib;
 

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;

lib/trends/bilateral/Bilateral.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 

lib/trends/blma/Blma.Quantower.Tests.cs

@@ -1,4 +1,3 @@
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

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;
 

lib/trends/blma/Blma.Validation.Tests.cs

@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using Xunit;
-using QuanTAlib;
 
 namespace QuanTAlib.Tests;
 

lib/trends/blma/Blma.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;
 using QuanTAlib;

lib/trends/butter/Butter.Quantower.Tests.cs

@@ -1,5 +1,3 @@
-using System;
-using Xunit;
 using TradingPlatform.BusinessLayer;
 using QuanTAlib;
 

lib/trends/butter/Butter.Tests.cs

@@ -1,6 +1,3 @@
-using System;
-using System.Linq;
-using Xunit;
 
 namespace QuanTAlib.Tests;
 

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;
 

lib/trends/butter/Butter.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Runtime.CompilerServices;
 using System.Runtime.InteropServices;