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/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;
 

lib/trends/conv/Conv.Quantower.Tests.cs

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

lib/trends/conv/Conv.Tests.cs

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

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;

lib/trends/conv/Conv.cs

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

lib/trends/dema/Dema.Quantower.Tests.cs

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

lib/trends/dema/Dema.Tests.cs

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

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;

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);
-}
+}

lib/trends/dwma/Dwma.Quantower.Tests.cs

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

lib/trends/dwma/Dwma.Tests.cs

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

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;
 

lib/trends/dwma/Dwma.cs

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

lib/trends/ema/Ema.Quantower.Tests.cs

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

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;

lib/trends/hma/Hma.Quantower.Tests.cs

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

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;

lib/trends/hma/Hma.cs

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

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;
 

lib/trends/htit/Htit.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

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;
 

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;
 

lib/trends/htit/Htit.cs

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

lib/trends/jma/Jma.Quantower.Tests.cs

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

lib/trends/jma/Jma.Tests.cs

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

lib/trends/jma/Jma.Validation.Tests.cs

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

lib/trends/jma/Jma.ZeroDiv.Tests.cs

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

lib/trends/jma/Jma.cs

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

lib/trends/kama/Kama.Quantower.Tests.cs

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

lib/trends/kama/Kama.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

lib/trends/kama/Kama.Tests.cs

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

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;

lib/trends/kama/Kama.cs

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

lib/trends/lsma/Lsma.Quantower.Tests.cs

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

lib/trends/lsma/Lsma.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

lib/trends/lsma/Lsma.Tests.cs

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

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;

lib/trends/lsma/Lsma.cs

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

lib/trends/mama/Mama.Quantower.Tests.cs

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

lib/trends/mama/Mama.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

lib/trends/mama/Mama.Tests.cs

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

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;
 

lib/trends/mama/Mama.cs

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

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;
 

lib/trends/mgdi/Mgdi.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

lib/trends/mgdi/Mgdi.Tests.cs

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

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;

lib/trends/mgdi/Mgdi.cs

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

lib/trends/pwma/Pwma.Quantower.Tests.cs

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

lib/trends/pwma/Pwma.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

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;

lib/trends/pwma/Pwma.cs

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

lib/trends/rma/Rma.Quantower.Tests.cs

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

lib/trends/rma/Rma.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

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;
 

lib/trends/sma/Sma.Quantower.Tests.cs

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

lib/trends/sma/Sma.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

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;
 

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;

lib/trends/sma/Sma.ZeroDiv.Tests.cs

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

lib/trends/sma/Sma.cs

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

lib/trends/ssf/Ssf.Quantower.Tests.cs

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

lib/trends/ssf/Ssf.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

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;

lib/trends/super/Super.Quantower.Tests.cs

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

lib/trends/super/Super.Quantower.cs

@@ -1,4 +1,3 @@
-using System;
 using System.Drawing;
 using System.Runtime.CompilerServices;
 using TradingPlatform.BusinessLayer;

lib/trends/super/Super.Tests.cs

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

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;

lib/trends/t3/T3.Quantower.Tests.cs

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

lib/trends/t3/T3.Tests.cs

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

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;

lib/trends/t3/T3.cs

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

lib/trends/tema/Tema.Quantower.Tests.cs

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

lib/trends/tema/Tema.Tests.cs

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

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;

lib/trends/trima/Trima.Quantower.Tests.cs

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

lib/trends/trima/Trima.Tests.cs

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

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;
 

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;

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;
 

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;
 

lib/trends/usf/Usf.Validation.Tests.cs

@@ -1,4 +1,3 @@
-using System.Collections.Generic;
 using Xunit.Abstractions;
 
 namespace QuanTAlib.Tests;

lib/trends/vidya/Vidya.Quantower.Tests.cs

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