feat: cross-asset / pairwise indicators (5 new) (#109)

* feat(core): add PairwiseBeta cross-asset indicator

Rolling OLS slope of one asset's log-returns on another's. Unlike Beta,
which regresses the raw inputs it is fed, PairwiseBeta differences
consecutive prices into log-returns internally -- the conventional way to
measure cross-asset beta, where a beta on price levels would be dominated
by the shared trend.

Two-series Indicator<Input = (f64, f64)>, exposed in Rust, Python, Node
and WASM, with unit/known-value/streaming tests and a pair fuzz target.

* feat(core): add PairSpreadZScore cross-asset indicator

Standardised log-spread ln(a) - beta*ln(b) of a pair, where beta is a
rolling-OLS hedge ratio and the spread is z-scored over its own look-back.
The canonical mean-reversion / statistical-arbitrage entry signal, with
independent beta_period and z_period windows.

Two-series Indicator<Input = (f64, f64)>, exposed in Rust, Python, Node
and WASM, with sign/known-value/streaming tests and a pair fuzz target.

* feat(core): add LeadLagCrossCorrelation cross-asset indicator

Reports the integer offset k in [-max_lag, max_lag] that maximises
|corr(a[t], b[t+k])|, answering which of two assets leads the other and by
how many bars. A positive lag means a leads b. Fully causal: a's window is
held centred while b's window slides across the buffered history, so every
lag is evaluated only against data already seen.

Struct output { lag, correlation }, exposed in Rust, Python, Node and WASM
with lead-detection/streaming tests and a pair fuzz driver.

* feat(core): add Cointegration (Engle-Granger + ADF) indicator

Rolling pairs-trading screen: an OLS hedge ratio of a on b, the spread
(residual) a - (alpha + beta*b), and an augmented Dickey-Fuller t-statistic
on the spread with configurable lags. A strongly negative statistic flags a
mean-reverting, tradeable spread. Includes a small Gaussian-elimination
solver for the augmented regression.

Struct output { hedge_ratio, spread, adf_stat }, exposed in Rust, Python,
Node and WASM with stationarity/hedge-ratio/streaming tests and a pair fuzz
driver.

* feat(core): add RelativeStrengthAB cross-asset indicator

Comparative relative strength of two assets: the ratio line a/b together
with its moving average and its RSI, the classic asset-vs-asset /
asset-vs-index rotation screen. Composes the existing Sma and Rsi over the
ratio; a zero denominator or non-finite price is skipped.

Struct output { ratio, ratio_ma, ratio_rsi }, exposed in Rust, Python, Node
and WASM with flat/rising-ratio/streaming tests and a pair fuzz driver.

* test(cointegration): cover ADF guard branches

The ADF helper's short-series and degrees-of-freedom guards and the
zero-dispersion (perfect AR) path are unreachable through the public
Cointegration API (period >= 2*adf_lags + 4), so exercise them with direct
unit tests on adf_no_constant. The second linear solve cannot be singular
once the coefficient solve on the same matrix has succeeded, so it now uses
expect() instead of a dead error branch.

crates/wickra-core/src/indicators/mod.rs

@@ -43,6 +43,7 @@ mod classic_pivots;
 mod cmf;
 mod cmo;
 mod coefficient_of_variation;
+mod cointegration;
 mod conditional_value_at_risk;
 mod connors_rsi;
 mod coppock;
@@ -99,6 +100,7 @@ mod kst;
 mod kurtosis;
 mod kvo;
 mod laguerre_rsi;
+mod lead_lag_cross_correlation;
 mod linreg;
 mod linreg_angle;
 mod linreg_channel;
@@ -122,6 +124,8 @@ mod obv;
 mod omega_ratio;
 mod opening_range;
 mod pain_index;
+mod pair_spread_zscore;
+mod pairwise_beta;
 mod parkinson;
 mod pearson_correlation;
 mod percent_b;
@@ -135,6 +139,7 @@ mod psar;
 mod pvi;
 mod r_squared;
 mod recovery_factor;
+mod relative_strength_ab;
 mod renko_trailing_stop;
 mod roc;
 mod rogers_satchell;
@@ -257,6 +262,7 @@ pub use classic_pivots::{ClassicPivots, ClassicPivotsOutput};
 pub use cmf::ChaikinMoneyFlow;
 pub use cmo::Cmo;
 pub use coefficient_of_variation::CoefficientOfVariation;
+pub use cointegration::{Cointegration, CointegrationOutput};
 pub use conditional_value_at_risk::ConditionalValueAtRisk;
 pub use connors_rsi::ConnorsRsi;
 pub use coppock::Coppock;
@@ -313,6 +319,7 @@ pub use kst::{Kst, KstOutput};
 pub use kurtosis::Kurtosis;
 pub use kvo::Kvo;
 pub use laguerre_rsi::LaguerreRsi;
+pub use lead_lag_cross_correlation::{LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput};
 pub use linreg::LinearRegression;
 pub use linreg_angle::LinRegAngle;
 pub use linreg_channel::{LinRegChannel, LinRegChannelOutput};
@@ -336,6 +343,8 @@ pub use obv::Obv;
 pub use omega_ratio::OmegaRatio;
 pub use opening_range::{OpeningRange, OpeningRangeOutput};
 pub use pain_index::PainIndex;
+pub use pair_spread_zscore::PairSpreadZScore;
+pub use pairwise_beta::PairwiseBeta;
 pub use parkinson::ParkinsonVolatility;
 pub use pearson_correlation::PearsonCorrelation;
 pub use percent_b::PercentB;
@@ -349,6 +358,7 @@ pub use psar::Psar;
 pub use pvi::Pvi;
 pub use r_squared::RSquared;
 pub use recovery_factor::RecoveryFactor;
+pub use relative_strength_ab::{RelativeStrengthAB, RelativeStrengthOutput};
 pub use renko_trailing_stop::RenkoTrailingStop;
 pub use roc::Roc;
 pub use rogers_satchell::RogersSatchellVolatility;