Add the Go binding over the C ABI hub (#228)

Adds a Go binding (`bindings/go`) over the C ABI hub — the second language stecker after C#.

## What's here
- **`bindings/go`** — a cgo binding exposing all 514 indicators as idiomatic Go types with `New<Indicator>` constructors and `Update`/`Batch`/`Reset`/`Close` methods. The wrappers in `indicators_gen.go` are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C# generator: scalar/batch, multi-output, bars, profile, profile-values, array-input). Opaque handles are freed by `Close()` with a `runtime.SetFinalizer` backstop; pointer arguments are caller-owned, panics never cross the boundary.
- **`examples/go`** — the full example suite mirroring C/C#: streaming, backtest, multi_timeframe, parallel_assets (goroutine fan-out), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — a `go` job builds the C ABI library, stages it, and runs `gofmt`/`go vet`/`go test` plus the offline examples on Linux, macOS and Windows.
- **Docs** — Go added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The binding links the prebuilt C ABI library via cgo (`libwickra.so`/`.dylib`/`wickra.dll` staged under `bindings/go/lib`, gitignored). The native libraries are already shipped per target triple by the existing `c-abi-build` release job; distribution is via the subdirectory module tag `bindings/go/vX.Y.Z` (gated), so `release.yml` needs no new publish job.

No Rust crate or `Cargo.toml` change — the Go module is standalone and additive.

Not for merge yet (gated, per request).

examples/go/strategy_bollinger_squeeze/main.go

@@ -0,0 +1,66 @@
+// Breakout: when Bollinger bandwidth is tight (a "squeeze") and price closes above
+// the upper band, go long with an ATR(14) trailing stop.
+package main
+
+import (
+	"log"
+	"math"
+	"os"
+
+	wickra "github.com/wickra-lib/wickra/bindings/go"
+	"github.com/wickra-lib/wickra/examples/go/internal/market"
+)
+
+func main() {
+	bars := loadBars()
+
+	bollinger, _ := wickra.NewBollingerBands(20, 2.0)
+	defer bollinger.Close()
+	atr, _ := wickra.NewAtr(14)
+	defer atr.Close()
+
+	var returns []float64
+	trades := 0
+	inPosition := false
+	entry := 0.0
+	stop := 0.0
+
+	for _, b := range bars {
+		band, okBand := bollinger.Update(b.Close)
+		atrValue := atr.Update(b.Open, b.High, b.Low, b.Close, b.Volume, b.Timestamp)
+		if !okBand || math.IsNaN(atrValue) {
+			continue
+		}
+
+		bandwidth := math.MaxFloat64
+		if band.Middle != 0.0 {
+			bandwidth = (band.Upper - band.Lower) / band.Middle
+		}
+
+		if !inPosition && bandwidth < 0.06 && b.Close > band.Upper {
+			inPosition = true
+			entry = b.Close
+			stop = b.Close - 2.0*atrValue
+			trades++
+		} else if inPosition {
+			stop = math.Max(stop, b.Close-2.0*atrValue) // trail the stop up
+			if b.Close < stop {
+				returns = append(returns, (b.Close-entry)/entry)
+				inPosition = false
+			}
+		}
+	}
+
+	market.Print("Bollinger squeeze", market.Summarize(returns, trades, 252.0))
+}
+
+func loadBars() []market.Bar {
+	if len(os.Args) > 1 {
+		bars, err := market.LoadOhlcvCsv(os.Args[1])
+		if err != nil {
+			log.Fatalf("load csv: %v", err)
+		}
+		return bars
+	}
+	return market.SyntheticCandles(2000)
+}