F12: add price transforms and rolling linear regression

- Rust core: typical_price.rs ((H+L+C)/3), median_price.rs ((H+L)/2),
  weighted_close.rs ((H+L+2C)/4) — stateless per-bar OHLC transforms — and
  linreg.rs (LinearRegression — endpoint of a rolling ordinary-least-squares
  fit) and linreg_slope.rs (LinRegSlope — slope of that fit). Each with a
  full Indicator impl, runnable doctest and reference / property / warmup /
  reset / batch==streaming tests.
- Python: PyTypicalPrice / PyMedianPrice / PyWeightedClose /
  PyLinearRegression / PyLinRegSlope PyO3 classes + module registration +
  .pyi stubs.
- Node: explicit TypicalPriceNode / MedianPriceNode / WeightedCloseNode /
  LinearRegressionNode / LinRegSlopeNode; index.d.ts and index.js updated.
- WASM: explicit WasmTypicalPrice / WasmMedianPrice / WasmWeightedClose;
  WasmLinearRegression / WasmLinRegSlope via the scalar macro.
- Wiki: a new indicators/statistics/ folder with five Indicator-*.md pages,
  a new "Statistics" family in Indicators-Overview.md and Home.md.

cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests and 66 doctests green.

crates/wickra-core/src/lib.rs

@@ -48,11 +48,12 @@ pub use indicators::{
     AwesomeOscillator, BollingerBands, BollingerBandwidth, BollingerOutput, Cci, ChaikinMoneyFlow,
     ChaikinOscillator, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
     ChandelierExitOutput, Cmo, Coppock, Dema, Donchian, DonchianOutput, Dpo, EaseOfMovement, Ema,
-    ForceIndex, HistoricalVolatility, Hma, Kama, Keltner, KeltnerOutput, MacdIndicator, MacdOutput,
-    MassIndex, Mfi, Mom, Natr, Obv, PercentB, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi, Sma, Smma,
-    StdDev, StochRsi, Stochastic, StochasticOutput, SuperTrend, SuperTrendOutput, Tema, Trima,
-    Trix, Tsi, UlcerIndex, UltimateOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, Vwma,
-    WilliamsR, Wma, Zlema, T3,
+    ForceIndex, HistoricalVolatility, Hma, Kama, Keltner, KeltnerOutput, LinRegSlope,
+    LinearRegression, MacdIndicator, MacdOutput, MassIndex, MedianPrice, Mfi, Mom, Natr, Obv,
+    PercentB, Pmo, Ppo, Psar, Roc, RollingVwap, Rsi, Sma, Smma, StdDev, StochRsi, Stochastic,
+    StochasticOutput, SuperTrend, SuperTrendOutput, Tema, Trima, Trix, Tsi, TypicalPrice,
+    UlcerIndex, UltimateOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, Vwma,
+    WeightedClose, WilliamsR, Wma, Zlema, T3,
 };
 pub use ohlcv::{Candle, Tick};
 pub use traits::{BatchExt, Chain, Indicator};