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.

docs/wiki/indicators/statistics/Indicator-TypicalPrice.md

@@ -0,0 +1,137 @@
+# TypicalPrice
+
+> Typical Price — the bar's `(high + low + close) / 3`, a single
+> representative price per candle.
+
+## Quick reference
+
+| Field | Value |
+|-------|-------|
+| Family | Statistics |
+| Sub-category | Price transforms |
+| Input type | `Candle` (uses `high`, `low`, `close`) |
+| Output type | `f64` |
+| Output range | unbounded (price scale) |
+| Default parameters | none (no parameters) |
+| Warmup period | `1` |
+| Interpretation | A representative per-bar price; a smoother stand-in for the close. |
+
+## Formula
+
+```
+TypicalPrice = (high + low + close) / 3
+```
+
+The typical price collapses a full OHLC bar to one number, giving the close
+no more weight than the two extremes. It is the price series that
+[`Cci`](../momentum/Indicator-Cci.md) and [`Mfi`](../momentum/Indicator-Mfi.md)
+are defined on, and a common input to feed any close-driven indicator when you
+want the bar's range reflected in the value.
+
+## Parameters
+
+`TypicalPrice` takes **no parameters** — `TypicalPrice::new()` in Rust,
+`wickra.TypicalPrice()` in Python, `new ta.TypicalPrice()` in Node.
+
+## Inputs / Outputs
+
+From `crates/wickra-core/src/indicators/typical_price.rs`:
+
+```rust
+impl Indicator for TypicalPrice {
+    type Input = Candle;
+    type Output = f64;
+    // update(&mut self, input: Candle) -> Option<f64>
+}
+```
+
+`TypicalPrice` is a **candle-input** indicator that reads `high`, `low` and
+`close`. In Python the streaming `update` accepts a 6-tuple or a dict; the
+batch helper takes `high`, `low`, `close` numpy arrays. Node and WASM expose
+`update(high, low, close)` and the matching `batch`.
+
+## Warmup
+
+`TypicalPrice::new().warmup_period() == 1`. It is a stateless per-bar
+transform — it emits a value from the very first candle.
+
+## Edge cases
+
+- **No warmup.** Every candle produces a value immediately.
+- **Reset.** `tp.reset()` only clears the `is_ready` flag; there is no
+  rolling state to discard.
+
+## Examples
+
+### Rust
+
+```rust
+use wickra::{Candle, Indicator, TypicalPrice};
+
+fn main() -> Result<(), Box<dyn std::error::Error>> {
+    let mut tp = TypicalPrice::new();
+    let v = tp.update(Candle::new(9.0, 12.0, 6.0, 9.0, 1.0, 0)?);
+    println!("{:?}", v);
+    Ok(())
+}
+```
+
+Output:
+
+```
+Some(9.0)
+```
+
+`(12 + 6 + 9) / 3 = 9`. This matches the `reference_value` test in
+`crates/wickra-core/src/indicators/typical_price.rs`.
+
+### Python
+
+```python
+import numpy as np
+import wickra as ta
+
+tp = ta.TypicalPrice()
+print(tp.batch(np.array([12.0]), np.array([6.0]), np.array([9.0])))
+```
+
+Output:
+
+```
+[9.]
+```
+
+### Node
+
+```javascript
+const ta = require('wickra');
+const tp = new ta.TypicalPrice();
+console.log(tp.batch([12], [6], [9]));
+```
+
+Output:
+
+```
+[ 9 ]
+```
+
+## Interpretation
+
+Use it wherever you would use the close but want the bar's range to count —
+feeding a moving average, an oscillator, or a band. It is marginally smoother
+than the raw close because a wild close is pulled back toward the bar's mid.
+
+## Common pitfalls
+
+- **Feeding it scalar prices.** It needs the full `high`/`low`/`close` bar.
+
+## References
+
+The Typical Price (also "pivot price"); the `(H + L + C) / 3` definition is
+standard (StockCharts, TA-Lib's `TYPPRICE`).
+
+## See also
+
+- [Indicator-MedianPrice.md](Indicator-MedianPrice.md) — `(H + L) / 2`.
+- [Indicator-WeightedClose.md](Indicator-WeightedClose.md) — `(H + L + 2C) / 4`.
+- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.