feat: Family 01 Moving Averages — ALMA / McGinley / FRAMA / VIDYA / JMA / Alligator / EVWMA (#39)

* feat(alma): add Arnaud Legoux Moving Average

Gaussian-weighted moving average with configurable centre (offset in
[0, 1]) and kernel width (sigma > 0). Pre-computes normalised weights
at construction so each update is a single rolling window dot product.

Reference: Arnaud Legoux and Dimitrios Kouzis-Loukas, 2009.

Touchpoints:
- crates/wickra-core: alma.rs + mod.rs + lib.rs re-export
- bindings/python: PyAlma + __init__.py + test_new_indicators +
  test_known_values reference
- bindings/node: AlmaNode + index.d.ts/index.js + indicators.test.js
  factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers ALMA(9, 0.85, 6.0)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(mcginley): add McGinley Dynamic moving average

John McGinley's self-adjusting moving average with the recurrence
MD + (price - MD) / (0.6 * period * (price / MD)^4). Speeds up when
price falls below the indicator and damps when price runs above the
indicator. Seeded with the simple average of the first period inputs.

Reference: McGinley, Technical Analysis of Stocks & Commodities, 1990.

Touchpoints:
- crates/wickra-core: mcginley_dynamic.rs + mod.rs + lib.rs re-export
- bindings/python: PyMcGinleyDynamic + __init__.py + test_new_indicators
  + test_known_values reference
- bindings/node: McGinleyDynamicNode (scalar macro) + index.d.ts/index.js
  + indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers McGinleyDynamic(10)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(frama): add Fractal Adaptive Moving Average

Ehlers' FRAMA adapts its smoothing constant to the fractal dimension of
the recent window: tight tracking in trends, heavy smoothing in chop.
Uses the close-only variant where max/min over each window half drive
the dimension estimate. Period must be even (default 16).

Reference: Ehlers, Fractal Adaptive Moving Average, 2005.

Touchpoints:
- crates/wickra-core: frama.rs + mod.rs + lib.rs re-export
- bindings/python: PyFrama + __init__.py + test_new_indicators +
  test_known_values reference (constant series + uptrend tracking)
- bindings/node: FramaNode (scalar macro) + index.d.ts/index.js +
  indicators.test.js factory + reference value
- bindings/wasm: wasm_scalar_indicator! macro
- fuzz: indicator_update target covers Frama(16)
- crates/wickra/benches: bench_scalar entry
- README + CHANGELOG: Moving Averages row + Unreleased entry

* feat(vidya): add Variable Index Dynamic Average

Chande's VIDYA — an EMA whose alpha scales with |CMO(cmo_period)| / 100.
Strong directional momentum lifts the smoothing constant toward the
EMA-of-period rate; flat or choppy windows shrink it toward zero so
VIDYA coasts on its previous value. Two parameters: period (14) and
cmo_period (9). Reuses the existing wickra-core Cmo internally.

Reference: Chande, Stocks & Commodities, 1992.

Also fixes a silent gap from d37fbd1 (feat(frama)): the PyFrama Python
class wrapper and its add_class registration were dropped because the
two edits hit "File has not been read yet" errors that scrolled past
in a batch. Adds them here alongside VIDYA's bindings.

Touchpoints (VIDYA): vidya.rs + mod.rs + lib.rs re-export, PyVidya +
__init__.py + test_new_indicators + test_known_values reference,
VidyaNode (manual two-param binding) + index.d.ts/index.js +
indicators.test.js factory + reference, wasm_scalar_indicator! macro,
fuzz target, bench, README + CHANGELOG.

* feat(jma): add Jurik Moving Average

Three-stage filter reconstruction of Mark Jurik's adaptive MA (the
algorithm is proprietary; this is the form used by most open-source
ports since the 1999 TASC article). Parameters: period (14), phase in
[-100, 100] (0), power in 1..=4 (2). State is seeded by setting
e0 = JMA = first input so a constant input stream is reproduced exactly.

Touchpoints: jma.rs + mod.rs + lib.rs re-export, PyJma + __init__.py +
test_new_indicators + test_known_values reference, JmaNode (manual
three-param binding) + index.d.ts/index.js + indicators.test.js factory
+ reference, wasm_scalar_indicator! macro, fuzz target, bench, README +
CHANGELOG.

* feat(alligator): add Bill Williams Alligator

Three SMMA lines (Jaw / Teeth / Lips) over the median price
(high + low) / 2 with default periods 13 / 8 / 5. Multi-output
indicator returning AlligatorOutput { jaw, teeth, lips }. The
original chart variant shifts each line forward for display; we
publish the unshifted SMMA values and leave the visual shift to
the consumer.

Reference: Bill Williams, Trading Chaos, 1995.

Touchpoints: alligator.rs + mod.rs + lib.rs re-export, PyAlligator
(Candle input, returns 3-tuple, ndarray (n, 3) batch) + __init__.py
+ test_new_indicators + test_known_values reference, AlligatorNode +
AlligatorValue + index.d.ts/index.js + indicators.test.js multi
factory + reference, WasmAlligator (manual JsValue object) +
candle-fuzz target + README + CHANGELOG.

* feat(evwma): add Elastic Volume-Weighted Moving Average

Christian P. Fries' elastic recurrence where the smoothing weight is the
bar's volume relative to the running window total:

  V_sum_t = sum of volumes over the last period candles
  EVWMA_t = ((V_sum_t - v_t) * EVWMA_{t-1} + v_t * close_t) / V_sum_t

A bar whose volume is small barely moves the average; a bar that
dominates the window pulls it strongly toward that bar's close. Seeded
with the close of the first full window; holds its previous value if
the entire window has zero volume.

Reference: Fries, Wilmott Magazine, 2001.

Touchpoints: evwma.rs + mod.rs + lib.rs re-export, PyEvwma (close +
volume batch) + __init__.py + test_new_indicators CANDLE_SCALAR +
test_known_values reference, EvwmaNode + index.d.ts/index.js +
indicators.test.js candleScalar factory + reference, WasmEvwma,
candle-fuzz target + README + CHANGELOG.

* ci: Force local wheel install in Python jobs

Use --no-index --no-deps so the Python matrix installs the freshly
built wheel from dist/ and never falls back to PyPI. Previously pip
sometimes picked the released 0.2.x wheel on macOS / Windows when its
platform tag was a wider match than the local build, which made the
job test the released package and miss any new symbols added in the
PR (e.g. AttributeError: module 'wickra' has no attribute 'ALMA').
numpy is already installed by the preceding pip step, so --no-deps
is safe.

bindings/node/__tests__/indicators.test.js

@@ -37,6 +37,11 @@ const scalarFactories = {
   ROC: () => new wickra.ROC(12),
   TRIX: () => new wickra.TRIX(9),
   KAMA: () => new wickra.KAMA(10, 2, 30),
+  ALMA: () => new wickra.ALMA(9, 0.85, 6.0),
+  McGinleyDynamic: () => new wickra.McGinleyDynamic(10),
+  FRAMA: () => new wickra.FRAMA(16),
+  VIDYA: () => new wickra.VIDYA(14, 9),
+  JMA: () => new wickra.JMA(14, 0, 2),
   SMMA: () => new wickra.SMMA(14),
   TRIMA: () => new wickra.TRIMA(20),
   ZLEMA: () => new wickra.ZLEMA(14),
@@ -86,6 +91,7 @@ const candleScalar = {
   AwesomeOscillator: { make: () => new wickra.AwesomeOscillator(5, 34), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
   OBV: { make: () => new wickra.OBV(), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
   VWMA: { make: () => new wickra.VWMA(20), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
+  EVWMA: { make: () => new wickra.EVWMA(20), step: (ind, i) => ind.update(close[i], volume[i]), batch: (ind) => ind.batch(close, volume) },
   UltimateOscillator: { make: () => new wickra.UltimateOscillator(7, 14, 28), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
   AroonOscillator: { make: () => new wickra.AroonOscillator(14), step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
   NATR: { make: () => new wickra.NATR(14), step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
@@ -122,6 +128,7 @@ for (const [name, d] of Object.entries(candleScalar)) {
 // --- Multi-output indicators: object update vs interleaved batch ---
 
 const multi = {
+  Alligator: { make: () => new wickra.Alligator(13, 8, 5), fields: ['jaw', 'teeth', 'lips'], step: (ind, i) => ind.update(high[i], low[i]), batch: (ind) => ind.batch(high, low) },
   MACD: { make: () => new wickra.MACD(12, 26, 9), fields: ['macd', 'signal', 'histogram'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
   BollingerBands: { make: () => new wickra.BollingerBands(20, 2), fields: ['upper', 'middle', 'lower', 'stddev'], step: (ind, i) => ind.update(close[i]), batch: (ind) => ind.batch(close) },
   Stochastic: { make: () => new wickra.Stochastic(14, 3), fields: ['k', 'd'], step: (ind, i) => ind.update(high[i], low[i], close[i]), batch: (ind) => ind.batch(high, low, close) },
@@ -258,3 +265,59 @@ test('LinRegAngle of a unit-slope series is 45 degrees', () => {
   const out = new wickra.LinRegAngle(5).batch([1, 2, 3, 4, 5, 6]);
   assert.ok(Math.abs(out[4] - 45) < 1e-9);
 });
+
+test('EVWMA(2) reference values on [10, 20, 30] with volumes [1, 3, 1]', () => {
+  const out = new wickra.EVWMA(2).batch([10, 20, 30], [1, 3, 1]);
+  assert.ok(Number.isNaN(out[0]));
+  assert.ok(Math.abs(out[1] - 20) < 1e-12);
+  assert.ok(Math.abs(out[2] - 22.5) < 1e-12);
+});
+
+test('Alligator on a flat median price seeds to that median', () => {
+  const n = 30;
+  const out = new wickra.Alligator(13, 8, 5).batch(Array(n).fill(11), Array(n).fill(9));
+  // All three SMMAs see median (11 + 9) / 2 = 10 every bar.
+  for (let i = 12; i < n; i++) {
+    assert.ok(Math.abs(out[i * 3] - 10) < 1e-12, `jaw at ${i}: ${out[i * 3]}`);
+    assert.ok(Math.abs(out[i * 3 + 1] - 10) < 1e-12);
+    assert.ok(Math.abs(out[i * 3 + 2] - 10) < 1e-12);
+  }
+});
+
+test('JMA on a flat series reproduces the constant', () => {
+  const out = new wickra.JMA(14, 0, 2).batch(Array(30).fill(42));
+  for (let i = 0; i < 30; i++) assert.ok(Math.abs(out[i] - 42) < 1e-12);
+});
+
+test('VIDYA on a flat series holds the seed', () => {
+  const out = new wickra.VIDYA(14, 4).batch(Array(20).fill(42));
+  for (let i = 0; i < 4; i++) assert.ok(Number.isNaN(out[i]));
+  for (let i = 4; i < 20; i++) assert.ok(Math.abs(out[i] - 42) < 1e-12);
+});
+
+test('FRAMA pure uptrend hugs the latest close', () => {
+  const out = new wickra.FRAMA(4).batch([1, 2, 3, 4, 5, 6, 7, 8]);
+  assert.ok(Math.abs(out[out.length - 1] - 8) < 0.05);
+});
+
+test('McGinleyDynamic(3) seeds with SMA and recurses on the next price', () => {
+  // Seed = SMA([10, 20, 30]) = 20. On 40: ratio = 2, divisor = 0.6*3*16 = 28.8.
+  const out = new wickra.McGinleyDynamic(3).batch([10, 20, 30, 40]);
+  assert.ok(Number.isNaN(out[0]) && Number.isNaN(out[1]));
+  assert.ok(Math.abs(out[2] - 20) < 1e-12);
+  const expected = 20 + 20 / (0.6 * 3 * 16);
+  assert.ok(Math.abs(out[3] - expected) < 1e-12);
+});
+
+test('ALMA(3, 0.85, 6) reference value on [10, 20, 30]', () => {
+  // m = 0.85 * 2 = 1.7; s = 3 / 6 = 0.5; 2*s^2 = 0.5.
+  const out = new wickra.ALMA(3, 0.85, 6).batch([10, 20, 30]);
+  assert.ok(Number.isNaN(out[0]) && Number.isNaN(out[1]));
+  const w = [0, 1, 2].map((i) => Math.exp(-Math.pow(i - 1.7, 2) / 0.5));
+  const s = w[0] + w[1] + w[2];
+  const expected = (10 * w[0] + 20 * w[1] + 30 * w[2]) / s;
+  assert.ok(Math.abs(out[2] - expected) < 1e-12);
+  // The heavy offset toward the newest sample lifts the average above the
+  // simple mean of 20.
+  assert.ok(out[2] > 20);
+});