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.

fuzz/fuzz_targets/indicator_update.rs

@@ -15,10 +15,10 @@
 
 use libfuzzer_sys::fuzz_target;
 use wickra_core::{
-    BatchExt, BollingerBands, Cmo, Coppock, Dema, Dpo, Ema, HistoricalVolatility, Hma, Indicator,
-    Kama, LinRegAngle, LinRegSlope, LinearRegression, MacdIndicator, Mom, Pmo, Ppo, Roc, Rsi, Sma,
-    Smma, StdDev, StochRsi, T3, Tema, Trima, Trix, Tsi, UlcerIndex, VerticalHorizontalFilter, Wma,
-    ZScore, Zlema,
+    Alma, BatchExt, BollingerBands, Cmo, Coppock, Dema, Dpo, Ema, Frama, HistoricalVolatility, Hma,
+    Indicator, Jma, Kama, LinRegAngle, LinRegSlope, LinearRegression, MacdIndicator,
+    McGinleyDynamic, Mom, Pmo, Ppo, Roc, Rsi, Sma, Smma, StdDev, StochRsi, T3, Tema, Trima, Trix,
+    Tsi, UlcerIndex, VerticalHorizontalFilter, Vidya, Wma, ZScore, Zlema,
 };
 
 /// Drive a single streaming + batch run through one scalar indicator. Marked
@@ -53,6 +53,11 @@ fuzz_target!(|data: Vec<f64>| {
     drive(|| Trima::new(14).unwrap(), &data);
     drive(|| Zlema::new(14).unwrap(), &data);
     drive(|| Kama::new(10, 2, 30).unwrap(), &data);
+    drive(|| Alma::new(9, 0.85, 6.0).unwrap(), &data);
+    drive(|| McGinleyDynamic::new(10).unwrap(), &data);
+    drive(|| Frama::new(16).unwrap(), &data);
+    drive(|| Vidya::new(14, 9).unwrap(), &data);
+    drive(|| Jma::new(14, 0.0, 2).unwrap(), &data);
     drive(|| T3::new(14, 0.7).unwrap(), &data);
     drive(|| Mom::new(14).unwrap(), &data);
     drive(|| Cmo::new(14).unwrap(), &data);

fuzz/fuzz_targets/indicator_update_candle.rs

@@ -23,10 +23,11 @@
 
 use libfuzzer_sys::fuzz_target;
 use wickra_core::{
-    AcceleratorOscillator, Adl, Adx, Aroon, AroonOscillator, Atr, AtrTrailingStop,
+    AcceleratorOscillator, Adl, Adx, Alligator, Aroon, AroonOscillator, Atr, AtrTrailingStop,
     AwesomeOscillator, BalanceOfPower, BatchExt, Candle, Cci, ChaikinMoneyFlow, ChaikinOscillator,
     ChaikinVolatility, ChandeKrollStop, ChandelierExit, ChoppinessIndex, Donchian, EaseOfMovement,
-    ForceIndex, Indicator, Keltner, MassIndex, MedianPrice, Mfi, Natr, Obv, Psar, RollingVwap,
+    Evwma, ForceIndex, Indicator, Keltner, MassIndex, MedianPrice, Mfi, Natr, Obv, Psar,
+    RollingVwap,
     Stochastic, SuperTrend, TrueRange, TypicalPrice, UltimateOscillator, VolumePriceTrend, Vortex,
     Vwap, Vwma, WeightedClose, WilliamsR,
 };
@@ -88,6 +89,7 @@ fuzz_target!(|data: Vec<f64>| {
     // --- Trend & Directional ---
     drive(|| Adx::new(14).unwrap(), &candles);
     drive(|| Aroon::new(14).unwrap(), &candles);
+    drive(|| Alligator::new(13, 8, 5).unwrap(), &candles);
     drive(|| AroonOscillator::new(14).unwrap(), &candles);
     drive(|| Vortex::new(14).unwrap(), &candles);
     drive(|| MassIndex::new(9, 25).unwrap(), &candles);
@@ -107,6 +109,7 @@ fuzz_target!(|data: Vec<f64>| {
     drive(Vwap::new, &candles);
     drive(|| RollingVwap::new(20).unwrap(), &candles);
     drive(|| Vwma::new(20).unwrap(), &candles);
+    drive(|| Evwma::new(20).unwrap(), &candles);
     drive(Adl::new, &candles);
     drive(VolumePriceTrend::new, &candles);
     drive(|| ChaikinMoneyFlow::new(20).unwrap(), &candles);