feat(family-15): add 17 risk/performance metrics (#54)

* feat(family-15): add 17 risk/performance metrics

Implements Family 15 pragmatically as standard `Indicator`s instead of a
separate `wickra-metrics` crate. Input is scalar `f64` per bar — period
return, equity sample, or per-trade P&L depending on the metric.

Scalar `Indicator<f64>` (14):
- SharpeRatio(period, risk_free)
- SortinoRatio(period, mar)
- CalmarRatio(period)
- OmegaRatio(period, threshold)
- MaxDrawdown(period)          — rolling, peak-to-trough
- AverageDrawdown(period)
- DrawdownDuration             — cumulative, bars under water (u32 output)
- PainIndex(period)
- ValueAtRisk(period, confidence)
- ConditionalValueAtRisk(period, confidence)
- ProfitFactor(period)
- GainLossRatio(period)
- RecoveryFactor               — cumulative, net return / max drawdown
- KellyCriterion(period)

Two-series `Indicator<(f64, f64)>` for (asset, benchmark) returns (3):
- TreynorRatio(period, risk_free)
- InformationRatio(period)
- Alpha(period, risk_free)     — Jensen / CAPM

Touchpoints:
- 17 new files under `crates/wickra-core/src/indicators/`.
- `mod.rs` + `lib.rs` re-exports.
- Python bindings (`bindings/python/src/lib.rs`, `__init__.py`).
- Node bindings (`bindings/node/src/lib.rs`, `index.js`).
- WASM bindings (`bindings/wasm/src/lib.rs`).
- Fuzz: scalar metrics appended to `indicator_update.rs`; new
  `indicator_update_pair.rs` fuzz target for `(f64, f64)` indicators.
- Python tests: SCALAR + new PAIR parameter lists in `test_new_indicators.py`,
  reference-value cases in `test_known_values.py`.
- Node tests: scalar factories + new pair-factory block in
  `bindings/node/__tests__/indicators.test.js`.
- Benches: 5 Family-15 benches added in `crates/wickra/benches/indicators.rs`.
- Docs: README family-table row + counter (71 -> 88), CHANGELOG entry under
  [Unreleased].

Note: Family 12 (statistik-regression, PR #51) introduces
`node_pair_indicator!` and `wasm_pair_indicator!` macros for Pearson /
Beta / Spearman. Family 15 needs the same pair-input pattern but Family 12
is not yet in main, so the three pair wrappers below are written by hand
in this PR. When PR #51 lands, the trivial merge-conflict is resolved by
keeping the macros from Family 12 and re-using them for Treynor / IR /
Alpha (drop the three handwritten wrappers).

cargo check --workspace --all-features: green.

* fix(family-15): satisfy clippy doc_markdown / if_not_else / digit_grouping

* fix(family-15): unused TreynorRatio import, duplicate pairFactories, _eq_nan inf handling

* fix(family-15): node eq() handles matching infinities for ratio indicators

* test(family-15): cover cold paths flagged by codecov patch

crates/wickra/benches/indicators.rs

@@ -20,22 +20,23 @@ use criterion::{criterion_group, criterion_main, BenchmarkId, Criterion, Through
 use std::hint::black_box;
 use wickra::{
     AccelerationBands, AdOscillator, AdaptiveCycle, Adxr, Alma, AnchoredVwap, Atr, AtrBands,
-    Autocorrelation, BatchExt, BollingerBands, Camarilla, Candle, CenterOfGravity, ClassicPivots,
-    CoefficientOfVariation, CyberneticCycle, Decycler, DecyclerOscillator, DemandIndex,
-    DemarkPivots, DetrendedStdDev, Doji, DonchianStop, DoubleBollinger, EhlersStochastic, Ema,
-    EmpiricalModeDecomposition, Engulfing, Fama, FibonacciPivots, FisherTransform,
-    FractalChaosBands, Frama, GarmanKlassVolatility, Hammer, HeikinAshi, HiLoActivator,
-    HilbertDominantCycle, HurstChannel, HurstExponent, Ichimoku, Indicator, InitialBalance,
-    InstantaneousTrendline, InverseFisherTransform, Jma, Kst, Kurtosis, Kvo, LinRegChannel,
-    MaEnvelope, MacdIndicator, Mama, MarketFacilitationIndex, McGinleyDynamic,
-    MedianAbsoluteDeviation, MorningEveningStar, Nvi, Obv, OpeningRange, ParkinsonVolatility,
-    PercentageTrailingStop, Pgo, Pvi, RSquared, RenkoTrailingStop, RogersSatchellVolatility,
-    RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, SineWave, Skewness, Sma, StandardError,
-    StandardErrorBands, StarcBands, StepTrailingStop, Stochastic, SuperSmoother, TdCombo,
-    TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei,
-    TdRiskLevel, TdSequential, TdSetup, ThreeInside, Tii, Tsv, TtmSqueeze, ValueArea, Variance,
-    Vidya, VoltyStop, VolumeOscillator, VwapStdDevBands, Vzo, WaveTrend, WilliamsFractals, Wma,
-    WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag,
+    Autocorrelation, BatchExt, BollingerBands, CalmarRatio, Camarilla, Candle, CenterOfGravity,
+    ClassicPivots, CoefficientOfVariation, CyberneticCycle, Decycler, DecyclerOscillator,
+    DemandIndex, DemarkPivots, DetrendedStdDev, Doji, DonchianStop, DoubleBollinger,
+    EhlersStochastic, Ema, EmpiricalModeDecomposition, Engulfing, Fama, FibonacciPivots,
+    FisherTransform, FractalChaosBands, Frama, GarmanKlassVolatility, Hammer, HeikinAshi,
+    HiLoActivator, HilbertDominantCycle, HurstChannel, HurstExponent, Ichimoku, Indicator,
+    InitialBalance, InstantaneousTrendline, InverseFisherTransform, Jma, Kst, Kurtosis, Kvo,
+    LinRegChannel, MaEnvelope, MacdIndicator, Mama, MarketFacilitationIndex, MaxDrawdown,
+    McGinleyDynamic, MedianAbsoluteDeviation, MorningEveningStar, Nvi, Obv, OpeningRange,
+    ParkinsonVolatility, PercentageTrailingStop, Pgo, ProfitFactor, Pvi, RSquared,
+    RenkoTrailingStop, RogersSatchellVolatility, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi,
+    SharpeRatio, SineWave, Skewness, Sma, StandardError, StandardErrorBands, StarcBands,
+    StepTrailingStop, Stochastic, SuperSmoother, TdCombo, TdCountdown, TdDeMarker, TdDifferential,
+    TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei, TdRiskLevel, TdSequential, TdSetup,
+    ThreeInside, Tii, Tsv, TtmSqueeze, ValueArea, ValueAtRisk, Variance, Vidya, VoltyStop,
+    VolumeOscillator, VwapStdDevBands, Vzo, WaveTrend, WilliamsFractals, Wma, WoodiePivots,
+    YangZhangVolatility, YoyoExit, ZigZag,
 };
 use wickra_data::csv::CandleReader;
 
@@ -408,6 +409,21 @@ fn benches(c: &mut Criterion) {
     bench_candle_input(c, "opening_range", &candles, || {
         OpeningRange::new(6).unwrap()
     });
+
+    // --- Family 15: Risk / Performance Metrics ---
+    // Close-prices stand in for the equity curve / return stream; absolute
+    // numbers aren't meaningful here — what matters is the per-update cost.
+    bench_scalar(c, "sharpe_ratio", &closes, || {
+        SharpeRatio::new(20, 0.0).unwrap()
+    });
+    bench_scalar(c, "max_drawdown", &closes, || MaxDrawdown::new(20).unwrap());
+    bench_scalar(c, "profit_factor", &closes, || {
+        ProfitFactor::new(20).unwrap()
+    });
+    bench_scalar(c, "calmar_ratio", &closes, || CalmarRatio::new(20).unwrap());
+    bench_scalar(c, "value_at_risk", &closes, || {
+        ValueAtRisk::new(50, 0.95).unwrap()
+    });
 }
 
 /// Variant of `bench_scalar` for scalar-input indicators whose output is *not*