feat(cfo): add Chande Forecast Oscillator

100 * (close - LinReg(close, period)) / close. Positive when close
overshoots the linear forecast, negative when it undershoots. Holds
the previous value if the close is zero (percentage form undefined).
Single param period (default 14).

Touchpoints: cfo.rs + mod.rs + lib.rs re-export, PyCfo + __init__.py
+ test_new_indicators SCALAR + test_known_values linear reference,
CfoNode + index.d.ts/index.js + indicators.test.js factory + reference,
WasmCfo via scalar macro, scalar-fuzz target, README + CHANGELOG.

bindings/node/__tests__/indicators.test.js

@@ -48,6 +48,7 @@ const scalarFactories = {
   StochRSI: () => new wickra.StochRSI(14, 14),
   PPO: () => new wickra.PPO(12, 26),
   APO: () => new wickra.APO(12, 26),
+  CFO: () => new wickra.CFO(14),
   DPO: () => new wickra.DPO(20),
   Coppock: () => new wickra.Coppock(14, 11, 10),
   StdDev: () => new wickra.StdDev(20),
@@ -271,6 +272,12 @@ test('AwesomeOscillatorHistogram on a flat median converges to zero', () => {
   for (let i = 6; i < n; i++) assert.ok(Math.abs(out[i]) < 1e-12);
 });
 
+test('CFO(5) on a perfectly linear series yields zero', () => {
+  const prices = Array.from({ length: 20 }, (_, i) => (i + 1) * 2);
+  const out = new wickra.CFO(5).batch(prices);
+  for (let i = 4; i < 20; i++) assert.ok(Math.abs(out[i]) < 1e-9);
+});
+
 test('APO(3, 5) on a flat series converges to zero', () => {
   const out = new wickra.APO(3, 5).batch(Array(30).fill(42));
   for (let i = 0; i < 4; i++) assert.ok(Number.isNaN(out[i]));

bindings/node/index.js

@@ -310,7 +310,7 @@ if (!nativeBinding) {
   throw new Error(`Failed to load native binding`)
 }
 
-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, APO, AwesomeOscillatorHistogram, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, MACD, BollingerBands, ATR, Stochastic, OBV, ADX, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, KAMA, APO, AwesomeOscillatorHistogram, CFO, T3, TSI, PMO, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA } = nativeBinding
 
 module.exports.version = version
 module.exports.SMA = SMA
@@ -351,6 +351,7 @@ module.exports.Aroon = Aroon
 module.exports.KAMA = KAMA
 module.exports.APO = APO
 module.exports.AwesomeOscillatorHistogram = AwesomeOscillatorHistogram
+module.exports.CFO = CFO
 module.exports.T3 = T3
 module.exports.TSI = TSI
 module.exports.PMO = PMO

bindings/node/src/lib.rs

@@ -1120,6 +1120,40 @@ impl AwesomeOscillatorHistogramNode {
     }
 }
 
+#[napi(js_name = "CFO")]
+pub struct CfoNode {
+    inner: wc::Cfo,
+}
+#[napi]
+impl CfoNode {
+    #[napi(constructor)]
+    pub fn new(period: u32) -> napi::Result<Self> {
+        Ok(Self {
+            inner: wc::Cfo::new(clamp_period(period)).map_err(map_err)?,
+        })
+    }
+    #[napi]
+    pub fn update(&mut self, value: f64) -> Option<f64> {
+        self.inner.update(value)
+    }
+    #[napi]
+    pub fn batch(&mut self, prices: Vec<f64>) -> Vec<f64> {
+        flatten(self.inner.batch(&prices))
+    }
+    #[napi]
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[napi(js_name = "isReady")]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[napi(js_name = "warmupPeriod")]
+    pub fn warmup_period(&self) -> u32 {
+        self.inner.warmup_period() as u32
+    }
+}
+
 #[napi(js_name = "APO")]
 pub struct ApoNode {
     inner: wc::Apo,