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/python/tests/test_known_values.py

@@ -76,6 +76,12 @@ def test_awesome_oscillator_histogram_flat_series_converges_to_zero():
     np.testing.assert_allclose(out[6:], 0.0, atol=1e-12)
 
 
+def test_cfo_perfect_linear_series_yields_zero():
+    # LinReg of a perfectly linear series fits exactly, so CFO = 0 after warmup.
+    out = ta.CFO(5).batch(np.arange(1.0, 21.0, dtype=np.float64) * 2.0)
+    np.testing.assert_allclose(out[4:], 0.0, atol=1e-9)
+
+
 def test_apo_constant_series_converges_to_zero():
     # Both EMAs reproduce a constant exactly, so APO = 0 after warmup.
     out = ta.APO(3, 5).batch(np.full(30, 42.0, dtype=np.float64))

bindings/python/tests/test_new_indicators.py

@@ -52,6 +52,7 @@ SCALAR = [
     (ta.StochRSI, (14, 14)),
     (ta.PPO, (12, 26)),
     (ta.APO, (12, 26)),
+    (ta.CFO, (14,)),
     (ta.DPO, (20,)),
     (ta.Coppock, (14, 11, 10)),
     (ta.StdDev, (20,)),