feat(family-10): add 16 Ehlers / Cycle (DSP) indicators (#49)

Implements Family 10 (Ehlers / Cycle) end-to-end across Rust core,
Python / Node / WASM bindings, fuzz, tests, benches and docs. This
is an entirely new family covering John Ehlers' digital-signal-
processing school of cycle analytics — a strong differentiator
versus TA-Lib and pandas-ta, which ship only fragments.

Indicators:
- MAMA (Mesa Adaptive MA) — multi-output { mama, fama }
- FAMA (Following Adaptive MA) — scalar wrapper around MAMA's slow line
- Fisher Transform — Gaussian-normalising price transform
- Inverse Fisher Transform — bounded oscillator (tanh-based)
- SuperSmoother — 2-pole Butterworth lowpass
- Roofing Filter — high-pass + SuperSmoother bandpass
- Decycler — price minus 2-pole high-pass (lag-free trend)
- Decycler Oscillator — fast / slow Decycler difference (MACD-like)
- Hilbert Dominant Cycle — phase-derived period estimator [6, 50]
- Sine Wave Indicator — sin(phase) with 45° lead companion
- Adaptive Cycle Indicator — half-period driver for adaptive oscillators
- Center of Gravity Oscillator — weighted-mass momentum
- Cybernetic Cycle Component — EasyLanguage classic
- Empirical Mode Decomposition — bandpass + envelope mean
- Ehlers Stochastic — Stochastic on Roofing Filter input, [-1, +1]
- Instantaneous Trendline — Ehlers 2-pole lag-free trend

Indicator count rises 71 -> 87 across nine families (was eight).

All sixteen pass batch == streaming equivalence, expose the standard
Indicator surface (update / batch / reset / is_ready / warmup_period
/ name), are fuzz-tested, benchmarked against the checked-in BTCUSDT
1-minute dataset and reach across all four bindings.

Wiki deep-dive drafts for every indicator + Sidebar / Overview /
Home / Warmup updates are staged under indicator-ideas/families/
wiki/family-10-ehlers-cycle/ in the main repo (ghost-ignored) for
the maintainer to publish to the wiki repo manually.

crates/wickra/benches/indicators.rs

@@ -19,13 +19,16 @@
 use criterion::{criterion_group, criterion_main, BenchmarkId, Criterion, Throughput};
 use std::hint::black_box;
 use wickra::{
-    AccelerationBands, AdOscillator, Adxr, Alma, AnchoredVwap, Atr, AtrBands, BatchExt,
-    BollingerBands, Camarilla, Candle, ClassicPivots, DemandIndex, DemarkPivots, DonchianStop,
-    DoubleBollinger, Ema, FibonacciPivots, FractalChaosBands, Frama, GarmanKlassVolatility,
-    HiLoActivator, HurstChannel, Indicator, Jma, Kst, Kvo, LinRegChannel, MaEnvelope,
-    MacdIndicator, MarketFacilitationIndex, McGinleyDynamic, Nvi, Obv, ParkinsonVolatility,
-    PercentageTrailingStop, Pgo, Pvi, RenkoTrailingStop, RogersSatchellVolatility, Rsi, Rvi,
-    RviVolatility, Rwi, Sma, StandardErrorBands, StarcBands, StepTrailingStop, Stochastic, TdCombo,
+    AccelerationBands, AdOscillator, AdaptiveCycle, Adxr, Alma, AnchoredVwap, Atr, AtrBands,
+    BatchExt, BollingerBands, Camarilla, Candle, CenterOfGravity, ClassicPivots, CyberneticCycle,
+    Decycler, DecyclerOscillator, DemandIndex, DemarkPivots, DonchianStop, DoubleBollinger,
+    EhlersStochastic, Ema, EmpiricalModeDecomposition, Fama, FibonacciPivots, FisherTransform,
+    FractalChaosBands, Frama, GarmanKlassVolatility, HiLoActivator, HilbertDominantCycle,
+    HurstChannel, Indicator, InstantaneousTrendline, InverseFisherTransform, Jma, Kst, Kvo,
+    LinRegChannel, MaEnvelope, MacdIndicator, Mama, MarketFacilitationIndex, McGinleyDynamic, Nvi,
+    Obv, ParkinsonVolatility, PercentageTrailingStop, Pgo, Pvi, RenkoTrailingStop,
+    RogersSatchellVolatility, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, SineWave, Sma,
+    StandardErrorBands, StarcBands, StepTrailingStop, Stochastic, SuperSmoother, TdCombo,
     TdCountdown, TdDeMarker, TdDifferential, TdLines, TdOpen, TdPressure, TdRangeProjection, TdRei,
     TdRiskLevel, TdSequential, TdSetup, Tii, Tsv, TtmSqueeze, Vidya, VoltyStop, VolumeOscillator,
     VwapStdDevBands, Vzo, WaveTrend, WilliamsFractals, Wma, WoodiePivots, YangZhangVolatility,
@@ -185,6 +188,67 @@ fn benches(c: &mut Criterion) {
     bench_candle_input(c, "stochastic", &candles, Stochastic::classic);
     bench_candle_input(c, "obv", &candles, Obv::new);
 
+    // Family 10 — Ehlers / Cycle scalar benchmarks.
+    bench_scalar(c, "super_smoother", &closes, || {
+        SuperSmoother::new(10).unwrap()
+    });
+    bench_scalar(c, "fisher_transform", &closes, || {
+        FisherTransform::new(10).unwrap()
+    });
+    bench_scalar(c, "inverse_fisher_transform", &closes, || {
+        InverseFisherTransform::new(1.0).unwrap()
+    });
+    bench_scalar(c, "decycler", &closes, || Decycler::new(20).unwrap());
+    bench_scalar(c, "decycler_oscillator", &closes, || {
+        DecyclerOscillator::new(10, 30).unwrap()
+    });
+    bench_scalar(c, "roofing_filter", &closes, || {
+        RoofingFilter::new(10, 48).unwrap()
+    });
+    bench_scalar(c, "center_of_gravity", &closes, || {
+        CenterOfGravity::new(10).unwrap()
+    });
+    bench_scalar(c, "cybernetic_cycle", &closes, || {
+        CyberneticCycle::new(10).unwrap()
+    });
+    bench_scalar(c, "instantaneous_trendline", &closes, || {
+        InstantaneousTrendline::new(20).unwrap()
+    });
+    bench_scalar(c, "ehlers_stochastic", &closes, || {
+        EhlersStochastic::new(20).unwrap()
+    });
+    bench_scalar(c, "empirical_mode_decomposition", &closes, || {
+        EmpiricalModeDecomposition::new(20, 0.5).unwrap()
+    });
+    bench_scalar(
+        c,
+        "hilbert_dominant_cycle",
+        &closes,
+        HilbertDominantCycle::new,
+    );
+    bench_scalar(c, "adaptive_cycle", &closes, AdaptiveCycle::new);
+    bench_scalar(c, "sine_wave", &closes, SineWave::new);
+    bench_scalar(c, "fama", &closes, || Fama::new(0.5, 0.05).unwrap());
+
+    // MAMA: multi-output, mirrored on macd's streaming-only bench style.
+    {
+        let mut group = c.benchmark_group("mama");
+        for &n in SIZES {
+            let n = n.min(closes.len());
+            let series = &closes[..n];
+            group.throughput(Throughput::Elements(n as u64));
+            group.bench_with_input(BenchmarkId::new("streaming", n), series, |b, prices| {
+                b.iter(|| {
+                    let mut ind = Mama::classic();
+                    for p in prices {
+                        black_box(ind.update(*p));
+                    }
+                });
+            });
+        }
+        group.finish();
+    }
+
     // --- Family 11: DeMark ---
     bench_candle_input(c, "td_setup", &candles, TdSetup::classic);
     bench_candle_input(c, "td_sequential", &candles, TdSequential::classic);