feat: Family 07 Volume - 6 new volume-flow indicators (#45)

* feat(kvo): add Klinger Volume Oscillator

Stephen J. Klinger's trend-aware volume-force MACD. Each bar produces a 'volume force' (vf) signed by the local trend (+1 / -1 / carry) and scaled by the ratio of the current accumulation horizon to its previous trend. KVO = EMA(vf, fast) - EMA(vf, slow), classic (34, 55).

Rust core (Kvo) with 7 unit tests (rejects zero / fast>=slow, accessors, constant series collapses to 0, warmup lands at slow+1, batch == streaming, reset clears state), plus Python (PyKvo + KVO export), Node (KvoNode), and WASM (WasmKvo) bindings. Fuzz target adds Kvo to the candle-input sweep, bench adds the candle-input KVO benchmark, README counter 71 -> 72 + family table row, CHANGELOG [Unreleased].

* feat(volume-oscillator): add Volume Oscillator (VO)

Percent difference between a fast and a slow SMA of the bar volume: 100 * (SMA(vol, fast) - SMA(vol, slow)) / SMA(vol, slow). Default (14, 28). The line stays near zero in stable conditions; positive readings show rising short-term participation, negative readings show waning interest.

Rust core (VolumeOscillator) with 8 unit tests (period validation, accessors, constant volume == 0, zero-volume window defensive branch, two reference values verified algebraically, batch == streaming, reset), plus Python (PyVolumeOscillator + VolumeOscillator export), Node (VolumeOscillatorNode), and WASM (WasmVolumeOscillator) bindings. Fuzz target adds VolumeOscillator to the candle-input sweep, bench adds the volume_oscillator benchmark, README counter 72 -> 73 + family table row, CHANGELOG [Unreleased].

* feat(nvi-pvi): add Negative & Positive Volume Index

Paul Dysart's cumulative volume-flow indices, popularised by Norman Fosback in 'Stock Market Logic'. Both run from a 1000.0 baseline and only update on a specific direction of volume change:

- NVI updates on volume-contraction bars (volume_t < volume_{t-1}), absorbing the percent close change. Tracks the 'smart money' leg per Fosback.
- PVI updates on volume-expansion bars (volume_t > volume_{t-1}). Tracks the 'crowd' leg.

Both expose with_baseline(f64) for custom starting indexes. The NVI/PVI pair is listed as a single line in indicator-ideas/families/07-volume.md and shares the same lifecycle/test/binding surface, so they ship as one commit.

Rust core (Nvi, Pvi) with 9 unit tests each (accessors, baseline seed, volume direction branches, zero-prev-close guard, custom baseline, batch == streaming, reset), plus Python (PyNvi/PyPvi + NVI/PVI exports), Node (NviNode/PviNode), and WASM (WasmNvi/WasmPvi) bindings. Fuzz target adds Nvi+Pvi to the candle-input sweep, bench adds nvi+pvi entries, README counter 73 -> 75 + family table row, CHANGELOG [Unreleased].

* feat(family-07): add Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index

Finishes the volume-flow family with the remaining (new) entries from
indicator-ideas/families/07-volume.md.

Indicators added:

- Williams A/D (`WilliamsAD`): Larry Williams' volume-less cumulative
  accumulation/distribution line. Anchors each bar's contribution to
  the previous close via true-high/true-low (gap-aware).
- Anchored VWAP (`AnchoredVwap`): cumulative VWAP whose accumulation
  starts at a user-chosen anchor bar. Exposes `set_anchor()` (queued
  to the next `update`) for click-to-anchor workflows. Reset clears
  both state and pending-anchor flag.
- Demand Index (`DemandIndex`): James Sibbet's smoothed buying-vs-
  selling pressure, in the streaming-friendly textbook form
  `EMA(volume * close-return * (1 + range/close), period)`.
- Time Segmented Volume (`Tsv`): Don Worden's rolling window-sum of
  `(close_t - close_{t-1}) * volume_t`. Default `period = 18`.
- Volume Zone Oscillator (`Vzo`): Walid Khalil's normalised volume-flow
  oscillator bounded in `[-100, +100]`, defined as
  `100 * EMA(signed_volume) / EMA(volume)`.
- Market Facilitation Index (`MarketFacilitationIndex`): Bill Williams'
  per-bar `(high - low) / volume`. Returns `None` on zero-volume bars.

All six indicators ship with unit tests (`rejects_zero_period` where
applicable, `accessors_and_metadata`, constant-series behaviour,
batch == streaming equivalence, reset semantics, and reference-value
or saturation-extreme tests), Python / Node / WASM bindings, fuzz
coverage in `indicator_update_candle`, a `bench_candle_input` line per
indicator, README + CHANGELOG entries, and Python reference-value
tests in `test_new_indicators.py`.

The README indicator counter advances 75 -> 81.

* test(family-07): cover defensive cold paths + Default impls

- ad_oscillator: exercise `value()` after first emission.
- kvo: cover the `cm == 0.0` zero-OHLC defensive branch.
- nvi / pvi: exercise the Default impls.

README.md

@@ -109,7 +109,7 @@ python -m benchmarks.compare_libraries
 
 ## Indicators
 
-111 streaming-first indicators across nine families. Every one passes the
+121 streaming-first indicators across nine families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests.
 
@@ -122,7 +122,7 @@ semantics tests.
 | Volatility & Bands   | ATR, Bollinger Bands, Keltner Channels, Donchian Channels, NATR, StdDev, Ulcer Index, Historical Volatility, Bollinger Bandwidth, %B, True Range, Chaikin Volatility, RVI (Relative Volatility Index), Parkinson Volatility, Garman-Klass Volatility, Rogers-Satchell Volatility, Yang-Zhang Volatility |
 | Bands & Channels     | MA Envelope, Acceleration Bands, STARC Bands, ATR Bands, Hurst Channel, LinReg Channel, Standard Error Bands, Double Bollinger Bands, TTM Squeeze, Fractal Chaos Bands, VWAP StdDev Bands |
 | Trailing Stops       | Parabolic SAR, SuperTrend, Chandelier Exit, Chande Kroll Stop, ATR Trailing Stop |
-| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement |
+| Volume               | OBV, VWAP (cumulative + rolling), ADL, Volume-Price Trend, Chaikin Money Flow, Chaikin Oscillator, Force Index, Ease of Movement, Klinger Volume Oscillator, Volume Oscillator, NVI, PVI, Williams A/D, Anchored VWAP, Demand Index, TSV, VZO, Market Facilitation Index |
 | Price Statistics     | Typical Price, Median Price, Weighted Close, Linear Regression, Linear Regression Slope, Z-Score, Linear Regression Angle |
 
 Adding a new indicator means implementing one trait in Rust; all four bindings
@@ -196,7 +196,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 111 indicators
+│   ├── wickra-core/         core engine + all 121 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/