feat(family-16): add ValueArea + InitialBalance + OpeningRange (#52)

* feat(family-16): add ValueArea + InitialBalance + OpeningRange

Opens family #16 (Market Profile) with the three OHLCV-compatible scalar /
multi-output indicators:

- ValueArea(period, bin_count, value_area_pct) -> {poc, vah, val}.
  Rolling bin-approximation volume profile over the last `period`
  candles. Each candle's volume is spread uniformly across [low, high];
  POC is the bin with highest cumulative volume; the value area expands
  symmetrically from POC and always absorbs the higher-volume neighbour
  next, until `value_area_pct` (default 0.70) of total volume is
  enclosed. Defaults (20, 50, 0.70).

- InitialBalance(period) -> {high, low}. Tracks session-opening high
  and low over the first `period` bars, then locks. Default period = 12
  (one-hour IB on 5-minute bars for US equities). Callers MUST invoke
  reset() at every session boundary, otherwise IB stays fixed for the
  lifetime of the instance.

- OpeningRange(period) -> {high, low, breakout_distance}. Same
  lock-after-N-bars semantics as IB with a shorter default period
  (6 = 30 min on 5-minute bars) and a third output that tracks
  close - or_mid (positive above the range mid, negative below).

Histogram-output Market Profile variants (Volume Profile, VPVR,
Composite Profile) are deferred because they need a new histogram
output API layer rather than fixed-arity scalars. Tick-data-only
variants (TPO Profile, Single Print, Order Flow Delta, Cumulative
Delta, Volume-Weighted Open) are out of scope because `wickra-data`
does not currently expose tick / L2 data.

All four bindings (Rust core, Python, Node, WASM) ship the new
indicators with parity tests; benches added; fuzz target extended.
Counter 71 -> 74 across 8 -> 9 families. cargo check --workspace
--all-features green.

* fix(family-16): cover cold paths in InitialBalance + ValueArea

InitialBalance::value() public getter had no test covering the post-update
Some(...) branch — extended accessors_and_metadata to call value() after one
update. ValueArea single-print bar path (c.high == c.low) was unreachable in
existing tests since the only single-print test used a uniform 100-price
window which exits early via the span == 0 guard; added a mixed-window test
that triggers the c.high <= c.low branch directly. The (None, None) arm of
the expansion match was by-construction unreachable (the loop condition
already requires at least one neighbour) and has been folded into an
if/else.

crates/wickra/benches/indicators.rs

@@ -25,16 +25,16 @@ use wickra::{
     DemarkPivots, DetrendedStdDev, DonchianStop, DoubleBollinger, EhlersStochastic, Ema,
     EmpiricalModeDecomposition, Fama, FibonacciPivots, FisherTransform, FractalChaosBands, Frama,
     GarmanKlassVolatility, HeikinAshi, HiLoActivator, HilbertDominantCycle, HurstChannel,
-    HurstExponent, Ichimoku, Indicator, InstantaneousTrendline, InverseFisherTransform, Jma, Kst,
-    Kurtosis, Kvo, LinRegChannel, MaEnvelope, MacdIndicator, Mama, MarketFacilitationIndex,
-    McGinleyDynamic, MedianAbsoluteDeviation, Nvi, Obv, 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, Tii, Tsv, TtmSqueeze, Variance, Vidya, VoltyStop,
-    VolumeOscillator, VwapStdDevBands, Vzo, WaveTrend, WilliamsFractals, Wma, WoodiePivots,
-    YangZhangVolatility, YoyoExit, ZigZag,
+    HurstExponent, Ichimoku, Indicator, InitialBalance, InstantaneousTrendline,
+    InverseFisherTransform, Jma, Kst, Kurtosis, Kvo, LinRegChannel, MaEnvelope, MacdIndicator,
+    Mama, MarketFacilitationIndex, McGinleyDynamic, MedianAbsoluteDeviation, 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, Tii, Tsv, TtmSqueeze,
+    ValueArea, Variance, Vidya, VoltyStop, VolumeOscillator, VwapStdDevBands, Vzo, WaveTrend,
+    WilliamsFractals, Wma, WoodiePivots, YangZhangVolatility, YoyoExit, ZigZag,
 };
 use wickra_data::csv::CandleReader;
 
@@ -387,6 +387,17 @@ fn benches(c: &mut Criterion) {
     bench_scalar(c, "hurst_exponent", &closes, || {
         HurstExponent::new(100, 4).unwrap()
     });
+
+    // --- Family 16: Market Profile ---
+    bench_candle_input(c, "value_area", &candles, || {
+        ValueArea::new(20, 50, 0.70).unwrap()
+    });
+    bench_candle_input(c, "initial_balance", &candles, || {
+        InitialBalance::new(12).unwrap()
+    });
+    bench_candle_input(c, "opening_range", &candles, || {
+        OpeningRange::new(6).unwrap()
+    });
 }
 
 /// Variant of `bench_scalar` for scalar-input indicators whose output is *not*