Add the R binding over the C ABI hub (#230)

Adds an R binding (`bindings/r`) over the C ABI hub — the third language stecker after C# and Go, reaching the hub through R's native `.Call` interface (not extendr).

## What's here
- **`bindings/r`** — an R package exposing all 514 indicators as constructors that return a `wickra_indicator` object with generic `update`/`batch`/`reset` methods. The C glue (`src/wickra.c`) and R wrappers (`R/indicators.R`) are generated from `bindings/c/include/wickra.h` (same archetype taxonomy as the C#/Go generators: scalar/batch, multi-output, bars, profile, profile-values, array-input). The opaque handle is an R external pointer freed by a registered finalizer; multi-output returns a named vector (`NA` at warmup), bars a matrix, profiles a list.
- **`examples/r`** — the full example suite mirroring C/C#/Go: streaming, backtest, multi_timeframe, parallel_assets (`mclapply`), three strategies, and `fetch_btcusdt`/`live_binance`.
- **CI** — an `r` job builds the C ABI library, installs the package, runs the `testthat` suite and the offline examples on Linux, macOS and Windows (`R CMD check` is clean: 0 warnings, 0 notes).
- **Docs** — R added to the README languages table, project layout, building/testing, CONTRIBUTING binding table + regenerate note, ARCHITECTURE, examples index, issue/PR templates, the About-description template, and the other binding READMEs.

## Linking / distribution
The package compiles a thin `.Call` glue layer against the prebuilt C ABI library (header via `WICKRA_INCLUDE_DIR`, library via `WICKRA_LIB_DIR`). On Windows the package's own `wickra.dll` would collide with the C ABI's `wickra.dll`, so `configure.win` stages a renamed copy (`wickra_abi.dll`) and builds an import library referencing it; `install.libs.R` bundles the DLL and `.onLoad` puts it on the load path. On Linux/macOS the rpath locates the shared library. No `release.yml` change — R is distributed via r-universe / source install (gated).

No Rust crate or `Cargo.toml` change — the R package is standalone and additive.

examples/r/_common.R

@@ -0,0 +1,54 @@
+# Shared helpers for the offline Wickra R examples: deterministic synthetic
+# market data, a small OHLCV CSV loader, and an equity-curve summary. Mirrors the
+# helpers used by the C, C# and Go example suites.
+
+synthetic_prices <- function(count, start = 100) {
+  i <- seq_len(count) - 1
+  start + 12 * sin(i * 0.05) + 5 * sin(i * 0.013) + i * 0.01
+}
+
+synthetic_candles <- function(count, start_ts = 0, step_ms = 3600000) {
+  prices <- synthetic_prices(count + 1)
+  k <- seq_len(count)
+  i <- k - 1
+  open <- prices[k]
+  close <- prices[k + 1]
+  data.frame(
+    open = open,
+    high = pmax(open, close) + 0.5 + abs(sin(i * 0.7)),
+    low = pmin(open, close) - 0.5 - abs(cos(i * 0.7)),
+    close = close,
+    volume = 1000 + 500 * (1 + sin(i * 0.1)),
+    timestamp = start_ts + i * step_ms
+  )
+}
+
+load_ohlcv_csv <- function(path) {
+  df <- utils::read.csv(path, header = TRUE, stringsAsFactors = FALSE)
+  if (ncol(df) >= 6) {
+    data.frame(open = df[[2]], high = df[[3]], low = df[[4]],
+               close = df[[5]], volume = df[[6]], timestamp = df[[1]])
+  } else {
+    data.frame(open = df[[1]], high = df[[2]], low = df[[3]],
+               close = df[[4]], volume = df[[5]], timestamp = seq_len(nrow(df)))
+  }
+}
+
+summarize_equity <- function(returns, trades, periods_per_year = 252) {
+  equity <- 1; peak <- 1; maxdd <- 0
+  for (r in returns) {
+    equity <- equity * (1 + r)
+    peak <- max(peak, equity)
+    maxdd <- max(maxdd, (peak - equity) / peak)
+  }
+  mean_r <- if (length(returns)) mean(returns) else 0
+  sd_r <- if (length(returns) > 1) stats::sd(returns) else 0
+  sharpe <- if (sd_r > 1e-12) mean_r / sd_r * sqrt(periods_per_year) else 0
+  list(total_return_pct = (equity - 1) * 100, sharpe = sharpe,
+       max_dd_pct = maxdd * 100, trades = trades)
+}
+
+print_equity <- function(name, r) {
+  cat(sprintf("%-26s return=%8.2f%%  sharpe=%6.2f  maxDD=%6.2f%%  trades=%d\n",
+              name, r$total_return_pct, r$sharpe, r$max_dd_pct, r$trades))
+}