feat: add 9 Risk / Performance indicators (B18) (#218)

Adds nine risk/performance metrics to the existing **Risk / Performance** family, all consuming a per-period return series (`f64` in, `f64` out). Indicator count **498 → 507**.

## Indicators

Single-param (`new(period)`, macro bindings):
- **SterlingRatio** — mean return over average drawdown of the equity curve.
- **BurkeRatio** — return over root-sum-squared drawdowns.
- **MartinRatio** — Ulcer Performance Index; return over RMS percentage drawdown.
- **TailRatio** — 95th percentile over the absolute 5th percentile return.
- **KRatio** — Kestner; equity-curve OLS slope over the standard error of that slope.
- **CommonSenseRatio** — tail ratio times gain-to-pain.
- **GainToPainRatio** — sum of returns over the sum of absolute losses.

Multi-param (hand-written Python/Node bindings, variadic WASM macro):
- **UpsidePotentialRatio** — `new(period, mar)`; upside mean over downside deviation (Sortino philosophy).
- **M2Measure** — `new(period, risk_free, benchmark_stddev)`; Modigliani M², Sharpe rescaled into benchmark return units.

## Touchpoints
Core modules + unit tests, `mod.rs`/`lib.rs` wiring, Python/Node/WASM bindings (`index.d.ts`/`index.js` regenerated), fuzz drive lines, Python `SCALAR` registry + Node factories, CHANGELOG, and the indicator counters.

## Verification
- `cargo test -p wickra-core --lib` — 4149 passed
- `cargo test -p wickra-core --doc` — 457 passed
- `cargo clippy --workspace --all-targets --all-features -- -D warnings` — clean
- `npm test` (node) — 577 passed
- `pytest` (python) — 947 passed

fuzz/fuzz_targets/indicator_update.rs

@@ -14,7 +14,7 @@
 //! `Ema(20)`. This target now covers every scalar indicator in the catalogue.
 
 use libfuzzer_sys::fuzz_target;
-use wickra_core::{AdaptiveCycle, AdaptiveLaguerreFilter, AdaptiveRsi, Alma, AnchoredRsi, Apo, Autocorrelation, AutocorrelationPeriodogram, AverageDrawdown, BandpassFilter, BatchExt, Beta, BipowerVariation, BollingerBands, BomarBands, CalmarRatio, CenterOfGravity, Cfo, Cmo, CoefficientOfVariation, ConditionalValueAtRisk, ConnorsRsi, Coppock, CorrelationTrendIndicator, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DerivativeOscillator, DetrendedStdDev, DisparityIndex, DoubleBollinger, Dpo, DrawdownDuration, DynamicMomentumIndex, EhlersStochastic, Ehma, ElderImpulse, Ema, EmpiricalModeDecomposition, EvenBetterSinewave, EwmaVolatility, Expectancy, Fama, FisherRsi, FisherTransform, Frama, GainLossRatio, Garch11, GeneralizedDema, GeometricMa, HighpassFilter, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HtDcPhase, HtPhasor, HtTrendMode, HurstExponent, Indicator, InstantaneousTrendline, InverseFisherTransform, JarqueBera, Jma, JumpIndicator, Kama, KellyCriterion, Kst, Kurtosis, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegIntercept, LinRegSlope, LinearRegression, LogReturn, MaEnvelope, MaType, MacdExt, MacdFix, MacdHistogram, MacdIndicator, Mama, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianMa, MidPoint, Mom, OmegaRatio, PainIndex, PearsonCorrelation, PercentageTrailingStop, Pmo, PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, Qqe, QuartileBands, RSquared, RealizedVolatility, RecoveryFactor, Reflex, RegimeLabel, RenkoTrailingStop, Rmi, Roc, Rocp, Rocr, Rocr100, RollingIqr, RollingMinMaxScaler, RollingPercentileRank, RollingQuantile, RoofingFilter, Rsi, Rsx, RviVolatility, SampleEntropy, ShannonEntropy, SharpeRatio, SineWave, SineWeightedMa, Skewness, Sma, Smma, SortinoRatio, SpearmanCorrelation, StandardError, StandardErrorBands, Stc, StdDev, StepTrailingStop, StochRsi, SuperSmoother, Tema, Tii, TrendLabel, TrendStrengthIndex, Trendflex, Trima, Trix, Tsf, TsfOscillator, Tsi, UlcerIndex, UniversalOscillator, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VolatilityOfVolatility, WavePm, WinRate, Wma, ZScore, ZeroLagMacd, Zlema, T3};
+use wickra_core::{AdaptiveCycle, AdaptiveLaguerreFilter, AdaptiveRsi, Alma, AnchoredRsi, Apo, Autocorrelation, AutocorrelationPeriodogram, AverageDrawdown, BandpassFilter, BatchExt, Beta, BipowerVariation, BollingerBands, BomarBands, BurkeRatio, CalmarRatio, CenterOfGravity, Cfo, Cmo, CoefficientOfVariation, CommonSenseRatio, ConditionalValueAtRisk, ConnorsRsi, Coppock, CorrelationTrendIndicator, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DerivativeOscillator, DetrendedStdDev, DisparityIndex, DoubleBollinger, Dpo, DrawdownDuration, DynamicMomentumIndex, EhlersStochastic, Ehma, ElderImpulse, Ema, EmpiricalModeDecomposition, EvenBetterSinewave, EwmaVolatility, Expectancy, Fama, FisherRsi, FisherTransform, Frama, GainLossRatio, GainToPainRatio, Garch11, GeneralizedDema, GeometricMa, HighpassFilter, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HtDcPhase, HtPhasor, HtTrendMode, HurstExponent, Indicator, InstantaneousTrendline, InverseFisherTransform, JarqueBera, Jma, JumpIndicator, KRatio, Kama, KellyCriterion, Kst, Kurtosis, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegIntercept, LinRegSlope, LinearRegression, LogReturn, M2Measure, MaEnvelope, MaType, MacdExt, MacdFix, MacdHistogram, MacdIndicator, Mama, MartinRatio, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianChannel, MedianMa, MidPoint, Mom, OmegaRatio, PainIndex, PearsonCorrelation, PercentageTrailingStop, Pmo, PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, Qqe, QuartileBands, RSquared, RealizedVolatility, RecoveryFactor, Reflex, RegimeLabel, RenkoTrailingStop, Rmi, Roc, Rocp, Rocr, Rocr100, RollingIqr, RollingMinMaxScaler, RollingPercentileRank, RollingQuantile, RoofingFilter, Rsi, Rsx, RviVolatility, SampleEntropy, ShannonEntropy, SharpeRatio, SineWave, SineWeightedMa, Skewness, Sma, Smma, SortinoRatio, SpearmanCorrelation, StandardError, StandardErrorBands, Stc, StdDev, StepTrailingStop, SterlingRatio, StochRsi, SuperSmoother, TailRatio, Tema, Tii, TrendLabel, TrendStrengthIndex, Trendflex, Trima, Trix, Tsf, TsfOscillator, Tsi, UlcerIndex, UniversalOscillator, UpsidePotentialRatio, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VolatilityOfVolatility, WavePm, WinRate, Wma, ZScore, ZeroLagMacd, Zlema, T3};
 
 /// Drive a single streaming + batch run through one scalar indicator. Marked
 /// `#[inline(never)]` so a panic backtrace pin-points the specific indicator.
@@ -211,6 +211,15 @@ fuzz_target!(|data: Vec<f64>| {
     drive(|| KellyCriterion::new(20).unwrap(), &data);
     drive(|| WinRate::new(20).unwrap(), &data);
     drive(|| Expectancy::new(20).unwrap(), &data);
+    drive(|| SterlingRatio::new(12).unwrap(), &data);
+    drive(|| BurkeRatio::new(12).unwrap(), &data);
+    drive(|| MartinRatio::new(14).unwrap(), &data);
+    drive(|| TailRatio::new(20).unwrap(), &data);
+    drive(|| KRatio::new(30).unwrap(), &data);
+    drive(|| CommonSenseRatio::new(20).unwrap(), &data);
+    drive(|| GainToPainRatio::new(12).unwrap(), &data);
+    drive(|| UpsidePotentialRatio::new(20, 0.0).unwrap(), &data);
+    drive(|| M2Measure::new(20, 0.0, 0.02).unwrap(), &data);
 
     // RecoveryFactor and DrawdownDuration produce non-`f64` outputs / have
     // no `period` knob, so they cannot use the `drive` helper directly.