F12: add price transforms and rolling linear regression
- Rust core: typical_price.rs ((H+L+C)/3), median_price.rs ((H+L)/2),
weighted_close.rs ((H+L+2C)/4) — stateless per-bar OHLC transforms — and
linreg.rs (LinearRegression — endpoint of a rolling ordinary-least-squares
fit) and linreg_slope.rs (LinRegSlope — slope of that fit). Each with a
full Indicator impl, runnable doctest and reference / property / warmup /
reset / batch==streaming tests.
- Python: PyTypicalPrice / PyMedianPrice / PyWeightedClose /
PyLinearRegression / PyLinRegSlope PyO3 classes + module registration +
.pyi stubs.
- Node: explicit TypicalPriceNode / MedianPriceNode / WeightedCloseNode /
LinearRegressionNode / LinRegSlopeNode; index.d.ts and index.js updated.
- WASM: explicit WasmTypicalPrice / WasmMedianPrice / WasmWeightedClose;
WasmLinearRegression / WasmLinRegSlope via the scalar macro.
- Wiki: a new indicators/statistics/ folder with five Indicator-*.md pages,
a new "Statistics" family in Indicators-Overview.md and Home.md.
cargo fmt + clippy (core/wickra/data/wasm/node) clean; 454 core tests,
25 data tests and 66 doctests green.
kingchenc
2d0ee926c5