feat(price-transform): add price transform and statistic function wrappers

New file price_transform.go implements five new public wrappers:
- AvgPrice  (TA_AVGPRICE)  – mean of OHLC per bar
- MedPrice  (TA_MEDPRICE)  – (High + Low) / 2
- TypPrice  (TA_TYPPRICE)  – (High + Low + Close) / 3
- WCLPrice  (TA_WCLPRICE)  – (High + Low + 2×Close) / 4
- AvgDev    (TA_AVGDEV)    – rolling average absolute deviation from SMA

- add corresponding low-level function pointer signatures in functions.go
- register all five symbols in Load() in loader.go
- update README.md with Price Transforms and Statistic Functions sections

README.md

@@ -33,6 +33,12 @@ This project currently exposes a focused subset of TA-Lib functions:
 **Overlap Studies**
 - `AccBands`, `BBands`, `DEMA`, `EMA`, `HT_TRENDLINE`, `KAMA`, `MA`, `MAMA`, `MAVP`, `MidPoint`, `MidPrice`, `SAR`, `SARExt`, `SMA`, `T3`, `TEMA`, `TRIMA`, `WMA`
 
+**Price Transforms**
+- `AvgPrice`, `MedPrice`, `TypPrice`, `WCLPrice`
+
+**Statistic Functions**
+- `AvgDev`
+
 ## Requirements
 
 - Go `1.26`

functions.go

@@ -876,4 +876,58 @@ var (
 		outNBElement *int32,
 		outReal []float64,
 	) int32
+
+	avgdev func(
+		startIdx int32,
+		endIdx int32,
+		inReal []float64,
+		optInTimePeriod int32,
+		outBegIdx *int32,
+		outNBElement *int32,
+		outReal []float64,
+	) int32
+
+	avgprice func(
+		startIdx int32,
+		endIdx int32,
+		inOpen []float64,
+		inHigh []float64,
+		inLow []float64,
+		inClose []float64,
+		outBegIdx *int32,
+		outNBElement *int32,
+		outReal []float64,
+	) int32
+
+	medprice func(
+		startIdx int32,
+		endIdx int32,
+		inHigh []float64,
+		inLow []float64,
+		outBegIdx *int32,
+		outNBElement *int32,
+		outReal []float64,
+	) int32
+
+	typprice func(
+		startIdx int32,
+		endIdx int32,
+		inHigh []float64,
+		inLow []float64,
+		inClose []float64,
+		outBegIdx *int32,
+		outNBElement *int32,
+		outReal []float64,
+	) int32
+
+	wclprice func(
+		startIdx int32,
+		endIdx int32,
+		inHigh []float64,
+		inLow []float64,
+		inClose []float64,
+		outBegIdx *int32,
+		outNBElement *int32,
+		outReal []float64,
+	) int32
 )

loader.go

@@ -114,6 +114,12 @@ func Load() (uintptr, error) {
 	purego.RegisterLibFunc(&trima, ptr, "TA_TRIMA")
 	purego.RegisterLibFunc(&wma, ptr, "TA_WMA")
 
+	purego.RegisterLibFunc(&avgdev, ptr, "TA_AVGDEV")
+	purego.RegisterLibFunc(&avgprice, ptr, "TA_AVGPRICE")
+	purego.RegisterLibFunc(&medprice, ptr, "TA_MEDPRICE")
+	purego.RegisterLibFunc(&typprice, ptr, "TA_TYPPRICE")
+	purego.RegisterLibFunc(&wclprice, ptr, "TA_WCLPRICE")
+
 	return ptr, nil
 }
 

price_transform.go

@@ -0,0 +1,145 @@
+package talib
+
+import "log/slog"
+
+// AvgDev - Rolling average absolute deviation of a series from its own simple moving average over the last N periods.
+// Measures dispersion around the window mean. Higher values indicate greater spread; zero when all values in the window are equal.
+func AvgDev(inReal []float64, inTimePeriod int) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inReal) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inReal))
+	)
+
+	if retCode := avgdev(
+		startIdx,
+		endIdx,
+		inReal,
+		int32(inTimePeriod),
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		slog.Debug("AVGDEV", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}
+
+// AvgPrice - Average Price: the arithmetic mean of each bar's open, high, low, and close.
+// A price-transform overlap condensing OHLC into a single representative price.
+func AvgPrice(inOpen, inHigh, inLow, inClose []float64) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inOpen) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inOpen))
+	)
+
+	if retCode := avgprice(
+		startIdx,
+		endIdx,
+		inOpen,
+		inHigh,
+		inLow,
+		inClose,
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		slog.Debug("AVGPRICE", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}
+
+// MedPrice - Median Price: the midpoint of each bar's high and low. A price-transform overlay.
+//
+// Median Price = (High + Low) / 2
+func MedPrice(inHigh, inLow []float64) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inHigh) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inHigh))
+	)
+
+	if retCode := medprice(
+		startIdx,
+		endIdx,
+		inHigh,
+		inLow,
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		slog.Debug("MEDPRICE", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}
+
+// TypPrice - Typical Price: the average of the high, low, and close of each bar. A single representative price per period.
+//
+// Typical Price = (High + Low + Close) / 3
+func TypPrice(inHigh, inLow, inClose []float64) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inHigh) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inHigh))
+	)
+
+	if retCode := typprice(
+		startIdx,
+		endIdx,
+		inHigh,
+		inLow,
+		inClose,
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		slog.Debug("TYPPRICE", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}
+
+// WCLPrice - Weighted Close Price: a per-bar price average giving the close double weight relative to high and low.
+//
+// Weighted Close Price = (High + Low + 2 * Close) / 4
+func WCLPrice(inHigh, inLow, inClose []float64) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inHigh) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inHigh))
+	)
+
+	if retCode := wclprice(
+		startIdx,
+		endIdx,
+		inHigh,
+		inLow,
+		inClose,
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		slog.Debug("WCLPRICE", "result", retCode)
+		return nil
+	}
+
+	return outReal
+}