feat: add volatility and volume indicator wrappers via purego

- add TA-Lib function pointer signatures for ATR/NATR/TRANGE and AD/ADOSC/CMF/NVI/OBV/PVI/PVO in functions.go
- register new native symbols in loader.go
- add new wrapper sources: volatility_indicators.go and volume_indicators.go
- update README function matrix with new volatility and volume categories
- add ta-lib upstream as a git submodule (.gitmodules + ta-lib gitlink)

volatility_indicators.go

@@ -0,0 +1,96 @@
+package talib
+
+// ATR - Wilder-smoothed average of the True Range over a period, measuring price volatility regardless of direction.
+// Higher ATR means greater volatility; no directional bias.
+//
+// TR_t = max(high-low, |prevClose-high|, |prevClose-low|)
+// ATR seed = simple average of first period TR values
+// ATR_t = (ATR_{t-1} * (period-1) + TR_t) / period
+func ATR(inHigh, inLow, inClose []float64, optInTimePeriod int) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inClose) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inClose))
+	)
+
+	if retCode := atr(
+		startIdx,
+		endIdx,
+		inHigh,
+		inLow,
+		inClose,
+		int32(optInTimePeriod),
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		return nil
+	}
+
+	return outReal
+}
+
+// NATR - Average True Range expressed as a percentage of the current close, making volatility comparable across price levels and securities.
+// Same computation as ATR, then normalized by close. Higher values mean greater relative volatility; unit is percent of price.
+//
+// NATR = (ATR / Close) * 100
+// ATR: first value = SMA of TRANGE over period; then Wilder smoothing ATR_t = (ATR_{t-1}*(period-1) + TR_t) / period
+func NATR(inHigh, inLow, inClose []float64, optInTimePeriod int) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inClose) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inClose))
+	)
+
+	if retCode := natr(
+		startIdx,
+		endIdx,
+		inHigh,
+		inLow,
+		inClose,
+		int32(optInTimePeriod),
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		return nil
+	}
+
+	return outReal
+}
+
+// TRANGE - True Range: the greatest of today's high-low span and the two gaps between yesterday's close and today's high/low.
+// Base volatility measure used to build ATR/NATR. Larger values mean wider or gappier bars (higher volatility).
+//
+// TR = max( high - low, |prevClose - high|, |prevClose - low| )
+//
+// Note: The first bar produces no value because it has no prior close;
+// unlike some definitions, it does not fall back to the high-low range for that bar.
+func TRANGE(inHigh, inLow, inClose []float64) []float64 {
+	var (
+		startIdx     int32
+		endIdx       = int32(len(inClose) - 1)
+		outBegIdx    int32
+		outNBElement int32
+		outReal      = make([]float64, len(inClose))
+	)
+
+	if retCode := trange(
+		startIdx,
+		endIdx,
+		inHigh,
+		inLow,
+		inClose,
+		&outBegIdx,
+		&outNBElement,
+		outReal,
+	); retCode != 0 {
+		return nil
+	}
+
+	return outReal
+}