Add WaveTrend Oscillator indicator

[AlexCatarino]

Description

Implements WaveTrendOscillator (a BarIndicator consuming IBaseDataBar) per the linked issue. Adds the indicator class, the WTO helper on QCAlgorithm.Indicators.cs, unit tests inheriting CommonIndicatorTests<IBaseDataBar>, and the reference CSV spy_wto.csv under Tests/TestData/.

The indicator produces two lines:

• WT1 (primary Current.Value) — EMA(CI, averagePeriod)
• WT2 (exposed via the Signal sub-indicator) — SMA(WT1, signalPeriod)

where

HLC3 = (High + Low + Close) / 3
ESA  = EMA(HLC3, channelPeriod)
D    = EMA(|HLC3 - ESA|, channelPeriod)   # fed only after ESA is ready
CI   = (HLC3 - ESA) / (0.015 * D)

IsReady tracks Signal.IsReady; WarmUpPeriod = 2 * channelPeriod + averagePeriod + signalPeriod - 3 (42 with the (10, 21, 4) defaults from the original LazyBear TradingView script). The division is guarded so that bars with no intra-channel variation (e.g. flat volume-renko bars) return 0 instead of dividing by a near-zero D.

Related Issue

Closes #6411

Motivation and Context

Requested via #6411 (and the linked forum thread) to bring the WaveTrend Oscillator — popularized by LazyBear on TradingView — to LEAN's indicator library. It is a widely used momentum oscillator for spotting overbought/oversold conditions and WT1/WT2 crossovers; users following TradingView-style strategies currently have no built-in equivalent and have to re-implement it in every algorithm.

Requires Documentation Change

Yes — add the following entry to Documentation/Resources/indicators/IndicatorImageGenerator.py (in the indicators dict):

'Wave-Trend-Oscillator': IndicatorInfo(
    WaveTrendOscillator(10, 21, 4),
    'WaveTrendOscillator(10, 21, 4)',
    'WTO(_symbol, 10, 21, 4)',
    'self.wto(self._symbol, 10, 21, 4)'
),

All parameters are integer periods, so no m suffix is required on the C# entries.

How Has This Been Tested?

• dotnet build QuantConnect.Lean.sln — 0 errors.
• dotnet test Tests/QuantConnect.Tests.csproj --filter "FullyQualifiedName~WaveTrendOscillatorTests" — 15/15 passing.
• Reference values in spy_wto.csv were generated via TA-Lib (talib.EMA, talib.SMA) from the public SPY daily data shipped in Data/equity/usa/daily/spy.zip, matching the generator script posted by @LouisSzeto in the issue comment thread. CommonIndicatorTests.ComparesAgainstExternalData verifies LEAN's WT1 matches within 1e-3 and the additional ComparesWithExternalDataSignal test verifies WT2.

Types of changes

• New feature (non-breaking change which adds functionality)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention feature-<N>-<description>