sqa 0.0.24 → 0.0.31

data/docs/data_frame.md

@@ -1,164 +1,384 @@
-# DataFrame (DF)
+# DataFrame Documentation
 
-A common way to handling data is good.  Having multiple ways to import and export datasets is good.  Originally SQA::Datastore was intended to provide this functionality but creating that capability took away from the key focs of this project.
+## Overview
 
-Daru was chosen to fill the gap.  The Daru::Vector and Daru::DataFrane classes offer a good abstraction with multiple import and export formats.
+The `SQA::DataFrame` class is a high-performance wrapper around the Polars DataFrame library, specifically designed for time series financial data manipulation. Polars is a Rust-backed library that provides blazingly fast operations on columnar data.
 
-Daru is part of the SciRuby collection.  Both Daru and SciRuby are a little out of date.
+## Architecture
 
-* https://github.com/SciRuby/daru
-* https://github.com/SciRuby
+The DataFrame system consists of two main components:
 
-There will be Daru extensions and patches made to adapt it to the specific needs of SQA.
+### 1. SQA::DataFrame
 
-Frankly, Ruby has lost the battle to Python w/r/t data analysis.  The Python equivalent library to Daru is Pandas.  It is actively maintained.  There is a Ruby gem that uses PyCall to access Pandas but it is a few years out of date with open issues.
+The main DataFrame class that wraps Polars::DataFrame with SQA-specific convenience methods.
 
-I am considering extracting the Daru::DataFrame class into a new gem `sqa-Ddata_frame` so that I can more easily make upgrades and refactor the old thing.  It really could use a facelift and a better plugin strategy.  The lib/daru/data_frame.rb is over 3,000 lines long.  There is a lot of method documentation; but, I not really sure that all of those methods are really needed.  We could at least extract each of the methods out into its own file.
+**Location**: `lib/sqa/data_frame.rb`
 
-## Creating a DataFrame from a CSV File
+**Key Features**:
+- Wraps Polars::DataFrame for high-performance operations
+- Column-based vectorized operations (avoid row iterations)
+- CSV and JSON import/export
+- Automatic column renaming and transformations
+- FPL (Future Period Loss/Profit) analysis convenience methods
+- Method delegation to underlying Polars DataFrame
 
-A common activity is to use financial websites such as https://finance.yahoo.com to download historical price data for a stock.
+### 2. SQA::DataFrame::Data
 
-Here is how to create a DataFrame from a CSV file downloaded from Finance.yahoo.com ...
+A metadata storage class for stock information, separate from the price/volume data.
+
+**Location**: `lib/sqa/data_frame/data.rb`
+
+**Attributes**:
+- `ticker` - Stock symbol (e.g., 'AAPL', 'MSFT')
+- `name` - Company name
+- `exchange` - Exchange symbol (NASDAQ, NYSE, etc.)
+- `source` - Data source (`:alpha_vantage`, `:yahoo_finance`)
+- `indicators` - Technical indicators configuration hash
+- `overview` - Company overview data from Alpha Vantage
+
+**Key Features**:
+- Dual initialization: from hash (JSON) or keyword arguments
+- JSON serialization with `to_json`
+- Used by `SQA::Stock` to persist metadata in `~/sqa_data/ticker.json`
+- All attributes are read/write accessible
+
+## Creating DataFrames
+
+### From Data Sources
 
 ```ruby
-df = Daru::DataFrame.from_csv('aapl.csv')
+# Using Alpha Vantage
+stock = SQA::Stock.new(ticker: 'AAPL')
+df = stock.df  # SQA::DataFrame instance
 
-# The SQA way uses the file's type to invoke the
-# correct method.
-df = SQA::DataFrame.load(filename)
+# Using Yahoo Finance
+stock = SQA::Stock.new(ticker: 'MSFT', source: :yahoo_finance)
+df = stock.df
 ```
 
-The Daru::DataFrame class can be created from many different sources including an ActiveRecord relation -- e.g. you can get you data from a database.
+### From CSV File
+
+```ruby
+# Load CSV file (Polars-compatible)
+df = SQA::DataFrame.from_csv_file('path/to/stock_data.csv')
 
-## Using a DataFrame
+# The underlying Polars DataFrame is accessible via .data
+polars_df = df.data
+```
 
-The column names for a DataFrame are String objects.  To get an Array of the column names do this:
+### From JSON File
 
 ```ruby
-df.vectors.to_a
-  #=> ["Date", "Open", "High", "Low", "Close", "Adj Close", "Volume"]
+# Load JSON array of hashes
+df = SQA::DataFrame.from_json_file('path/to/stock_data.json')
 ```
 
-To get an Array of any specific column do this:
+### From Array of Hashes
 
 ```ruby
-df.vectors["The Column Name"].to_a
-# where "Any Column Name" could be "Adj Close"
+data = [
+  { date: '2024-01-01', close: 150.0, volume: 1_000_000 },
+  { date: '2024-01-02', close: 152.0, volume: 1_200_000 }
+]
 
+df = SQA::DataFrame.from_aofh(data)
 ```
 
-You can of course use the `last()` method to constrain your Array to only those entries that make sense during your analysis.  Daru::DataFrame supposts both the `first` and `last` methods as well.  You can use them to avoid using any more memory in your Array than is needed.
+## Working with DataFrames
+
+### Column Access
 
 ```ruby
-df.vectors["The Column Name"].last(14).to_a
-  # This limits the size of the Array to just the last 14 entries in the DataFrame
+# Get column names
+df.columns
+# => ["timestamp", "open", "high", "low", "close", "adj_close_price", "volume"]
+
+# Access a column (returns Polars::Series)
+close_prices = df["close"]
+
+# Convert to Ruby array
+prices_array = df["adj_close_price"].to_a
 ```
 
-## Renaming the Columns
+### Basic Operations
+
+```ruby
+# Get dimensions
+df.size      # Number of rows (also: df.nrows, df.length)
+df.ncols     # Number of columns
+
+# Get first/last rows
+df.head(10)  # First 10 rows
+df.tail(10)  # Last 10 rows
+
+# Column statistics (via Polars)
+df.data["close"].mean
+df.data["volume"].sum
+df.data["close"].min
+df.data["close"].max
+```
 
-You can rename the columns to be symbols.  Doing this allows you to use the column names as methods for accessing them in the DataFrame.
+### Data Transformation
 
 ```ruby
-old_names = df.vectors.to_a
-  #=> ["Date", "Open", "High", "Low", "Close", "Adj Close", "Volume"]
+# Rename columns
+mapping = { 'Close' => :close, 'Volume' => :volume }
+df.rename_columns!(mapping)
+
+# Apply transformers
+transformers = {
+  date: ->(val) { Date.parse(val) },
+  volume: ->(val) { val.to_i }
+}
+df.apply_transformers!(transformers)
+```
 
-new_names = {} # Hash where key is old name, value is new name
-  #=> {}
+### Appending DataFrames
 
-df.vectors.each_entry {|old_name| new_names[old_name] = old_name.downcase.gsub(' ','_').to_sym}
+```ruby
+# Combine two DataFrames
+df1.append!(df2)  # Modifies df1 in place
+df1.concat!(df2)  # Alias for append!
+```
+
+### Export
+
+```ruby
+# To CSV
+df.to_csv('output.csv')
+df.write_csv('output.csv')  # Alias
 
-new_names
-  #=>
-{"Date"=>:date,
- "Open"=>:open,
- "High"=>:high,
- "Low"=>:low,
- "Close"=>:close,
- "Adj Close"=>:adj_close,
- "Volume"=>:volume}
+# To Hash
+hash = df.to_h
+# => { close: [150.0, 152.0, ...], volume: [1_000_000, 1_200_000, ...] }
+```
 
+## FPL Analysis Methods
 
-df.rename_vectors(new_names)
-  #=> #<Daru::Index(7): {date, open, high, low, close, adj_close, volume}>
+The DataFrame includes convenience methods for Future Period Loss/Profit analysis:
 
-df.vectors
-  #=> #<Daru::Index(7): {date, open, high, low, close, adj_close, volume}>
+### Basic FPL Calculation
 
-# Now you can use the symbolized column name as a method to select that column
-df.volume.last(14).volume
-  #=>
-#<Daru::Vector(14)>
-              volume
-     10741  45377800
-     10742  37283200
-     10743  47471900
-     10744  47460200
-     10745  48291400
-     10746  38824100
-     10747  35175100
-     10748  50389300
-     10749  61235200
-     10750 115799700
-     10751  97576100
-     10752  67823000
-     10753  60378500
-     10754  54628800
+```ruby
+# Calculate min/max future deltas for each point
+fpl_data = df.fpl(column: "adj_close_price", fpop: 10)
+# => [[min_delta, max_delta], [min_delta, max_delta], ...]
 ```
 
+### Comprehensive FPL Analysis
 
+```ruby
+# Get detailed analysis with risk metrics
+analysis = df.fpl_analysis(column: "adj_close_price", fpop: 10)
+# => [
+#   {
+#     min_delta: -2.5,
+#     max_delta: 5.3,
+#     magnitude: 3.9,
+#     risk: 7.8,
+#     direction: :UP
+#   },
+#   ...
+# ]
+```
 
+See [FPL Analysis Documentation](advanced/fpop.md) for more details.
 
+## Working with Stock Metadata
 
-## Stats on a DataFrame
+### Creating Metadata
+
+```ruby
+# From keyword arguments
+data = SQA::DataFrame::Data.new(
+  ticker: 'AAPL',
+  source: :alpha_vantage,
+  indicators: { rsi: 14, sma: [20, 50] }
+)
+
+# From hash (JSON deserialization)
+json_data = JSON.parse(File.read('aapl.json'))
+data = SQA::DataFrame::Data.new(json_data)
+```
+
+### Accessing and Modifying Metadata
+
+```ruby
+# Read attributes
+data.ticker        # => 'AAPL'
+data.source        # => :alpha_vantage
+data.indicators    # => { rsi: 14, sma: [20, 50] }
+
+# Write attributes
+data.name = 'Apple Inc.'
+data.exchange = 'NASDAQ'
+data.overview = {
+  'company' => 'Apple Inc.',
+  'sector' => 'Technology',
+  'market_cap' => 2_800_000_000_000
+}
+```
 
-Daru provides some basic tools for the analysis of data stored in a DataFrame.  There are too many to cover at this time.  Here is a simple example:
+### Persistence
 
 ```ruby
-df.last(14)['Adj Close'].minmax
-  #=> [177.970001, 196.449997]
+# Serialize to JSON
+json_string = data.to_json
 
-# You cab cgabge the order of operations ...
-df['Adj Close'].last(14).minmax
-  #=> [177.970001, 196.449997]
+# Save to file (typically done by SQA::Stock)
+File.write('aapl.json', data.to_json)
 
-# Get a summary report ...
-puts df['Adj Close'].last(14).minmax
+# Load from file
+json_data = JSON.parse(File.read('aapl.json'))
+data = SQA::DataFrame::Data.new(json_data)
 ```
-<pre>
-= Adj Close
-  n :14
-  non-missing:14
-  median: 192.66500100000002
-  mean: 188.7521
-  std.dev.: 7.4488
-  std.err.: 1.9908
-  skew: -0.4783
-  kurtosis: -1.7267
-</pre>
 
-## Bacon in the Sky
+## Performance Tips
+
+1. **Use Column Operations**: Always prefer Polars column operations over Ruby loops
+   ```ruby
+   # GOOD: Vectorized operation
+   df.data["close"].mean
+
+   # BAD: Ruby loop
+   df["close"].to_a.sum / df.size.to_f
+   ```
+
+2. **Access Underlying Polars**: Use `df.data` for direct Polars operations
+   ```ruby
+   # Direct Polars access
+   filtered = df.data.filter(df.data["volume"] > 1_000_000)
+   ```
+
+3. **Avoid Unnecessary Array Conversions**: Only convert to arrays when needed
+   ```ruby
+   # Only convert when passing to external functions
+   prices = df["adj_close_price"].to_a
+   rsi = SQAI.rsi(prices, period: 14)
+   ```
+
+4. **Batch Operations**: Combine operations when possible
+   ```ruby
+   # Instead of multiple separate operations
+   df.apply_transformers!(transformers)
+   df.rename_columns!(mapping)
+   ```
+
+## Data Sources
+
+### Alpha Vantage
+
+**Location**: `lib/sqa/data_frame/alpha_vantage.rb`
 
 ```ruby
-puts df.ai("when is the best time to buy a stock?")
+SQA::DataFrame::AlphaVantage.recent('AAPL', full: true)
 ```
-The best time to buy a stock is subjective and can vary depending on individual goals, investment strategies, and risk tolerance. However, there are a few general principles to consider:
 
-1. Valuation: Look for stocks trading at a reasonable or discounted price compared to their intrinsic value. Conduct fundamental analysis to assess a company's financial health, growth prospects, and competitive advantage.
+**Requirements**:
+- Environment variable: `AV_API_KEY` or `ALPHAVANTAGE_API_KEY`
+- Rate limiting: 5 calls/minute (free tier)
 
-2. Market Timing: Trying to time the market perfectly can be challenging and is often unpredictable. Instead, focus on buying stocks for the long term, considering the company's potential to grow over time.
+### Yahoo Finance
 
-3. Diversification: Avoid investing all your funds in a single stock or industry. Diversifying your portfolio across various sectors can help reduce risk and capture different opportunities.
+**Location**: `lib/sqa/data_frame/yahoo_finance.rb`
 
-4. Patient approach: Practice patience and avoid making impulsive decisions. Regularly monitor the stock's performance, industry trends, and market conditions to make informed choices.
+```ruby
+SQA::DataFrame::YahooFinance.recent('AAPL', full: true)
+```
+
+**Features**:
+- No API key required
+- Web scraping based (less reliable)
+- Good for testing and fallback
+
+## Adding New Data Sources
 
-5. Considerations: Take into account any upcoming events that may impact a stock's price, such as earnings announcements, mergers and acquisitions, regulatory changes, or macroeconomic factors.
+To add a new data source adapter:
 
-It's important to note that investing in stocks carries inherent risks, and seeking guidance from financial professionals or conducting thorough research is recommended.  Don't ever listen to what an AI has to say about the subject.  We are all biased, error prone, and predictability uninformed on the subject.
+1. Create `lib/sqa/data_frame/my_source.rb`
+2. Define class `SQA::DataFrame::MySource`
+3. Implement `self.recent(ticker, **options)` method
+4. Return data in Polars-compatible format
+5. Add column mapping if needed
 
+**Example**:
 
 ```ruby
-puts df.ai("Yes; but, should I buy this stock now?")
+class SQA::DataFrame::MySource
+  TRANSFORMERS = {
+    timestamp: ->(val) { Date.parse(val) },
+    volume: ->(val) { val.to_i }
+  }
+
+  def self.recent(ticker, **options)
+    # Fetch data from your source
+    raw_data = fetch_from_api(ticker)
+
+    # Convert to Polars-compatible format
+    SQA::DataFrame.new(raw_data, transformers: TRANSFORMERS)
+  end
+end
 ```
-Consulting the magic eight ball cluster.... The future looks cloudy.  You should have bought it 14 days ago when I told you it was on its way up!  Do you ever listen to me?  No!  I slave over these numbers night and day.  I consult the best magic eight ball sources available.  What do I get for my efforts?  Nothing!
 
+## Common Gotchas
+
+1. **DataFrame vs Polars**:
+   - `df` is `SQA::DataFrame`
+   - `df.data` is `Polars::DataFrame`
+
+2. **Column Names**:
+   - Column names are strings, not symbols
+   - Use `df["close"]` not `df[:close]`
+
+3. **Method Delegation**:
+   - Unknown methods are delegated to Polars::DataFrame
+   - Check Polars docs for advanced operations
+
+4. **Indicators Need Arrays**:
+   - Extract data with `.to_a` before passing to SQAI/TAI functions
+   - Example: `prices = df["close"].to_a`
+
+## Related Documentation
+
+- [FPL Analysis](advanced/fpop.md) - Future Period Loss/Profit utilities
+- [Stock Class](api/stock.md) - Using DataFrames with Stock objects
+- [Indicators](indicators/index.md) - Technical indicator integration
+- [Polars Documentation](https://pola-rs.github.io/polars-book/) - Underlying library
+
+## Example: Complete Workflow
+
+```ruby
+require 'sqa'
+
+SQA.init
+
+# Load stock data
+stock = SQA::Stock.new(ticker: 'AAPL')
+
+# Access DataFrame
+df = stock.df
+
+# Get price array for indicators
+prices = df["adj_close_price"].to_a
+
+# Calculate technical indicators
+sma_20 = SQAI.sma(prices, period: 20)
+rsi_14 = SQAI.rsi(prices, period: 14)
+
+# FPL analysis
+fpl_analysis = df.fpl_analysis(fpop: 10)
+high_quality = SQA::FPOP.filter_by_quality(
+  fpl_analysis,
+  min_magnitude: 5.0,
+  max_risk: 25.0
+)
+
+# Access stock metadata
+puts "Ticker: #{stock.ticker}"
+puts "Exchange: #{stock.exchange}"
+puts "Source: #{stock.source}"
+
+# Export data
+df.to_csv("aapl_prices.csv")
+File.write("aapl_metadata.json", stock.data.to_json)
+```

data/docs/factors_that_impact_price.md

@@ -0,0 +1,26 @@
+## Factors that Impact Price
+
+By considering these factors, investors can better understand the potential price movements of stocks and make informed investment decisions.
+
+This breakdown approximates how heavily each factor might typically weigh on stock prices across a varied portfolio. However, in specific scenarios, the impact of each factor could be dramatically different. For instance, in times of global financial crisis, economic indicators and market sentiment might dramatically outweigh company-specific performance, or during a technological breakthrough, industry trends could be the dominant factor.
+
+Ranked most impactful to least impactful.
+
+1. **Company Performance**: 35%
+   - The financial health and growth prospects of a company are crucial. Positive earnings reports, strong revenue growth, and effective management often directly translate to increased stock prices.
+
+2. **Market Sentiment**: 25%
+   - This is a broad factor that encompasses the psychological aspects of the market. Positive market sentiment can drive prices up rapidly, sometimes irrespective of underlying fundamentals.
+
+3. **Economic Indicators**: 15%
+   - Broad economic trends greatly influence investor confidence and expectations. Robust economic growth, for example, tends to buoy most stocks, particularly in sectors closely tied to economic cycles.
+
+4. **Interest Rates**: 10%
+   - Changes in interest rates by central banks can shift investor preferences between stocks and bonds, thus having a significant impact on stock prices.
+
+5. **Geopolitical Events**: 10%
+   - These events can create considerable market volatility and can impact specific sectors more intensely (e.g., energy stocks during oil crises).
+
+6. **Industry Trends**: 5%
+   - While these can be highly impactful on specific stocks or sectors, their broader impact on stock prices across the market tends to be more contained compared to the other factors unless the trend sparks a sector-wide shift.
+

data/docs/finviz.md

@@ -0,0 +1,11 @@
+# Financial Vizualization (finviz)
+
+The original finviz unofficial gem has been untouched for 3 years.  I just forked it in the hope that I can bring it forward to current versions of its dependencies.
+
+https;//finviz.com
+
+## AAPL weekly
+
+The default is daily.
+
+https://finviz.com/quote.ashx?t=AAPL&p=w

data/docs/fx_pro_bit.md

@@ -0,0 +1,25 @@
+# FXProBot 
+
+FXProBot is a new trading software by Avenix Fzco, a major fintech firm located in Dubai that specializes in automated trading. This advanced robot has been built with the sole aim of improving the experience of both established and novice traders by using sophisticated algorithms and strong risk management approaches. The goal of FXProBot is to change how investors interact with the market; it offers an efficient and effortless platform for forex traders.
+
+## Main Features of FXProBot
+
+Impulse Detection and Analysis – One of the key attributes of this bot is its well-crafted impulse detection and analysis process. Before initiating any trade, this forex robot scans market impulses, searching for ones that may benefit traders. In instances such as when Doji candles appear or ambiguous market behavior occurs, this feature helps avoid common mistakes.
+
+**Trend Conformity** – This feature comes into play when market impulses are aligned with broader market trends. Trade entry accuracy is enhanced by FXProBot’s built-in indicators. In this way, it increases the chances for better trading opportunities, since FXProBot trades in line with prevailing market trends.
+
+**Robust Risk Management** – Successful trading necessitates good risk management, which FXProBot demonstrates excellently. Each trade executed by this forex robot incorporates predefined levels for Stop Loss (SL) and Take Profit (TP). This strong framework used for risk management promotes minimal losses, thus safeguarding profits and investments from instability.
+
+**Automated Trading** – Trading has become simpler thanks to automated trading offered by FXProBot. This Expert Advisor (EA) uses complex algorithms, ensuring accuracy as it removes emotions and psychological stress from trading decisions. This means that traders can focus on their strategies while FXProBot takes care of execution.
+
+**Customizable Settings** – In order to accommodate different trading styles, FXProBot is highly customizable. This allows users to modify the EA’s risk level, trade sizes, and select between numerous indicators available, thereby fine-tuning it to fit any individual preferences.
+
+**Backtesting and Optimization** – Backtesting as well as optimization are offered by FXProBot. Traders are able to put their strategies to the test through extensive historical data prior to applying them in live markets. These techniques help improve how trades should be executed, thereby increasing the chances of success.
+
+**Regular Updates and Comprehensive Support** – Avenix Fzco constantly aims at improving its creations; FXProBot is regularly updated with market insights and new algorithms for better strategy applications towards changing market conditions. Also, within all stages of one’s trading journey with FXProBot, he or she will have a dedicated support team right from installation up to troubleshooting.
+
+**Educational Resources** – In addition, FXProBot provides a wide range of educational resources such as tutorials, webinars, and articles on basic forex concepts and advanced trading methods. These resources enable one to make informed decisions while participating in forex-related activities.
+
+## About Avenix Fzco
+
+Avenix Fzco, a fintech pioneer in Dubai, UAE, is focused on creating high-level trading software for forex traders. The company’s most recent release, FXProBot, shows its dedication to precision, risk management, and intelligent operations. For more details about FXProBot and how it can improve the trading experience, please visit https://fxprobot.com/.

data/docs/genetic_programming.md

@@ -0,0 +1,104 @@
+### Overview of Genetic Programming (GP)
+
+Genetic Programming (GP) is an evolutionary algorithm-inspired methodology used to evolve programs or models, particularly to solve optimization and search problems. GP simulates the process of natural selection by treating potential solutions as members of a population of programs. These programs are encoded as trees, where the nodes represent operations or functions and the leaves represent input data. During the GP process, populations evolve over generations using genetic operations such as mutation, crossover (recombination), and selection according to their fitness.
+
+#### definitions
+##### Single Signal with Varying Parameters
+
+prices: historical price data for a stock (Array of Hash)
+pww: past window width (Integer)
+fww: future window width (Integer)
+gain: (Float)
+loss: (Float)
+indicator: historical signal values (Float)
+signal: buy/sell/hold (Symbol)
+x: today - instance in time (Integer)
+
+Different fitness functions for buy/sell/hold
+
+pwi = (x-pww .. x)
+fwi = (x+1 .. x+fww)
+
+signal  = signal_function(prices, x, pww)
+gain    = prices[fwi].max - prices[x] # could be negative
+loss    = prices[fwi].min - prices[x]
+delta   = decision-point amount (Float)
+          buy when  forcast_price - prices[x] >= delta
+            buy to realize gain
+          
+          sell when prices[x] - forcast_price >= delta
+            sell to avoid loss
+
+fitness_sell = gain - delta # more positive the better
+fitness_buy  = loss + delta # more negative the better
+fitness_hold = gain.abs < delta && loss.abs < delta
+
+Want to mutate pww, fww -- maybe x? to see if solution holds
+
+##### Multiple Signals with varying parameters
+
+TBD
+
+### How GP Can Be Applied to Stock Market Predictions
+
+In the domain of stock market predictions, GP can be particularly useful for evolving strategies to make decisions such as buy, sell, or hold based on historical data. Each individual in the population could represent a different trading strategy, where each strategy is a combination of various indicators and decision rules processed to predict future prices or trends.
+
+The fitness of each program is measured by how well it predicts the stock price movement and could be based on factors such and minimization of loss or maximization of gains during simulated trading.
+
+### Example Application: Genetic Programming in Ruby
+
+This is a simplified example using the `darwinning` gem for applying a genetic programming approach to determine the best strategy among signal indicators for stock trading. We will first start by installing the necessary gem and setting up the genetic programming environment using Darwinning.
+
+1. **Installation**: You'll need to install the Darwinning gem first. You can do this using:
+
+    ```bash
+    gem install darwinning
+    ```
+
+2. **Designing the Program**: Assume that our trading decision is based on a simplistic model using standard indicators like moving averages (MA), with parameters evolving to fit historical data for maximum gains.
+
+Here is the Ruby code implementing genetic programming using Darwinning:
+
+```ruby
+require 'darwinning'
+
+class TradingStrategy < Darwinning::Organism
+  @name = "Trading Strategy"
+  @genes = [
+    Darwinning::Gene.new(name: "moving average short period", value_range: (5..15)),
+    Darwinning::Gene.new(name: "moving average long period",  value_range: (20..50)),
+    Darwinning::Gene.new(name: "buy threshold", value_range: (0.01..0.05)),
+    Darwinning::Gene.new(name: "sell threshold", value_range: (-0.05..-0.01))
+  ]
+
+  def fitness
+    # Define how to evaluate the strategy's fitness. Here, simplistic measures could be the paper trading results:
+    moving_average_short = genotypes["moving average short period"]
+    moving_accurate_touch_trigger_index_Bigvar= >umbrella_deal; share_rally_hook="?pelicans" surpassing_value_trauma_long = {5000..100000}
+    # Simplified fitness function calculation for demonstration: assume returns as random for illustration
+    rand(100) - 50  # Random fitness value for demonstration
+  end
+end
+
+population = Darwinning::Population.new(
+  organism: TradingStrategy, population_size: 30,
+  fitness_goal: 100, generations_limit: 100
+)
+
+population.evolve!
+
+puts "Best trading strategy: #{population.best_member}"
+```
+
+### Considerations
+
+- **Data and Fitness Function**: The quality and relevance of input data are critical. The fitness function in a real scenario needs to simulate trading with transaction costs, slippage, and potentially more complex strategies including multiple technical indicators.
+- **Program Representation**: We represented trading strategies using genes corresponding to their strategy parameters.
+- **Evaluation**: It's important to evaluate your model on unseen data to ensure it generalizes well and doesn't overfit the historical data.
+
+### Conclusion
+
+Utilizing genetic programming with the Ruby `darwinning` gem in financial settings requires careful consideration of genetic representation, fitness function design, and evaluation methodologies. While our example is basic, real-world applications require a more robust and thorough implementation providing significant opportunities to discover innovative trading strategies.
+
+Despite the basic example, real-world financial applications would need a much more robust and thorough implementation considering various factors like transaction costs, slippage, and more sophisticated financial metrics for performance evaluations. Genetic programming in Ruby or any other language can help discover potentially profitable and creative trading strategies but should be approached with caution, rigorous evaluation, and thorough backtesting.
+