Code School of Analytics
ExpertSimulation & Finance50 points

Maximum drawdown of a stock

Risk managers judge a stock by its maximum drawdown: the largest fall from a previous peak to a later trough, in percent of that peak. Prices are in stocks.csv (60 trading days, rows in date order).

  • date: trading day (YYYY-MM-DD)
  • ticker: fictional symbol such as ORBT, VELA, NOVA, KITE
  • close: closing price

Task: input is one line TICKER START_DATE. Use only rows of that ticker whose date is on or after START_DATE. Walking forward, track the running peak (the first day that reached the highest close so far). The drawdown of a day is (peak - close) / peak x 100. Print three lines: Max drawdown: X% (2 decimals, earliest day if tied), Peak: DATE PRICE and Trough: DATE PRICE (prices with 2 decimals; the peak is the running peak at the trough day). If the stock never falls below a previous peak, print Max drawdown: 0.00% only. If there are no rows print No data.

Files your program can read

stocks.csv241 lines
date,ticker,close
2025-01-02,ORBT,117.11
2025-01-02,VELA,48.96
2025-01-02,NOVA,311.32
2025-01-02,KITE,22.25
2025-01-03,ORBT,116.32
2025-01-03,VELA,49.69
2025-01-03,NOVA,313.66
...

Open them by name, for example open("stocks.csv").

Sample test

Input

ORBT 2025-01-02

Expected output

Max drawdown: 12.27%
Peak: 2025-01-02 117.11
Trough: 2025-02-07 102.74

Your answer is also checked against 5 hidden tests.

Need a hint?

Two variables are enough: the highest close so far and the largest drawdown so far. Compare dd with strictly greater to keep the earliest day.