shortest_date_to_be_positive_on_the_worst_purchase.rb

require 'csv'

# { date => dividends, ... }
dividends = CSV.parse(File.read('/tmp/Downloads/ZSP.TO (1).csv'))[1..].to_h {|date, dividend| [date, dividend.to_f] }

unit = nil
total_return_date_values = CSV.parse(File.read('/tmp/Downloads/^GSPC.csv'))[1..].map {|date, _, _, _, price|
  price = price.to_f
  unit ||= 1 / price

  if dividends[date]
    unit += (unit * dividends[date]) / price
  end
  { date: date, total_return: price * unit }
}
total_return_date_values = total_return_date_values
dates = total_return_date_values.map { _1[:date] }
total_returns = total_return_date_values.map { _1[:total_return] }

pairs = (0...total_returns.size - 1).lazy.flat_map {|buy_i|
  (buy_i + 1...total_returns.size).lazy.select {|sell_i|
    total_returns[buy_i] >= total_returns[sell_i]
  }.map {|sell_i|
    [buy_i, sell_i]
  }
}
(worst_buy_i, worst_sell_i) = pairs.max_by {|buy_i, sell_i|
  sell_i - buy_i
}
puts <<EOS
Minimal n: #{worst_sell_i - worst_buy_i + 1}.
  Purchased on #{dates[worst_buy_i]} and sold on #{dates[worst_sell_i + 1]}"
  (Source data: #{dates[0]}..#{dates[-1]})
EOS

ZSP

Minimal n: 579.
  Purchased on 2017-11-30 and sold on 2020-03-24"
  (Source data: 2012-11-27..2020-12-15)

ZST

Minimal n: 262.
  Purchased on 2014-11-24 and sold on 2015-12-09"
  (Source data: 2011-02-03..2020-12-15)

ZAG

Minimal n: 1291.
  Purchased on 2015-01-27 and sold on 2020-03-19"
  (Source data: 2010-01-25..2020-12-15)

ZCN (TSX S&P 500 Composite Index)

Minimal n: 1565.
  Purchased on 2013-12-27 and sold on 2020-03-24"
  (Source data: 2009-06-04..2020-12-15)

^GSPC (S&P 500 Index)

Minimal n: 6287.
  Purchased on 1929-08-30 and sold on 1954-11-01"
  (Source data: 1927-12-30..2020-12-15)