proof-of-portfolio 0.0.104__tar.gz → 0.0.106__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/PKG-INFO +1 -1
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/_version.py +1 -1
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/omega.nr +19 -7
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/target/circuits.json +1 -1
- proof_of_portfolio-0.0.106/proof_of_portfolio/circuits/vk/vk +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio.egg-info/PKG-INFO +1 -1
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/pyproject.toml +1 -1
- proof_of_portfolio-0.0.104/proof_of_portfolio/circuits/vk/vk +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/README.md +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/__init__.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/analyze_data.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/calmar.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/drawdown.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/merkle.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/mod.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/pnl_score.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/position.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/sharpe.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/sortino.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/core/tstat.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/lib.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/ann_excess_return.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/ann_volatility.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/average.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/constants.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/mod.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/risk_normalization.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/sqrt.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/variance.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/components/src/utils/weighting_distribution.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/generate_inputs.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/circuits/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_calmar/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_calmar/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_calmar/target/just_calmar.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_cps_to_log_return/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_cps_to_log_return/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_cps_to_log_return/target/just_cps_to_log_return.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_drawdown/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_drawdown/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_drawdown/target/just_drawdown.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_omega/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_omega/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_omega/target/just_omega.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_pnl/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_pnl/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_sharpe/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_sharpe/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_sharpe/target/just_sharpe.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_sortino/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_sortino/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_sortino/target/just_sortino.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_tstat/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_tstat/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/just_tstat/target/just_tstat.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/merkle_generator/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demo/merkle_generator/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/all.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/calmar.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/drawdown.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/generate_input_data.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/log_returns.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/main.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/omega.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/sharpe.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/sortino.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/tstat.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/demos/utils.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/main.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/min_metrics.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/miner.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/parsing_utils.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/post_install.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/proof_generator.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/returns_generator/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/returns_generator/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/returns_generator/target/returns_generator.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/signal_processor.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/tree_generator/Nargo.toml +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/tree_generator/src/main.nr +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/tree_generator/target/tree_generator.json +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/tree_generator/target.gz +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio/validator.py +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio.egg-info/SOURCES.txt +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio.egg-info/dependency_links.txt +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio.egg-info/entry_points.txt +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio.egg-info/requires.txt +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/proof_of_portfolio.egg-info/top_level.txt +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/setup.cfg +0 -0
- {proof_of_portfolio-0.0.104 → proof_of_portfolio-0.0.106}/setup.py +0 -0
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Metadata-Version: 2.4
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Name: proof-of-portfolio
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Version: 0.0.
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Version: 0.0.106
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Summary: Zero-Knowledge Proof framework for verifiable, private portfolio performance metrics
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Author-email: "Inference Labs, Inc." <info@inferencelabs.com>
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Requires-Python: >=3.10
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# This file is auto-generated during build
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__version__ = "0.0.
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__version__ = "0.0.106"
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@@ -47,16 +47,28 @@ pub fn omega(
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omega_loss_min
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};
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// Apply cross-multiplication
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// Apply PTN cross-multiplication with overflow-safe scaling
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// positive_sum = product_sum_positive * sum_weights_negative
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// negative_sum = product_sum_negative * sum_weights_positive
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// final = (positive_sum * RATIO_SCALE_FACTOR) / max(abs(negative_sum), omega_loss_min)
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// To avoid overflow, we can rearrange: (a*b*c)/d = (a*c)*(b/d) when b > d
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let positive_cross = product_sum_positive * sum_weights_negative;
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let negative_cross = product_sum_negative * sum_weights_positive;
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let abs_negative = if negative_cross >= 0 { negative_cross } else { -negative_cross };
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let effective_denominator = if abs_negative >= omega_loss_min {
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abs_negative
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} else {
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omega_loss_min
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};
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// Avoid overflow by doing division first when possible
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if effective_denominator >= RATIO_SCALE_FACTOR {
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positive_cross / (effective_denominator / RATIO_SCALE_FACTOR)
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} else {
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(positive_cross / effective_denominator) * RATIO_SCALE_FACTOR
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}
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} else {
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let mut positive_sum: i64 = 0;
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let mut negative_sum: i64 = 0;
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