proof-of-portfolio 0.0.105__py3-none-any.whl → 0.0.107__py3-none-any.whl

proof_of_portfolio/_version.py

@@ -1,2 +1,2 @@
 # This file is auto-generated during build
-__version__ = "0.0.105"
+__version__ = "0.0.107"

proof_of_portfolio/circuits/components/src/core/omega.nr

@@ -47,24 +47,39 @@ pub fn omega(
                 omega_loss_min
             };
 
-            // Apply cross-multiplication with scaling to prevent overflow
-            // Scale down both factors before multiplication, then scale back up
-            let scale_down = SCALE / 1000; // Scale down by 1000 to prevent overflow
-            let product_sum_positive_scaled = product_sum_positive / scale_down;
-            let product_sum_negative_scaled = product_sum_negative / scale_down;
-
-            let positive_sum_weighted = product_sum_positive_scaled * sum_weights_negative;
-            let negative_sum_weighted = product_sum_negative_scaled * sum_weights_positive;
-
-            let effective_denominator = if (-negative_sum_weighted) >= (omega_loss_min / scale_down) {
-                -negative_sum_weighted
+            // Apply PTN cross-multiplication with overflow-safe scaling
+            // positive_sum = product_sum_positive * sum_weights_negative
+            // negative_sum = product_sum_negative * sum_weights_positive
+            // final = (positive_sum * RATIO_SCALE_FACTOR) / max(abs(negative_sum), omega_loss_min)
+
+            // Scale down product_sums first to prevent overflow in cross-multiplication
+            let scale_factor = 1000000; // Scale down by 1M to prevent overflow
+            let product_sum_positive_scaled = product_sum_positive / scale_factor;
+            let product_sum_negative_scaled = product_sum_negative / scale_factor;
+
+            let positive_cross = product_sum_positive_scaled * sum_weights_negative;
+            let negative_cross = product_sum_negative_scaled * sum_weights_positive;
+
+            let abs_negative = if negative_cross >= 0 { negative_cross } else { -negative_cross };
+            let omega_loss_min_scaled = omega_loss_min / scale_factor;
+            let effective_denominator = if abs_negative >= omega_loss_min_scaled {
+                abs_negative
             } else {
-                omega_loss_min / scale_down
+                omega_loss_min_scaled
             };
 
-            // Apply scale_down correction to RATIO_SCALE_FACTOR
-            let adjusted_ratio_scale = RATIO_SCALE_FACTOR * scale_down;
-            (positive_sum_weighted * adjusted_ratio_scale) / effective_denominator
+            // Adjust final calculation to account for scale_factor
+            // Original formula: (positive_cross * RATIO_SCALE_FACTOR) / effective_denominator
+            // With scaling: (positive_cross_scaled * RATIO_SCALE_FACTOR * scale_factor) / effective_denominator_scaled
+            let adjusted_ratio_scale = RATIO_SCALE_FACTOR * scale_factor;
+
+            if effective_denominator >= adjusted_ratio_scale {
+                positive_cross / (effective_denominator / adjusted_ratio_scale)
+            } else if effective_denominator != 0 {
+                (positive_cross / effective_denominator) * adjusted_ratio_scale
+            } else {
+                0
+            }
         } else {
             let mut positive_sum: i64 = 0;
             let mut negative_sum: i64 = 0;