proof-of-portfolio 0.0.106__py3-none-any.whl → 0.0.107__py3-none-any.whl

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@@ -1,2 +1,2 @@
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  # This file is auto-generated during build
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- __version__ = "0.0.106"
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+ __version__ = "0.0.107"
@@ -52,22 +52,33 @@ pub fn omega(
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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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+ // Scale down product_sums first to prevent overflow in cross-multiplication
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+ let scale_factor = 1000000; // Scale down by 1M to prevent overflow
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+ let product_sum_positive_scaled = product_sum_positive / scale_factor;
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+ let product_sum_negative_scaled = product_sum_negative / scale_factor;
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+
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+ let positive_cross = product_sum_positive_scaled * sum_weights_negative;
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+ let negative_cross = product_sum_negative_scaled * 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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+ let omega_loss_min_scaled = omega_loss_min / scale_factor;
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+ let effective_denominator = if abs_negative >= omega_loss_min_scaled {
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  abs_negative
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  } else {
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- omega_loss_min
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+ omega_loss_min_scaled
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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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+ // Adjust final calculation to account for scale_factor
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+ // Original formula: (positive_cross * RATIO_SCALE_FACTOR) / effective_denominator
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+ // With scaling: (positive_cross_scaled * RATIO_SCALE_FACTOR * scale_factor) / effective_denominator_scaled
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+ let adjusted_ratio_scale = RATIO_SCALE_FACTOR * scale_factor;
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+
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+ if effective_denominator >= adjusted_ratio_scale {
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+ positive_cross / (effective_denominator / adjusted_ratio_scale)
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+ } else if effective_denominator != 0 {
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+ (positive_cross / effective_denominator) * adjusted_ratio_scale
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  } else {
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- (positive_cross / effective_denominator) * RATIO_SCALE_FACTOR
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+ 0
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  }
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  } else {
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  let mut positive_sum: i64 = 0;