proof-of-portfolio 0.0.109__py3-none-any.whl → 0.0.111__py3-none-any.whl
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/_version.py +1 -1
- proof_of_portfolio/circuits/components/src/utils/constants.nr +3 -3
- proof_of_portfolio/circuits/components/src/utils/variance.nr +3 -3
- proof_of_portfolio/circuits/target/circuits.json +1 -1
- proof_of_portfolio/circuits/vk/vk +0 -0
- {proof_of_portfolio-0.0.109.dist-info → proof_of_portfolio-0.0.111.dist-info}/METADATA +1 -1
- {proof_of_portfolio-0.0.109.dist-info → proof_of_portfolio-0.0.111.dist-info}/RECORD +10 -10
- {proof_of_portfolio-0.0.109.dist-info → proof_of_portfolio-0.0.111.dist-info}/WHEEL +0 -0
- {proof_of_portfolio-0.0.109.dist-info → proof_of_portfolio-0.0.111.dist-info}/entry_points.txt +0 -0
- {proof_of_portfolio-0.0.109.dist-info → proof_of_portfolio-0.0.111.dist-info}/top_level.txt +0 -0
proof_of_portfolio/_version.py
CHANGED
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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.
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+
__version__ = "0.0.111"
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@@ -23,9 +23,9 @@ pub global ANNUAL_RISK_FREE_RATE_BP: i64 = 419;
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pub global DAILY_LOG_RISK_FREE_RATE: i64 = 114794;
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// Minimum values for ratio calculations (scaled for integer math)
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pub global SHARPE_STDDEV_MINIMUM: i64 =
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pub global OMEGA_LOSS_MINIMUM: i64 =
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pub global SORTINO_DOWNSIDE_MINIMUM: i64 =
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pub global SHARPE_STDDEV_MINIMUM: i64 = 100_000;
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pub global OMEGA_LOSS_MINIMUM: i64 = 100_000;
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pub global SORTINO_DOWNSIDE_MINIMUM: i64 = 100_000;
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// Scaling factors for precision in integer calculations
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pub global OMEGA_SCALE_FACTOR: i64 = 1000000000;
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@@ -1,4 +1,4 @@
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use crate::utils::{average::average, constants::ARRAY_SIZE};
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use crate::utils::{average::average, constants::{ARRAY_SIZE, SCALE}};
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pub fn variance(
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daily_returns: [i64; ARRAY_SIZE],
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@@ -35,7 +35,7 @@ pub fn variance(
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if (i as u32) < actual_len {
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let diff = daily_returns[i] - mean;
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let sq_diff = diff * diff;
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let pre_scaled_sq_diff = sq_diff /
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let pre_scaled_sq_diff = sq_diff / SCALE;
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weighted_sum_sq_diff += pre_scaled_sq_diff * weights[i];
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}
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}
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@@ -50,7 +50,7 @@ pub fn variance(
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if (i as u32) < actual_len {
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let diff = daily_returns[i] - mean;
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let sq_diff = diff * diff;
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let scaled_sq_diff = sq_diff /
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let scaled_sq_diff = sq_diff / SCALE;
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sum_sq_diff += scaled_sq_diff;
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}
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}
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