proof-of-portfolio 0.0.110__py3-none-any.whl → 0.0.111__py3-none-any.whl

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Files changed (11) hide show
  1. proof_of_portfolio/_version.py +1 -1
  2. proof_of_portfolio/circuits/components/src/core/sortino.nr +1 -1
  3. proof_of_portfolio/circuits/components/src/utils/constants.nr +3 -3
  4. proof_of_portfolio/circuits/components/src/utils/variance.nr +3 -3
  5. proof_of_portfolio/circuits/target/circuits.json +1 -1
  6. proof_of_portfolio/circuits/vk/vk +0 -0
  7. {proof_of_portfolio-0.0.110.dist-info → proof_of_portfolio-0.0.111.dist-info}/METADATA +1 -1
  8. {proof_of_portfolio-0.0.110.dist-info → proof_of_portfolio-0.0.111.dist-info}/RECORD +11 -11
  9. {proof_of_portfolio-0.0.110.dist-info → proof_of_portfolio-0.0.111.dist-info}/WHEEL +0 -0
  10. {proof_of_portfolio-0.0.110.dist-info → proof_of_portfolio-0.0.111.dist-info}/entry_points.txt +0 -0
  11. {proof_of_portfolio-0.0.110.dist-info → proof_of_portfolio-0.0.111.dist-info}/top_level.txt +0 -0
proof_of_portfolio/_version.py CHANGED
@@ -1,2 +1,2 @@
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  # This file is auto-generated during build
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- __version__ = "0.0.110"
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+ __version__ = "0.0.111"
proof_of_portfolio/circuits/components/src/core/sortino.nr CHANGED
@@ -100,7 +100,7 @@ pub fn sortino(
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  (excess_return * RATIO_SCALE_FACTOR) / effective_downside_volatility
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  } else {
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- (excess_return * RATIO_SCALE_FACTOR) / SORTINO_DOWNSIDE_MINIMUM
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+ 0
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  }
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  }
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  }
proof_of_portfolio/circuits/components/src/utils/constants.nr CHANGED
@@ -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 = 10_000_000;
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- pub global OMEGA_LOSS_MINIMUM: i64 = 10_000_000;
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- pub global SORTINO_DOWNSIDE_MINIMUM: i64 = 10_000_000;
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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;
proof_of_portfolio/circuits/components/src/utils/variance.nr CHANGED
@@ -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],
@@ -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 / 1000000;
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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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  }
@@ -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 / 1000000;
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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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  }