proof-of-portfolio 0.0.111__py3-none-any.whl → 0.0.113__py3-none-any.whl

proof_of_portfolio/__init__.py

@@ -73,6 +73,11 @@ def _prove_worker(
     bypass_confidence=False,
     daily_checkpoints=2,
     account_size=None,
+    omega_noconfidence_value=0.0,
+    sharpe_noconfidence_value=-100,
+    sortino_noconfidence_value=-100,
+    calmar_noconfidence_value=-100,
+    statistical_confidence_noconfidence_value=-100,
 ):
     """
     Worker function to run proof generation in a separate process.
@@ -101,6 +106,11 @@ def _prove_worker(
             bypass_confidence=bypass_confidence,
             daily_checkpoints=daily_checkpoints,
             account_size=account_size,
+            omega_noconfidence_value=omega_noconfidence_value,
+            sharpe_noconfidence_value=sharpe_noconfidence_value,
+            sortino_noconfidence_value=sortino_noconfidence_value,
+            calmar_noconfidence_value=calmar_noconfidence_value,
+            statistical_confidence_noconfidence_value=statistical_confidence_noconfidence_value,
         )
 
         proof_results = result.get("proof_results", {})
@@ -194,6 +204,11 @@ def prove_sync(
     bypass_confidence=False,
     daily_checkpoints=2,
     account_size=None,
+    omega_noconfidence_value=0.0,
+    sharpe_noconfidence_value=-100,
+    sortino_noconfidence_value=-100,
+    calmar_noconfidence_value=-100,
+    statistical_confidence_noconfidence_value=-100,
 ):
     """
     Synchronous wrapper for the prove function for backward compatibility.
@@ -227,4 +242,9 @@ def prove_sync(
         bypass_confidence=bypass_confidence,
         daily_checkpoints=daily_checkpoints,
         account_size=account_size,
+        omega_noconfidence_value=omega_noconfidence_value,
+        sharpe_noconfidence_value=sharpe_noconfidence_value,
+        sortino_noconfidence_value=sortino_noconfidence_value,
+        calmar_noconfidence_value=calmar_noconfidence_value,
+        statistical_confidence_noconfidence_value=statistical_confidence_noconfidence_value,
     )

proof_of_portfolio/_version.py

@@ -1,2 +1,2 @@
 # This file is auto-generated during build
-__version__ = "0.0.111"
+__version__ = "0.0.113"

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

@@ -1,6 +1,6 @@
 use crate::utils::constants::{
-    ARRAY_SIZE, CALMAR_NOCONFIDENCE_VALUE, RATIO_SCALE_FACTOR, SCALE,
-    STATISTICAL_CONFIDENCE_MINIMUM_N,
+    ARRAY_SIZE, RATIO_SCALE_FACTOR, SCALE,
+    STATISTICAL_CONFIDENCE_MINIMUM_N, CALMAR_NOCONFIDENCE_VALUE,
 };
 use super::drawdown::daily_max_drawdown;
 
@@ -12,9 +12,10 @@ pub fn calmar(
     calmar_cap: i64,
     days_in_year: i64,
     _drawdown_max_percent: i64,
+    noconfidence_value: i64,
 ) -> i64 {
     if !bypass_confidence & actual_len < STATISTICAL_CONFIDENCE_MINIMUM_N {
-        CALMAR_NOCONFIDENCE_VALUE
+        noconfidence_value
     } else {
         let ann_excess_return = avg_daily_return * days_in_year;
         let max_drawdown_decimal = daily_max_drawdown(log_returns, actual_len);
@@ -45,7 +46,7 @@ fn test_calmar_normal_case() {
     }
 
     let avg = 25;
-    let result = calmar(returns, 40, false, avg, 1, 365, 10);
+    let result = calmar(returns, 40, false, avg, 1, 365, 10, CALMAR_NOCONFIDENCE_VALUE);
     assert(result != 0);
 }
 
@@ -56,7 +57,7 @@ fn test_calmar_insufficient_data() {
     returns[1] = -500;
 
     let avg = 250;
-    let result = calmar(returns, 2, false, avg, 1, 365, 10);
+    let result = calmar(returns, 2, false, avg, 1, 365, 10, CALMAR_NOCONFIDENCE_VALUE);
     assert(result == CALMAR_NOCONFIDENCE_VALUE);
 }
 
@@ -68,7 +69,7 @@ fn test_calmar_exactly_30_days() {
     }
 
     let avg = 100;
-    let result = calmar(returns, 30, false, avg, 1, 365, 10);
+    let result = calmar(returns, 30, false, avg, 1, 365, 10, CALMAR_NOCONFIDENCE_VALUE);
     assert(result != 0);
 }
 
@@ -80,7 +81,7 @@ fn test_calmar_negative_returns() {
     }
 
     let avg = -100;
-    let result = calmar(returns, 50, false, avg, 1, 365, 10);
+    let result = calmar(returns, 50, false, avg, 1, 365, 10, CALMAR_NOCONFIDENCE_VALUE);
     assert(result != 0);
 }
 
@@ -103,6 +104,7 @@ fn test_calmar_scaling() {
         calmar_cap,
         days_in_year,
         drawdown_max_percent,
+        CALMAR_NOCONFIDENCE_VALUE,
     );
 
     assert(result >= 0);
@@ -115,7 +117,7 @@ fn test_calmar_parity() {
     returns[1] = -1000000i64;
     returns[2] = 1000000i64;
     let avg = 666667i64;
-    let result = calmar(returns, 3u32, true, avg, 1i64, 365i64, 10i64);
+    let result = calmar(returns, 3u32, true, avg, 1i64, 365i64, 10i64, CALMAR_NOCONFIDENCE_VALUE);
     let expected = 1000000i64;
     let diff = if result > expected {
         result - expected
@@ -130,7 +132,7 @@ fn test_calmar_less_than_60_days() {
     let mut returns = [0; ARRAY_SIZE];
     returns[0] = 1000000i64;
     let avg = 1000000i64;
-    let result = calmar(returns, 59u32, false, avg, 1i64, 365i64, 10i64);
+    let result = calmar(returns, 59u32, false, avg, 1i64, 365i64, 10i64, CALMAR_NOCONFIDENCE_VALUE);
     assert(result == -100000000i64);
 }
 
@@ -138,7 +140,7 @@ fn test_calmar_less_than_60_days() {
 fn test_calmar_zero_variance() {
     let mut returns = [0; ARRAY_SIZE];
     let avg = 0i64;
-    let result = calmar(returns, 60u32, true, avg, 1i64, 365i64, 10i64);
+    let result = calmar(returns, 60u32, true, avg, 1i64, 365i64, 10i64, CALMAR_NOCONFIDENCE_VALUE);
     assert(result == 0i64);
 }
 
@@ -149,7 +151,7 @@ fn test_calmar_all_positive() {
         returns[i] = 1000000i64;
     }
     let avg = 1000000i64;
-    let result = calmar(returns, 60u32, true, avg, 1i64, 365i64, 10i64);
+    let result = calmar(returns, 60u32, true, avg, 1i64, 365i64, 10i64, CALMAR_NOCONFIDENCE_VALUE);
     assert(result == 0i64);
 }
 
@@ -160,6 +162,6 @@ fn test_calmar_all_negative() {
         returns[i] = -1000000i64;
     }
     let avg = -1000000i64;
-    let result = calmar(returns, 60u32, true, avg, 1i64, 365i64, 10i64);
+    let result = calmar(returns, 60u32, true, avg, 1i64, 365i64, 10i64, CALMAR_NOCONFIDENCE_VALUE);
     assert(result == 0i64);
 }

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

@@ -1,6 +1,6 @@
 use crate::utils::constants::{
-    ARRAY_SIZE, OMEGA_NOCONFIDENCE_VALUE, RATIO_SCALE_FACTOR, SCALE,
-    STATISTICAL_CONFIDENCE_MINIMUM_N,
+    ARRAY_SIZE, RATIO_SCALE_FACTOR, SCALE,
+    STATISTICAL_CONFIDENCE_MINIMUM_N, OMEGA_NOCONFIDENCE_VALUE,
 };
 
 pub fn omega(
@@ -11,9 +11,10 @@ pub fn omega(
     bypass_confidence: bool,
     omega_loss_min: i64,
     _daily_rf: i64,
+    noconfidence_value: i64,
 ) -> i64 {
     if !bypass_confidence & actual_len < STATISTICAL_CONFIDENCE_MINIMUM_N {
-        OMEGA_NOCONFIDENCE_VALUE
+        noconfidence_value
     } else {
         if use_weighting {
             let mut product_sum_positive: i64 = 0;
@@ -109,7 +110,7 @@ fn test_omega_all_positive() {
     }
 
     let weights = [100000; ARRAY_SIZE];
-    let result = omega(returns, 5, weights, false, false, 10000000, 0);
+    let result = omega(returns, 5, weights, false, false, 10000000, 0, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 0);
 }
 
@@ -121,7 +122,7 @@ fn test_omega_all_negative() {
     }
 
     let weights = [100000; ARRAY_SIZE];
-    let result = omega(returns, 5, weights, false, false, 10000000, 0);
+    let result = omega(returns, 5, weights, false, false, 10000000, 0, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 0);
 }
 
@@ -134,7 +135,7 @@ fn test_omega_mixed_returns() {
     returns[3] = -300;
 
     let weights = [100000; ARRAY_SIZE];
-    let result = omega(returns, 4, weights, false, false, 10000000, 0);
+    let result = omega(returns, 4, weights, false, false, 10000000, 0, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 0);
 }
 
@@ -146,7 +147,7 @@ fn test_omega_zero_returns() {
     }
 
     let weights = [100000; ARRAY_SIZE];
-    let result = omega(returns, 5, weights, false, false, 10000000, 0);
+    let result = omega(returns, 5, weights, false, false, 10000000, 0, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 0);
 }
 
@@ -158,7 +159,7 @@ fn test_omega_ptn_parity() {
     returns[2] = 0;
     returns[3] = 15000000;
     let weights = [0; ARRAY_SIZE];
-    let result = omega(returns, 4, weights, false, true, 10000000, 0);
+    let result = omega(returns, 4, weights, false, true, 10000000, 0, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 1250000);
 }
 
@@ -181,6 +182,7 @@ fn test_omega_scaling() {
         bypass_confidence,
         omega_loss_min,
         daily_rf,
+        OMEGA_NOCONFIDENCE_VALUE,
     );
     assert(result > 0);
 }
@@ -192,7 +194,7 @@ fn test_omega_parity() {
     returns[1] = -2000000i64;
     returns[2] = 1500000i64;
     let weights = [100000i64; ARRAY_SIZE];
-    let result = omega(returns, 3u32, weights, false, true, 10000000i64, 0i64);
+    let result = omega(returns, 3u32, weights, false, true, 10000000i64, 0i64, OMEGA_NOCONFIDENCE_VALUE);
     let expected = 250000i64;
     let diff = if result > expected {
         result - expected
@@ -207,7 +209,7 @@ fn test_omega_less_than_60_days() {
     let mut returns = [0; ARRAY_SIZE];
     returns[0] = 1000000i64;
     let weights = [100000i64; ARRAY_SIZE];
-    let result = omega(returns, 59u32, weights, false, false, 10000000i64, 0i64);
+    let result = omega(returns, 59u32, weights, false, false, 10000000i64, 0i64, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 0i64);
 }
 
@@ -215,6 +217,6 @@ fn test_omega_less_than_60_days() {
 fn test_omega_zero_variance() {
     let mut returns = [0; ARRAY_SIZE];
     let weights = [100000i64; ARRAY_SIZE];
-    let result = omega(returns, 60u32, weights, false, true, 10000000i64, 0i64);
+    let result = omega(returns, 60u32, weights, false, true, 10000000i64, 0i64, OMEGA_NOCONFIDENCE_VALUE);
     assert(result == 0i64);
 }

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

@@ -1,7 +1,7 @@
 use crate::utils::{
     constants::{
-        ARRAY_SIZE, RATIO_SCALE_FACTOR, SCALE, SHARPE_NOCONFIDENCE_VALUE,
-        SHARPE_STDDEV_MINIMUM, STATISTICAL_CONFIDENCE_MINIMUM_N,
+        ARRAY_SIZE, RATIO_SCALE_FACTOR, SCALE,
+        SHARPE_STDDEV_MINIMUM, STATISTICAL_CONFIDENCE_MINIMUM_N, SHARPE_NOCONFIDENCE_VALUE,
     },
     sqrt::sqrt,
 };
@@ -16,9 +16,10 @@ pub fn sharpe(
     _avg_daily_return: i64,
     variance_val: i64,
     ann_excess_return_val: i64,
+    noconfidence_value: i64,
 ) -> i64 {
     let result = if !bypass_confidence & actual_len < STATISTICAL_CONFIDENCE_MINIMUM_N {
-        SHARPE_NOCONFIDENCE_VALUE
+        noconfidence_value
     } else {
         let excess_return = ann_excess_return_val;
         let volatility = if actual_len < 2 {
@@ -61,6 +62,7 @@ fn test_sharpe_normal_case() {
         avg,
         variance_val,
         ann_excess,
+        SHARPE_NOCONFIDENCE_VALUE,
     );
     assert(result != 0);
 }
@@ -85,7 +87,7 @@ fn test_sharpe_low_volatility() {
         false,
         avg,
         variance_val,
-        ann_excess,
+        ann_excess, SHARPE_NOCONFIDENCE_VALUE,
     );
     assert(result == SHARPE_NOCONFIDENCE_VALUE);
 }
@@ -112,7 +114,7 @@ fn test_sharpe_high_volatility() {
         false,
         avg,
         variance_val,
-        ann_excess,
+        ann_excess, SHARPE_NOCONFIDENCE_VALUE,
     );
     assert(result != 0);
 }
@@ -139,6 +141,7 @@ fn test_sharpe_scaling() {
         avg_daily_return,
         variance_val,
         ann_excess_return_val,
+        SHARPE_NOCONFIDENCE_VALUE,
     );
     assert(result > 0); // scaling test, result should be positive
 }

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

@@ -1,8 +1,8 @@
 use crate::utils::{
     constants::{
         ARRAY_SIZE, DAYS_IN_YEAR,
-        RATIO_SCALE_FACTOR, SCALE, SORTINO_DOWNSIDE_MINIMUM, SORTINO_NOCONFIDENCE_VALUE,
-        STATISTICAL_CONFIDENCE_MINIMUM_N,
+        RATIO_SCALE_FACTOR, SCALE, SORTINO_DOWNSIDE_MINIMUM,
+        STATISTICAL_CONFIDENCE_MINIMUM_N, SORTINO_NOCONFIDENCE_VALUE,
     },
     sqrt::sqrt,
 };
@@ -18,9 +18,10 @@ pub fn sortino(
     _variance_val: i64,
     ann_excess_return_val: i64,
     daily_rf: i64,
+    noconfidence_value: i64,
 ) -> i64 {
     if !bypass_confidence & actual_len < STATISTICAL_CONFIDENCE_MINIMUM_N {
-        SORTINO_NOCONFIDENCE_VALUE
+        noconfidence_value
     } else {
         let excess_return = ann_excess_return_val;
 
@@ -129,6 +130,7 @@ fn test_sortino_normal_case() {
         variance_val,
         ann_excess,
         0,
+        SORTINO_NOCONFIDENCE_VALUE,
     );
     assert(result != 0);
 }
@@ -155,6 +157,7 @@ fn test_sortino_no_negative_returns() {
         variance_val,
         ann_excess,
         0,
+        SORTINO_NOCONFIDENCE_VALUE,
     );
     assert(result == SORTINO_NOCONFIDENCE_VALUE);
 }
@@ -181,6 +184,7 @@ fn test_sortino_all_negative_returns() {
         variance_val,
         ann_excess,
         0,
+        SORTINO_NOCONFIDENCE_VALUE,
     );
     assert(result != 0);
 }
@@ -209,6 +213,7 @@ fn test_sortino_high_downside_volatility() {
         variance_val,
         ann_excess,
         0,
+        SORTINO_NOCONFIDENCE_VALUE,
     );
     assert(result != 0);
 }
@@ -238,6 +243,7 @@ fn test_sortino_scaling() {
         variance_val,
         ann_excess_return_val,
         daily_rf,
+        SORTINO_NOCONFIDENCE_VALUE,
     );
     assert(result > 0); // scaling test, result should be positive
 }

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

@@ -1,6 +1,7 @@
 use crate::utils::{
     constants::{
-        ARRAY_SIZE, STATISTICAL_CONFIDENCE_MINIMUM_N, STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE, RATIO_SCALE_FACTOR,
+        ARRAY_SIZE, STATISTICAL_CONFIDENCE_MINIMUM_N, RATIO_SCALE_FACTOR,
+        STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE,
     },
     sqrt::sqrt,
 };
@@ -14,17 +15,18 @@ pub fn statistical_confidence(
     avg_daily_return: i64,
     variance_val: i64,
     _ann_excess_return_val: i64,
+    noconfidence_value: i64,
 ) -> i64 {
     // Check minimum sample size for statistical confidence
     if !bypass_confidence & actual_len < STATISTICAL_CONFIDENCE_MINIMUM_N {
         if actual_len < 2 {
-            STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE
+            noconfidence_value
         } else {
             // Allow computation for sample sizes between 2 and minimum, but with reduced confidence
-            compute_t_statistic(log_returns, actual_len, weights, use_weighting, avg_daily_return, variance_val)
+            compute_t_statistic(log_returns, actual_len, weights, use_weighting, avg_daily_return, variance_val, noconfidence_value)
         }
     } else {
-        compute_t_statistic(log_returns, actual_len, weights, use_weighting, avg_daily_return, variance_val)
+        compute_t_statistic(log_returns, actual_len, weights, use_weighting, avg_daily_return, variance_val, noconfidence_value)
     }
 }
 
@@ -35,12 +37,13 @@ fn compute_t_statistic(
     _use_weighting: bool,
     avg_daily_return: i64,
     variance_val: i64,
+    noconfidence_value: i64,
 ) -> i64 {
     let avg = avg_daily_return;
     let var = variance_val;
 
     if var <= 0 {
-        STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE
+        noconfidence_value
     } else {
         let std_dev = sqrt(var as u64) as i64;
         let n_sqrt = sqrt(actual_len as u64) as i64;
@@ -67,7 +70,7 @@ fn test_tstat_normal_case() {
     let avg = 320;
     let variance_val = 200000;
     let ann_excess = 116700;
-    let result = statistical_confidence(returns, 5, weights, false, false, avg, variance_val, ann_excess);
+    let result = statistical_confidence(returns, 5, weights, false, false, avg, variance_val, ann_excess, STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE);
     assert(result != 0);
 }
 
@@ -80,7 +83,7 @@ fn test_tstat_insufficient_data() {
     let avg = 1000;
     let variance_val = 0;
     let ann_excess = 365000;
-    let result = statistical_confidence(returns, 1, weights, false, false, avg, variance_val, ann_excess);
+    let result = statistical_confidence(returns, 1, weights, false, false, avg, variance_val, ann_excess, STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE);
     assert(result == STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE);
 }
 
@@ -95,7 +98,7 @@ fn test_tstat_zero_variance() {
     let avg = 100;
     let variance_val = 0;
     let ann_excess = 36500;
-    let result = statistical_confidence(returns, 5, weights, false, false, avg, variance_val, ann_excess);
+    let result = statistical_confidence(returns, 5, weights, false, false, avg, variance_val, ann_excess, STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE);
     assert(result == STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE);
 }
 
@@ -109,6 +112,6 @@ fn test_tstat_exactly_two_samples() {
     let avg = 250;
     let variance_val = 1125000;
     let ann_excess = 91150;
-    let result = statistical_confidence(returns, 2, weights, false, false, avg, variance_val, ann_excess);
+    let result = statistical_confidence(returns, 2, weights, false, false, avg, variance_val, ann_excess, STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE);
     assert(result != 0);
 }

proof_of_portfolio/circuits/components/src/utils/constants.nr

@@ -22,22 +22,23 @@ pub global STATISTICAL_CONFIDENCE_MINIMUM_N: u32 = 60;
 pub global ANNUAL_RISK_FREE_RATE_BP: i64 = 419;
 pub global DAILY_LOG_RISK_FREE_RATE: i64 = 114794;
 
-// Minimum values for ratio calculations (scaled for integer math)
-pub global SHARPE_STDDEV_MINIMUM: i64 = 100_000;
-pub global OMEGA_LOSS_MINIMUM: i64 = 100_000;
-pub global SORTINO_DOWNSIDE_MINIMUM: i64 = 100_000;
+// Minimum values for ratio calculations (0.01 scaled by SCALE/1000)
+pub global SHARPE_STDDEV_MINIMUM: i64 = SCALE / 1000;
+pub global OMEGA_LOSS_MINIMUM: i64 = SCALE / 1000;
+pub global SORTINO_DOWNSIDE_MINIMUM: i64 = SCALE / 1000;
 
 // Scaling factors for precision in integer calculations
-pub global OMEGA_SCALE_FACTOR: i64 = 1000000000;
-pub global SHARPE_SCALE_FACTOR: i64 = 1000000;
-pub global LARGE_POSITIVE_VALUE: i64 = 1000000000;
-pub global RATIO_SCALE_FACTOR: i64 = 1000000; // RATIO_SCALE_FACTOR: 10^6 for ratio outputs
+pub global OMEGA_SCALE_FACTOR: i64 = SCALE * 10;
+pub global SHARPE_SCALE_FACTOR: i64 = SCALE / 100;
+pub global LARGE_POSITIVE_VALUE: i64 = SCALE * 10;
+pub global RATIO_SCALE_FACTOR: i64 = SCALE / 100; // RATIO_SCALE_FACTOR: 10^6 for ratio outputs
 
-pub global CALMAR_NOCONFIDENCE_VALUE: i64 = -100000000;
-pub global SHARPE_NOCONFIDENCE_VALUE: i64 = -100000000;
+// Test values for no-confidence matching PTN defaults
 pub global OMEGA_NOCONFIDENCE_VALUE: i64 = 0;
-pub global SORTINO_NOCONFIDENCE_VALUE: i64 = -100000000;
-pub global STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE: i64 = -100000000;
+pub global SHARPE_NOCONFIDENCE_VALUE: i64 = -100 * SCALE;
+pub global SORTINO_NOCONFIDENCE_VALUE: i64 = -100 * SCALE;
+pub global CALMAR_NOCONFIDENCE_VALUE: i64 = -100 * SCALE;
+pub global STATISTICAL_CONFIDENCE_NOCONFIDENCE_VALUE: i64 = -100 * SCALE;
 
 // Position and trading constants
 pub global PRICE_SCALE: u64 = 1_000_000_000_000;

proof_of_portfolio/circuits/src/main.nr

@@ -8,7 +8,7 @@ use components::core::merkle::{
 use components::utils::{
     ann_excess_return::ann_excess_return,
     average::average,
-    constants::{ARRAY_SIZE, MAX_DAYS, MAX_RETURNS, MAX_SIGNALS, MERKLE_DEPTH},
+    constants::{ARRAY_SIZE, MAX_DAYS, MAX_RETURNS, MAX_SIGNALS, MERKLE_DEPTH, SCALE},
     variance::variance,
 };
 
@@ -31,6 +31,11 @@ fn main(
     annual_risk_free: i64,
     daily_rf: i64,
     drawdown_max_percent: i64,
+    omega_noconfidence: i64,
+    sharpe_noconfidence: i64,
+    sortino_noconfidence: i64,
+    calmar_noconfidence: i64,
+    stat_confidence_noconfidence: i64,
 ) -> pub [Field; 9] {
     // Verify all trading signals are included in the merkle tree
     let mut all_verified = true;
@@ -62,7 +67,7 @@ fn main(
         // Equal weights when weighting is disabled
         let mut equal_weights = [0; ARRAY_SIZE];
         for i in 0..ARRAY_SIZE {
-            equal_weights[i] = 100000; // Scale value for equal weighting
+            equal_weights[i] = SCALE / 1000;
         }
         equal_weights
     };
@@ -115,6 +120,7 @@ fn main(
         avg_daily_return,
         variance_val,
         ann_excess_return_val,
+        sharpe_noconfidence,
     );
     let dmd = daily_max_drawdown(returns_array, n_returns);
     let calmar_ratio = calmar(
@@ -125,6 +131,7 @@ fn main(
         calmar_cap,
         days_in_year,
         drawdown_max_percent,
+        calmar_noconfidence,
     );
     let omega_ratio = omega(
         returns_array,
@@ -134,6 +141,7 @@ fn main(
         bypass_confidence,
         omega_loss_min,
         daily_rf,
+        omega_noconfidence,
     );
     let sortino_ratio = sortino(
         returns_array,
@@ -146,6 +154,7 @@ fn main(
         variance_val,
         ann_excess_return_val,
         daily_rf,
+        sortino_noconfidence,
     );
     let stat_confidence = statistical_confidence(
         returns_array,
@@ -156,6 +165,7 @@ fn main(
         avg_daily_return,
         variance_val,
         ann_excess_return_val,
+        stat_confidence_noconfidence,
     );
 
     let pnl_score_result = avg_daily_pnl;