proof-of-portfolio 0.0.55__tar.gz → 0.0.57__tar.gz

{proof_of_portfolio-0.0.55 → proof_of_portfolio-0.0.57}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: proof-of-portfolio
-Version: 0.0.55
+Version: 0.0.57
 Summary: Zero-Knowledge Proof framework for verifiable, private portfolio performance metrics
 Author-email: "Inference Labs, Inc." <info@inferencelabs.com>
 Requires-Python: >=3.10

{proof_of_portfolio-0.0.55 → proof_of_portfolio-0.0.57}/proof_of_portfolio/_version.py

@@ -1,2 +1,2 @@
 # This file is auto-generated during build
-__version__ = "0.0.55"
+__version__ = "0.0.57"

{proof_of_portfolio-0.0.55 → proof_of_portfolio-0.0.57}/proof_of_portfolio/proof_generator.py

@@ -519,11 +519,11 @@ def generate_proof(
     returns_generator_dir = os.path.join(current_dir, "returns_generator")
 
     returns_prover_input = {
-        "gains": [str(g) for g in gains],
-        "losses": [str(l) for l in losses],
-        "last_update_times": [str(t) for t in last_update_times],
-        "accum_times": [str(a) for a in accum_times],
-        "checkpoint_count": str(checkpoint_count),
+        "gains": [str(g) for g in aggregated_gains],
+        "losses": [str(l) for l in aggregated_losses],
+        "last_update_times": [str(t) for t in aggregated_last_update_times],
+        "accum_times": [str(a) for a in aggregated_accum_times],
+        "checkpoint_count": str(aggregated_checkpoint_count),
         "target_duration": str(target_duration),
     }
 

{proof_of_portfolio-0.0.55 → proof_of_portfolio-0.0.57}/proof_of_portfolio/returns_generator/src/main.nr

@@ -51,7 +51,7 @@ pub fn build_merkle_root(leaves: [Field; MAX_RETURNS], num_leaves: u32) -> Field
     }
 }
 
-// Converts checkpoint data to daily log returns.
+// Accepts pre-processed daily returns directly (no filtering/aggregation)
 pub fn calculate_daily_returns(
     gains: [i64; MAX_CHECKPOINTS],
     losses: [i64; MAX_CHECKPOINTS],
@@ -61,54 +61,16 @@ pub fn calculate_daily_returns(
     target_duration: u64,
 ) -> ([i64; MAX_DAYS], u32) {
     let mut daily_returns: [i64; MAX_DAYS] = [0; MAX_DAYS];
-    let mut daily_counts: [u32; MAX_DAYS] = [0; MAX_DAYS];
-    let mut daily_sums: [i64; MAX_DAYS] = [0; MAX_DAYS];
-    let mut unique_days: [u64; MAX_DAYS] = [0; MAX_DAYS];
-    let mut num_days: u32 = 0;
 
-    for i in 0..MAX_CHECKPOINTS {
-        if (i as u32) < checkpoint_count {
-            if accum_times[i] == target_duration {
-                let start_time = last_update_times[i] - accum_times[i];
-                let day_timestamp = start_time / (SECONDS_PER_DAY * 1000);
-                let mut day_index: u32 = MAX_DAYS as u32;
-                let mut found = false;
-                for j in 0..MAX_DAYS {
-                    if !found {
-                        if unique_days[j] == day_timestamp {
-                            day_index = j as u32;
-                            found = true;
-                        } else {
-                            if unique_days[j] == 0 {
-                                if day_index == (MAX_DAYS as u32) {
-                                    unique_days[j] = day_timestamp;
-                                    day_index = j as u32;
-                                    if (j as u32) >= num_days {
-                                        num_days = (j as u32) + 1;
-                                    }
-                                    found = true;
-                                }
-                            }
-                        }
-                    }
-                }
-                if day_index < (MAX_DAYS as u32) {
-                    daily_sums[day_index] += gains[i] + losses[i];
-                    daily_counts[day_index] += 1;
-                }
-            }
-        }
-    }
-    let mut valid_days: u32 = 0;
+    // Since Python pre-processes the data to match subnet logic,
+    // we just pass through the aggregated daily returns directly
     for i in 0..MAX_DAYS {
-        if daily_counts[i] == DAILY_CHECKPOINTS {
-            if valid_days < (MAX_DAYS as u32) {
-                daily_returns[valid_days] = daily_sums[i];
-                valid_days += 1;
-            }
+        if (i as u32) < checkpoint_count {
+            daily_returns[i] = gains[i] + losses[i];
         }
     }
-    (daily_returns, valid_days)
+
+    (daily_returns, checkpoint_count)
 }
 
 pub fn cps_to_log_returns(