proof-of-portfolio 0.0.89__tar.gz → 0.0.91__tar.gz

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Files changed (92) hide show
  1. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/PKG-INFO +1 -1
  2. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/_version.py +1 -1
  3. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/omega.nr +7 -3
  4. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/target/circuits.json +1 -1
  5. proof_of_portfolio-0.0.91/proof_of_portfolio/circuits/vk/vk +0 -0
  6. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio.egg-info/PKG-INFO +1 -1
  7. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/pyproject.toml +1 -1
  8. proof_of_portfolio-0.0.89/proof_of_portfolio/circuits/vk/vk +0 -0
  9. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/README.md +0 -0
  10. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/__init__.py +0 -0
  11. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/analyze_data.py +0 -0
  12. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/Nargo.toml +0 -0
  13. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/Nargo.toml +0 -0
  14. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/calmar.nr +0 -0
  15. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/drawdown.nr +0 -0
  16. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/merkle.nr +0 -0
  17. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/mod.nr +0 -0
  18. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/pnl_score.nr +0 -0
  19. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/position.nr +0 -0
  20. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/sharpe.nr +0 -0
  21. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/sortino.nr +0 -0
  22. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/core/tstat.nr +0 -0
  23. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/lib.nr +0 -0
  24. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/ann_excess_return.nr +0 -0
  25. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/ann_volatility.nr +0 -0
  26. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/average.nr +0 -0
  27. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/constants.nr +0 -0
  28. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/mod.nr +0 -0
  29. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/risk_normalization.nr +0 -0
  30. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/sqrt.nr +0 -0
  31. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/variance.nr +0 -0
  32. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/components/src/utils/weighting_distribution.nr +0 -0
  33. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/generate_inputs.py +0 -0
  34. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/circuits/src/main.nr +0 -0
  35. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_calmar/Nargo.toml +0 -0
  36. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_calmar/src/main.nr +0 -0
  37. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_calmar/target/just_calmar.json +0 -0
  38. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_cps_to_log_return/Nargo.toml +0 -0
  39. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_cps_to_log_return/src/main.nr +0 -0
  40. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_cps_to_log_return/target/just_cps_to_log_return.json +0 -0
  41. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_drawdown/Nargo.toml +0 -0
  42. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_drawdown/src/main.nr +0 -0
  43. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_drawdown/target/just_drawdown.json +0 -0
  44. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_omega/Nargo.toml +0 -0
  45. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_omega/src/main.nr +0 -0
  46. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_omega/target/just_omega.json +0 -0
  47. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_pnl/Nargo.toml +0 -0
  48. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_pnl/src/main.nr +0 -0
  49. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_sharpe/Nargo.toml +0 -0
  50. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_sharpe/src/main.nr +0 -0
  51. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_sharpe/target/just_sharpe.json +0 -0
  52. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_sortino/Nargo.toml +0 -0
  53. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_sortino/src/main.nr +0 -0
  54. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_sortino/target/just_sortino.json +0 -0
  55. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_tstat/Nargo.toml +0 -0
  56. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_tstat/src/main.nr +0 -0
  57. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/just_tstat/target/just_tstat.json +0 -0
  58. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/merkle_generator/Nargo.toml +0 -0
  59. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demo/merkle_generator/src/main.nr +0 -0
  60. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/all.py +0 -0
  61. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/calmar.py +0 -0
  62. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/drawdown.py +0 -0
  63. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/generate_input_data.py +0 -0
  64. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/log_returns.py +0 -0
  65. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/main.py +0 -0
  66. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/omega.py +0 -0
  67. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/sharpe.py +0 -0
  68. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/sortino.py +0 -0
  69. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/tstat.py +0 -0
  70. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/demos/utils.py +0 -0
  71. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/main.py +0 -0
  72. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/min_metrics.py +0 -0
  73. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/miner.py +0 -0
  74. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/parsing_utils.py +0 -0
  75. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/post_install.py +0 -0
  76. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/proof_generator.py +0 -0
  77. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/returns_generator/Nargo.toml +0 -0
  78. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/returns_generator/src/main.nr +0 -0
  79. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/returns_generator/target/returns_generator.json +0 -0
  80. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/signal_processor.py +0 -0
  81. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/tree_generator/Nargo.toml +0 -0
  82. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/tree_generator/src/main.nr +0 -0
  83. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/tree_generator/target/tree_generator.json +0 -0
  84. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/tree_generator/target.gz +0 -0
  85. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio/validator.py +0 -0
  86. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio.egg-info/SOURCES.txt +0 -0
  87. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio.egg-info/dependency_links.txt +0 -0
  88. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio.egg-info/entry_points.txt +0 -0
  89. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio.egg-info/requires.txt +0 -0
  90. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/proof_of_portfolio.egg-info/top_level.txt +0 -0
  91. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/setup.cfg +0 -0
  92. {proof_of_portfolio-0.0.89 → proof_of_portfolio-0.0.91}/setup.py +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: proof-of-portfolio
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- Version: 0.0.89
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+ Version: 0.0.91
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  Summary: Zero-Knowledge Proof framework for verifiable, private portfolio performance metrics
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  Author-email: "Inference Labs, Inc." <info@inferencelabs.com>
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  Requires-Python: >=3.10
@@ -1,2 +1,2 @@
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  # This file is auto-generated during build
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- __version__ = "0.0.89"
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+ __version__ = "0.0.91"
@@ -40,15 +40,19 @@ pub fn omega(
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  sum_weights_negative = OMEGA_LOSS_MINIMUM;
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  }
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- let positive_sum = product_sum_positive * sum_weights_negative;
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- let negative_sum = -product_sum_negative * sum_weights_positive;
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+ let positive_sum_u128 = (product_sum_positive as u128) * (sum_weights_negative as u128);
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+ let negative_sum_u128 = ((-product_sum_negative) as u128) * (sum_weights_positive as u128);
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+
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+ let positive_sum = (positive_sum_u128 / 1000000) as i64;
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+ let negative_sum = (negative_sum_u128 / 1000000) as i64;
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  let effective_denominator = if negative_sum >= OMEGA_LOSS_MINIMUM {
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  negative_sum
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  } else {
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  OMEGA_LOSS_MINIMUM
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  };
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- ((positive_sum * RATIO_SCALE_FACTOR) / effective_denominator) as i64
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+ let final_calc = ((positive_sum as u128) * (RATIO_SCALE_FACTOR as u128)) / (effective_denominator as u128);
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+ final_calc as i64
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  } else {
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  let mut positive_sum: u64 = 0;
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  let mut negative_sum: u64 = 0;