proof-of-portfolio 0.0.91__py3-none-any.whl → 0.0.93__py3-none-any.whl

proof_of_portfolio/proof_generator.py

@@ -247,6 +247,11 @@ def generate_proof(
     # Pad to MAX_DAYS
     scaled_log_returns += [0] * (MAX_DAYS - len(scaled_log_returns))
 
+    weights_float = data.get("weights", [])
+
+    scaled_weights = [int(w * SCALING_FACTOR) for w in weights_float]
+    scaled_weights += [0] * (256 - len(scaled_weights))
+
     log_verbose(verbose, "info", f"Using {n_returns} daily returns from PTN")
     try:
         all_orders = []
@@ -408,7 +413,8 @@ def generate_proof(
             else str(signals_merkle_root)
         ),
         "risk_free_rate": str(risk_free_rate_scaled),
-        "use_weighting": str(int(use_weighting)),
+        "use_weighting": "1",
+        "weights": [str(w) for w in scaled_weights],
         "bypass_confidence": str(int(bypass_confidence)),
         "account_size": str(account_size if account_size is not None else 1000000),
     }
@@ -555,7 +561,7 @@ def generate_proof(
             "sharpe_ratio_scaled": sharpe_ratio_scaled,
             "max_drawdown_raw": max_drawdown_raw,
             "max_drawdown_scaled": max_drawdown_scaled,
-            "max_drawdown_percentage": (1 - max_drawdown_scaled) * 100,
+            "max_drawdown_percentage": max_drawdown_scaled * 100,
             "calmar_ratio_raw": calmar_ratio_raw,
             "calmar_ratio_scaled": calmar_ratio_scaled,
             "omega_ratio_raw": omega_ratio_raw,

{proof_of_portfolio-0.0.91.dist-info → proof_of_portfolio-0.0.93.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: proof-of-portfolio
-Version: 0.0.91
+Version: 0.0.93
 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-0.0.91.dist-info → proof_of_portfolio-0.0.93.dist-info}/RECORD

@@ -1,19 +1,19 @@
 proof_of_portfolio/__init__.py,sha256=gqM3xkqAO2az6Rhgez0qIREUzZqB3DZYV4IIQHdpwMA,4845
-proof_of_portfolio/_version.py,sha256=0C0Np6p53v5iI1ZERUeL4CVWRvbxJ6Wx6Z9a2Prpsnc,66
+proof_of_portfolio/_version.py,sha256=Khk44GKb8nlDYs7jlEjxgE5vyhl_u32fK-BW7iQ9mrg,66
 proof_of_portfolio/analyze_data.py,sha256=t80ueFtBUzcWTrPiamiC1HXvw5Em-151zXJx0cCk8sQ,3709
 proof_of_portfolio/main.py,sha256=JbvdAK7B6hw2sQdjT0EVCiglCQZgN3urKphdeWcW43w,30994
 proof_of_portfolio/min_metrics.py,sha256=U16B7YRl0UbCterdJ1ksqFOxR5DiQeslUzMVGEWNyog,13211
 proof_of_portfolio/miner.py,sha256=eGXcPMRQVAepzXJj1ePbbDAf-72E9Yj9n-yfP7GohLw,17177
 proof_of_portfolio/parsing_utils.py,sha256=Hx61Sby5mEbC6uzhG9G69K7YPCLbjU6vK8fazpNBeLc,6463
 proof_of_portfolio/post_install.py,sha256=e-57Z_h-svQdjA8ibsM985MXmdV6-KLyymQm3Cgu8YM,5654
-proof_of_portfolio/proof_generator.py,sha256=fx0oLwvF1eUHYxWsnwW8A1rSIeJYxsiq3ECw1EI2S9c,21210
+proof_of_portfolio/proof_generator.py,sha256=kjTgBqDx-yrcmrVHRtBf4NJcFv7AH_k0Ywn-g6cQ3CI,21409
 proof_of_portfolio/signal_processor.py,sha256=JQjnkMJEbv_MWIgKNrjKjrBIcIT5pAkAlCneEOGsqT0,6702
 proof_of_portfolio/validator.py,sha256=kt3BeaXOffv-h52PZBKV1YHUWtiGsnPte16m3EJpITY,3839
 proof_of_portfolio/circuits/Nargo.toml,sha256=D6ycN7H3xiTcWHH5wz4qXYTXn7Ht0WgPr9w4B7d8ZGw,141
 proof_of_portfolio/circuits/generate_inputs.py,sha256=n9coxeNvOqXj_PleAPlP9reXUbWKUJRDAgxxxGfYZQk,10060
 proof_of_portfolio/circuits/components/Nargo.toml,sha256=jFQJR9rg6zSNDgJF_yfaXc7-rdIhLO0ucr_pgkgEvaE,76
 proof_of_portfolio/circuits/components/src/lib.nr,sha256=qTvVLqAAL73jtA3ZniTDUyn8RpniM3jqMiGI0RsuXSM,29
-proof_of_portfolio/circuits/components/src/core/calmar.nr,sha256=waTf2LMj8LRFRkq4VFrM3UOMkjQtwX3kUs6rZKDfch8,3290
+proof_of_portfolio/circuits/components/src/core/calmar.nr,sha256=1zGu1rVQT7D6D_AvaotP_yknAf-5jE1roqn0bRAHI7o,3329
 proof_of_portfolio/circuits/components/src/core/drawdown.nr,sha256=DqfLbUaR_y_ZBOF1a2-tlxaDJJ6fE6cauToBbXFyKt8,2703
 proof_of_portfolio/circuits/components/src/core/merkle.nr,sha256=NcrN92Pye5cxACrAWkPRm1RTSaczqRyku3da6qaJ700,3139
 proof_of_portfolio/circuits/components/src/core/mod.nr,sha256=5YDicBPqTr4fLaS_rYuMnJ3PDJpakgpyzPzARIYZ3F4,132
@@ -21,20 +21,20 @@ proof_of_portfolio/circuits/components/src/core/omega.nr,sha256=gM_xhhY6p_vBdFMp
 proof_of_portfolio/circuits/components/src/core/pnl_score.nr,sha256=cMfWt2fg2l0dP7aakq7OdjkNbkwdtv6JXz6HBO1I2vk,2481
 proof_of_portfolio/circuits/components/src/core/position.nr,sha256=KTnq0YhNrwX_0cppEVwRxAN0FMyfStnQ8_dV0Cir8xY,6196
 proof_of_portfolio/circuits/components/src/core/sharpe.nr,sha256=3ec3aPczoC56cW3reSAjog9L7IuPK5YAnztMlz756oA,2446
-proof_of_portfolio/circuits/components/src/core/sortino.nr,sha256=NHssygvuCV63dtPwd9JBVnuaWbxQt7HYp1B89C9qCBc,4174
+proof_of_portfolio/circuits/components/src/core/sortino.nr,sha256=Oe-DnraOTbj2r8vupPnPdAWaEl_FvAn4z-bBgYVhNKs,5597
 proof_of_portfolio/circuits/components/src/core/tstat.nr,sha256=SLL2UnyfeVUN3NdJHVoIdbPPxUUER7DWKYfbPxmHceo,3303
 proof_of_portfolio/circuits/components/src/utils/ann_excess_return.nr,sha256=5xryh8HMMA2oHs039_usGHMKPcRoJpl19ZPmPKfDiYQ,1892
 proof_of_portfolio/circuits/components/src/utils/ann_volatility.nr,sha256=XTQhYuqwj5R8OhDklgyCUVwkW2_L0aThVQerk45fAdk,2118
 proof_of_portfolio/circuits/components/src/utils/average.nr,sha256=L6YGvEcwOvOd-c5vMHN_fItGweLyGXaRNOHlevn5mJ4,2246
 proof_of_portfolio/circuits/components/src/utils/constants.nr,sha256=0sjT1oX9SBbAhzfbJNG9I-7atJcr21s0_G4_74zI2UE,1945
 proof_of_portfolio/circuits/components/src/utils/mod.nr,sha256=9MpTXbbCd6P6vnWKveEpwYntO3BQTaV_GZb9hgt7JBI,179
-proof_of_portfolio/circuits/components/src/utils/risk_normalization.nr,sha256=fJBTLh4k0i-C12mJC3GbSGGmG7UQsWCDa9STIYH4grY,1378
+proof_of_portfolio/circuits/components/src/utils/risk_normalization.nr,sha256=PXhs3grwz7e3nWqV3zQGYstAYqrG_csfyx4yur4HFfc,1248
 proof_of_portfolio/circuits/components/src/utils/sqrt.nr,sha256=pkCqXr4cBgfb49fzi_N6JypD31GlNYuMdMUoVssVzFQ,2318
-proof_of_portfolio/circuits/components/src/utils/variance.nr,sha256=zRB4UdDz8yQ9ECL4ce6wECOj_RpCbKpBJwVxNLfC9_I,2996
-proof_of_portfolio/circuits/components/src/utils/weighting_distribution.nr,sha256=xi8hYvTtsECFFa3rYcwbGaJcr8hRyWCsr45Xu8ZEDdM,1188
-proof_of_portfolio/circuits/src/main.nr,sha256=lNsKJ1H0zLRXg4JfKE4ZU3Gd6sJ2H5hkZiFUvSsshrk,5406
-proof_of_portfolio/circuits/target/circuits.json,sha256=JE9YvZgahmg-9-vacOgol8T-TDZX8cZnmp0h4m4b9cI,13117746
-proof_of_portfolio/circuits/vk/vk,sha256=5BscoaeGyVXGXhuroRMRU4bLXJwNUcjZ3OhxVn-Fma0,1764
+proof_of_portfolio/circuits/components/src/utils/variance.nr,sha256=dzVn-idUSV4uykOlH4td9UUnui_OFfbVm9ZtE4BnSK8,2895
+proof_of_portfolio/circuits/components/src/utils/weighting_distribution.nr,sha256=ZTdpYmVLI639j-RUtKhluTIVb_sLVxerQdRDoB2zYFQ,1185
+proof_of_portfolio/circuits/src/main.nr,sha256=bBgELjrDTIydF-wArJidH5NEFYyHggUdc93o31KlfrE,5412
+proof_of_portfolio/circuits/target/circuits.json,sha256=cGXxkrsa7TuvByXOQ-0r69uFcToDgsL6xIr7rKmsqns,12707295
+proof_of_portfolio/circuits/vk/vk,sha256=beja0IV7ROmA9kq_y6i52OxSygf7EYOJ5acS2llmQWE,1764
 proof_of_portfolio/demo/just_calmar/Nargo.toml,sha256=wJ7j03ThqHr4N_jk4ifjvGzAnhnO0CrSouNHdo6pIl8,77
 proof_of_portfolio/demo/just_calmar/src/main.nr,sha256=xLzzAwAJf-q43IKvChhf08qcmb1BhDP4sVT6bOsSBRs,5351
 proof_of_portfolio/demo/just_calmar/target/just_calmar.json,sha256=s_7h0ZLMUM3NURBaEtDxrkbgWlVSBkpa7CLPiLYLhk8,1820536
@@ -78,8 +78,8 @@ proof_of_portfolio/tree_generator/Nargo.toml,sha256=O6iSvb-EpV0XcETiDxNgSp7XKNiY
 proof_of_portfolio/tree_generator/target.gz,sha256=J55ZC5QuFy6vGC2dSJ-0rEWjUKzzxwXwKGDTDUGp06U,225314
 proof_of_portfolio/tree_generator/src/main.nr,sha256=5Jb46e5PyZ3kpmIJn4W1gVtN3AgHs-fCmTochVB7uOU,2427
 proof_of_portfolio/tree_generator/target/tree_generator.json,sha256=Uy9AFLrbsd2SayMFTPgmow91-BIs1DrqP3qGfxfZAa0,1540901
-proof_of_portfolio-0.0.91.dist-info/METADATA,sha256=HowLxf3hcSmqEUZ5fNlhp6VxmIuJNhdxw3HkHzuS2xE,7076
-proof_of_portfolio-0.0.91.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-proof_of_portfolio-0.0.91.dist-info/entry_points.txt,sha256=KeLSJT_UJtr1WiLTkhlGqWQuPKbO_ylgj6OXOC2gJV4,53
-proof_of_portfolio-0.0.91.dist-info/top_level.txt,sha256=sY5xZnE6YuiISK1IuRHPfl71NV0vXO3N3YA2li_SPXU,19
-proof_of_portfolio-0.0.91.dist-info/RECORD,,
+proof_of_portfolio-0.0.93.dist-info/METADATA,sha256=KKlLRoFK9gH_2Z2UHss_eM_RUayhUyuPXEyAhTkmo0w,7076
+proof_of_portfolio-0.0.93.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+proof_of_portfolio-0.0.93.dist-info/entry_points.txt,sha256=KeLSJT_UJtr1WiLTkhlGqWQuPKbO_ylgj6OXOC2gJV4,53
+proof_of_portfolio-0.0.93.dist-info/top_level.txt,sha256=sY5xZnE6YuiISK1IuRHPfl71NV0vXO3N3YA2li_SPXU,19
+proof_of_portfolio-0.0.93.dist-info/RECORD,,