proof-of-portfolio 0.0.92__py3-none-any.whl → 0.0.94__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 = []
@@ -379,7 +384,9 @@ def generate_proof(
     # Pass annual risk-free rate (to match ann_excess_return usage)
     annual_risk_free_decimal = annual_risk_free_percentage / 100
     risk_free_rate_scaled = int(annual_risk_free_decimal * SCALING_FACTOR)
+    calmar_cap = int(data.get("calmar_cap", 1) * SCALING_FACTOR)
 
+    account_size = data.get("account_size", 250000)
     # Finally, LFG
     main_prover_input = {
         "log_returns": [str(r) for r in scaled_log_returns],
@@ -408,9 +415,11 @@ 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),
+        "account_size": str(account_size),
+        "calmar_cap": str(calmar_cap),
     }
 
     os.makedirs(main_circuit_dir, exist_ok=True)
@@ -555,7 +564,7 @@ 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-0.0.92.dist-info → proof_of_portfolio-0.0.94.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: proof-of-portfolio
-Version: 0.0.92
+Version: 0.0.94
 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-0.0.92.dist-info → proof_of_portfolio-0.0.94.dist-info}/RECORD

@@ -1,23 +1,23 @@
 proof_of_portfolio/__init__.py,sha256=gqM3xkqAO2az6Rhgez0qIREUzZqB3DZYV4IIQHdpwMA,4845
-proof_of_portfolio/_version.py,sha256=Y4YAPdQIw_eRMvvV-KG8j03-BOGUnF436eyVHuM4sJQ,66
+proof_of_portfolio/_version.py,sha256=mzglcOQRd8foKcxvKov0HC_i0lcPBm4V8N1IEsQGPIM,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=Iosb7CUz36A_UmRE0kcPjP-kyWw6objoRY_XYG6LyTE,21524
 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=6u8TFTBs1TySZFZNH7EfQw3o0d09Jq6zgc0Hdz9lbDE,3343
 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
-proof_of_portfolio/circuits/components/src/core/omega.nr,sha256=gM_xhhY6p_vBdFMpu_1k-IwRx4uLzyQwLxdoZfSnRL0,4088
+proof_of_portfolio/circuits/components/src/core/omega.nr,sha256=UmKV496sosWp5WvLgV8ESZLszAoyA6Ahq_uyqn-i-ek,4141
 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
@@ -32,9 +32,9 @@ proof_of_portfolio/circuits/components/src/utils/risk_normalization.nr,sha256=PX
 proof_of_portfolio/circuits/components/src/utils/sqrt.nr,sha256=pkCqXr4cBgfb49fzi_N6JypD31GlNYuMdMUoVssVzFQ,2318
 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=lNsKJ1H0zLRXg4JfKE4ZU3Gd6sJ2H5hkZiFUvSsshrk,5406
-proof_of_portfolio/circuits/target/circuits.json,sha256=EVuA2oOjDHlV99Zt0TaHcvpYHqKzgB34ANmP8FLABfg,13763086
-proof_of_portfolio/circuits/vk/vk,sha256=wPSZuJjtEl0k0tBz8BzlXetyQOZNtVed4ll9sUH7NUc,1764
+proof_of_portfolio/circuits/src/main.nr,sha256=G5VAXQpmGZ5WSzQMrv1IEKweD39E2qyCA3DhOfm-IhE,5453
+proof_of_portfolio/circuits/target/circuits.json,sha256=O2RHhkk7whE2ZLuJff30V-vWfBKl9d3ttHZJbXJ7FD8,12807126
+proof_of_portfolio/circuits/vk/vk,sha256=FLvF0QEpKK7MyQimLzhemw8gDR5wQtmxMuGlS9bn-dY,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-0.0.92.dist-info/METADATA,sha256=uZEQd3kTV4NGmfakCPByyZ_RACQEjRV1Xo2xGRL0BQk,7076
-proof_of_portfolio-0.0.92.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-proof_of_portfolio-0.0.92.dist-info/entry_points.txt,sha256=KeLSJT_UJtr1WiLTkhlGqWQuPKbO_ylgj6OXOC2gJV4,53
-proof_of_portfolio-0.0.92.dist-info/top_level.txt,sha256=sY5xZnE6YuiISK1IuRHPfl71NV0vXO3N3YA2li_SPXU,19
-proof_of_portfolio-0.0.92.dist-info/RECORD,,
+proof_of_portfolio-0.0.94.dist-info/METADATA,sha256=wDOY_WQ-72G3vvEr-bQo6B_OVGmIXBzrhBm_ZRCjBdg,7076
+proof_of_portfolio-0.0.94.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+proof_of_portfolio-0.0.94.dist-info/entry_points.txt,sha256=KeLSJT_UJtr1WiLTkhlGqWQuPKbO_ylgj6OXOC2gJV4,53
+proof_of_portfolio-0.0.94.dist-info/top_level.txt,sha256=sY5xZnE6YuiISK1IuRHPfl71NV0vXO3N3YA2li_SPXU,19
+proof_of_portfolio-0.0.94.dist-info/RECORD,,