proof-of-portfolio 0.0.92__tar.gz → 0.0.93__tar.gz

{proof_of_portfolio-0.0.92 → proof_of_portfolio-0.0.93}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: proof-of-portfolio
-Version: 0.0.92
+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-0.0.92 → proof_of_portfolio-0.0.93}/proof_of_portfolio/_version.py

@@ -1,2 +1,2 @@
 # This file is auto-generated during build
-__version__ = "0.0.92"
+__version__ = "0.0.93"

{proof_of_portfolio-0.0.92 → proof_of_portfolio-0.0.93}/proof_of_portfolio/circuits/components/src/core/calmar.nr

@@ -29,7 +29,8 @@ pub fn calmar(
         if drawdown_normalization_factor == 0 {
             0
         } else {
-            let raw_calmar = (base_return_percentage * drawdown_normalization_factor) / SCALE;
+            let raw_calmar = ((base_return_percentage * drawdown_normalization_factor) / SCALE)
+                * RATIO_SCALE_FACTOR;
             let calmar_cap = 10 * RATIO_SCALE_FACTOR;
             if raw_calmar > calmar_cap {
                 calmar_cap

{proof_of_portfolio-0.0.92 → proof_of_portfolio-0.0.93}/proof_of_portfolio/circuits/src/main.nr

@@ -25,6 +25,7 @@ fn main(
     use_weighting: bool,
     bypass_confidence: pub bool,
     account_size: i64,
+    weights: [i64; ARRAY_SIZE],
 ) -> pub [Field; 9] {
     // Verify all trading signals are included in the merkle tree
     let mut all_verified = true;
@@ -51,7 +52,7 @@ fn main(
     }
 
     let weights = if use_weighting {
-        weighting_distribution(n_returns)
+        weights
     } else {
         // Equal weights when weighting is disabled
         let mut equal_weights = [0; ARRAY_SIZE];