proof-of-portfolio 0.0.94__py3-none-any.whl → 0.0.96__py3-none-any.whl

proof_of_portfolio/proof_generator.py

@@ -7,6 +7,8 @@ import json
 import bittensor as bt
 import traceback
 
+
+ARRAY_SIZE = 256
 MAX_DAYS = 120
 MAX_SIGNALS = 256
 MERKLE_DEPTH = 8
@@ -176,9 +178,21 @@ def generate_bb_proof(circuit_dir):
 
 def generate_proof(
     data=None,
+    daily_pnl=None,
     miner_hotkey=None,
     verbose=None,
     annual_risk_free_percentage=4.19,
+    calmar_ratio_cap=10,
+    days_in_year_crypto=365,
+    weighted_average_decay_max=1.0,
+    weighted_average_decay_min=0.15,
+    weighted_average_decay_rate=0.075,
+    omega_loss_minimum=0.01,
+    sharpe_stddev_minimum=0.01,
+    sortino_downside_minimum=0.01,
+    statistical_confidence_minimum_n_ceil=60,
+    annual_risk_free_decimal=0.0419,
+    drawdown_maxvalue_percentage=10,
     use_weighting=False,
     bypass_confidence=False,
     daily_checkpoints=2,
@@ -199,7 +213,6 @@ def generate_proof(
         "info",
         f"Mode: {'Demo' if is_demo_mode else 'Production'}, verbose={verbose}",
     )
-
     try:
         if data is None:
             log_verbose(
@@ -210,6 +223,11 @@ def generate_proof(
     except Exception as e:
         bt.logging.error(f"Failed to load data {e}")
 
+    if data is None:
+        raise ValueError(
+            "Failed to load data from validator_checkpoint.json in demo mode"
+        )
+
     if miner_hotkey is None:
         miner_hotkey = list(data["perf_ledgers"].keys())[0]
         log_verbose(
@@ -225,6 +243,11 @@ def generate_proof(
             f"Hotkey '{miner_hotkey}' not found in data. Available: {list(data['perf_ledgers'].keys())}"
         )
 
+    if daily_pnl is None:
+        raise ValueError("daily_pnl must be provided")
+    n_pnl = len(daily_pnl)
+    scaled_daily_pnl = [int(p * SCALING_FACTOR) for p in daily_pnl]
+    scaled_daily_pnl += [0] * (ARRAY_SIZE - n_pnl)
     positions = data["positions"][miner_hotkey]["positions"]
     log_verbose(verbose, "info", "Preparing circuit inputs...")
 
@@ -382,15 +405,17 @@ def generate_proof(
     main_circuit_dir = os.path.join(current_dir, "circuits")
 
     # Pass annual risk-free rate (to match ann_excess_return usage)
-    annual_risk_free_decimal = annual_risk_free_percentage / 100
+    annual_risk_free_decimal = annual_risk_free_decimal
     risk_free_rate_scaled = int(annual_risk_free_decimal * SCALING_FACTOR)
-    calmar_cap = int(data.get("calmar_cap", 1) * SCALING_FACTOR)
 
+    calmar_cap = int(calmar_ratio_cap * RATIO_SCALE_FACTOR)
     account_size = data.get("account_size", 250000)
     # Finally, LFG
     main_prover_input = {
         "log_returns": [str(r) for r in scaled_log_returns],
         "n_returns": str(n_returns),
+        "daily_pnl": [str(p) for p in scaled_daily_pnl],
+        "n_pnl": str(n_pnl),
         "signals": signals,
         "signals_count": str(signals_count),
         "path_elements": [
@@ -420,6 +445,16 @@ def generate_proof(
         "bypass_confidence": str(int(bypass_confidence)),
         "account_size": str(account_size),
         "calmar_cap": str(calmar_cap),
+        "days_in_year": str(days_in_year_crypto),
+        "weighted_decay_max": str(int(weighted_average_decay_max * SCALING_FACTOR)),
+        "weighted_decay_min": str(int(weighted_average_decay_min * SCALING_FACTOR)),
+        "weighted_decay_rate": str(int(weighted_average_decay_rate * SCALING_FACTOR)),
+        "omega_loss_min": str(int(omega_loss_minimum * SCALING_FACTOR)),
+        "sharpe_stddev_min": str(int(sharpe_stddev_minimum * SCALING_FACTOR)),
+        "sortino_downside_min": str(int(sortino_downside_minimum * SCALING_FACTOR)),
+        "stat_conf_min_n": str(statistical_confidence_minimum_n_ceil),
+        "annual_risk_free": str(int(annual_risk_free_decimal * SCALING_FACTOR)),
+        "drawdown_max_percent": str(drawdown_maxvalue_percentage),
     }
 
     os.makedirs(main_circuit_dir, exist_ok=True)
@@ -482,8 +517,6 @@ def generate_proof(
     else:
         returns_merkle_root = f"0x{int(returns_merkle_root_raw):x}"
 
-    RATIO_SCALE_FACTOR = 1_000_000
-
     avg_daily_pnl_scaled = avg_daily_pnl_value / SCALING_FACTOR
     avg_daily_pnl_ptn_scaled = avg_daily_pnl_scaled * 365 * 100
     sharpe_ratio_scaled = sharpe_ratio_raw / RATIO_SCALE_FACTOR

{proof_of_portfolio-0.0.94.dist-info → proof_of_portfolio-0.0.96.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: proof-of-portfolio
-Version: 0.0.94
+Version: 0.0.96
 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-0.0.94.dist-info → proof_of_portfolio-0.0.96.dist-info}/RECORD

@@ -1,40 +1,40 @@
-proof_of_portfolio/__init__.py,sha256=gqM3xkqAO2az6Rhgez0qIREUzZqB3DZYV4IIQHdpwMA,4845
-proof_of_portfolio/_version.py,sha256=mzglcOQRd8foKcxvKov0HC_i0lcPBm4V8N1IEsQGPIM,66
+proof_of_portfolio/__init__.py,sha256=mJ7dM5nXtvzx19SMjuBU1PyI3ZEa2CYsLO24FLjaDRQ,7195
+proof_of_portfolio/_version.py,sha256=utKfDEZlb2GXHWrLXD-fMtiqFDR6AadXdowo5a_5xx4,66
 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=Iosb7CUz36A_UmRE0kcPjP-kyWw6objoRY_XYG6LyTE,21524
+proof_of_portfolio/proof_generator.py,sha256=66-IzOSUKL71pR3qKifb96UisKVZdVdhmBCDX0JSPQw,23105
 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=6u8TFTBs1TySZFZNH7EfQw3o0d09Jq6zgc0Hdz9lbDE,3343
+proof_of_portfolio/circuits/components/src/core/calmar.nr,sha256=WPd_uTdRh-OfAP8_4EqUTWTJdNkk340sorFVh4cz7cc,3468
 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=UmKV496sosWp5WvLgV8ESZLszAoyA6Ahq_uyqn-i-ek,4141
+proof_of_portfolio/circuits/components/src/core/omega.nr,sha256=UdyL0MGuw1ZtFeN9UaQVtAUvfafBaXqgR2ypFnFEOb4,4124
 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=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_excess_return.nr,sha256=8hmQsiMVFMVLoe6wCFOMcmJ5YmCCy_WGqB5TTw5wk3E,1939
 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=PXhs3grwz7e3nWqV3zQGYstAYqrG_csfyx4yur4HFfc,1248
+proof_of_portfolio/circuits/components/src/utils/risk_normalization.nr,sha256=hTa6S9HuP8mKYsyKB5StgwlEqfak2u_NP-A4ahT4jDU,1310
 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=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/circuits/components/src/utils/weighting_distribution.nr,sha256=FHIii05q-gtC51bHt--S3cdyNKzryMmgaNLoQkD64I0,1304
+proof_of_portfolio/circuits/src/main.nr,sha256=w1_wPhIa76xa82QaycmoOIl8jjZA0UGw3VP22jzsc9s,4929
+proof_of_portfolio/circuits/target/circuits.json,sha256=DFawNE46ATzeitsi5KPKGRkK_tsxIlRH-5ZbMQ3Ub6E,12183804
+proof_of_portfolio/circuits/vk/vk,sha256=13M8c_7U5aJDc3mdkJoqy4HktQlRfm75DUJ_YI7zWr4,1764
 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-0.0.94.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,,
+proof_of_portfolio-0.0.96.dist-info/METADATA,sha256=YATTjrrr2Ed5_nrGXKcP4fE-yYIXHBOmyT0WqG62LKA,7076
+proof_of_portfolio-0.0.96.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+proof_of_portfolio-0.0.96.dist-info/entry_points.txt,sha256=KeLSJT_UJtr1WiLTkhlGqWQuPKbO_ylgj6OXOC2gJV4,53
+proof_of_portfolio-0.0.96.dist-info/top_level.txt,sha256=sY5xZnE6YuiISK1IuRHPfl71NV0vXO3N3YA2li_SPXU,19
+proof_of_portfolio-0.0.96.dist-info/RECORD,,