proof-of-portfolio 0.0.95__py3-none-any.whl → 0.0.97__py3-none-any.whl

proof_of_portfolio/__init__.py

@@ -54,9 +54,21 @@ def requires_dependencies(func):
 
 def _prove_worker(
     miner_data,
-    hotkey,
+    daily_pnl=None,
+    hotkey=None,
     verbose=False,
     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,
@@ -69,10 +81,22 @@ def _prove_worker(
         from .proof_generator import generate_proof
 
         result = generate_proof(
-            miner_data,
-            hotkey,
+            data=miner_data,
+            daily_pnl=daily_pnl,
+            miner_hotkey=hotkey,
             verbose=verbose,
             annual_risk_free_percentage=annual_risk_free_percentage,
+            calmar_ratio_cap=calmar_ratio_cap,
+            days_in_year_crypto=days_in_year_crypto,
+            weighted_average_decay_max=weighted_average_decay_max,
+            weighted_average_decay_min=weighted_average_decay_min,
+            weighted_average_decay_rate=weighted_average_decay_rate,
+            omega_loss_minimum=omega_loss_minimum,
+            sharpe_stddev_minimum=sharpe_stddev_minimum,
+            sortino_downside_minimum=sortino_downside_minimum,
+            statistical_confidence_minimum_n_ceil=statistical_confidence_minimum_n_ceil,
+            annual_risk_free_decimal=annual_risk_free_decimal,
+            drawdown_maxvalue_percentage=drawdown_maxvalue_percentage,
             use_weighting=use_weighting,
             bypass_confidence=bypass_confidence,
             daily_checkpoints=daily_checkpoints,
@@ -151,9 +175,21 @@ async def prove(
 
 def prove_sync(
     miner_data,
-    hotkey,
+    daily_pnl=None,
+    hotkey=None,
     verbose=False,
     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,
@@ -172,11 +208,23 @@ def prove_sync(
     """
     return _prove_worker(
         miner_data,
-        hotkey,
-        verbose,
-        annual_risk_free_percentage,
-        use_weighting,
-        bypass_confidence,
-        daily_checkpoints,
-        account_size,
+        daily_pnl=daily_pnl,
+        hotkey=hotkey,
+        verbose=verbose,
+        annual_risk_free_percentage=annual_risk_free_percentage,
+        calmar_ratio_cap=calmar_ratio_cap,
+        days_in_year_crypto=days_in_year_crypto,
+        weighted_average_decay_max=weighted_average_decay_max,
+        weighted_average_decay_min=weighted_average_decay_min,
+        weighted_average_decay_rate=weighted_average_decay_rate,
+        omega_loss_minimum=omega_loss_minimum,
+        sharpe_stddev_minimum=sharpe_stddev_minimum,
+        sortino_downside_minimum=sortino_downside_minimum,
+        statistical_confidence_minimum_n_ceil=statistical_confidence_minimum_n_ceil,
+        annual_risk_free_decimal=annual_risk_free_decimal,
+        drawdown_maxvalue_percentage=drawdown_maxvalue_percentage,
+        use_weighting=use_weighting,
+        bypass_confidence=bypass_confidence,
+        daily_checkpoints=daily_checkpoints,
+        account_size=account_size,
     )

proof_of_portfolio/_version.py

@@ -1,2 +1,2 @@
 # This file is auto-generated during build
-__version__ = "0.0.95"
+__version__ = "0.0.97"

proof_of_portfolio/circuits/components/src/utils/constants.nr

@@ -12,7 +12,7 @@ pub global MERKLE_DEPTH: u32 = 8;
 pub global DAILY_CHECKPOINTS: u32 = 2;
 pub global SECONDS_PER_DAY: u64 = 86400;
 
-pub global SCALE: i64 = 1_000_000_000;
+pub global SCALE: i64 = 100_000_000;
 
 // Date and time constants
 pub global DAYS_IN_YEAR: i64 = 365;