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Rewrite estimateSmartFee

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Change the logic of estimateSmartFee to check a 60% threshold at half the target, a 85% threshold at the target and a 95% threshold at double the target. Always check the shortest time horizon possible and ensure that estimates are monotonically decreasing.  Add a conservative mode, which makes sure that the 95% threshold is also met at longer time horizons as well.
This commit is contained in:
Alex Morcos
2017-03-07 11:33:44 -05:00
parent c7447ec303
commit 3810e976d6
6 changed files with 104 additions and 22 deletions
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9
src/test/policyestimator_tests.cpp
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@@ -83,11 +83,6 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee);
int answerFound;
BOOST_CHECK(feeEst.estimateSmartFee(1, &answerFound, mpool) == feeEst.estimateFee(2) && answerFound == 2);
BOOST_CHECK(feeEst.estimateSmartFee(2, &answerFound, mpool) == feeEst.estimateFee(2) && answerFound == 2);
BOOST_CHECK(feeEst.estimateSmartFee(4, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
BOOST_CHECK(feeEst.estimateSmartFee(8, &answerFound, mpool) == feeEst.estimateFee(8) && answerFound == 8);
}
}
@@ -143,10 +138,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum);
}
int answerFound;
for (int i = 1; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(feeEst.estimateSmartFee(i, &answerFound, mpool).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee);
}
// Mine all those transactions
@@ -194,7 +187,7 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= feeEst.estimateFee(i).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= feeEst.estimateRawFee(i, 0.85, FeeEstimateHorizon::MED_HALFLIFE).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
}
}