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test: Init coin selection params with feerate

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The most frequent change to CoinSelectionParams so far seems to be
amendments to the feerate, and the feerate propagates to other members
of the CoinSelectionParams, so we add it as an input parameter.

This also adds the CoinSelectionParams to the BnBFail tests, which
previously were always run with the default CoinSelectionParams.
This commit is contained in:
Murch
2026-03-20 14:43:30 -07:00
parent 5cf6ea24d3
commit 65900f8dc6
1 changed files with 28 additions and 30 deletions
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58
src/wallet/test/coinselection_tests.cpp
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@@ -18,30 +18,31 @@ static FastRandomContext default_rand;
static const int P2WPKH_INPUT_VSIZE = 68;
static const int P2WPKH_OUTPUT_VSIZE = 31;
/** Default coin selection parameters (dcsp) allow us to only explicitly set
* parameters when a diverging value is relevant in the context of a test.
* We use P2WPKH input and output weights for the change weights. */
static CoinSelectionParams init_default_params()
/** Default coin selection parameters allow us to only explicitly set
* parameters when a diverging value is relevant in the context of a test,
* without reiterating the defaults in every test. We use P2WPKH input and
* output weights for the change weights. */
static CoinSelectionParams init_cs_params(int eff_feerate = 5000)
{
CoinSelectionParams dcsp{
CoinSelectionParams csp{
/*rng_fast=*/default_rand,
/*change_output_size=*/P2WPKH_OUTPUT_VSIZE,
/*change_spend_size=*/P2WPKH_INPUT_VSIZE,
/*min_change_target=*/50'000,
/*effective_feerate=*/CFeeRate(5000),
/*effective_feerate=*/CFeeRate(eff_feerate),
/*long_term_feerate=*/CFeeRate(10'000),
/*discard_feerate=*/CFeeRate(3000),
/*tx_noinputs_size=*/11 + P2WPKH_OUTPUT_VSIZE, //static header size + output size
/*avoid_partial=*/false,
};
dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
dcsp.m_subtract_fee_outputs = false;
return dcsp;
csp.m_change_fee = csp.m_effective_feerate.GetFee(csp.change_output_size); // 155 sats for default feerate of 5000 s/kvB
csp.min_viable_change = /*204 sats=*/csp.m_discard_feerate.GetFee(csp.change_spend_size);
csp.m_cost_of_change = csp.min_viable_change + csp.m_change_fee; // 204 + 155 sats for default feerate of 5000 s/kvB
csp.m_subtract_fee_outputs = false;
return csp;
}
static const CoinSelectionParams default_cs_params = init_default_params();
static const CoinSelectionParams default_cs_params = init_cs_params();
/** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = P2WPKH_INPUT_VSIZE)
@@ -106,15 +107,15 @@ static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utx
expected_result.AddInput(group);
}
const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/cs_params.m_cost_of_change, max_selection_weight);
BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
BOOST_CHECK_MESSAGE(HaveEquivalentValues(expected_result, *result), strprintf("Result mismatch in BnB-Success: %s. Expected %s, but got %s", test_title, InputAmountsToString(expected_result), InputAmountsToString(*result)));
BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, strprintf("Selected amount mismatch in BnB-Success: %s. Expected %d, but got %d", test_title, expected_amount, result->GetSelectedValue()));
}
static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CoinSelectionParams& cs_params = default_cs_params, int max_selection_weight = MAX_STANDARD_TX_WEIGHT, const bool expect_max_weight_exceeded = false)
{
const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, max_selection_weight);
const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/cs_params.m_cost_of_change, max_selection_weight);
BOOST_CHECK_MESSAGE(!result, "BnB-Fail: " + test_title);
bool max_weight_exceeded = util::ErrorString(result).original.find("The inputs size exceeds the maximum weight") != std::string::npos;
BOOST_CHECK(expect_max_weight_exceeded == max_weight_exceeded);
@@ -127,11 +128,9 @@ BOOST_AUTO_TEST_CASE(bnb_test)
for (int feerate : feerates) {
std::vector<OutputGroup> utxo_pool;
CoinSelectionParams cs_params = init_default_params();
cs_params.m_effective_feerate = CFeeRate{feerate};
const CoinSelectionParams cs_params = init_cs_params(feerate);
// Fail for empty UTXO pool
TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT, cs_params);
AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
@@ -143,19 +142,19 @@ BOOST_AUTO_TEST_CASE(bnb_test)
TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
// BnB finds changeless solution while overshooting by up to cost_of_change
TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
// BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - cs_params.m_cost_of_change - 1, cs_params);
TestBnBSuccess("Select max weight", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params, /*custom_spending_vsize=*/P2WPKH_INPUT_VSIZE, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE);
TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
TestBnBFail("Exceed max weight", utxo_pool, /*selection_target=*/4 * CENT, cs_params, /*max_selection_weight=*/4 * 2 * P2WPKH_INPUT_VSIZE - 1, /*expect_max_weight_exceeded=*/true);
// Simple cases without BnB solution
TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT, cs_params);
TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT, cs_params);
TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT, cs_params);
// Test skipping of equivalent input sets
std::vector<OutputGroup> clone_pool;
@@ -189,7 +188,7 @@ BOOST_AUTO_TEST_CASE(bnb_test)
expected_inputs.push_back(doppelgangers[i]);
} else {
// Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
doppelgangers.push_back(1 * CENT + cs_params.m_cost_of_change + i);
}
}
AddCoins(doppelganger_pool, doppelgangers, cs_params);
@@ -197,8 +196,8 @@ BOOST_AUTO_TEST_CASE(bnb_test)
TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, cs_params);
// Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17}, cs_params);
TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
AddCoins(doppelganger_pool, {1 * CENT + cs_params.m_cost_of_change + 17}, cs_params);
TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, cs_params);
}
}
@@ -209,8 +208,7 @@ BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
CoinSelectionParams high_feerate_params = init_default_params();
high_feerate_params.m_effective_feerate = CFeeRate{25'000};
const CoinSelectionParams high_feerate_params = init_cs_params(/*eff_feerate=*/25'000);
std::vector<OutputGroup> high_feerate_pool; // 25 sat/vB (greater than long_term_feerate of 10 sat/vB)
AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);