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Merge bitcoin/bitcoin#17331: Use effective values throughout coin selection

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51a3ac242c Have OutputGroup determine the value to use (Andrew Chow)
6d6d278475 Change SelectCoins_test to actually test SelectCoins (Andrew Chow)
9d3bd74ab4 Remove CreateTransaction while loop and some related variables (Andrew Chow)
6f0d5189af Remove use_bnb and bnb_used (Andrew Chow)
de26eb0e1f Do both BnB and Knapsack coin selection in SelectCoinsMinConf (Andrew Chow)
01dc8ebda5 Have KnapsackSolver actually use effective values (Andrew Chow)
bf26e018de Roll static tx fees into nValueToSelect instead of having it be separate (Andrew Chow)
cc3f14b27c Move output reductions for fee to after coin selection (Andrew Chow)
d97d25d950 Make cost_of_change part of CoinSelectionParams (Andrew Chow)
af5867c896 Move some calculations to common code in SelectCoinsMinConf (Andrew Chow)
1bf4a62cb6 scripted-diff: rename some variables (Andrew Chow)

Pull request description:

  Changes `KnapsackSolver` to use effective values instead of just the nominal txout value. Since fees are taken into account during the selection itself, we finally get rid of the `CreateTransaction` loop as well as a few other things that only were only necessary because of that loop.

  This should not change coin selection behavior at all (except maybe remove weird edge cases that were caused by the loop). In order to keep behavior the same, `KnapsackSolver` will select outputs with a negative effective value (as it did before).

ACKs for top commit:
  ryanofsky:
    Code review ACK 51a3ac242c. Looks good to go!
  instagibbs:
    review ACK 51a3ac242c
  meshcollider:
    re-light-utACK 51a3ac242c

Tree-SHA512: 372c27e00edcd5dbf85177421ba88f20bfdaf1791b6e3dc022c44876ecc379403e2375ed69e71c512c49e6af87641001ff385c4b25ab93684b3a08a53bf3824e
This commit is contained in:
Samuel Dobson
2021-05-26 01:10:31 +12:00
parent 7041d256e3 51a3ac242c
commit 6b254814c0
6 changed files with 310 additions and 381 deletions
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145
src/wallet/test/coinselector_tests.cpp
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@@ -35,7 +35,7 @@ static CAmount balance = 0;
CoinEligibilityFilter filter_standard(1, 6, 0);
CoinEligibilityFilter filter_confirmed(1, 1, 0);
CoinEligibilityFilter filter_standard_extra(6, 6, 0);
CoinSelectionParams coin_selection_params(/* use_bnb= */ false, /* change_output_size= */ 0,
CoinSelectionParams coin_selection_params(/* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
@@ -148,14 +148,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
CoinSet selection;
CoinSet actual_selection;
CAmount value_ret = 0;
CAmount not_input_fees = 0;
/////////////////////////
// Known Outcome tests //
/////////////////////////
// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
selection.clear();
// Add utxos
@@ -166,7 +165,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
// Select 1 Cent
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
actual_selection.clear();
@@ -174,7 +173,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
// Select 2 Cent
add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
actual_selection.clear();
@@ -183,27 +182,27 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
// Select 5 Cent
add_coin(4 * CENT, 4, actual_selection);
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
actual_selection.clear();
selection.clear();
// Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret));
actual_selection.clear();
selection.clear();
// Cost of change is greater than the difference between target value and utxo sum
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear();
selection.clear();
// Cost of change is less than the difference between target value and utxo sum
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret, not_input_fees));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret));
actual_selection.clear();
selection.clear();
@@ -212,7 +211,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(5 * CENT, 5, actual_selection);
add_coin(4 * CENT, 4, actual_selection);
add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
actual_selection.clear();
@@ -223,21 +222,21 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(5 * CENT, 5, actual_selection);
add_coin(3 * CENT, 3, actual_selection);
add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
// FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
// BOOST_CHECK(equal_sets(selection, actual_selection));
// Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
actual_selection.clear();
selection.clear();
// Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust
target = make_hard_case(14, utxo_pool);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust
// Test same value early bailout optimization
utxo_pool.clear();
@@ -254,7 +253,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
for (int i = 0; i < 50000; ++i) {
add_coin(5 * CENT, 7, utxo_pool);
}
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees));
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
BOOST_CHECK(equal_sets(selection, actual_selection));
@@ -268,29 +267,27 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}
// Run 100 times, to make sure it is never finding a solution
for (int i = 0; i < 100; ++i) {
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret));
}
// Make sure that effective value is working in SelectCoinsMinConf when BnB is used
CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 0,
CoinSelectionParams coin_selection_params_bnb(/* change_output_size= */ 0,
/* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
/* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSet setCoinsRet;
CAmount nValueRet;
bool bnb_used;
empty_wallet();
add_coin(1);
vCoins.at(0).nInputBytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb));
// Test fees subtracted from output:
empty_wallet();
add_coin(1 * CENT);
vCoins.at(0).nInputBytes = 40;
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
coin_selection_params_bnb.m_subtract_fee_outputs = true;
BOOST_CHECK(testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
// Make sure that can use BnB when there are preset inputs
@@ -307,9 +304,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
coin_control.fAllowOtherInputs = true;
coin_control.Select(COutPoint(vCoins.at(0).tx->GetHash(), vCoins.at(0).i));
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb, bnb_used));
BOOST_CHECK(bnb_used);
BOOST_CHECK(coin_selection_params_bnb.use_bnb);
BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb));
}
}
@@ -317,7 +312,6 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
CoinSet setCoinsRet, setCoinsRet2;
CAmount nValueRet;
bool bnb_used;
LOCK(testWallet.cs_wallet);
testWallet.SetupLegacyScriptPubKeyMan();
@@ -328,24 +322,24 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
empty_wallet();
// with an empty wallet we can't even pay one cent
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params));
add_coin(1*CENT, 4); // add a new 1 cent coin
// with a new 1 cent coin, we still can't find a mature 1 cent
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params));
// but we can find a new 1 cent
BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
add_coin(2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params));
// we can make 3 cents of new coins
BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
add_coin(5*CENT); // add a mature 5 cent coin,
@@ -355,33 +349,33 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
// we can't make 38 cents only if we disallow new coins:
BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params));
// we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, vCoins, setCoinsRet, nValueRet, coin_selection_params));
// but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
// and we can make 38 cents if we accept all new coins
BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
BOOST_CHECK( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK(nValueRet == 8 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
// when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
@@ -395,30 +389,30 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72
BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
// now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
add_coin( 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
// now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
add_coin( 18*CENT); // now we have 5+6+7+8+18+20+30
// and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins
// now try making 11 cents. we should get 5+6
BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
@@ -427,11 +421,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin( 2*COIN);
add_coin( 3*COIN);
add_coin( 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
@@ -446,14 +440,14 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
// but if we add a bigger coin, small change is avoided
add_coin(1111*MIN_CHANGE);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// if we add more small coins:
@@ -461,7 +455,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
@@ -470,7 +464,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int j = 0; j < 20; j++)
add_coin(50000 * COIN);
BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
@@ -483,7 +477,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 7 / 10);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
@@ -493,7 +487,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 8 / 10);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6
@@ -504,12 +498,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 100);
// trying to make 100.01 from these three coins
BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
// but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
}
@@ -523,7 +517,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) {
BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params));
if (amt - 2000 < MIN_CHANGE) {
// needs more than one input:
@@ -549,17 +543,19 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int i = 0; i < RUN_TESTS; i++) {
// picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code
BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(vCoins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(vCoins), setCoinsRet2, nValueRet));
BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
// selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
// run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
// Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
// When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
// which will cause it to fail.
// To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(vCoins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(vCoins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
fails++;
}
@@ -579,10 +575,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
// selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
// run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
fails++;
}
@@ -597,7 +591,6 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
CoinSet setCoinsRet;
CAmount nValueRet;
bool bnb_used;
LOCK(testWallet.cs_wallet);
testWallet.SetupLegacyScriptPubKeyMan();
@@ -609,7 +602,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
add_coin(1000 * COIN);
add_coin(3 * COIN);
BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params));
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
@@ -619,6 +612,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
BOOST_AUTO_TEST_CASE(SelectCoins_test)
{
LOCK(testWallet.cs_wallet);
testWallet.SetupLegacyScriptPubKeyMan();
// Random generator stuff
@@ -644,19 +638,14 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
CAmount target = rand.randrange(balance - 1000) + 1000;
// Perform selection
CoinSelectionParams coin_selection_params_knapsack(/* use_bnb= */ false, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSelectionParams coin_selection_params_bnb(/* use_bnb= */ true, /* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSelectionParams cs_params(/* change_output_size= */ 34,
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_no_inputs_size= */ 0, /* avoid_partial= */ false);
CoinSet out_set;
CAmount out_value = 0;
bool bnb_used = false;
BOOST_CHECK(testWallet.SelectCoinsMinConf(target, filter_standard, vCoins, out_set, out_value, coin_selection_params_bnb, bnb_used) ||
testWallet.SelectCoinsMinConf(target, filter_standard, vCoins, out_set, out_value, coin_selection_params_knapsack, bnb_used));
CCoinControl cc;
BOOST_CHECK(testWallet.SelectCoins(vCoins, target, out_set, out_value, cc, cs_params));
BOOST_CHECK_GE(out_value, target);
}
}