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Merge bitcoin/bitcoin#22019: wallet: Introduce SelectionResult for encapsulating a coin selection solution

Browse Source 
05300c1439 Use SelectionResult in SelectCoins (Andrew Chow)
9d9b101d20 Use SelectionResult in AttemptSelection (Andrew Chow)
bb50850a44 Use SelectionResult for waste calculation (Andrew Chow)
e8f7ae5eb3 Make an OutputGroup for preset inputs (Andrew Chow)
51a9c00b4d Return SelectionResult from SelectCoinsSRD (Andrew Chow)
0ef6184575 Return SelectionResult from KnapsackSolver (Andrew Chow)
60d2ca72e3 Return SelectionResult from SelectCoinsBnB (Andrew Chow)
a339add471 Make member variables of SelectionResult private (Andrew Chow)
cbf0b9f4ff scripted-diff: Use SelectionResult in coin selector tests (Andrew Chow)
9d1d86da04 Introduce SelectionResult struct (Andrew Chow)
94d851d28c Fix bnb_search_test to use set equivalence for (Andrew Chow)

Pull request description:

  Instead of returning a set of selected coins and their total value as separate items, encapsulate both of these, and other variables, into a new `SelectionResult` struct. This allows us to have all of the things relevant to a coin selection solution be in a single object. `SelectionResult` enables us to implement the waste calculation in a cleaner way.

  All of the coin selection functions (`SelectCoinsBnB`, `KnapsackSolver`, `AttemptSelection`, and `SelectCoins`) are changed to use a `SelectionResult` as the output parameter.

  Based on #22009

ACKs for top commit:
  laanwj:
    Code review ACK 05300c1439

Tree-SHA512: e4dbb4d78a6cda9c237d230b19e7265591efac5a101a64e6970f0654e2c4f93d13bb5d07b98e8c7b8d37321753dbfc94c28c3a7810cb1c59b5bc29b08a8493ef
This commit is contained in:
W. J. van der Laan
2021-12-09 17:14:43 +01:00
parent 09e60df115 05300c1439
commit c840ab0231
6 changed files with 433 additions and 310 deletions
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107
src/wallet/coinselection.cpp
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@@ -56,17 +56,14 @@ struct {
* bound of the range.
* @param const CAmount& cost_of_change This is the cost of creating and spending a change output.
* This plus selection_target is the upper bound of the range.
* @param std::set<CInputCoin>& out_set -> This is an output parameter for the set of CInputCoins
* that have been selected.
* @param CAmount& value_ret -> This is an output parameter for the total value of the CInputCoins
* that were selected.
* @returns The result of this coin selection algorithm, or std::nullopt
*/
static const size_t TOTAL_TRIES = 100000;
bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret)
std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
{
out_set.clear();
SelectionResult result(selection_target);
CAmount curr_value = 0;
std::vector<bool> curr_selection; // select the utxo at this index
@@ -80,7 +77,7 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio
curr_available_value += utxo.GetSelectionAmount();
}
if (curr_available_value < selection_target) {
return false;
return std::nullopt;
}
// Sort the utxo_pool
@@ -156,25 +153,22 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio
// Check for solution
if (best_selection.empty()) {
return false;
return std::nullopt;
}
// Set output set
value_ret = 0;
for (size_t i = 0; i < best_selection.size(); ++i) {
if (best_selection.at(i)) {
util::insert(out_set, utxo_pool.at(i).m_outputs);
value_ret += utxo_pool.at(i).m_value;
result.AddInput(utxo_pool.at(i));
}
}
return true;
return result;
}
std::optional<std::pair<std::set<CInputCoin>, CAmount>> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value)
std::optional<SelectionResult> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value)
{
std::set<CInputCoin> out_set;
CAmount value_ret = 0;
SelectionResult result(target_value);
std::vector<size_t> indexes;
indexes.resize(utxo_pool.size());
@@ -186,10 +180,9 @@ std::optional<std::pair<std::set<CInputCoin>, CAmount>> SelectCoinsSRD(const std
const OutputGroup& group = utxo_pool.at(i);
Assume(group.GetSelectionAmount() > 0);
selected_eff_value += group.GetSelectionAmount();
value_ret += group.m_value;
util::insert(out_set, group.m_outputs);
result.AddInput(group);
if (selected_eff_value >= target_value) {
return std::make_pair(out_set, value_ret);
return result;
}
}
return std::nullopt;
@@ -241,10 +234,9 @@ static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const
}
}
bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet)
std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue)
{
setCoinsRet.clear();
nValueRet = 0;
SelectionResult result(nTargetValue);
// List of values less than target
std::optional<OutputGroup> lowest_larger;
@@ -255,9 +247,8 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
for (const OutputGroup& group : groups) {
if (group.GetSelectionAmount() == nTargetValue) {
util::insert(setCoinsRet, group.m_outputs);
nValueRet += group.m_value;
return true;
result.AddInput(group);
return result;
} else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) {
applicable_groups.push_back(group);
nTotalLower += group.GetSelectionAmount();
@@ -268,17 +259,15 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
if (nTotalLower == nTargetValue) {
for (const auto& group : applicable_groups) {
util::insert(setCoinsRet, group.m_outputs);
nValueRet += group.m_value;
result.AddInput(group);
}
return true;
return result;
}
if (nTotalLower < nTargetValue) {
if (!lowest_larger) return false;
util::insert(setCoinsRet, lowest_larger->m_outputs);
nValueRet += lowest_larger->m_value;
return true;
if (!lowest_larger) return std::nullopt;
result.AddInput(*lowest_larger);
return result;
}
// Solve subset sum by stochastic approximation
@@ -295,13 +284,11 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
// or the next bigger coin is closer), return the bigger coin
if (lowest_larger &&
((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) {
util::insert(setCoinsRet, lowest_larger->m_outputs);
nValueRet += lowest_larger->m_value;
result.AddInput(*lowest_larger);
} else {
for (unsigned int i = 0; i < applicable_groups.size(); i++) {
if (vfBest[i]) {
util::insert(setCoinsRet, applicable_groups[i].m_outputs);
nValueRet += applicable_groups[i].m_value;
result.AddInput(applicable_groups[i]);
}
}
@@ -316,7 +303,7 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
}
}
return true;
return result;
}
/******************************************************************************
@@ -395,3 +382,51 @@ CAmount GetSelectionWaste(const std::set<CInputCoin>& inputs, CAmount change_cos
return waste;
}
void SelectionResult::ComputeAndSetWaste(CAmount change_cost)
{
m_waste = GetSelectionWaste(m_selected_inputs, change_cost, m_target, m_use_effective);
}
CAmount SelectionResult::GetWaste() const
{
Assume(m_waste != std::nullopt);
return *m_waste;
}
CAmount SelectionResult::GetSelectedValue() const
{
return std::accumulate(m_selected_inputs.cbegin(), m_selected_inputs.cend(), CAmount{0}, [](CAmount sum, const auto& coin) { return sum + coin.txout.nValue; });
}
void SelectionResult::Clear()
{
m_selected_inputs.clear();
m_waste.reset();
}
void SelectionResult::AddInput(const OutputGroup& group)
{
util::insert(m_selected_inputs, group.m_outputs);
m_use_effective = !group.m_subtract_fee_outputs;
}
const std::set<CInputCoin>& SelectionResult::GetInputSet() const
{
return m_selected_inputs;
}
std::vector<CInputCoin> SelectionResult::GetShuffledInputVector() const
{
std::vector<CInputCoin> coins(m_selected_inputs.begin(), m_selected_inputs.end());
Shuffle(coins.begin(), coins.end(), FastRandomContext());
return coins;
}
bool SelectionResult::operator<(SelectionResult other) const
{
Assume(m_waste != std::nullopt);
Assume(other.m_waste != std::nullopt);
// As this operator is only used in std::min_element, we want the result that has more inputs when waste are equal.
return *m_waste < *other.m_waste || (*m_waste == *other.m_waste && m_selected_inputs.size() > other.m_selected_inputs.size());
}