highperfocused/bitcoin
1
0
Fork 0
mirror of https://github.com/bitcoin/bitcoin.git synced 2025-11-12 23:18:14 +01:00
Code Issues Packages Projects Releases Wiki Activity

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
Download Patch File Download Diff File Expand all files Collapse all files

390
src/wallet/test/coinselector_tests.cpp
View File

@@ -14,6 +14,7 @@
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>
#include <algorithm>
#include <boost/test/unit_test.hpp>
#include <random>
@@ -31,20 +32,35 @@ typedef std::set<CInputCoin> CoinSet;
static const CoinEligibilityFilter filter_standard(1, 6, 0);
static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
static int nextLockTime = 0;
static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
set.emplace_back(MakeTransactionRef(tx), nInput);
}
static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
CInputCoin coin(MakeTransactionRef(tx), nInput);
OutputGroup group;
group.Insert(coin, 1, false, 0, 0, true);
result.AddInput(group);
}
static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
CInputCoin coin(MakeTransactionRef(tx), nInput);
coin.effective_value = nValue - fee;
coin.m_fee = fee;
@@ -54,7 +70,6 @@ static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fe
static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
static int nextLockTime = 0;
CMutableTransaction tx;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
tx.vout.resize(nInput + 1);
@@ -86,10 +101,30 @@ static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount
coins.push_back(output);
}
static bool equal_sets(CoinSet a, CoinSet b)
/** Check if SelectionResult a is equivalent to SelectionResult b.
* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
{
std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
return ret.first == a.end() && ret.second == b.end();
std::vector<CAmount> a_amts;
std::vector<CAmount> b_amts;
for (const auto& coin : a.GetInputSet()) {
a_amts.push_back(coin.txout.nValue);
}
for (const auto& coin : b.GetInputSet()) {
b_amts.push_back(coin.txout.nValue);
}
std::sort(a_amts.begin(), a_amts.end());
std::sort(b_amts.begin(), b_amts.end());
std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
return ret.first == a_amts.end() && ret.second == b_amts.end();
}
/** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
{
std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin());
return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
}
static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
@@ -142,17 +177,14 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
{
// Setup
std::vector<CInputCoin> utxo_pool;
CoinSet selection;
CoinSet actual_selection;
CAmount value_ret = 0;
SelectionResult expected_result(CAmount(0));
/////////////////////////
// Known Outcome tests //
/////////////////////////
// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
selection.clear();
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));
// Add utxos
add_coin(1 * CENT, 1, utxo_pool);
@@ -161,87 +193,86 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(4 * CENT, 4, utxo_pool);
// Select 1 Cent
add_coin(1 * CENT, 1, actual_selection);
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();
selection.clear();
add_coin(1 * CENT, 1, expected_result);
const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
BOOST_CHECK(result1);
BOOST_CHECK(EquivalentResult(expected_result, *result1));
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
expected_result.Clear();
// Select 2 Cent
add_coin(2 * CENT, 2, actual_selection);
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();
selection.clear();
add_coin(2 * CENT, 2, expected_result);
const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
BOOST_CHECK(result2);
BOOST_CHECK(EquivalentResult(expected_result, *result2));
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
expected_result.Clear();
// 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));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
actual_selection.clear();
selection.clear();
add_coin(4 * CENT, 4, expected_result);
add_coin(1 * CENT, 1, expected_result);
const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
BOOST_CHECK(result3);
BOOST_CHECK(EquivalentResult(expected_result, *result3));
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
expected_result.Clear();
// Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret));
actual_selection.clear();
selection.clear();
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
expected_result.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));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear();
selection.clear();
add_coin(1 * CENT, 1, expected_result);
const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result4));
expected_result.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));
actual_selection.clear();
selection.clear();
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
expected_result.Clear();
// Select 10 Cent
add_coin(5 * CENT, 5, utxo_pool);
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));
BOOST_CHECK(equal_sets(selection, actual_selection));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
actual_selection.clear();
selection.clear();
add_coin(5 * CENT, 5, expected_result);
add_coin(4 * CENT, 4, expected_result);
add_coin(1 * CENT, 1, expected_result);
const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
BOOST_CHECK(result5);
BOOST_CHECK(EquivalentResult(expected_result, *result5));
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
expected_result.Clear();
// Negative effective value
// Select 10 Cent but have 1 Cent not be possible because too small
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));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
add_coin(5 * CENT, 5, expected_result);
add_coin(3 * CENT, 3, expected_result);
add_coin(2 * CENT, 2, expected_result);
const auto result6 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000);
BOOST_CHECK(result6);
BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 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));
// BOOST_CHECK(EquivalentResult(expected_result, *result));
// Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
actual_selection.clear();
selection.clear();
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
expected_result.Clear();
// Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0)); // Should exhaust
target = make_hard_case(14, utxo_pool);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust
const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 0); // Should not exhaust
BOOST_CHECK(result7);
// Test same value early bailout optimization
utxo_pool.clear();
add_coin(7 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, actual_selection);
add_coin(2 * CENT, 7, actual_selection);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(2 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
@@ -250,9 +281,10 @@ 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));
BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
BOOST_CHECK(equal_sets(selection, actual_selection));
const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result8));
////////////////////
// Behavior tests //
@@ -264,7 +296,7 @@ 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));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
}
// Make sure that effective value is working in AttemptSelection when BnB is used
@@ -280,20 +312,19 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
wallet->SetupDescriptorScriptPubKeyMans();
std::vector<COutput> coins;
CoinSet setCoinsRet;
CAmount nValueRet;
add_coin(coins, *wallet, 1);
coins.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(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
// Test fees subtracted from output:
coins.clear();
add_coin(coins, *wallet, 1 * CENT);
coins.at(0).nInputBytes = 40;
coin_selection_params_bnb.m_subtract_fee_outputs = true;
BOOST_CHECK(SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
const auto result9 = SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
BOOST_CHECK(result9);
BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
}
{
@@ -304,8 +335,6 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
wallet->SetupDescriptorScriptPubKeyMans();
std::vector<COutput> coins;
CoinSet setCoinsRet;
CAmount nValueRet;
add_coin(coins, *wallet, 5 * CENT, 6 * 24, false, 0, true);
add_coin(coins, *wallet, 3 * CENT, 6 * 24, false, 0, true);
@@ -314,7 +343,8 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
coin_control.fAllowOtherInputs = true;
coin_control.Select(COutPoint(coins.at(0).tx->GetHash(), coins.at(0).i));
coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
BOOST_CHECK(SelectCoins(*wallet, coins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb));
const auto result10 = SelectCoins(*wallet, coins, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(result10);
}
}
@@ -326,8 +356,6 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinSet setCoinsRet, setCoinsRet2;
CAmount nValueRet;
std::vector<COutput> coins;
// test multiple times to allow for differences in the shuffle order
@@ -336,25 +364,27 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
coins.clear();
// with an empty wallet we can't even pay one cent
BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
add_coin(coins, *wallet, 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(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
// but we can find a new 1 cent
BOOST_CHECK(KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT);
BOOST_CHECK(result1);
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins
BOOST_CHECK(!KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT));
// we can make 3 cents of new coins
BOOST_CHECK(KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT);
BOOST_CHECK(result2);
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
add_coin(coins, *wallet, 5*CENT); // add a mature 5 cent coin,
add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
@@ -363,35 +393,41 @@ 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(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT));
// we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT));
// but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK(KnapsackSolver(37 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT);
BOOST_CHECK(result3);
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
// and we can make 38 cents if we accept all new coins
BOOST_CHECK(KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT);
BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
BOOST_CHECK(KnapsackSolver(34 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
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)
const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT);
BOOST_CHECK(result5);
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
BOOST_CHECK_EQUAL(result5->GetInputSet().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(KnapsackSolver(7 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT);
BOOST_CHECK(result6);
BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
BOOST_CHECK(KnapsackSolver(8 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK(nValueRet == 8 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT);
BOOST_CHECK(result7);
BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
BOOST_CHECK_EQUAL(result7->GetInputSet().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(KnapsackSolver(9 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT);
BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
// now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
coins.clear();
@@ -403,45 +439,52 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72
BOOST_CHECK(KnapsackSolver(71 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(72 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT);
BOOST_CHECK(result9);
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT));
// 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(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
BOOST_CHECK(result10);
BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
add_coin(coins, *wallet, 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(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
BOOST_CHECK(result11);
BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
add_coin(coins, *wallet, 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(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
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
const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
BOOST_CHECK(result12);
BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(result12->GetInputSet().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(KnapsackSolver(11 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT);
BOOST_CHECK(result13);
BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
// check that the smallest bigger coin is used
add_coin(coins, *wallet, 1*COIN);
add_coin(coins, *wallet, 2*COIN);
add_coin(coins, *wallet, 3*COIN);
add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
BOOST_CHECK(KnapsackSolver(95 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT);
BOOST_CHECK(result14);
BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
BOOST_CHECK(KnapsackSolver(195 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT);
BOOST_CHECK(result15);
BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance
@@ -454,23 +497,26 @@ 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(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
BOOST_CHECK(result16);
BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE);
// but if we add a bigger coin, small change is avoided
add_coin(coins, *wallet, 1111*MIN_CHANGE);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
BOOST_CHECK(result17);
BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
// if we add more small coins:
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
BOOST_CHECK(result18);
BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
// run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
@@ -478,9 +524,10 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int j = 0; j < 20; j++)
add_coin(coins, *wallet, 50000 * COIN);
BOOST_CHECK(KnapsackSolver(500000 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN);
BOOST_CHECK(result19);
BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
// if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway
@@ -491,9 +538,10 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
BOOST_CHECK(result20);
BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
coins.clear();
@@ -501,9 +549,10 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 8 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
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
const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
BOOST_CHECK(result21);
BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE); // we should get the exact amount
BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
// test avoiding small change
coins.clear();
@@ -512,14 +561,16 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, MIN_CHANGE * 100);
// trying to make 100.01 from these three coins
BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 10001 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100);
BOOST_CHECK(result22);
BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(result22->GetInputSet().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(KnapsackSolver(MIN_CHANGE * 9990 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 9990 / 100);
BOOST_CHECK(result23);
BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
}
// test with many inputs
@@ -531,18 +582,19 @@ 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(KnapsackSolver(2000, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000);
BOOST_CHECK(result24);
if (amt - 2000 < MIN_CHANGE) {
// needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(nValueRet, returnValue);
BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
} else {
// one input is sufficient:
BOOST_CHECK_EQUAL(nValueRet, amt);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
}
}
}
@@ -557,9 +609,11 @@ 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(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet2, nValueRet));
BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
BOOST_CHECK(result25);
const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
BOOST_CHECK(result26);
BOOST_CHECK(!EqualResult(*result25, *result26));
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
@@ -568,9 +622,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// 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(coins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
const auto result27 = KnapsackSolver(GroupCoins(coins), COIN);
BOOST_CHECK(result27);
const auto result28 = KnapsackSolver(GroupCoins(coins), COIN);
BOOST_CHECK(result28);
if (EqualResult(*result27, *result28))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
@@ -589,9 +645,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT);
BOOST_CHECK(result29);
const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT);
BOOST_CHECK(result30);
if (EqualResult(*result29, *result30))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
@@ -607,8 +665,6 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans();
CoinSet setCoinsRet;
CAmount nValueRet;
std::vector<COutput> coins;
// Test vValue sort order
@@ -616,9 +672,10 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
add_coin(coins, *wallet, 1000 * COIN);
add_coin(coins, *wallet, 3 * COIN);
BOOST_CHECK(KnapsackSolver(1003 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN);
BOOST_CHECK(result);
BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
}
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
@@ -660,11 +717,10 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
/* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
/* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
/* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
CoinSet out_set;
CAmount out_value = 0;
CCoinControl cc;
BOOST_CHECK(SelectCoins(*wallet, coins, target, out_set, out_value, cc, cs_params));
BOOST_CHECK_GE(out_value, target);
const auto result = SelectCoins(*wallet, coins, target, cc, cs_params);
BOOST_CHECK(result);
BOOST_CHECK_GE(result->GetSelectedValue(), target);
}
}