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Change parameters for fee estimation and estimates on all 3 time horizons.

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Make feerate buckets smaller (5% instead of 10%) and make the 3 different horizons have half lifes of 3 hours, 1 day and 1 week respectively.
This commit is contained in:
Alex Morcos
2017-03-09 14:02:00 -05:00
parent c0a273f4c8
commit e5007bae35
3 changed files with 89 additions and 51 deletions
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27
src/test/policyestimator_tests.cpp
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@@ -50,8 +50,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
int blocknum = 0;
// Loop through 200 blocks
// At a decay .998 and 4 fee transactions per block
// This makes the tx count about 1.33 per bucket, above the 1 threshold
// At a decay .9952 and 4 fee transactions per block
// This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
while (blocknum < 200) {
for (int j = 0; j < 10; j++) { // For each fee
for (int k = 0; k < 4; k++) { // add 4 fee txs
@@ -75,18 +75,17 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
if (blocknum == 30) {
// At this point we should need to combine 5 buckets to get enough data points
// So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around
// 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98%
// Check after just a few txs that combining buckets works as expected
if (blocknum == 3) {
// At this point we should need to combine 3 buckets to get enough data points
// So estimateFee(1) should fail and estimateFee(2) should return somewhere around
// 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97%
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(2) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(3) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
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(4) && answerFound == 4);
BOOST_CHECK(feeEst.estimateSmartFee(3, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
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);
}
@@ -113,6 +112,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK());
}
}
// Fill out rest of the original estimates
for (int i = 10; i <= 48; i++) {
origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
// We haven't decayed the moving average enough so we still have enough data points in every bucket