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Merge pull request #6134

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e304432 Pass reference to estimateSmartFee and cleanup whitespace (Suhas Daftuar)
56106a3 Expose RPC calls for estimatesmart functions (Alex Morcos)
e93a236 add estimateSmartFee to the unit test (Alex Morcos)
6303051 EstimateSmart functions consider mempool min fee (Alex Morcos)
f22ac4a Increase success threshold for fee estimation to 95% (Alex Morcos)
4fe2823 Change wallet and GUI code to use new smart fee estimation calls. (Alex Morcos)
22eca7d Add smart fee estimation functions (Alex Morcos)
This commit is contained in:
Wladimir J. van der Laan
2015-11-27 12:45:30 +01:00
parent 05d591839f e30443244a
commit e92377fa7f
16 changed files with 261 additions and 66 deletions
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57
src/test/policyestimator_tests.cpp
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@@ -84,11 +84,18 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
block.clear();
if (blocknum == 30) {
// At this point we should need to combine 5 buckets to get enough data points
// So estimateFee(1) should fail and estimateFee(2) should return somewhere around
// 8*baserate
// 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%
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0));
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
int answerFound;
BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8);
}
}
@@ -97,9 +104,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
// so estimateFee(1) should return 9*baseRate.
// Third highest feerate has 90% chance of being included by 2 blocks,
// so estimateFee(2) should return 8*baseRate etc...
// so estimateFee(1) should return 10*baseRate.
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
origPriEst.push_back(mpool.estimatePriority(i));
@@ -107,10 +114,11 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
BOOST_CHECK(origFeeEst[i-1] < (10-i)*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > (10-i)*baseRate.GetFeePerK() - deltaFee);
BOOST_CHECK(origPriEst[i-1] < pow(10,10-i) * basepri + deltaPri);
BOOST_CHECK(origPriEst[i-1] > pow(10,10-i) * basepri - deltaPri);
int mult = 11-i;
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
@@ -140,9 +148,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
}
int answerFound;
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri);
}
// Mine all those transactions
@@ -162,9 +173,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
// Mine 100 more blocks where everything is mined every block
// Estimates should be below original estimates (not possible for last estimate)
while (blocknum < 365) {
// Mine 200 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 465) {
for (int j = 0; j < 10; j++) { // For each fee/pri multiple
for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
@@ -178,10 +189,22 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
}
for (int i = 1; i < 9; i++) {
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
// and that estimateSmartPriority returns essentially an infinite value
mpool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(tx, feeV[0][5], GetTime(), priV[1][5], blocknum, mpool.HasNoInputsOf(tx)));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK());
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
BOOST_CHECK(mpool.estimateSmartPriority(i) == INF_PRIORITY);
}
}
BOOST_AUTO_TEST_SUITE_END()