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bitcoin/src/wallet/test/coinselector_tests.cpp
Russell Yanofsky b11a195ef4 refactor: Detach wallet transaction methods (followup for move-only) 
Followup to commit "MOVEONLY: CWallet transaction code out of
wallet.cpp/.h" that detaches and renames some CWalletTx methods, making
into them into standalone functions or CWallet methods instead.

There are no changes in behavior and no code changes that aren't purely
mechanical. It just gives spend and receive functions more consistent
names and removes the circular dependencies added by the earlier
MOVEONLY commit.

There are also no comment or documentation changes. Removed comments
from transaction.h are just migrated to spend.h, receive.h, and
wallet.h.
2021-09-01 02:22:58 -05:00

736 lines
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// Copyright (c) 2017-2020 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include <amount.h>
#include <node/context.h>
#include <primitives/transaction.h>
#include <random.h>
#include <test/util/setup_common.h>
#include <util/translation.h>
#include <wallet/coincontrol.h>
#include <wallet/coinselection.h>
#include <wallet/spend.h>
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>
#include <boost/test/unit_test.hpp>
#include <random>
BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
#define RUN_TESTS 100
// some tests fail 1% of the time due to bad luck.
// we repeat those tests this many times and only complain if all iterations of the test fail
#define RANDOM_REPEATS 5
typedef std::set<CInputCoin> CoinSet;
static std::vector<COutput> vCoins;
static NodeContext testNode;
static auto testChain = interfaces::MakeChain(testNode);
static CWallet testWallet(testChain.get(), "", CreateDummyWalletDatabase());
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(/* 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);
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;
set.emplace_back(MakeTransactionRef(tx), nInput);
}
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;
CInputCoin coin(MakeTransactionRef(tx), nInput);
coin.effective_value = nValue - fee;
coin.m_fee = fee;
coin.m_long_term_fee = long_term_fee;
set.insert(coin);
}
static void add_coin(CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
balance += nValue;
static int nextLockTime = 0;
CMutableTransaction tx;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
if (spendable) {
CTxDestination dest;
bilingual_str error;
const bool destination_ok = wallet.GetNewDestination(OutputType::BECH32, "", dest, error);
assert(destination_ok);
tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest);
}
if (fIsFromMe) {
// IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(),
// so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe()
tx.vin.resize(1);
}
CWalletTx* wtx = wallet.AddToWallet(MakeTransactionRef(std::move(tx)), /* confirm= */ {});
if (fIsFromMe)
{
wtx->m_amounts[CWalletTx::DEBIT].Set(ISMINE_SPENDABLE, 1);
wtx->m_is_cache_empty = false;
}
COutput output(wallet, *wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
vCoins.push_back(output);
}
static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
add_coin(testWallet, nValue, nAge, fIsFromMe, nInput, spendable);
}
static void empty_wallet(void)
{
vCoins.clear();
balance = 0;
}
static bool equal_sets(CoinSet a, CoinSet b)
{
std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
return ret.first == a.end() && ret.second == b.end();
}
static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
{
utxo_pool.clear();
CAmount target = 0;
for (int i = 0; i < utxos; ++i) {
target += (CAmount)1 << (utxos+i);
add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
}
return target;
}
inline std::vector<OutputGroup>& GroupCoins(const std::vector<CInputCoin>& coins)
{
static std::vector<OutputGroup> static_groups;
static_groups.clear();
for (auto& coin : coins) {
static_groups.emplace_back();
static_groups.back().Insert(coin, 0, true, 0, 0, false);
}
return static_groups;
}
inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
{
static std::vector<OutputGroup> static_groups;
static_groups.clear();
for (auto& coin : coins) {
static_groups.emplace_back();
static_groups.back().Insert(coin.GetInputCoin(), coin.nDepth, coin.tx->m_amounts[CWalletTx::DEBIT].m_cached[ISMINE_SPENDABLE] && coin.tx->m_amounts[CWalletTx::DEBIT].m_value[ISMINE_SPENDABLE] == 1 /* HACK: we can't figure out the is_me flag so we use the conditions defined above; perhaps set safe to false for !fIsFromMe in add_coin() */, 0, 0, false);
}
return static_groups;
}
inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinEligibilityFilter& filter)
{
static std::vector<OutputGroup> static_groups;
static_groups = GroupOutputs(testWallet, vCoins, coin_selection_params, filter, /* positive_only */false);
return static_groups;
}
// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{
LOCK(testWallet.cs_wallet);
testWallet.SetupLegacyScriptPubKeyMan();
// Setup
std::vector<CInputCoin> utxo_pool;
CoinSet selection;
CoinSet actual_selection;
CAmount value_ret = 0;
/////////////////////////
// Known Outcome tests //
/////////////////////////
// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
selection.clear();
// Add utxos
add_coin(1 * CENT, 1, utxo_pool);
add_coin(2 * CENT, 2, utxo_pool);
add_coin(3 * CENT, 3, utxo_pool);
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();
// 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();
// 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();
// Select 11 Cent, not possible
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));
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));
actual_selection.clear();
selection.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();
// 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);
// 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));
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)); // Should exhaust
target = make_hard_case(14, utxo_pool);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust
// 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, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(2 * CENT, 7, utxo_pool);
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));
////////////////////
// Behavior tests //
////////////////////
// Select 1 Cent with pool of only greater than 5 Cent
utxo_pool.clear();
for (int i = 5; i <= 20; ++i) {
add_coin(i * CENT, i, utxo_pool);
}
// 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));
}
// Make sure that effective value is working in AttemptSelection when BnB is used
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;
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(!SelectCoinsBnB(GroupCoins(vCoins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
// Test fees subtracted from output:
empty_wallet();
add_coin(1 * CENT);
vCoins.at(0).nInputBytes = 40;
coin_selection_params_bnb.m_subtract_fee_outputs = true;
BOOST_CHECK(SelectCoinsBnB(GroupCoins(vCoins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
// Make sure that can use BnB when there are preset inputs
empty_wallet();
{
std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
wallet->LoadWallet();
wallet->SetupLegacyScriptPubKeyMan();
LOCK(wallet->cs_wallet);
add_coin(*wallet, 5 * CENT, 6 * 24, false, 0, true);
add_coin(*wallet, 3 * CENT, 6 * 24, false, 0, true);
add_coin(*wallet, 2 * CENT, 6 * 24, false, 0, true);
CCoinControl coin_control;
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(SelectCoins(*wallet, vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb));
}
}
BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
CoinSet setCoinsRet, setCoinsRet2;
CAmount nValueRet;
LOCK(testWallet.cs_wallet);
testWallet.SetupLegacyScriptPubKeyMan();
// test multiple times to allow for differences in the shuffle order
for (int i = 0; i < RUN_TESTS; i++)
{
empty_wallet();
// with an empty wallet we can't even pay one cent
BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
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(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
// but we can find a new 1 cent
BOOST_CHECK(KnapsackSolver(1 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
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(!KnapsackSolver(3 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
// we can make 3 cents of new coins
BOOST_CHECK(KnapsackSolver(3 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
add_coin(5*CENT); // add a mature 5 cent coin,
add_coin(10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
add_coin(20*CENT); // and a mature 20 cent coin
// 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(filter_standard), setCoinsRet, nValueRet));
// 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(filter_standard_extra), setCoinsRet, nValueRet));
// but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK(KnapsackSolver(37 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
// and we can make 38 cents if we accept all new coins
BOOST_CHECK(KnapsackSolver(38 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly
BOOST_CHECK(KnapsackSolver(34 * CENT, KnapsackGroupOutputs(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)
// 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(filter_confirmed), setCoinsRet, nValueRet));
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(KnapsackSolver(8 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
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(KnapsackSolver(9 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
empty_wallet();
add_coin( 6*CENT);
add_coin( 7*CENT);
add_coin( 8*CENT);
add_coin(20*CENT);
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(KnapsackSolver(71 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK(!KnapsackSolver(72 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
// 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(filter_confirmed), setCoinsRet, nValueRet));
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(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
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(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(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
// now try making 11 cents. we should get 5+6
BOOST_CHECK(KnapsackSolver(11 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// check that the smallest bigger coin is used
add_coin( 1*COIN);
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(KnapsackSolver(95 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
BOOST_CHECK(KnapsackSolver(195 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance
empty_wallet();
add_coin(MIN_CHANGE * 1 / 10);
add_coin(MIN_CHANGE * 2 / 10);
add_coin(MIN_CHANGE * 3 / 10);
add_coin(MIN_CHANGE * 4 / 10);
add_coin(MIN_CHANGE * 5 / 10);
// 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(filter_confirmed), setCoinsRet, nValueRet));
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(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// if we add more small coins:
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 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
empty_wallet();
for (int j = 0; j < 20; j++)
add_coin(50000 * COIN);
BOOST_CHECK(KnapsackSolver(500000 * COIN, KnapsackGroupOutputs(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
// 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
// sometimes it will fail, and so we use the next biggest coin:
empty_wallet();
add_coin(MIN_CHANGE * 5 / 10);
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 7 / 10);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
empty_wallet();
add_coin(MIN_CHANGE * 4 / 10);
add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 8 / 10);
add_coin(1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(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
// test avoiding small change
empty_wallet();
add_coin(MIN_CHANGE * 5 / 100);
add_coin(MIN_CHANGE * 1);
add_coin(MIN_CHANGE * 100);
// trying to make 100.01 from these three coins
BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 10001 / 100, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
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(KnapsackSolver(MIN_CHANGE * 9990 / 100, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
}
// test with many inputs
for (CAmount amt=1500; amt < COIN; amt*=10) {
empty_wallet();
// Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
for (uint16_t j = 0; j < 676; j++)
add_coin(amt);
// 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(filter_confirmed), setCoinsRet, nValueRet));
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);
} else {
// one input is sufficient:
BOOST_CHECK_EQUAL(nValueRet, amt);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
}
}
}
// test randomness
{
empty_wallet();
for (int i2 = 0; i2 < 100; i2++)
add_coin(COIN);
// Again, 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++) {
// 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(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++)
{
// 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++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
}
// add 75 cents in small change. not enough to make 90 cents,
// then try making 90 cents. there are multiple competing "smallest bigger" coins,
// one of which should be picked at random
add_coin(5 * CENT);
add_coin(10 * CENT);
add_coin(15 * CENT);
add_coin(20 * CENT);
add_coin(25 * CENT);
for (int i = 0; i < RUN_TESTS; i++) {
int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet, nValueRet));
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet2, nValueRet));
if (equal_sets(setCoinsRet, setCoinsRet2))
fails++;
}
BOOST_CHECK_NE(fails, RANDOM_REPEATS);
}
}
empty_wallet();
}
BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
CoinSet setCoinsRet;
CAmount nValueRet;
LOCK(testWallet.cs_wallet);
testWallet.SetupLegacyScriptPubKeyMan();
empty_wallet();
// Test vValue sort order
for (int i = 0; i < 1000; i++)
add_coin(1000 * COIN);
add_coin(3 * COIN);
BOOST_CHECK(KnapsackSolver(1003 * COIN, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
empty_wallet();
}
// 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
std::default_random_engine generator;
std::exponential_distribution<double> distribution (100);
FastRandomContext rand;
// Run this test 100 times
for (int i = 0; i < 100; ++i)
{
empty_wallet();
// Make a wallet with 1000 exponentially distributed random inputs
for (int j = 0; j < 1000; ++j)
{
add_coin((CAmount)(distribution(generator)*10000000));
}
// Generate a random fee rate in the range of 100 - 400
CFeeRate rate(rand.randrange(300) + 100);
// Generate a random target value between 1000 and wallet balance
CAmount target = rand.randrange(balance - 1000) + 1000;
// Perform selection
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;
CCoinControl cc;
BOOST_CHECK(SelectCoins(testWallet, vCoins, target, out_set, out_value, cc, cs_params));
BOOST_CHECK_GE(out_value, target);
}
}
BOOST_AUTO_TEST_CASE(waste_test)
{
CoinSet selection;
const CAmount fee{100};
const CAmount change_cost{125};
const CAmount fee_diff{40};
const CAmount in_amt{3 * COIN};
const CAmount target{2 * COIN};
const CAmount excess{in_amt - fee * 2 - target};
// Waste with change is the change cost and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
selection.clear();
// Waste without change is the excess and difference between fee and long term fee
add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
selection.clear();
// Waste with change and fee == long term fee is just cost of change
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
selection.clear();
// Waste without change and fee == long term fee is just the excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
selection.clear();
// Waste will be greater when fee is greater, but long term fee is the same
add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_GT(waste2, waste1);
selection.clear();
// Waste with change is the change cost and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
BOOST_CHECK_LT(waste3, waste1);
selection.clear();
// Waste without change is the excess and difference between fee and long term fee
// With long term fee greater than fee, waste should be less than when long term fee is less than fee
add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
selection.clear();
// 0 Waste only when fee == long term fee, no change, and no excess
add_coin(1 * COIN, 1, selection, fee, fee);
add_coin(2 * COIN, 2, selection, fee, fee);
const CAmount exact_target = in_amt - 2 * fee;
BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, 0, exact_target));
}
BOOST_AUTO_TEST_SUITE_END()
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