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Move original knapsack solver tests to coinselector_tests.cpp
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@achow101
achow101 committed Mar 13, 2018
1 parent fb716f7 commit cd927ff
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330 changes: 330 additions & 0 deletions src/wallet/test/coinselector_tests.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,15 @@

BOOST_FIXTURE_TEST_SUITE(coin_selection_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

std::vector<std::unique_ptr<CWalletTx>> wtxn;

typedef std::set<CInputCoin> CoinSet;

static std::vector<COutput> vCoins;
Expand All @@ -36,6 +45,35 @@ static void add_coin(const CAmount& nValue, int nInput, CoinSet& set)
set.emplace(MakeTransactionRef(tx), nInput);
}

static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0)
{
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 (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);
}
std::unique_ptr<CWalletTx> wtx(new CWalletTx(&testWallet, MakeTransactionRef(std::move(tx))));
if (fIsFromMe)
{
wtx->fDebitCached = true;
wtx->nDebitCached = 1;
}
COutput output(wtx.get(), nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
vCoins.push_back(output);
wtxn.emplace_back(std::move(wtx));
}

static void empty_wallet(void)
{
vCoins.clear();
wtxn.clear();
}

static bool equal_sets(CoinSet a, CoinSet b)
{
std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
Expand Down Expand Up @@ -168,4 +206,296 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}
}

CoinEligibilityFilter filter_standard(1, 6, 0);
CoinEligibilityFilter filter_confirmed(1, 1, 0);
CoinEligibilityFilter filter_standard_extra(6, 6, 0);

BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
CoinSet setCoinsRet, setCoinsRet2;
CAmount nValueRet;

LOCK(testWallet.cs_wallet);

// 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(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, 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(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));

// but we can find a new 1 cent
BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, vCoins, 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(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));

// we can make 3 cents of new coins
BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, vCoins, 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(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));
// we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, vCoins, setCoinsRet, nValueRet));
// but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
// and we can make 38 cents if we accept all new coins
BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount

// run the 'mtgox' test (see http://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( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, 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( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, 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(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, 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(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, vCoins, 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);
BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, 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);

// picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code
BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet , nValueRet));
BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet2, nValueRet));
BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));

int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
// selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
// run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet , nValueRet));
BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, 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);

fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++)
{
// selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
// run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet , nValueRet));
BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, 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);

empty_wallet();

// Test vValue sort order
for (int i = 0; i < 1000; i++)
add_coin(1000 * COIN);
add_coin(3 * COIN);

BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);

empty_wallet();
}

BOOST_AUTO_TEST_SUITE_END()
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