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Fix coin selection to only include change when it's necessary.

pull/1/head
Chris Moore 10 years ago committed by Luke Dashjr
parent
commit
831f59ce8b
  1. 45
      src/test/wallet_tests.cpp
  2. 93
      src/wallet.cpp

45
src/test/wallet_tests.cpp

@ -6,9 +6,6 @@ @@ -6,9 +6,6 @@
// 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
// enables tests which currently fail, due to code which tries too hard to avoid sub-cent change
// #define STRICT
// 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
@ -109,15 +106,10 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests) @@ -109,15 +106,10 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
BOOST_CHECK_GT(nValueRet, 34 * CENT); // but should get more than 34 cents
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3); // 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. I'd hope to see just 2+5, but 1 gets included too
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
BOOST_CHECK( wallet.SelectCoinsMinConf( 7 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
#ifdef STRICT
BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
#else
BOOST_CHECK(nValueRet == 7 * CENT || nValueRet == 8 * CENT);
BOOST_CHECK(setCoinsRet.size() == 2 || setCoinsRet.size() == 3);
#endif
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
BOOST_CHECK( wallet.SelectCoinsMinConf( 8 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
@ -161,13 +153,9 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests) @@ -161,13 +153,9 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1); // because in the event of a tie, the biggest coin wins
// now try making 11 cents. we hope for 5+6 but get 5+7 due to fear of sub-cent change
// now try making 11 cents. we should get 5+6
BOOST_CHECK( wallet.SelectCoinsMinConf(11 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
#ifdef STRICT
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
#else
BOOST_CHECK(nValueRet == 11 * CENT || nValueRet == 12 * CENT);
#endif
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
// check that the smallest bigger coin is used
@ -201,24 +189,15 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests) @@ -201,24 +189,15 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
// try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 cents
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
#ifdef STRICT
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we hope for the exact amount
#else
BOOST_CHECK(nValueRet == 1 * CENT || nValueRet == 1111 * CENT); // but get a single 1111 cent coin
#endif
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
// if we add more sub-cent coins:
add_coin(0.6*CENT);
add_coin(0.7*CENT);
// and try again to make 1.0 cents, the new coins will be used to make 2.0 cents - leaving 1.0 cent change
// and try again to make 1.0 cents, we can still make 1.0 cents
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
#ifdef STRICT
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we hope for the exact amount
#else
BOOST_CHECK(nValueRet == 1 * CENT || nValueRet == 2 * CENT); // but get a bunch of sub-cent coins totalling 2 cents
BOOST_CHECK_GE(setCoinsRet.size(), 4); // 0.7 + 0.6 + 0.5 + 0.2 = 2.0 for example
#endif
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // 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
@ -227,13 +206,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests) @@ -227,13 +206,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
add_coin(50000 * COIN);
BOOST_CHECK( wallet.SelectCoinsMinConf(500000 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
#ifdef STRICT
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we hope for the exact amount
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10); // in ten coins
#else
BOOST_CHECK(nValueRet == 500000 * COIN || nValueRet == 550000 * COIN); // but get 50k too much
BOOST_CHECK(setCoinsRet.size() == 10 || setCoinsRet.size() == 11); // in 11 coins
#endif
// if there's not enough in the smaller coins to make at least 1 cent change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway
@ -255,13 +229,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests) @@ -255,13 +229,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
add_coin(0.8 * CENT);
add_coin(1111 * CENT);
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
#ifdef STRICT
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we hope for the exact amount
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2); // in two coins 0.4+0.6
#else
BOOST_CHECK_EQUAL(nValueRet, 1111 * CENT); // but since value of smaller coins < target+cent, we get the bigger coin again
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
#endif
// test avoiding sub-cent change
empty_wallet();

93
src/wallet.cpp

@ -898,7 +898,7 @@ int64 CWallet::GetImmatureBalance() const @@ -898,7 +898,7 @@ int64 CWallet::GetImmatureBalance() const
return nTotal;
}
// populate vCoins with vector of spendable (age, (value, (transaction, output_number))) outputs
// populate vCoins with vector of spendable COutputs
void CWallet::AvailableCoins(vector<COutput>& vCoins) const
{
vCoins.clear();
@ -915,13 +915,51 @@ void CWallet::AvailableCoins(vector<COutput>& vCoins) const @@ -915,13 +915,51 @@ void CWallet::AvailableCoins(vector<COutput>& vCoins) const
if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
continue;
for (int i = 0; i < pcoin->vout.size(); i++)
for (unsigned int i = 0; i < pcoin->vout.size(); i++)
if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
}
}
}
static void ApproximateBestSubset(vector<pair<int64, pair<const CWalletTx*,unsigned int> > >vValue, int64 nTotalLower, int64 nTargetValue,
vector<char>& vfBest, int64& nBest, int iterations = 1000)
{
vector<char> vfIncluded;
vfBest.assign(vValue.size(), true);
nBest = nTotalLower;
for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
{
vfIncluded.assign(vValue.size(), false);
int64 nTotal = 0;
bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{
for (unsigned int i = 0; i < vValue.size(); i++)
{
if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
{
nTotal += vValue[i].first;
vfIncluded[i] = true;
if (nTotal >= nTargetValue)
{
fReachedTarget = true;
if (nTotal < nBest)
{
nBest = nTotal;
vfBest = vfIncluded;
}
nTotal -= vValue[i].first;
vfIncluded[i] = false;
}
}
}
}
}
}
bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
{
@ -966,7 +1004,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -966,7 +1004,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
}
}
if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
if (nTotalLower == nTargetValue)
{
for (unsigned int i = 0; i < vValue.size(); ++i)
{
@ -976,7 +1014,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -976,7 +1014,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
return true;
}
if (nTotalLower < nTargetValue + (coinLowestLarger.second.first ? CENT : 0))
if (nTotalLower < nTargetValue)
{
if (coinLowestLarger.second.first == NULL)
return false;
@ -985,46 +1023,19 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -985,46 +1023,19 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
return true;
}
if (nTotalLower >= nTargetValue + CENT)
nTargetValue += CENT;
// Solve subset sum by stochastic approximation
sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
vector<char> vfIncluded;
vector<char> vfBest(vValue.size(), true);
int64 nBest = nTotalLower;
vector<char> vfBest;
int64 nBest;
for (int nRep = 0; nRep < 1000 && nBest != nTargetValue; nRep++)
{
vfIncluded.assign(vValue.size(), false);
int64 nTotal = 0;
bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{
for (unsigned int i = 0; i < vValue.size(); i++)
{
if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
{
nTotal += vValue[i].first;
vfIncluded[i] = true;
if (nTotal >= nTargetValue)
{
fReachedTarget = true;
if (nTotal < nBest)
{
nBest = nTotal;
vfBest = vfIncluded;
}
nTotal -= vValue[i].first;
vfIncluded[i] = false;
}
}
}
}
}
ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
// If the next larger is still closer, return it
if (coinLowestLarger.second.first && coinLowestLarger.first - nTargetValue <= nBest - nTargetValue)
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin
if (coinLowestLarger.second.first &&
((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
{
setCoinsRet.insert(coinLowestLarger.second);
nValueRet += coinLowestLarger.first;
@ -1037,14 +1048,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -1037,14 +1048,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
nValueRet += vValue[i].first;
}
#ifdef DEBUG
//// debug print
printf("SelectCoins() best subset: ");
for (unsigned int i = 0; i < vValue.size(); i++)
if (vfBest[i])
printf("%s ", FormatMoney(vValue[i].first).c_str());
printf("total %s\n", FormatMoney(nBest).c_str());
#endif
}
return true;

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