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Refactor SelectCoinsMinConf() and add unit tests.

AvailableCoins() makes a vector of available outputs which is then passed to SelectCoinsMinConf().  This allows unit tests to test the coin selection algorithm without having the whole blockchain available.
pull/1/head
Chris Moore 10 years ago committed by Luke Dashjr
parent
commit
9b0369c773
  1. 256
      src/test/wallet_tests.cpp
  2. 102
      src/wallet.cpp
  3. 33
      src/wallet.h

256
src/test/wallet_tests.cpp

@ -0,0 +1,256 @@ @@ -0,0 +1,256 @@
#include <boost/test/unit_test.hpp>
#include "main.h"
#include "wallet.h"
// 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
using namespace std;
BOOST_AUTO_TEST_SUITE(wallet_tests)
static CWallet wallet;
static vector<COutput> vCoins;
static void add_coin(int64 nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0)
{
static int i;
CTransaction* tx = new CTransaction;
tx->nLockTime = i++; // so all transactions get different hashes
tx->vout.resize(nInput+1);
tx->vout[nInput].nValue = nValue;
CWalletTx* wtx = new CWalletTx(&wallet, *tx);
delete tx;
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()
wtx->vin.resize(1);
wtx->fDebitCached = true;
wtx->nDebitCached = 1;
}
COutput output(wtx, nInput, nAge);
vCoins.push_back(output);
}
static void empty_wallet(void)
{
BOOST_FOREACH(COutput output, vCoins)
delete output.tx;
vCoins.clear();
}
BOOST_AUTO_TEST_CASE(coin_selection_tests)
{
static set<pair<const CWalletTx*,unsigned int> > setCoinsRet;
static int64 nValueRet;
// 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(!wallet.SelectCoinsMinConf( 1 * CENT, 1, 6, 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(!wallet.SelectCoinsMinConf( 1 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
// but we can find a new 1 cent
BOOST_CHECK( wallet.SelectCoinsMinConf( 1 * CENT, 1, 1, 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(!wallet.SelectCoinsMinConf( 3 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
// we can make 3 cents of new coins
BOOST_CHECK( wallet.SelectCoinsMinConf( 3 * CENT, 1, 1, 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(!wallet.SelectCoinsMinConf(38 * CENT, 1, 6, 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(!wallet.SelectCoinsMinConf(38 * CENT, 6, 6, vCoins, setCoinsRet, nValueRet));
// but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK( wallet.SelectCoinsMinConf(37 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
// and we can make 38 cents if we accept all new coins
BOOST_CHECK( wallet.SelectCoinsMinConf(38 * CENT, 1, 1, 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( wallet.SelectCoinsMinConf(34 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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
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));
BOOST_CHECK(nValueRet == 8 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3);
// when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
BOOST_CHECK( wallet.SelectCoinsMinConf( 9 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
// now clear out the wallet and start again to test chosing 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( wallet.SelectCoinsMinConf(71 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK(!wallet.SelectCoinsMinConf(72 * CENT, 1, 1, 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( wallet.SelectCoinsMinConf(16 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
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( wallet.SelectCoinsMinConf(16 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3);
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( wallet.SelectCoinsMinConf(16 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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
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
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( wallet.SelectCoinsMinConf(95 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 bitcoin in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
BOOST_CHECK( wallet.SelectCoinsMinConf(195 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 bitcoins in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
// empty the wallet and start again, now with fractions of a cent, to test sub-cent change avoidance
empty_wallet();
add_coin(0.1*CENT);
add_coin(0.2*CENT);
add_coin(0.3*CENT);
add_coin(0.4*CENT);
add_coin(0.5*CENT);
// try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 = 1.5 cents
// we'll get sub-cent change whatever happens, so can expect 1.0 exactly
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
// but if we add a bigger coin, making it possible to avoid sub-cent change, things change:
add_coin(1111*CENT);
// 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
// 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
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
// 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 i = 0; i < 20; i++)
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(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
// sometimes it will fail, and so we use the next biggest coin:
empty_wallet();
add_coin(0.5 * CENT);
add_coin(0.6 * CENT);
add_coin(0.7 * CENT);
add_coin(1111 * CENT);
BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1111 * CENT); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
empty_wallet();
add_coin(0.4 * CENT);
add_coin(0.6 * CENT);
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(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
}
}
BOOST_AUTO_TEST_SUITE_END()

102
src/wallet.cpp

@ -889,7 +889,32 @@ int64 CWallet::GetImmatureBalance() const @@ -889,7 +889,32 @@ int64 CWallet::GetImmatureBalance() const
return nTotal;
}
bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
// populate vCoins with vector of spendable (age, (value, (transaction, output_number))) outputs
void CWallet::AvailableCoins(vector<COutput>& vCoins) const
{
vCoins.clear();
{
LOCK(cs_wallet);
for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it)
{
const CWalletTx* pcoin = &(*it).second;
if (!pcoin->IsFinal() || !pcoin->IsConfirmed())
continue;
if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
continue;
for (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()));
}
}
}
bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
{
setCoinsRet.clear();
nValueRet = 0;
@ -901,54 +926,32 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -901,54 +926,32 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
int64 nTotalLower = 0;
BOOST_FOREACH(COutput output, vCoins)
{
LOCK(cs_wallet);
vector<const CWalletTx*> vCoins;
vCoins.reserve(mapWallet.size());
for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it)
vCoins.push_back(&(*it).second);
random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
BOOST_FOREACH(const CWalletTx* pcoin, vCoins)
{
if (!pcoin->IsFinal() || !pcoin->IsConfirmed())
continue;
if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
continue;
const CWalletTx *pcoin = output.tx;
int nDepth = pcoin->GetDepthInMainChain();
if (nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
continue;
for (unsigned int i = 0; i < pcoin->vout.size(); i++)
{
if (pcoin->IsSpent(i) || !IsMine(pcoin->vout[i]))
continue;
int64 n = pcoin->vout[i].nValue;
if (output.nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
continue;
if (n <= 0)
continue;
int i = output.i;
int64 n = pcoin->vout[i].nValue;
pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin,i));
pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin, i));
if (n == nTargetValue)
{
setCoinsRet.insert(coin.second);
nValueRet += coin.first;
return true;
}
else if (n < nTargetValue + CENT)
{
vValue.push_back(coin);
nTotalLower += n;
}
else if (n < coinLowestLarger.first)
{
coinLowestLarger = coin;
}
}
if (n == nTargetValue)
{
setCoinsRet.insert(coin.second);
nValueRet += coin.first;
return true;
}
else if (n < nTargetValue + CENT)
{
vValue.push_back(coin);
nTotalLower += n;
}
else if (n < coinLowestLarger.first)
{
coinLowestLarger = coin;
}
}
@ -1023,12 +1026,14 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -1023,12 +1026,14 @@ 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;
@ -1036,9 +1041,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe @@ -1036,9 +1041,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
bool CWallet::SelectCoins(int64 nTargetValue, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
{
return (SelectCoinsMinConf(nTargetValue, 1, 6, setCoinsRet, nValueRet) ||
SelectCoinsMinConf(nTargetValue, 1, 1, setCoinsRet, nValueRet) ||
SelectCoinsMinConf(nTargetValue, 0, 1, setCoinsRet, nValueRet));
vector<COutput> vCoins;
AvailableCoins(vCoins);
return (SelectCoinsMinConf(nTargetValue, 1, 6, vCoins, setCoinsRet, nValueRet) ||
SelectCoinsMinConf(nTargetValue, 1, 1, vCoins, setCoinsRet, nValueRet) ||
SelectCoinsMinConf(nTargetValue, 0, 1, vCoins, setCoinsRet, nValueRet));
}

33
src/wallet.h

@ -14,6 +14,7 @@ @@ -14,6 +14,7 @@
class CWalletTx;
class CReserveKey;
class CWalletDB;
class COutput;
/** (client) version numbers for particular wallet features */
enum WalletFeature
@ -60,7 +61,7 @@ public: @@ -60,7 +61,7 @@ public:
class CWallet : public CCryptoKeyStore
{
private:
bool SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
void AvailableCoins(std::vector<COutput>& vCoins) const;
bool SelectCoins(int64 nTargetValue, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
CWalletDB *pwalletdbEncryption;
@ -112,6 +113,8 @@ public: @@ -112,6 +113,8 @@ public:
// check whether we are allowed to upgrade (or already support) to the named feature
bool CanSupportFeature(enum WalletFeature wf) { return nWalletMaxVersion >= wf; }
bool SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, std::vector<COutput> vCoins, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
// keystore implementation
// Generate a new key
CPubKey GenerateNewKey();
@ -602,6 +605,34 @@ public: @@ -602,6 +605,34 @@ public:
};
class COutput
{
public:
const CWalletTx *tx;
int i;
int nDepth;
COutput(const CWalletTx *txIn, int iIn, int nDepthIn)
{
tx = txIn; i = iIn; nDepth = nDepthIn;
}
std::string ToString() const
{
return strprintf("COutput(%s, %d, %d) [%s]", tx->GetHash().ToString().substr(0,10).c_str(), i, nDepth, FormatMoney(tx->vout[i].nValue).c_str());
}
void print() const
{
printf("%s\n", ToString().c_str());
}
};
/** Private key that includes an expiration date in case it never gets used. */
class CWalletKey
{

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