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wallet: Switch to using output groups instead of coins in coin selection

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Karl-Johan Alm 2018-07-19 11:45:26 +09:00
parent 87ebce25d6
commit 59d6f7b4e2
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GPG Key ID: 57AF762DB3353322
6 changed files with 174 additions and 159 deletions
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24
src/bench/coin_selection.cpp
View File

@ -8,7 +8,7 @@
#include <set> #include <set>
static void addCoin(const CAmount& nValue, const CWallet& wallet, std::vector<COutput>& vCoins) static void addCoin(const CAmount& nValue, const CWallet& wallet, std::vector<OutputGroup>& groups)
{ {
int nInput = 0; int nInput = 0;
@ -21,7 +21,7 @@ static void addCoin(const CAmount& nValue, const CWallet& wallet, std::vector<CO
int nAge = 6 * 24; int nAge = 6 * 24;
COutput output(wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */); COutput output(wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
vCoins.push_back(output); groups.emplace_back(output.GetInputCoin(), 0, false, 0, 0);
} }
// Simple benchmark for wallet coin selection. Note that it maybe be necessary // Simple benchmark for wallet coin selection. Note that it maybe be necessary
@ -37,11 +37,11 @@ static void CoinSelection(benchmark::State& state)
LOCK(wallet.cs_wallet); LOCK(wallet.cs_wallet);
// Add coins. // Add coins.
std::vector<COutput> vCoins; std::vector<OutputGroup> groups;
for (int i = 0; i < 1000; ++i) { for (int i = 0; i < 1000; ++i) {
addCoin(1000 * COIN, wallet, vCoins); addCoin(1000 * COIN, wallet, groups);
} }
addCoin(3 * COIN, wallet, vCoins); addCoin(3 * COIN, wallet, groups);
const CoinEligibilityFilter filter_standard(1, 6, 0); const CoinEligibilityFilter filter_standard(1, 6, 0);
const CoinSelectionParams coin_selection_params(true, 34, 148, CFeeRate(0), 0); const CoinSelectionParams coin_selection_params(true, 34, 148, CFeeRate(0), 0);
@ -49,7 +49,7 @@ static void CoinSelection(benchmark::State& state)
std::set<CInputCoin> setCoinsRet; std::set<CInputCoin> setCoinsRet;
CAmount nValueRet; CAmount nValueRet;
bool bnb_used; bool bnb_used;
bool success = wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used); bool success = wallet.SelectCoinsMinConf(1003 * COIN, filter_standard, groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used);
assert(success); assert(success);
assert(nValueRet == 1003 * COIN); assert(nValueRet == 1003 * COIN);
assert(setCoinsRet.size() == 2); assert(setCoinsRet.size() == 2);
@ -57,17 +57,21 @@ static void CoinSelection(benchmark::State& state)
} }
typedef std::set<CInputCoin> CoinSet; typedef std::set<CInputCoin> CoinSet;
static const CWallet testWallet("dummy", WalletDatabase::CreateDummy());
std::vector<std::unique_ptr<CWalletTx>> wtxn;
// Copied from src/wallet/test/coinselector_tests.cpp // Copied from src/wallet/test/coinselector_tests.cpp
static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set) static void add_coin(const CAmount& nValue, int nInput, std::vector<OutputGroup>& set)
{ {
CMutableTransaction tx; CMutableTransaction tx;
tx.vout.resize(nInput + 1); tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue; tx.vout[nInput].nValue = nValue;
set.emplace_back(MakeTransactionRef(tx), nInput); std::unique_ptr<CWalletTx> wtx(new CWalletTx(&testWallet, MakeTransactionRef(std::move(tx))));
set.emplace_back(COutput(wtx.get(), nInput, 0, true, true, true).GetInputCoin(), 0, true, 0, 0);
wtxn.emplace_back(std::move(wtx));
} }
// Copied from src/wallet/test/coinselector_tests.cpp // Copied from src/wallet/test/coinselector_tests.cpp
static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool) static CAmount make_hard_case(int utxos, std::vector<OutputGroup>& utxo_pool)
{ {
utxo_pool.clear(); utxo_pool.clear();
CAmount target = 0; CAmount target = 0;
@ -82,7 +86,7 @@ static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
static void BnBExhaustion(benchmark::State& state) static void BnBExhaustion(benchmark::State& state)
{ {
// Setup // Setup
std::vector<CInputCoin> utxo_pool; std::vector<OutputGroup> utxo_pool;
CoinSet selection; CoinSet selection;
CAmount value_ret = 0; CAmount value_ret = 0;
CAmount not_input_fees = 0; CAmount not_input_fees = 0;

111
src/wallet/coinselection.cpp
View File

@ -8,7 +8,7 @@
// Descending order comparator // Descending order comparator
struct { struct {
bool operator()(const CInputCoin& a, const CInputCoin& b) const bool operator()(const OutputGroup& a, const OutputGroup& b) const
{ {
return a.effective_value > b.effective_value; return a.effective_value > b.effective_value;
} }
@ -59,7 +59,7 @@ struct {
static const size_t TOTAL_TRIES = 100000; static const size_t TOTAL_TRIES = 100000;
bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees) bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees)
{ {
out_set.clear(); out_set.clear();
CAmount curr_value = 0; CAmount curr_value = 0;
@ -70,7 +70,7 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
// Calculate curr_available_value // Calculate curr_available_value
CAmount curr_available_value = 0; CAmount curr_available_value = 0;
for (const CInputCoin& utxo : utxo_pool) { for (const OutputGroup& utxo : utxo_pool) {
// Assert that this utxo is not negative. It should never be negative, effective value calculation should have removed it // Assert that this utxo is not negative. It should never be negative, effective value calculation should have removed it
assert(utxo.effective_value > 0); assert(utxo.effective_value > 0);
curr_available_value += utxo.effective_value; curr_available_value += utxo.effective_value;
@ -123,11 +123,11 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
// Output was included on previous iterations, try excluding now. // Output was included on previous iterations, try excluding now.
curr_selection.back() = false; curr_selection.back() = false;
CInputCoin& utxo = utxo_pool.at(curr_selection.size() - 1); OutputGroup& utxo = utxo_pool.at(curr_selection.size() - 1);
curr_value -= utxo.effective_value; curr_value -= utxo.effective_value;
curr_waste -= utxo.fee - utxo.long_term_fee; curr_waste -= utxo.fee - utxo.long_term_fee;
} else { // Moving forwards, continuing down this branch } else { // Moving forwards, continuing down this branch
CInputCoin& utxo = utxo_pool.at(curr_selection.size()); OutputGroup& utxo = utxo_pool.at(curr_selection.size());
// Remove this utxo from the curr_available_value utxo amount // Remove this utxo from the curr_available_value utxo amount
curr_available_value -= utxo.effective_value; curr_available_value -= utxo.effective_value;
@ -156,32 +156,32 @@ bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_va
value_ret = 0; value_ret = 0;
for (size_t i = 0; i < best_selection.size(); ++i) { for (size_t i = 0; i < best_selection.size(); ++i) {
if (best_selection.at(i)) { if (best_selection.at(i)) {
out_set.insert(utxo_pool.at(i)); util::insert(out_set, utxo_pool.at(i).m_outputs);
value_ret += utxo_pool.at(i).txout.nValue; value_ret += utxo_pool.at(i).m_value;
} }
} }
return true; return true;
} }
static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const CAmount& nTotalLower, const CAmount& nTargetValue, static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const CAmount& nTotalLower, const CAmount& nTargetValue,
std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000) std::vector<char>& vfBest, CAmount& nBest, int iterations = 1000)
{ {
std::vector<char> vfIncluded; std::vector<char> vfIncluded;
vfBest.assign(vValue.size(), true); vfBest.assign(groups.size(), true);
nBest = nTotalLower; nBest = nTotalLower;
FastRandomContext insecure_rand; FastRandomContext insecure_rand;
for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++) for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
{ {
vfIncluded.assign(vValue.size(), false); vfIncluded.assign(groups.size(), false);
CAmount nTotal = 0; CAmount nTotal = 0;
bool fReachedTarget = false; bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++) for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{ {
for (unsigned int i = 0; i < vValue.size(); i++) for (unsigned int i = 0; i < groups.size(); i++)
{ {
//The solver here uses a randomized algorithm, //The solver here uses a randomized algorithm,
//the randomness serves no real security purpose but is just //the randomness serves no real security purpose but is just
@ -191,7 +191,7 @@ static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const C
//the selection random. //the selection random.
if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i]) if (nPass == 0 ? insecure_rand.randbool() : !vfIncluded[i])
{ {
nTotal += vValue[i].txout.nValue; nTotal += groups[i].m_value;
vfIncluded[i] = true; vfIncluded[i] = true;
if (nTotal >= nTargetValue) if (nTotal >= nTargetValue)
{ {
@ -201,7 +201,7 @@ static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const C
nBest = nTotal; nBest = nTotal;
vfBest = vfIncluded; vfBest = vfIncluded;
} }
nTotal -= vValue[i].txout.nValue; nTotal -= groups[i].m_value;
vfIncluded[i] = false; vfIncluded[i] = false;
} }
} }
@ -210,86 +210,75 @@ static void ApproximateBestSubset(const std::vector<CInputCoin>& vValue, const C
} }
} }
bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet) bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet)
{ {
setCoinsRet.clear(); setCoinsRet.clear();
nValueRet = 0; nValueRet = 0;
// List of values less than target // List of values less than target
boost::optional<CInputCoin> coinLowestLarger; boost::optional<OutputGroup> lowest_larger;
std::vector<CInputCoin> vValue; std::vector<OutputGroup> applicable_groups;
CAmount nTotalLower = 0; CAmount nTotalLower = 0;
random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt); random_shuffle(groups.begin(), groups.end(), GetRandInt);
for (const CInputCoin &coin : vCoins) for (const OutputGroup& group : groups) {
{ if (group.m_value == nTargetValue) {
if (coin.txout.nValue == nTargetValue) util::insert(setCoinsRet, group.m_outputs);
{ nValueRet += group.m_value;
setCoinsRet.insert(coin);
nValueRet += coin.txout.nValue;
return true; return true;
} } else if (group.m_value < nTargetValue + MIN_CHANGE) {
else if (coin.txout.nValue < nTargetValue + MIN_CHANGE) applicable_groups.push_back(group);
{ nTotalLower += group.m_value;
vValue.push_back(coin); } else if (!lowest_larger || group.m_value < lowest_larger->m_value) {
nTotalLower += coin.txout.nValue; lowest_larger = group;
}
else if (!coinLowestLarger || coin.txout.nValue < coinLowestLarger->txout.nValue)
{
coinLowestLarger = coin;
} }
} }
if (nTotalLower == nTargetValue) if (nTotalLower == nTargetValue) {
{ for (const auto& group : applicable_groups) {
for (const auto& input : vValue) util::insert(setCoinsRet, group.m_outputs);
{ nValueRet += group.m_value;
setCoinsRet.insert(input);
nValueRet += input.txout.nValue;
} }
return true; return true;
} }
if (nTotalLower < nTargetValue) if (nTotalLower < nTargetValue) {
{ if (!lowest_larger) return false;
if (!coinLowestLarger) util::insert(setCoinsRet, lowest_larger->m_outputs);
return false; nValueRet += lowest_larger->m_value;
setCoinsRet.insert(coinLowestLarger.get());
nValueRet += coinLowestLarger->txout.nValue;
return true; return true;
} }
// Solve subset sum by stochastic approximation // Solve subset sum by stochastic approximation
std::sort(vValue.begin(), vValue.end(), descending); std::sort(applicable_groups.begin(), applicable_groups.end(), descending);
std::vector<char> vfBest; std::vector<char> vfBest;
CAmount nBest; CAmount nBest;
ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest); ApproximateBestSubset(applicable_groups, nTotalLower, nTargetValue, vfBest, nBest);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) if (nBest != nTargetValue && nTotalLower >= nTargetValue + MIN_CHANGE) {
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest); ApproximateBestSubset(applicable_groups, nTotalLower, nTargetValue + MIN_CHANGE, vfBest, nBest);
}
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution, // 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 // or the next bigger coin is closer), return the bigger coin
if (coinLowestLarger && if (lowest_larger &&
((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || coinLowestLarger->txout.nValue <= nBest)) ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->m_value <= nBest)) {
{ util::insert(setCoinsRet, lowest_larger->m_outputs);
setCoinsRet.insert(coinLowestLarger.get()); nValueRet += lowest_larger->m_value;
nValueRet += coinLowestLarger->txout.nValue; } else {
for (unsigned int i = 0; i < applicable_groups.size(); i++) {
if (vfBest[i]) {
util::insert(setCoinsRet, applicable_groups[i].m_outputs);
nValueRet += applicable_groups[i].m_value;
} }
else {
for (unsigned int i = 0; i < vValue.size(); i++)
if (vfBest[i])
{
setCoinsRet.insert(vValue[i]);
nValueRet += vValue[i].txout.nValue;
} }
if (LogAcceptCategory(BCLog::SELECTCOINS)) { if (LogAcceptCategory(BCLog::SELECTCOINS)) {
LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: "); /* Continued */ LogPrint(BCLog::SELECTCOINS, "SelectCoins() best subset: "); /* Continued */
for (unsigned int i = 0; i < vValue.size(); i++) { for (unsigned int i = 0; i < applicable_groups.size(); i++) {
if (vfBest[i]) { if (vfBest[i]) {
LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(vValue[i].txout.nValue)); /* Continued */ LogPrint(BCLog::SELECTCOINS, "%s ", FormatMoney(applicable_groups[i].m_value)); /* Continued */
} }
} }
LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest)); LogPrint(BCLog::SELECTCOINS, "total %s\n", FormatMoney(nBest));

4
src/wallet/coinselection.h
View File

@ -95,9 +95,9 @@ struct OutputGroup
bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const; bool EligibleForSpending(const CoinEligibilityFilter& eligibility_filter) const;
}; };
bool SelectCoinsBnB(std::vector<CInputCoin>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees); bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& target_value, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret, CAmount not_input_fees);
// Original coin selection algorithm as a fallback // Original coin selection algorithm as a fallback
bool KnapsackSolver(const CAmount& nTargetValue, std::vector<CInputCoin>& vCoins, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet); bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet);
#endif // BITCOIN_WALLET_COINSELECTION_H #endif // BITCOIN_WALLET_COINSELECTION_H

120
src/wallet/test/coinselector_tests.cpp
View File

@ -102,6 +102,22 @@ static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
return target; 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(coin, 0, true, 0, 0);
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(coin.GetInputCoin(), coin.nDepth, coin.tx->fDebitCached && coin.tx->nDebitCached == 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);
return static_groups;
}
// Branch and bound coin selection tests // Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test) BOOST_AUTO_TEST_CASE(bnb_search_test)
{ {
@ -121,7 +137,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
BOOST_TEST_MESSAGE("Testing known outcomes"); BOOST_TEST_MESSAGE("Testing known outcomes");
// Empty utxo pool // Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
selection.clear(); selection.clear();
// Add utxos // Add utxos
@ -132,14 +148,14 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
// Select 1 Cent // Select 1 Cent
add_coin(1 * CENT, 1, actual_selection); add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(utxo_pool, 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear(); actual_selection.clear();
selection.clear(); selection.clear();
// Select 2 Cent // Select 2 Cent
add_coin(2 * CENT, 2, actual_selection); add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(utxo_pool, 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear(); actual_selection.clear();
selection.clear(); selection.clear();
@ -147,13 +163,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
// Select 5 Cent // Select 5 Cent
add_coin(3 * CENT, 3, actual_selection); add_coin(3 * CENT, 3, actual_selection);
add_coin(2 * CENT, 2, actual_selection); add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(utxo_pool, 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear(); actual_selection.clear();
selection.clear(); selection.clear();
// Select 11 Cent, not possible // Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
actual_selection.clear(); actual_selection.clear();
selection.clear(); selection.clear();
@ -163,7 +179,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(3 * CENT, 3, actual_selection); add_coin(3 * CENT, 3, actual_selection);
add_coin(2 * CENT, 2, actual_selection); add_coin(2 * CENT, 2, actual_selection);
add_coin(1 * CENT, 1, actual_selection); add_coin(1 * CENT, 1, actual_selection);
BOOST_CHECK(SelectCoinsBnB(utxo_pool, 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
BOOST_CHECK(equal_sets(selection, actual_selection)); BOOST_CHECK(equal_sets(selection, actual_selection));
actual_selection.clear(); actual_selection.clear();
selection.clear(); selection.clear();
@ -173,18 +189,18 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(5 * CENT, 5, actual_selection); add_coin(5 * CENT, 5, actual_selection);
add_coin(3 * CENT, 3, actual_selection); add_coin(3 * CENT, 3, actual_selection);
add_coin(2 * CENT, 2, actual_selection); add_coin(2 * CENT, 2, actual_selection);
BOOST_CHECK(SelectCoinsBnB(utxo_pool, 10 * CENT, 5000, selection, value_ret, not_input_fees)); BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees));
// Select 0.25 Cent, not possible // Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
actual_selection.clear(); actual_selection.clear();
selection.clear(); selection.clear();
// Iteration exhaustion test // Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool); CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees)); // Should exhaust BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust
target = make_hard_case(14, utxo_pool); target = make_hard_case(14, utxo_pool);
BOOST_CHECK(SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees)); // Should not exhaust BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust
// Test same value early bailout optimization // Test same value early bailout optimization
add_coin(7 * CENT, 7, actual_selection); add_coin(7 * CENT, 7, actual_selection);
@ -200,7 +216,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
for (int i = 0; i < 50000; ++i) { for (int i = 0; i < 50000; ++i) {
add_coin(5 * CENT, 7, utxo_pool); add_coin(5 * CENT, 7, utxo_pool);
} }
BOOST_CHECK(SelectCoinsBnB(utxo_pool, 30 * CENT, 5000, selection, value_ret, not_input_fees)); BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees));
//////////////////// ////////////////////
// Behavior tests // // Behavior tests //
@ -212,7 +228,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
} }
// Run 100 times, to make sure it is never finding a solution // Run 100 times, to make sure it is never finding a solution
for (int i = 0; i < 100; ++i) { for (int i = 0; i < 100; ++i) {
BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees)); BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees));
} }
// Make sure that effective value is working in SelectCoinsMinConf when BnB is used // Make sure that effective value is working in SelectCoinsMinConf when BnB is used
@ -223,7 +239,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
empty_wallet(); empty_wallet();
add_coin(1); 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 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(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
// Make sure that we aren't using BnB when there are preset inputs // Make sure that we aren't using BnB when there are preset inputs
empty_wallet(); empty_wallet();
@ -252,24 +268,24 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
empty_wallet(); empty_wallet();
// with an empty wallet we can't even pay one cent // with an empty wallet we can't even pay one cent
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
add_coin(1*CENT, 4); // add a new 1 cent coin 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
// but we can find a new 1 cent // but we can find a new 1 cent
BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
add_coin(2*CENT); // add a mature 2 cent coin add_coin(2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins // we can't make 3 cents of mature coins
BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
// we can make 3 cents of new coins // we can make 3 cents of new coins
BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 3 * CENT); BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
add_coin(5*CENT); // add a mature 5 cent coin, add_coin(5*CENT); // add a mature 5 cent coin,
@ -279,33 +295,33 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // 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: // we can't make 38 cents only if we disallow new coins:
BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
// we can't even make 37 cents if we don't allow new coins even if they're from us // 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, coin_selection_params, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
// but we can make 37 cents if we accept new coins from ourself // but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT); BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
// and we can make 38 cents if we accept all new coins // and we can make 38 cents if we accept all new coins
BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 38 * CENT); BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest 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) 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 7 * CENT); BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough. // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(nValueRet == 8 * CENT); BOOST_CHECK(nValueRet == 8 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); 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) // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT); BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
@ -319,30 +335,30 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72 // check that we have 71 and not 72
BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
// 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
add_coin( 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
add_coin( 18*CENT); // now we have 5+6+7+8+18+20+30 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin 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 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 // now try making 11 cents. we should get 5+6
BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT); BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
@ -351,11 +367,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin( 2*COIN); add_coin( 2*COIN);
add_coin( 3*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 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
@ -370,14 +386,14 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE // 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
// but if we add a bigger coin, small change is avoided // but if we add a bigger coin, small change is avoided
add_coin(1111*MIN_CHANGE); add_coin(1111*MIN_CHANGE);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 // 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, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// if we add more small coins: // if we add more small coins:
@ -385,7 +401,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 7 / 10); add_coin(MIN_CHANGE * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE // and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
// run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) // run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
@ -394,7 +410,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int j = 0; j < 20; j++) for (int j = 0; j < 20; j++)
add_coin(50000 * COIN); add_coin(50000 * COIN);
BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
@ -407,7 +423,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 6 / 10); add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 7 / 10); add_coin(MIN_CHANGE * 7 / 10);
add_coin(1111 * MIN_CHANGE); add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
@ -417,7 +433,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 6 / 10); add_coin(MIN_CHANGE * 6 / 10);
add_coin(MIN_CHANGE * 8 / 10); add_coin(MIN_CHANGE * 8 / 10);
add_coin(1111 * MIN_CHANGE); add_coin(1111 * MIN_CHANGE);
BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount 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 BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6
@ -428,12 +444,12 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(MIN_CHANGE * 100); add_coin(MIN_CHANGE * 100);
// trying to make 100.01 from these three coins // trying to make 100.01 from these three coins
BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE); BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
@ -443,7 +459,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input) // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
for (uint16_t j = 0; j < 676; j++) for (uint16_t j = 0; j < 676; j++)
add_coin(amt); add_coin(amt);
BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
if (amt - 2000 < MIN_CHANGE) { if (amt - 2000 < MIN_CHANGE) {
// needs more than one input: // needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
@ -465,8 +481,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// picking 50 from 100 coins doesn't depend on the shuffle, // picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code // but does depend on randomness in the stochastic approximation code
BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2)); BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
int fails = 0; int fails = 0;
@ -474,8 +490,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{ {
// selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time // 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 // run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet , nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
if (equal_sets(setCoinsRet, setCoinsRet2)) if (equal_sets(setCoinsRet, setCoinsRet2))
fails++; fails++;
} }
@ -495,8 +511,8 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{ {
// selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time // 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 // 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, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet2, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
if (equal_sets(setCoinsRet, setCoinsRet2)) if (equal_sets(setCoinsRet, setCoinsRet2))
fails++; fails++;
} }
@ -521,7 +537,7 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
add_coin(1000 * COIN); add_coin(1000 * COIN);
add_coin(3 * COIN); add_coin(3 * COIN);
BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN); BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
@ -559,8 +575,8 @@ BOOST_AUTO_TEST_CASE(SelectCoins_test)
CoinSet out_set; CoinSet out_set;
CAmount out_value = 0; CAmount out_value = 0;
bool bnb_used = false; bool bnb_used = false;
BOOST_CHECK(testWallet.SelectCoinsMinConf(target, filter_standard, vCoins, out_set, out_value, coin_selection_params_bnb, bnb_used) || BOOST_CHECK(testWallet.SelectCoinsMinConf(target, filter_standard, GroupCoins(vCoins), out_set, out_value, coin_selection_params_bnb, bnb_used) ||
testWallet.SelectCoinsMinConf(target, filter_standard, vCoins, out_set, out_value, coin_selection_params_knapsack, bnb_used)); testWallet.SelectCoinsMinConf(target, filter_standard, GroupCoins(vCoins), out_set, out_value, coin_selection_params_knapsack, bnb_used));
BOOST_CHECK_GE(out_value, target); BOOST_CHECK_GE(out_value, target);
} }
} }

66
src/wallet/wallet.cpp
View File

@ -2431,15 +2431,14 @@ bool CWallet::OutputEligibleForSpending(const COutput& output, const CoinEligibi
return true; return true;
} }
bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> vCoins, bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<OutputGroup> groups,
std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const
{ {
setCoinsRet.clear(); setCoinsRet.clear();
nValueRet = 0; nValueRet = 0;
std::vector<CInputCoin> utxo_pool; std::vector<OutputGroup> utxo_pool;
if (coin_selection_params.use_bnb) { if (coin_selection_params.use_bnb) {
// Get long term estimate // Get long term estimate
FeeCalculation feeCalc; FeeCalculation feeCalc;
CCoinControl temp; CCoinControl temp;
@ -2450,33 +2449,36 @@ bool CWallet::SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibil
CAmount cost_of_change = GetDiscardRate(*this, ::feeEstimator).GetFee(coin_selection_params.change_spend_size) + coin_selection_params.effective_fee.GetFee(coin_selection_params.change_output_size); CAmount cost_of_change = GetDiscardRate(*this, ::feeEstimator).GetFee(coin_selection_params.change_spend_size) + coin_selection_params.effective_fee.GetFee(coin_selection_params.change_output_size);
// Filter by the min conf specs and add to utxo_pool and calculate effective value // Filter by the min conf specs and add to utxo_pool and calculate effective value
for (const COutput &output : vCoins) for (OutputGroup& group : groups) {
{ if (!group.EligibleForSpending(eligibility_filter)) continue;
if (!OutputEligibleForSpending(output, eligibility_filter))
continue;
CInputCoin coin(output.tx->tx, output.i); group.fee = 0;
coin.effective_value = coin.txout.nValue - (output.nInputBytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(output.nInputBytes)); group.long_term_fee = 0;
group.effective_value = 0;
for (auto it = group.m_outputs.begin(); it != group.m_outputs.end(); ) {
const CInputCoin& coin = *it;
CAmount effective_value = coin.txout.nValue - (coin.m_input_bytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(coin.m_input_bytes));
// Only include outputs that are positive effective value (i.e. not dust) // Only include outputs that are positive effective value (i.e. not dust)
if (coin.effective_value > 0) { if (effective_value > 0) {
coin.fee = output.nInputBytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(output.nInputBytes); group.fee += coin.m_input_bytes < 0 ? 0 : coin_selection_params.effective_fee.GetFee(coin.m_input_bytes);
coin.long_term_fee = output.nInputBytes < 0 ? 0 : long_term_feerate.GetFee(output.nInputBytes); group.long_term_fee += coin.m_input_bytes < 0 ? 0 : long_term_feerate.GetFee(coin.m_input_bytes);
utxo_pool.push_back(coin); group.effective_value += effective_value;
++it;
} else {
it = group.Discard(coin);
} }
} }
if (group.effective_value > 0) utxo_pool.push_back(group);
}
// Calculate the fees for things that aren't inputs // Calculate the fees for things that aren't inputs
CAmount not_input_fees = coin_selection_params.effective_fee.GetFee(coin_selection_params.tx_noinputs_size); CAmount not_input_fees = coin_selection_params.effective_fee.GetFee(coin_selection_params.tx_noinputs_size);
bnb_used = true; bnb_used = true;
return SelectCoinsBnB(utxo_pool, nTargetValue, cost_of_change, setCoinsRet, nValueRet, not_input_fees); return SelectCoinsBnB(utxo_pool, nTargetValue, cost_of_change, setCoinsRet, nValueRet, not_input_fees);
} else { } else {
// Filter by the min conf specs and add to utxo_pool // Filter by the min conf specs and add to utxo_pool
for (const COutput &output : vCoins) for (const OutputGroup& group : groups) {
{ if (!group.EligibleForSpending(eligibility_filter)) continue;
if (!OutputEligibleForSpending(output, eligibility_filter)) utxo_pool.push_back(group);
continue;
CInputCoin coin = CInputCoin(output.tx->tx, output.i);
utxo_pool.push_back(coin);
} }
bnb_used = false; bnb_used = false;
return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet); return KnapsackSolver(nTargetValue, utxo_pool, setCoinsRet, nValueRet);
@ -2498,7 +2500,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
if (!out.fSpendable) if (!out.fSpendable)
continue; continue;
nValueRet += out.tx->tx->vout[out.i].nValue; nValueRet += out.tx->tx->vout[out.i].nValue;
setCoinsRet.insert(CInputCoin(out.tx->tx, out.i)); setCoinsRet.insert(out.GetInputCoin());
} }
return (nValueRet >= nTargetValue); return (nValueRet >= nTargetValue);
} }
@ -2532,27 +2534,31 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
// remove preset inputs from vCoins // remove preset inputs from vCoins
for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();) for (std::vector<COutput>::iterator it = vCoins.begin(); it != vCoins.end() && coin_control.HasSelected();)
{ {
if (setPresetCoins.count(CInputCoin(it->tx->tx, it->i))) if (setPresetCoins.count(it->GetInputCoin()))
it = vCoins.erase(it); it = vCoins.erase(it);
else else
++it; ++it;
} }
// form groups from remaining coins; note that preset coins will not
// automatically have their associated (same address) coins included
std::vector<OutputGroup> groups = GroupOutputs(vCoins, !coin_control.m_avoid_partial_spends);
size_t max_ancestors = (size_t)std::max<int64_t>(1, gArgs.GetArg("-limitancestorcount", DEFAULT_ANCESTOR_LIMIT)); size_t max_ancestors = (size_t)std::max<int64_t>(1, gArgs.GetArg("-limitancestorcount", DEFAULT_ANCESTOR_LIMIT));
size_t max_descendants = (size_t)std::max<int64_t>(1, gArgs.GetArg("-limitdescendantcount", DEFAULT_DESCENDANT_LIMIT)); size_t max_descendants = (size_t)std::max<int64_t>(1, gArgs.GetArg("-limitdescendantcount", DEFAULT_DESCENDANT_LIMIT));
bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS); bool fRejectLongChains = gArgs.GetBoolArg("-walletrejectlongchains", DEFAULT_WALLET_REJECT_LONG_CHAINS);
bool res = nTargetValue <= nValueFromPresetInputs || bool res = nTargetValue <= nValueFromPresetInputs ||
SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 6, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) || SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 6, 0), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used) ||
SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 1, 0), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used) || SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(1, 1, 0), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used) ||
(m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, 2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, 2), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
(m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::min((size_t)4, max_ancestors/3), std::min((size_t)4, max_descendants/3)), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
(m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors/2, max_descendants/2), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
(m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) || (m_spend_zero_conf_change && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, max_ancestors-1, max_descendants-1), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used)) ||
(m_spend_zero_conf_change && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max()), vCoins, setCoinsRet, nValueRet, coin_selection_params, bnb_used)); (m_spend_zero_conf_change && !fRejectLongChains && SelectCoinsMinConf(nTargetValue - nValueFromPresetInputs, CoinEligibilityFilter(0, 1, std::numeric_limits<uint64_t>::max()), groups, setCoinsRet, nValueRet, coin_selection_params, bnb_used));
// because SelectCoinsMinConf clears the setCoinsRet, we now add the possible inputs to the coinset // because SelectCoinsMinConf clears the setCoinsRet, we now add the possible inputs to the coinset
setCoinsRet.insert(setPresetCoins.begin(), setPresetCoins.end()); util::insert(setCoinsRet, setPresetCoins);
// add preset inputs to the total value selected // add preset inputs to the total value selected
nValueRet += nValueFromPresetInputs; nValueRet += nValueFromPresetInputs;

2
src/wallet/wallet.h
View File

@ -857,7 +857,7 @@ public:
* completion the coin set and corresponding actual target value is * completion the coin set and corresponding actual target value is
* assembled * assembled
*/ */
bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<COutput> vCoins, bool SelectCoinsMinConf(const CAmount& nTargetValue, const CoinEligibilityFilter& eligibility_filter, std::vector<OutputGroup> groups,
std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const; std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet, const CoinSelectionParams& coin_selection_params, bool& bnb_used) const;
bool IsSpent(const uint256& hash, unsigned int n) const; bool IsSpent(const uint256& hash, unsigned int n) const;