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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.
0.8
Chris Moore 13 years ago committed by Luke Dashjr
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882ba0e752
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9b0369c773
3 changed files with 343 additions and 48 deletions
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  1. 256
      src/test/wallet_tests.cpp
  2. 68
      src/wallet.cpp
  3. 33
      src/wallet.h

256
src/test/wallet_tests.cpp
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@ -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()

68
src/wallet.cpp
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@ -889,49 +889,54 @@ int64 CWallet::GetImmatureBalance() const
return nTotal; 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
{ {
setCoinsRet.clear(); vCoins.clear();
nValueRet = 0;
// List of values less than target
pair<int64, pair<const CWalletTx*,unsigned int> > coinLowestLarger;
coinLowestLarger.first = std::numeric_limits<int64>::max();
coinLowestLarger.second.first = NULL;
vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
int64 nTotalLower = 0;
{ {
LOCK(cs_wallet); LOCK(cs_wallet);
vector<const CWalletTx*> vCoins;
vCoins.reserve(mapWallet.size());
for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it) 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)
{ {
const CWalletTx* pcoin = &(*it).second;
if (!pcoin->IsFinal() || !pcoin->IsConfirmed()) if (!pcoin->IsFinal() || !pcoin->IsConfirmed())
continue; continue;
if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0) if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
continue; continue;
int nDepth = pcoin->GetDepthInMainChain(); for (int i = 0; i < pcoin->vout.size(); i++)
if (nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs)) if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
continue; 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;
for (unsigned int i = 0; i < pcoin->vout.size(); i++) // List of values less than target
pair<int64, pair<const CWalletTx*,unsigned int> > coinLowestLarger;
coinLowestLarger.first = std::numeric_limits<int64>::max();
coinLowestLarger.second.first = NULL;
vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
int64 nTotalLower = 0;
BOOST_FOREACH(COutput output, vCoins)
{ {
if (pcoin->IsSpent(i) || !IsMine(pcoin->vout[i])) const CWalletTx *pcoin = output.tx;
if (output.nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
continue; continue;
int i = output.i;
int64 n = pcoin->vout[i].nValue; int64 n = pcoin->vout[i].nValue;
if (n <= 0) pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin, i));
continue;
pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin,i));
if (n == nTargetValue) if (n == nTargetValue)
{ {
@ -949,8 +954,6 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
coinLowestLarger = coin; coinLowestLarger = coin;
} }
} }
}
}
if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT) if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
{ {
@ -1023,12 +1026,14 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
nValueRet += vValue[i].first; nValueRet += vValue[i].first;
} }
#ifdef DEBUG
//// debug print //// debug print
printf("SelectCoins() best subset: "); printf("SelectCoins() best subset: ");
for (unsigned int i = 0; i < vValue.size(); i++) for (unsigned int i = 0; i < vValue.size(); i++)
if (vfBest[i]) if (vfBest[i])
printf("%s ", FormatMoney(vValue[i].first).c_str()); printf("%s ", FormatMoney(vValue[i].first).c_str());
printf("total %s\n", FormatMoney(nBest).c_str()); printf("total %s\n", FormatMoney(nBest).c_str());
#endif
} }
return true; return true;
@ -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 bool CWallet::SelectCoins(int64 nTargetValue, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
{ {
return (SelectCoinsMinConf(nTargetValue, 1, 6, setCoinsRet, nValueRet) || vector<COutput> vCoins;
SelectCoinsMinConf(nTargetValue, 1, 1, setCoinsRet, nValueRet) || AvailableCoins(vCoins);
SelectCoinsMinConf(nTargetValue, 0, 1, setCoinsRet, nValueRet));
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
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@ -14,6 +14,7 @@
class CWalletTx; class CWalletTx;
class CReserveKey; class CReserveKey;
class CWalletDB; class CWalletDB;
class COutput;
/** (client) version numbers for particular wallet features */ /** (client) version numbers for particular wallet features */
enum WalletFeature enum WalletFeature
@ -60,7 +61,7 @@ public:
class CWallet : public CCryptoKeyStore class CWallet : public CCryptoKeyStore
{ {
private: 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; bool SelectCoins(int64 nTargetValue, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
CWalletDB *pwalletdbEncryption; CWalletDB *pwalletdbEncryption;
@ -112,6 +113,8 @@ public:
// check whether we are allowed to upgrade (or already support) to the named feature // check whether we are allowed to upgrade (or already support) to the named feature
bool CanSupportFeature(enum WalletFeature wf) { return nWalletMaxVersion >= wf; } 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 // keystore implementation
// Generate a new key // Generate a new key
CPubKey GenerateNewKey(); CPubKey GenerateNewKey();
@ -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. */ /** Private key that includes an expiration date in case it never gets used. */
class CWalletKey class CWalletKey
{ {

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