```
$ git blame src/policy/fees.cpp | grep becuase
3810e976 (2017-03-07 11:33:44 -0500 789) * checks for 2*target becuase we are taking the max over all time
$ git blame src/policy/fees.h | grep successfullly
2d2e1705 (2017-04-12 12:29:03 -0400 54) * representing that a tx was successfullly confirmed in less than or equal to
$ git blame src/wallet/feebumper.cpp | grep "hasen't"
a3878374 (2017-05-11 09:34:39 +0200 258) // make sure the transaction still has no descendants and hasen't been mined in the meantime
```
For the per confirmation number tracking of data, introduce a scale factor so that in the longer horizones confirmations are bucketed together at a resolution of the scale. (instead of 1008 individual data points for each fee bucket, have 42 data points each covering 24 different confirmation values.. (1-24), (25-48), etc.. )
Store in fee estimate file the block span for which we were tracking estimates, so we know what targets we can successfully evaluate with the data in the file. When restarting use either this historical block span to set valid range of targets until our current span of tracking estimates is just as long.
Track the first time we seen txs in a block that we have been tracking in our mempool. Used to evaluate validity of fee estimates for different targets.
Change the logic of estimateSmartFee to check a 60% threshold at half the target, a 85% threshold at the target and a 95% threshold at double the target. Always check the shortest time horizon possible and ensure that estimates are monotonically decreasing. Add a conservative mode, which makes sure that the 95% threshold is also met at longer time horizons as well.
Track information the ranges of fee rates that were used to calculate the fee estimates (the last range of fee rates in which the data points met the threshold and the first to fail) and provide an RPC call to return this information.
Instead of stopping if it encounters a "sufficient" number of transactions which don't meet the threshold for being confirmed within the target, it keeps looking to add more transactions to see if there is a temporary blip in the data. This allows a smaller number of required data points.
Move buckets and bucketMap to be stored as part of overall serialization of estimator.
Add some placeholder data so file format is only changed once.
Maintain 3 different TxConfirmStats with potential for different decays and scales.
This changes the logging categories to boolean flags instead of strings.
This simplifies the acceptance testing by avoiding accessing a scoped
static thread local pointer to a thread local set of strings. It
eliminates the only use of boost::thread_specific_ptr outside of
lockorder debugging.
This change allows log entries to be directed to multiple categories
and makes it easy to change the logging flags at runtime (e.g. via
an RPC, though that isn't done by this commit.)
It also eliminates the fDebug global.
Configuration of unknown logging categories now produces a warning.
All decisions about whether the transactions are valid data points are made at the time the transaction arrives. Updating on blocks all the time will now cause stale fee estimates to decay quickly when we restart a node.
Fee estimation can just check its own mapMemPoolTxs to determine the same information. Note that now fee estimation for block processing must happen before those transactions are removed, but this shoudl be a speedup.
Once priority estimation was removed, not all transactions in the mempool are tracked in the fee estimation mempool tracking. So there is no error if a transaction is not found for removal.
Luke Dashjr