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198 lines
8.2 KiB
198 lines
8.2 KiB
// Copyright (c) 2011-2016 The Bitcoin Core developers |
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// Distributed under the MIT software license, see the accompanying |
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// file COPYING or http://www.opensource.org/licenses/mit-license.php. |
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#include "policy/policy.h" |
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#include "policy/fees.h" |
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#include "txmempool.h" |
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#include "uint256.h" |
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#include "util.h" |
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#include "test/test_bitcoin.h" |
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#include <boost/test/unit_test.hpp> |
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BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup) |
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BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) |
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{ |
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CTxMemPool mpool(CFeeRate(1000)); |
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TestMemPoolEntryHelper entry; |
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CAmount basefee(2000); |
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CAmount deltaFee(100); |
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std::vector<CAmount> feeV; |
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// Populate vectors of increasing fees |
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for (int j = 0; j < 10; j++) { |
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feeV.push_back(basefee * (j+1)); |
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} |
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// Store the hashes of transactions that have been |
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// added to the mempool by their associate fee |
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// txHashes[j] is populated with transactions either of |
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// fee = basefee * (j+1) |
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std::vector<uint256> txHashes[10]; |
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// Create a transaction template |
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CScript garbage; |
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for (unsigned int i = 0; i < 128; i++) |
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garbage.push_back('X'); |
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CMutableTransaction tx; |
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tx.vin.resize(1); |
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tx.vin[0].scriptSig = garbage; |
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tx.vout.resize(1); |
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tx.vout[0].nValue=0LL; |
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CFeeRate baseRate(basefee, GetVirtualTransactionSize(tx)); |
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// Create a fake block |
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std::vector<CTransactionRef> block; |
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int blocknum = 0; |
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// Loop through 200 blocks |
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// At a decay .998 and 4 fee transactions per block |
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// This makes the tx count about 1.33 per bucket, above the 1 threshold |
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while (blocknum < 200) { |
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for (int j = 0; j < 10; j++) { // For each fee |
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for (int k = 0; k < 4; k++) { // add 4 fee txs |
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tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique |
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uint256 hash = tx.GetHash(); |
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mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx)); |
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txHashes[j].push_back(hash); |
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} |
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} |
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//Create blocks where higher fee txs are included more often |
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for (int h = 0; h <= blocknum%10; h++) { |
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// 10/10 blocks add highest fee transactions |
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// 9/10 blocks add 2nd highest and so on until ... |
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// 1/10 blocks add lowest fee transactions |
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while (txHashes[9-h].size()) { |
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CTransactionRef ptx = mpool.get(txHashes[9-h].back()); |
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if (ptx) |
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block.push_back(ptx); |
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txHashes[9-h].pop_back(); |
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} |
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} |
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mpool.removeForBlock(block, ++blocknum); |
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block.clear(); |
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if (blocknum == 30) { |
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// At this point we should need to combine 5 buckets to get enough data points |
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// So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around |
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// 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98% |
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BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); |
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BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0)); |
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BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0)); |
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BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); |
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BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); |
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int answerFound; |
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BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4); |
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BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4); |
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BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4); |
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BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8); |
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} |
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} |
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std::vector<CAmount> origFeeEst; |
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// Highest feerate is 10*baseRate and gets in all blocks, |
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// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, |
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// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, |
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// so estimateFee(1) would return 10*baseRate but is hardcoded to return failure |
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// Second highest feerate has 100% chance of being included by 2 blocks, |
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// so estimateFee(2) should return 9*baseRate etc... |
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for (int i = 1; i < 10;i++) { |
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origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK()); |
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if (i > 2) { // Fee estimates should be monotonically decreasing |
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BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); |
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} |
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int mult = 11-i; |
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if (i > 1) { |
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BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee); |
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BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee); |
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} |
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else { |
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BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK()); |
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} |
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} |
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// Mine 50 more blocks with no transactions happening, estimates shouldn't change |
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// We haven't decayed the moving average enough so we still have enough data points in every bucket |
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while (blocknum < 250) |
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mpool.removeForBlock(block, ++blocknum); |
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BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); |
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for (int i = 2; i < 10;i++) { |
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); |
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); |
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} |
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// Mine 15 more blocks with lots of transactions happening and not getting mined |
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// Estimates should go up |
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while (blocknum < 265) { |
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for (int j = 0; j < 10; j++) { // For each fee multiple |
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for (int k = 0; k < 4; k++) { // add 4 fee txs |
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tx.vin[0].prevout.n = 10000*blocknum+100*j+k; |
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uint256 hash = tx.GetHash(); |
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mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx)); |
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txHashes[j].push_back(hash); |
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} |
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} |
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mpool.removeForBlock(block, ++blocknum); |
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} |
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int answerFound; |
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for (int i = 1; i < 10;i++) { |
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BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); |
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BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee); |
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} |
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// Mine all those transactions |
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// Estimates should still not be below original |
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for (int j = 0; j < 10; j++) { |
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while(txHashes[j].size()) { |
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CTransactionRef ptx = mpool.get(txHashes[j].back()); |
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if (ptx) |
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block.push_back(ptx); |
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txHashes[j].pop_back(); |
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} |
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} |
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mpool.removeForBlock(block, 265); |
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block.clear(); |
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BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); |
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for (int i = 2; i < 10;i++) { |
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); |
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} |
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// Mine 200 more blocks where everything is mined every block |
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// Estimates should be below original estimates |
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while (blocknum < 465) { |
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for (int j = 0; j < 10; j++) { // For each fee multiple |
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for (int k = 0; k < 4; k++) { // add 4 fee txs |
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tx.vin[0].prevout.n = 10000*blocknum+100*j+k; |
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uint256 hash = tx.GetHash(); |
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mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx)); |
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CTransactionRef ptx = mpool.get(hash); |
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if (ptx) |
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block.push_back(ptx); |
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} |
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} |
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mpool.removeForBlock(block, ++blocknum); |
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block.clear(); |
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} |
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BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); |
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for (int i = 2; i < 10; i++) { |
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); |
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} |
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// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee |
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mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Height(blocknum).FromTx(tx)); |
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// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5] |
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mpool.TrimToSize(1); |
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BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]); |
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for (int i = 1; i < 10; i++) { |
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BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK()); |
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BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK()); |
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} |
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} |
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BOOST_AUTO_TEST_SUITE_END()
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