Fix coin selection to only include change when it's necessary.

src/test/wallet_tests.cpp

@@ -6,9 +6,6 @@
 // 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
-
 // some tests fail 1% of the time due to bad luck.
 // we repeat those tests this many times and only complain if all iterations of the test fail
 #define RANDOM_REPEATS 5
@@ -109,15 +106,10 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
         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
+        // when we try making 7 cents, the smaller coins (1,2,5) are enough.  We should see just 2+5
         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));
@@ -161,13 +153,9 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
         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
+        // now try making 11 cents.  we should get 5+6
         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
@@ -201,24 +189,15 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
 
         // 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 should get the exact amount
-        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
+        // and try again to make 1.0 cents, we can still make 1.0 cents
         BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
-#ifdef STRICT
+        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
-        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
@@ -227,13 +206,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
             add_coin(50000 * COIN);
 
         BOOST_CHECK( wallet.SelectCoinsMinConf(500000 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
-#ifdef STRICT
+        BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
-        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
@@ -255,13 +229,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
         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 should get the exact amount
-        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
 
         // test avoiding sub-cent change
         empty_wallet();

src/wallet.cpp

@@ -898,7 +898,7 @@ int64 CWallet::GetImmatureBalance() const
     return nTotal;
 }
 
-// populate vCoins with vector of spendable (age, (value, (transaction, output_number))) outputs
+// populate vCoins with vector of spendable COutputs
 void CWallet::AvailableCoins(vector<COutput>& vCoins) const
 {
     vCoins.clear();
@@ -915,13 +915,51 @@ void CWallet::AvailableCoins(vector<COutput>& vCoins) const
             if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
                 continue;
 
-            for (int i = 0; i < pcoin->vout.size(); i++)
+            for (unsigned int i = 0; i < pcoin->vout.size(); i++)
                 if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
                     vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
         }
     }
 }
 
+static void ApproximateBestSubset(vector<pair<int64, pair<const CWalletTx*,unsigned int> > >vValue, int64 nTotalLower, int64 nTargetValue,
+                                  vector<char>& vfBest, int64& nBest, int iterations = 1000)
+{
+    vector<char> vfIncluded;
+
+    vfBest.assign(vValue.size(), true);
+    nBest = nTotalLower;
+
+    for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
+    {
+        vfIncluded.assign(vValue.size(), false);
+        int64 nTotal = 0;
+        bool fReachedTarget = false;
+        for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
+        {
+            for (unsigned int i = 0; i < vValue.size(); i++)
+            {
+                if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
+                {
+                    nTotal += vValue[i].first;
+                    vfIncluded[i] = true;
+                    if (nTotal >= nTargetValue)
+                    {
+                        fReachedTarget = true;
+                        if (nTotal < nBest)
+                        {
+                            nBest = nTotal;
+                            vfBest = vfIncluded;
+                        }
+                        nTotal -= vValue[i].first;
+                        vfIncluded[i] = false;
+                    }
+                }
+            }
+        }
+    }
+}
+
 bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
                                  set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
 {
@@ -966,7 +1004,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
         }
     }
 
-    if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
+    if (nTotalLower == nTargetValue)
     {
         for (unsigned int i = 0; i < vValue.size(); ++i)
         {
@@ -976,7 +1014,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
         return true;
     }
 
-    if (nTotalLower < nTargetValue + (coinLowestLarger.second.first ? CENT : 0))
+    if (nTotalLower < nTargetValue)
     {
         if (coinLowestLarger.second.first == NULL)
             return false;
@@ -985,46 +1023,19 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
         return true;
     }
 
-    if (nTotalLower >= nTargetValue + CENT)
-        nTargetValue += CENT;
-
     // Solve subset sum by stochastic approximation
     sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
-    vector<char> vfIncluded;
+    vector<char> vfBest;
-    vector<char> vfBest(vValue.size(), true);
+    int64 nBest;
-    int64 nBest = nTotalLower;
 
-    for (int nRep = 0; nRep < 1000 && nBest != nTargetValue; nRep++)
+    ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
-    {
+    if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
-        vfIncluded.assign(vValue.size(), false);
+        ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
-        int64 nTotal = 0;
-        bool fReachedTarget = false;
-        for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
-        {
-            for (unsigned int i = 0; i < vValue.size(); i++)
-            {
-                if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
-                {
-                    nTotal += vValue[i].first;
-                    vfIncluded[i] = true;
-                    if (nTotal >= nTargetValue)
-                    {
-                        fReachedTarget = true;
-                        if (nTotal < nBest)
-                        {
-                            nBest = nTotal;
-                            vfBest = vfIncluded;
-                        }
-                        nTotal -= vValue[i].first;
-                        vfIncluded[i] = false;
-                    }
-                }
-            }
-        }
-    }
 
-    // If the next larger is still closer, return it
+    // If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
-    if (coinLowestLarger.second.first && coinLowestLarger.first - nTargetValue <= nBest - nTargetValue)
+    //                                   or the next bigger coin is closer), return the bigger coin
+    if (coinLowestLarger.second.first &&
+        ((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
     {
         setCoinsRet.insert(coinLowestLarger.second);
         nValueRet += coinLowestLarger.first;
@@ -1037,14 +1048,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
                 nValueRet += vValue[i].first;
             }
 
-#ifdef DEBUG
         //// debug print
         printf("SelectCoins() best subset: ");
         for (unsigned int i = 0; i < vValue.size(); i++)
             if (vfBest[i])
                 printf("%s ", FormatMoney(vValue[i].first).c_str());
         printf("total %s\n", FormatMoney(nBest).c_str());
-#endif
     }
 
     return true;