Merge #9942: Refactor CBlockPolicyEstimator

68af651 MOVEONLY: move TxConfirmStats to cpp (Alex Morcos)
2332f19 Initialize TxConfirmStats in constructor (Alex Morcos)
5ba81e5 Read and Write fee estimate file directly from CBlockPolicyEstimator (Alex Morcos)
14e10aa Call estimate(Smart)Fee directly from CBlockPolicyEstimator (Alex Morcos)
dbb9e36 Give CBlockPolicyEstimator it's own lock (Alex Morcos)
f6187d6 Make processBlockTx private. (Alex Morcos)
ae7327b Make feeEstimator its own global instance of CBlockPolicyEstimator (Alex Morcos)

Tree-SHA512: dbf3bd2b30822e609a35f3da519b62d23f8a50e564750695ddebd08553b4c01874ae3e07d792c6cc78cc377d2db33b951ffedc46ac7edaf5793f9ebb931713af

1 files changed, 14 insertions, 115 deletions

diff --git a/src/policy/fees.h b/src/policy/fees.h
index dd01c90c45..34f07c7270 100644
--- a/src/policy/fees.h
+++ b/src/policy/fees.h
@@ -8,6 +8,7 @@
 #include "amount.h"
 #include "uint256.h"
 #include "random.h"
+#include "sync.h"
 
 #include <map>
 #include <string>
@@ -17,6 +18,7 @@ class CAutoFile;
 class CFeeRate;
 class CTxMemPoolEntry;
 class CTxMemPool;
+class TxConfirmStats;
 
 /** \class CBlockPolicyEstimator
  * The BlockPolicyEstimator is used for estimating the feerate needed
@@ -59,113 +61,6 @@ class CTxMemPool;
  * they've been outstanding.
  */
 
-/**
- * We will instantiate an instance of this class to track transactions that were
- * included in a block. We will lump transactions into a bucket according to their
- * approximate feerate and then track how long it took for those txs to be included in a block
- *
- * The tracking of unconfirmed (mempool) transactions is completely independent of the
- * historical tracking of transactions that have been confirmed in a block.
- */
-class TxConfirmStats
-{
-private:
-    //Define the buckets we will group transactions into
-    std::vector<double> buckets;              // The upper-bound of the range for the bucket (inclusive)
-    std::map<double, unsigned int> bucketMap; // Map of bucket upper-bound to index into all vectors by bucket
-
-    // For each bucket X:
-    // Count the total # of txs in each bucket
-    // Track the historical moving average of this total over blocks
-    std::vector<double> txCtAvg;
-    // and calculate the total for the current block to update the moving average
-    std::vector<int> curBlockTxCt;
-
-    // Count the total # of txs confirmed within Y blocks in each bucket
-    // Track the historical moving average of theses totals over blocks
-    std::vector<std::vector<double> > confAvg; // confAvg[Y][X]
-    // and calculate the totals for the current block to update the moving averages
-    std::vector<std::vector<int> > curBlockConf; // curBlockConf[Y][X]
-
-    // Sum the total feerate of all tx's in each bucket
-    // Track the historical moving average of this total over blocks
-    std::vector<double> avg;
-    // and calculate the total for the current block to update the moving average
-    std::vector<double> curBlockVal;
-
-    // Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
-    // Combine the total value with the tx counts to calculate the avg feerate per bucket
-
-    double decay;
-
-    // Mempool counts of outstanding transactions
-    // For each bucket X, track the number of transactions in the mempool
-    // that are unconfirmed for each possible confirmation value Y
-    std::vector<std::vector<int> > unconfTxs;  //unconfTxs[Y][X]
-    // transactions still unconfirmed after MAX_CONFIRMS for each bucket
-    std::vector<int> oldUnconfTxs;
-
-public:
-    /**
-     * Initialize the data structures.  This is called by BlockPolicyEstimator's
-     * constructor with default values.
-     * @param defaultBuckets contains the upper limits for the bucket boundaries
-     * @param maxConfirms max number of confirms to track
-     * @param decay how much to decay the historical moving average per block
-     */
-    void Initialize(std::vector<double>& defaultBuckets, unsigned int maxConfirms, double decay);
-
-    /** Clear the state of the curBlock variables to start counting for the new block */
-    void ClearCurrent(unsigned int nBlockHeight);
-
-    /**
-     * Record a new transaction data point in the current block stats
-     * @param blocksToConfirm the number of blocks it took this transaction to confirm
-     * @param val the feerate of the transaction
-     * @warning blocksToConfirm is 1-based and has to be >= 1
-     */
-    void Record(int blocksToConfirm, double val);
-
-    /** Record a new transaction entering the mempool*/
-    unsigned int NewTx(unsigned int nBlockHeight, double val);
-
-    /** Remove a transaction from mempool tracking stats*/
-    void removeTx(unsigned int entryHeight, unsigned int nBestSeenHeight,
-                  unsigned int bucketIndex);
-
-    /** Update our estimates by decaying our historical moving average and updating
-        with the data gathered from the current block */
-    void UpdateMovingAverages();
-
-    /**
-     * Calculate a feerate estimate.  Find the lowest value bucket (or range of buckets
-     * to make sure we have enough data points) whose transactions still have sufficient likelihood
-     * of being confirmed within the target number of confirmations
-     * @param confTarget target number of confirmations
-     * @param sufficientTxVal required average number of transactions per block in a bucket range
-     * @param minSuccess the success probability we require
-     * @param requireGreater return the lowest feerate such that all higher values pass minSuccess OR
-     *        return the highest feerate such that all lower values fail minSuccess
-     * @param nBlockHeight the current block height
-     */
-    double EstimateMedianVal(int confTarget, double sufficientTxVal,
-                             double minSuccess, bool requireGreater, unsigned int nBlockHeight);
-
-    /** Return the max number of confirms we're tracking */
-    unsigned int GetMaxConfirms() { return confAvg.size(); }
-
-    /** Write state of estimation data to a file*/
-    void Write(CAutoFile& fileout);
-
-    /**
-     * Read saved state of estimation data from a file and replace all internal data structures and
-     * variables with this state.
-     */
-    void Read(CAutoFile& filein);
-};
-
-
-
 /** Track confirm delays up to 25 blocks, can't estimate beyond that */
 static const unsigned int MAX_BLOCK_CONFIRMS = 25;
 
@@ -204,14 +99,12 @@ class CBlockPolicyEstimator
 public:
     /** Create new BlockPolicyEstimator and initialize stats tracking classes with default values */
     CBlockPolicyEstimator();
+    ~CBlockPolicyEstimator();
 
     /** Process all the transactions that have been included in a block */
     void processBlock(unsigned int nBlockHeight,
                       std::vector<const CTxMemPoolEntry*>& entries);
 
-    /** Process a transaction confirmed in a block*/
-    bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
-
     /** Process a transaction accepted to the mempool*/
     void processTransaction(const CTxMemPoolEntry& entry, bool validFeeEstimate);
 
@@ -219,19 +112,19 @@ public:
     bool removeTx(uint256 hash);
 
     /** Return a feerate estimate */
-    CFeeRate estimateFee(int confTarget);
+    CFeeRate estimateFee(int confTarget) const;
 
     /** Estimate feerate needed to get be included in a block within
      *  confTarget blocks. If no answer can be given at confTarget, return an
      *  estimate at the lowest target where one can be given.
      */
-    CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool);
+    CFeeRate estimateSmartFee(int confTarget, int *answerFoundAtTarget, const CTxMemPool& pool) const;
 
     /** Write estimation data to a file */
-    void Write(CAutoFile& fileout);
+    bool Write(CAutoFile& fileout) const;
 
     /** Read estimation data from a file */
-    void Read(CAutoFile& filein, int nFileVersion);
+    bool Read(CAutoFile& filein);
 
 private:
     CFeeRate minTrackedFee;    //!< Passed to constructor to avoid dependency on main
@@ -247,10 +140,16 @@ private:
     std::map<uint256, TxStatsInfo> mapMemPoolTxs;
 
     /** Classes to track historical data on transaction confirmations */
-    TxConfirmStats feeStats;
+    TxConfirmStats* feeStats;
 
     unsigned int trackedTxs;
     unsigned int untrackedTxs;
+
+    mutable CCriticalSection cs_feeEstimator;
+
+    /** Process a transaction confirmed in a block*/
+    bool processBlockTx(unsigned int nBlockHeight, const CTxMemPoolEntry* entry);
+
 };
 
 class FeeFilterRounder