diff options
author | Alex Morcos <morcos@chaincode.com> | 2017-02-28 17:29:42 -0500 |
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committer | Alex Morcos <morcos@chaincode.com> | 2017-05-10 11:45:26 -0400 |
commit | d3e30bca1bfa9900bc31fec957bb001115acac7b (patch) | |
tree | 020e3ff48c1f61d7528ed39ca55d7c195f83419e /src/policy | |
parent | e5007bae35ce22036a816505038277d99c84e3f7 (diff) | |
download | bitcoin-d3e30bca1bfa9900bc31fec957bb001115acac7b.tar.xz |
Refactor to update moving average on fly
Diffstat (limited to 'src/policy')
-rw-r--r-- | src/policy/fees.cpp | 45 |
1 files changed, 16 insertions, 29 deletions
diff --git a/src/policy/fees.cpp b/src/policy/fees.cpp index 42059cf94f..0e9fb4dfea 100644 --- a/src/policy/fees.cpp +++ b/src/policy/fees.cpp @@ -35,22 +35,16 @@ private: // 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] std::vector<std::vector<double>> failAvg; // future use // 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 @@ -79,7 +73,7 @@ public: TxConfirmStats(const std::vector<double>& defaultBuckets, const std::map<double, unsigned int>& defaultBucketMap, unsigned int maxConfirms, double decay); - /** Clear the state of the curBlock variables to start counting for the new block */ + /** Roll the circular buffer for unconfirmed txs*/ void ClearCurrent(unsigned int nBlockHeight); /** @@ -148,28 +142,20 @@ TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets, } void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) { - curBlockConf.resize(GetMaxConfirms()); // newbuckets must be passed in because the buckets referred to during Read have not been updated yet. unconfTxs.resize(GetMaxConfirms()); for (unsigned int i = 0; i < unconfTxs.size(); i++) { - curBlockConf[i].resize(newbuckets); unconfTxs[i].resize(newbuckets); } oldUnconfTxs.resize(newbuckets); - curBlockTxCt.resize(newbuckets); - curBlockVal.resize(newbuckets); } -// Zero out the data for the current block +// Roll the unconfirmed txs circular buffer void TxConfirmStats::ClearCurrent(unsigned int nBlockHeight) { for (unsigned int j = 0; j < buckets.size(); j++) { oldUnconfTxs[j] += unconfTxs[nBlockHeight%unconfTxs.size()][j]; unconfTxs[nBlockHeight%unconfTxs.size()][j] = 0; - for (unsigned int i = 0; i < curBlockConf.size(); i++) - curBlockConf[i][j] = 0; - curBlockTxCt[j] = 0; - curBlockVal[j] = 0; } } @@ -180,20 +166,20 @@ void TxConfirmStats::Record(int blocksToConfirm, double val) if (blocksToConfirm < 1) return; unsigned int bucketindex = bucketMap.lower_bound(val)->second; - for (size_t i = blocksToConfirm; i <= curBlockConf.size(); i++) { - curBlockConf[i - 1][bucketindex]++; + for (size_t i = blocksToConfirm; i <= confAvg.size(); i++) { + confAvg[i - 1][bucketindex]++; } - curBlockTxCt[bucketindex]++; - curBlockVal[bucketindex] += val; + txCtAvg[bucketindex]++; + avg[bucketindex] += val; } void TxConfirmStats::UpdateMovingAverages() { for (unsigned int j = 0; j < buckets.size(); j++) { for (unsigned int i = 0; i < confAvg.size(); i++) - confAvg[i][j] = confAvg[i][j] * decay + curBlockConf[i][j]; - avg[j] = avg[j] * decay + curBlockVal[j]; - txCtAvg[j] = txCtAvg[j] * decay + curBlockTxCt[j]; + confAvg[i][j] = confAvg[i][j] * decay; + avg[j] = avg[j] * decay; + txCtAvg[j] = txCtAvg[j] * decay; } } @@ -521,22 +507,23 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight, // of unconfirmed txs to remove from tracking. nBestSeenHeight = nBlockHeight; - // Clear the current block state and update unconfirmed circular buffer + // Update unconfirmed circular buffer feeStats->ClearCurrent(nBlockHeight); shortStats->ClearCurrent(nBlockHeight); longStats->ClearCurrent(nBlockHeight); + // Decay all exponential averages + feeStats->UpdateMovingAverages(); + shortStats->UpdateMovingAverages(); + longStats->UpdateMovingAverages(); + unsigned int countedTxs = 0; - // Repopulate the current block states + // Update averages with data points from current block for (unsigned int i = 0; i < entries.size(); i++) { if (processBlockTx(nBlockHeight, entries[i])) countedTxs++; } - // Update all exponential averages with the current block state - feeStats->UpdateMovingAverages(); - shortStats->UpdateMovingAverages(); - longStats->UpdateMovingAverages(); LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy after updating estimates for %u of %u txs in block, since last block %u of %u tracked, new mempool map size %u\n", countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size()); |