Change parameters for fee estimation and estimates on all 3 time horizons.

Make feerate buckets smaller (5% instead of 10%) and make the 3 different horizons have half lifes of 3 hours, 1 day and 1 week respectively.

1 files changed, 15 insertions, 12 deletions

diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp
index ed6782ea34..942efce0f7 100644
--- a/src/test/policyestimator_tests.cpp
+++ b/src/test/policyestimator_tests.cpp
@@ -50,8 +50,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
     int blocknum = 0;
 
     // Loop through 200 blocks
-    // At a decay .998 and 4 fee transactions per block
-    // This makes the tx count about 1.33 per bucket, above the 1 threshold
+    // At a decay .9952 and 4 fee transactions per block
+    // This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
     while (blocknum < 200) {
         for (int j = 0; j < 10; j++) { // For each fee
             for (int k = 0; k < 4; k++) { // add 4 fee txs
@@ -75,18 +75,17 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
         }
         mpool.removeForBlock(block, ++blocknum);
         block.clear();
-        if (blocknum == 30) {
-            // At this point we should need to combine 5 buckets to get enough data points
-            // So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around
-            // 8*baserate.  estimateFee(4) %'s are 100,100,100,100,90 = average 98%
+        // Check after just a few txs that combining buckets works as expected
+        if (blocknum == 3) {
+            // At this point we should need to combine 3 buckets to get enough data points
+            // So estimateFee(1) should fail and estimateFee(2) should return somewhere around
+            // 9*baserate.  estimateFee(2) %'s are 100,100,90 = average 97%
             BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
-            BOOST_CHECK(feeEst.estimateFee(2) == CFeeRate(0));
-            BOOST_CHECK(feeEst.estimateFee(3) == CFeeRate(0));
-            BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
-            BOOST_CHECK(feeEst.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
+            BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee);
+            BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee);
             int answerFound;
-            BOOST_CHECK(feeEst.estimateSmartFee(1, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
-            BOOST_CHECK(feeEst.estimateSmartFee(3, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
+            BOOST_CHECK(feeEst.estimateSmartFee(1, &answerFound, mpool) == feeEst.estimateFee(2) && answerFound == 2);
+            BOOST_CHECK(feeEst.estimateSmartFee(2, &answerFound, mpool) == feeEst.estimateFee(2) && answerFound == 2);
             BOOST_CHECK(feeEst.estimateSmartFee(4, &answerFound, mpool) == feeEst.estimateFee(4) && answerFound == 4);
             BOOST_CHECK(feeEst.estimateSmartFee(8, &answerFound, mpool) == feeEst.estimateFee(8) && answerFound == 8);
         }
@@ -113,6 +112,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
             BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK());
         }
     }
+    // Fill out rest of the original estimates
+    for (int i = 10; i <= 48; i++) {
+        origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
+    }
 
     // Mine 50 more blocks with no transactions happening, estimates shouldn't change
     // We haven't decayed the moving average enough so we still have enough data points in every bucket