Refactor SelectCoinsMinConf() and add unit tests.

AvailableCoins() makes a vector of available outputs which is then passed to SelectCoinsMinConf().  This allows unit tests to test the coin selection algorithm without having the whole blockchain available.

1 files changed, 256 insertions, 0 deletions

diff --git a/src/test/wallet_tests.cpp b/src/test/wallet_tests.cpp
new file mode 100644
index 0000000000..705609464a
--- /dev/null
+++ b/src/test/wallet_tests.cpp
@@ -0,0 +1,256 @@
+#include <boost/test/unit_test.hpp>
+
+#include "main.h"
+#include "wallet.h"
+
+// 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
+
+using namespace std;
+
+BOOST_AUTO_TEST_SUITE(wallet_tests)
+
+static CWallet wallet;
+static vector<COutput> vCoins;
+
+static void add_coin(int64 nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0)
+{
+    static int i;
+    CTransaction* tx = new CTransaction;
+    tx->nLockTime = i++;        // so all transactions get different hashes
+    tx->vout.resize(nInput+1);
+    tx->vout[nInput].nValue = nValue;
+    CWalletTx* wtx = new CWalletTx(&wallet, *tx);
+    delete tx;
+    if (fIsFromMe)
+    {
+        // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(),
+        // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe()
+        wtx->vin.resize(1);
+        wtx->fDebitCached = true;
+        wtx->nDebitCached = 1;
+    }
+    COutput output(wtx, nInput, nAge);
+    vCoins.push_back(output);
+}
+
+static void empty_wallet(void)
+{
+    BOOST_FOREACH(COutput output, vCoins)
+        delete output.tx;
+    vCoins.clear();
+}
+
+BOOST_AUTO_TEST_CASE(coin_selection_tests)
+{
+    static set<pair<const CWalletTx*,unsigned int> > setCoinsRet;
+    static int64 nValueRet;
+
+    // test multiple times to allow for differences in the shuffle order
+    for (int i = 0; i < RUN_TESTS; i++)
+    {
+        empty_wallet();
+
+        // with an empty wallet we can't even pay one cent
+        BOOST_CHECK(!wallet.SelectCoinsMinConf( 1 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
+
+        add_coin(1*CENT, 4);        // add a new 1 cent coin
+
+        // with a new 1 cent coin, we still can't find a mature 1 cent
+        BOOST_CHECK(!wallet.SelectCoinsMinConf( 1 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
+
+        // but we can find a new 1 cent
+        BOOST_CHECK( wallet.SelectCoinsMinConf( 1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
+
+        add_coin(2*CENT);           // add a mature 2 cent coin
+
+        // we can't make 3 cents of mature coins
+        BOOST_CHECK(!wallet.SelectCoinsMinConf( 3 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
+
+        // we can make 3 cents of new  coins
+        BOOST_CHECK( wallet.SelectCoinsMinConf( 3 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
+
+        add_coin(5*CENT);           // add a mature 5 cent coin,
+        add_coin(10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
+        add_coin(20*CENT);          // and a mature 20 cent coin
+
+        // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27.  total = 38
+
+        // we can't make 38 cents only if we disallow new coins:
+        BOOST_CHECK(!wallet.SelectCoinsMinConf(38 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
+        // we can't even make 37 cents if we don't allow new coins even if they're from us
+        BOOST_CHECK(!wallet.SelectCoinsMinConf(38 * CENT, 6, 6, vCoins, setCoinsRet, nValueRet));
+        // but we can make 37 cents if we accept new coins from ourself
+        BOOST_CHECK( wallet.SelectCoinsMinConf(37 * CENT, 1, 6, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
+        // and we can make 38 cents if we accept all new coins
+        BOOST_CHECK( wallet.SelectCoinsMinConf(38 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
+
+        // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
+        BOOST_CHECK( wallet.SelectCoinsMinConf(34 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        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
+        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));
+        BOOST_CHECK(nValueRet == 8 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3);
+
+        // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
+        BOOST_CHECK( wallet.SelectCoinsMinConf( 9 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
+
+        // now clear out the wallet and start again to test chosing between subsets of smaller coins and the next biggest coin
+        empty_wallet();
+
+        add_coin( 6*CENT);
+        add_coin( 7*CENT);
+        add_coin( 8*CENT);
+        add_coin(20*CENT);
+        add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total
+
+        // check that we have 71 and not 72
+        BOOST_CHECK( wallet.SelectCoinsMinConf(71 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK(!wallet.SelectCoinsMinConf(72 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+
+        // now try making 16 cents.  the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
+        BOOST_CHECK( wallet.SelectCoinsMinConf(16 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
+
+        add_coin( 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
+
+        // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
+        BOOST_CHECK( wallet.SelectCoinsMinConf(16 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3);
+
+        add_coin( 18*CENT); // now we have 5+6+7+8+18+20+30
+
+        // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
+        BOOST_CHECK( wallet.SelectCoinsMinConf(16 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        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
+        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
+        add_coin( 1*COIN);
+        add_coin( 2*COIN);
+        add_coin( 3*COIN);
+        add_coin( 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
+        BOOST_CHECK( wallet.SelectCoinsMinConf(95 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * COIN);  // we should get 1 bitcoin in 1 coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
+
+        BOOST_CHECK( wallet.SelectCoinsMinConf(195 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 2 * COIN);  // we should get 2 bitcoins in 1 coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
+
+        // empty the wallet and start again, now with fractions of a cent, to test sub-cent change avoidance
+        empty_wallet();
+        add_coin(0.1*CENT);
+        add_coin(0.2*CENT);
+        add_coin(0.3*CENT);
+        add_coin(0.4*CENT);
+        add_coin(0.5*CENT);
+
+        // try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 = 1.5 cents
+        // we'll get sub-cent change whatever happens, so can expect 1.0 exactly
+        BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
+
+        // but if we add a bigger coin, making it possible to avoid sub-cent change, things change:
+        add_coin(1111*CENT);
+
+        // 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 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
+        BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+#ifdef STRICT
+        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
+        empty_wallet();
+        for (int i = 0; i < 20; i++)
+            add_coin(50000 * COIN);
+
+        BOOST_CHECK( wallet.SelectCoinsMinConf(500000 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
+#ifdef STRICT
+        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
+
+        // sometimes it will fail, and so we use the next biggest coin:
+        empty_wallet();
+        add_coin(0.5 * CENT);
+        add_coin(0.6 * CENT);
+        add_coin(0.7 * CENT);
+        add_coin(1111 * CENT);
+        BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1111 * CENT); // we get the bigger coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
+
+        // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
+        empty_wallet();
+        add_coin(0.4 * CENT);
+        add_coin(0.6 * CENT);
+        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 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
+    }
+}
+
+BOOST_AUTO_TEST_SUITE_END()