Move original knapsack solver tests to coinselector_tests.cpp

1 files changed, 330 insertions, 0 deletions

diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp
index d4f432e361..aa1579c20f 100644
--- a/src/wallet/test/coinselector_tests.cpp
+++ b/src/wallet/test/coinselector_tests.cpp
@@ -15,6 +15,15 @@
 
 BOOST_FIXTURE_TEST_SUITE(coin_selection_tests, WalletTestingSetup)
 
+// 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
+
+// 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
+
+std::vector<std::unique_ptr<CWalletTx>> wtxn;
+
 typedef std::set<CInputCoin> CoinSet;
 
 static std::vector<COutput> vCoins;
@@ -36,6 +45,35 @@ static void add_coin(const CAmount& nValue, int nInput, CoinSet& set)
     set.emplace(MakeTransactionRef(tx), nInput);
 }
 
+static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0)
+{
+    static int nextLockTime = 0;
+    CMutableTransaction tx;
+    tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
+    tx.vout.resize(nInput + 1);
+    tx.vout[nInput].nValue = nValue;
+    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()
+        tx.vin.resize(1);
+    }
+    std::unique_ptr<CWalletTx> wtx(new CWalletTx(&testWallet, MakeTransactionRef(std::move(tx))));
+    if (fIsFromMe)
+    {
+        wtx->fDebitCached = true;
+        wtx->nDebitCached = 1;
+    }
+    COutput output(wtx.get(), nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
+    vCoins.push_back(output);
+    wtxn.emplace_back(std::move(wtx));
+}
+
+static void empty_wallet(void)
+{
+    vCoins.clear();
+    wtxn.clear();
+}
+
 static bool equal_sets(CoinSet a, CoinSet b)
 {
     std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
@@ -168,4 +206,296 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     }
 }
 
+CoinEligibilityFilter filter_standard(1, 6, 0);
+CoinEligibilityFilter filter_confirmed(1, 1, 0);
+CoinEligibilityFilter filter_standard_extra(6, 6, 0);
+
+BOOST_AUTO_TEST_CASE(knapsack_solver_test)
+{
+    CoinSet setCoinsRet, setCoinsRet2;
+    CAmount nValueRet;
+
+    LOCK(testWallet.cs_wallet);
+
+    // 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(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, 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(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));
+
+        // but we can find a new 1 cent
+        BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, 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(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));
+
+        // we can make 3 cents of new coins
+        BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, 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(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, 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(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, vCoins, setCoinsRet, nValueRet));
+        // but we can make 37 cents if we accept new coins from ourself
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
+        // and we can make 38 cents if we accept all new coins
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, 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( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 35 * CENT);       // but 35 cents is closest
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);     // 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.  We should see just 2+5
+        BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
+
+        // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
+        BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK(nValueRet == 8 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
+
+        // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
+        BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
+
+        // now clear out the wallet and start again to test choosing 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( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, 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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
+
+        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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
+
+        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( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT);  // we should get 18 in 1 coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins
+
+        // now try making 11 cents.  we should get 5+6
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
+
+        // 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( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * COIN);  // we should get 1 BTC in 1 coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
+
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 2 * COIN);  // we should get 2 BTC in 1 coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
+
+        // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
+
+        empty_wallet();
+        add_coin(MIN_CHANGE * 1 / 10);
+        add_coin(MIN_CHANGE * 2 / 10);
+        add_coin(MIN_CHANGE * 3 / 10);
+        add_coin(MIN_CHANGE * 4 / 10);
+        add_coin(MIN_CHANGE * 5 / 10);
+
+        // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
+        // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
+
+        // but if we add a bigger coin, small change is avoided
+        add_coin(1111*MIN_CHANGE);
+
+        // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
+
+        // if we add more small coins:
+        add_coin(MIN_CHANGE * 6 / 10);
+        add_coin(MIN_CHANGE * 7 / 10);
+
+        // and try again to make 1.0 * MIN_CHANGE
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
+
+        // 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 j = 0; j < 20; j++)
+            add_coin(50000 * COIN);
+
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
+
+        // if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE 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(MIN_CHANGE * 5 / 10);
+        add_coin(MIN_CHANGE * 6 / 10);
+        add_coin(MIN_CHANGE * 7 / 10);
+        add_coin(1111 * MIN_CHANGE);
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
+
+        // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
+        empty_wallet();
+        add_coin(MIN_CHANGE * 4 / 10);
+        add_coin(MIN_CHANGE * 6 / 10);
+        add_coin(MIN_CHANGE * 8 / 10);
+        add_coin(1111 * MIN_CHANGE);
+        BOOST_CHECK( testWallet.SelectCoinsMinConf(MIN_CHANGE, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);   // we should get the exact amount
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6
+
+        // test avoiding small change
+        empty_wallet();
+        add_coin(MIN_CHANGE * 5 / 100);
+        add_coin(MIN_CHANGE * 1);
+        add_coin(MIN_CHANGE * 100);
+
+        // trying to make 100.01 from these three coins
+        BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
+
+        // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
+        BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
+
+        // test with many inputs
+        for (CAmount amt=1500; amt < COIN; amt*=10) {
+             empty_wallet();
+             // Create 676 inputs (=  (old MAX_STANDARD_TX_SIZE == 100000)  / 148 bytes per input)
+             for (uint16_t j = 0; j < 676; j++)
+                 add_coin(amt);
+             BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, vCoins, setCoinsRet, nValueRet));
+             if (amt - 2000 < MIN_CHANGE) {
+                 // needs more than one input:
+                 uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
+                 CAmount returnValue = amt * returnSize;
+                 BOOST_CHECK_EQUAL(nValueRet, returnValue);
+                 BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
+             } else {
+                 // one input is sufficient:
+                 BOOST_CHECK_EQUAL(nValueRet, amt);
+                 BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
+             }
+        }
+
+        // test randomness
+        {
+            empty_wallet();
+            for (int i2 = 0; i2 < 100; i2++)
+                add_coin(COIN);
+
+            // picking 50 from 100 coins doesn't depend on the shuffle,
+            // but does depend on randomness in the stochastic approximation code
+            BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet , nValueRet));
+            BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, vCoins, setCoinsRet2, nValueRet));
+            BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
+
+            int fails = 0;
+            for (int j = 0; j < RANDOM_REPEATS; j++)
+            {
+                // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
+                // run the test RANDOM_REPEATS times and only complain if all of them fail
+                BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet , nValueRet));
+                BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, vCoins, setCoinsRet2, nValueRet));
+                if (equal_sets(setCoinsRet, setCoinsRet2))
+                    fails++;
+            }
+            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
+
+            // add 75 cents in small change.  not enough to make 90 cents,
+            // then try making 90 cents.  there are multiple competing "smallest bigger" coins,
+            // one of which should be picked at random
+            add_coin(5 * CENT);
+            add_coin(10 * CENT);
+            add_coin(15 * CENT);
+            add_coin(20 * CENT);
+            add_coin(25 * CENT);
+
+            fails = 0;
+            for (int j = 0; j < RANDOM_REPEATS; j++)
+            {
+                // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
+                // run the test RANDOM_REPEATS times and only complain if all of them fail
+                BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet , nValueRet));
+                BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, vCoins, setCoinsRet2, nValueRet));
+                if (equal_sets(setCoinsRet, setCoinsRet2))
+                    fails++;
+            }
+            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
+        }
+    }
+    empty_wallet();
+}
+
+BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
+{
+    CoinSet setCoinsRet;
+    CAmount nValueRet;
+
+    LOCK(testWallet.cs_wallet);
+
+    empty_wallet();
+
+    // Test vValue sort order
+    for (int i = 0; i < 1000; i++)
+        add_coin(1000 * COIN);
+    add_coin(3 * COIN);
+
+    BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, vCoins, setCoinsRet, nValueRet));
+    BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
+    BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
+
+    empty_wallet();
+}
+
 BOOST_AUTO_TEST_SUITE_END()