Set effective_value when initializing a COutput

Previously in COutput, effective_value was initialized as the absolute
value of the txout, and fee as 0. effective_value along with fee were
calculated outside of the COutput constructor and set after the
object had been initialized. These changes will allow either the fee
or the feerate to be passed in a COutput constructor. If either are
provided, fee and effective_value are calculated and set in the
constructor. As a result, AvailableCoins also needs to be passed the
feerate when utxos are being spent. When balance is calculated or the
coins are being listed and feerate is neither available nor required,
AvailableCoinsListUnspent is used instead, which runs AvailableCoins
while providing the default value for feerate. Unit tests for the
calculation of effective value have also been added.

1 files changed, 70 insertions, 24 deletions

diff --git a/src/wallet/test/coinselector_tests.cpp b/src/wallet/test/coinselector_tests.cpp
index d851101260..76f28917a4 100644
--- a/src/wallet/test/coinselector_tests.cpp
+++ b/src/wallet/test/coinselector_tests.cpp
@@ -41,7 +41,7 @@ static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& se
     tx.vout.resize(nInput + 1);
     tx.vout[nInput].nValue = nValue;
     tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
-    set.emplace_back(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false);
+    set.emplace_back(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
 }
 
 static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
@@ -50,7 +50,7 @@ static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
     tx.vout.resize(nInput + 1);
     tx.vout[nInput].nValue = nValue;
     tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
-    COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false);
+    COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
     OutputGroup group;
     group.Insert(output, /*ancestors=*/ 0, /*descendants=*/ 0, /*positive_only=*/ true);
     result.AddInput(group);
@@ -62,14 +62,12 @@ static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fe
     tx.vout.resize(nInput + 1);
     tx.vout[nInput].nValue = nValue;
     tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
-    COutput coin(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false);
-    coin.effective_value = nValue - fee;
-    coin.fee = fee;
+    COutput coin(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ 148, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fee);
     coin.long_term_fee = long_term_fee;
     set.insert(coin);
 }
 
-static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
+static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
 {
     CMutableTransaction tx;
     tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
@@ -88,7 +86,7 @@ static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount
     auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
     assert(ret.second);
     CWalletTx& wtx = (*ret.first).second;
-    coins.emplace_back(COutPoint(wtx.GetHash(), nInput), wtx.tx->vout.at(nInput), nAge, GetTxSpendSize(wallet, wtx, nInput), /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe);
+    coins.emplace_back(COutPoint(wtx.GetHash(), nInput), wtx.tx->vout.at(nInput), nAge, GetTxSpendSize(wallet, wtx, nInput), /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, wtx.GetTxTime(), fIsFromMe, feerate);
 }
 
 /** Check if SelectionResult a is equivalent to SelectionResult b.
@@ -311,13 +309,13 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
 
         std::vector<COutput> coins;
 
-        add_coin(coins, *wallet, 1);
+        add_coin(coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
         coins.at(0).input_bytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
         BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
 
         // Test fees subtracted from output:
         coins.clear();
-        add_coin(coins, *wallet, 1 * CENT);
+        add_coin(coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
         coins.at(0).input_bytes = 40;
         coin_selection_params_bnb.m_subtract_fee_outputs = true;
         const auto result9 = SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
@@ -334,9 +332,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
 
         std::vector<COutput> coins;
 
-        add_coin(coins, *wallet, 5 * CENT, 6 * 24, false, 0, true);
-        add_coin(coins, *wallet, 3 * CENT, 6 * 24, false, 0, true);
-        add_coin(coins, *wallet, 2 * CENT, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
         CCoinControl coin_control;
         coin_control.fAllowOtherInputs = true;
         coin_control.Select(coins.at(0).outpoint);
@@ -353,36 +351,49 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
 
         std::vector<COutput> coins;
 
-        add_coin(coins, *wallet, 10 * CENT, 6 * 24, false, 0, true);
-        add_coin(coins, *wallet, 9 * CENT, 6 * 24, false, 0, true);
-        add_coin(coins, *wallet, 1 * CENT, 6 * 24, false, 0, true);
-
         // single coin should be selected when effective fee > long term fee
+        coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
+        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
+
+        add_coin(coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+
         expected_result.Clear();
         add_coin(10 * CENT, 2, expected_result);
         CCoinControl coin_control;
-        coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
-        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
         const auto result11 = SelectCoins(*wallet, coins, 10 * CENT, coin_control, coin_selection_params_bnb);
         BOOST_CHECK(EquivalentResult(expected_result, *result11));
+        coins.clear();
 
         // more coins should be selected when effective fee < long term fee
+        coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
+        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);
+
+        add_coin(coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+
         expected_result.Clear();
         add_coin(9 * CENT, 2, expected_result);
         add_coin(1 * CENT, 2, expected_result);
-        coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
-        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);
         const auto result12 = SelectCoins(*wallet, coins, 10 * CENT, coin_control, coin_selection_params_bnb);
         BOOST_CHECK(EquivalentResult(expected_result, *result12));
+        coins.clear();
 
         // pre selected coin should be selected even if disadvantageous
+        coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
+        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
+
+        add_coin(coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+        add_coin(coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
+
         expected_result.Clear();
         add_coin(9 * CENT, 2, expected_result);
         add_coin(1 * CENT, 2, expected_result);
         coin_control.fAllowOtherInputs = true;
         coin_control.Select(coins.at(1).outpoint); // pre select 9 coin
-        coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
-        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
         const auto result13 = SelectCoins(*wallet, coins, 10 * CENT, coin_control, coin_selection_params_bnb);
         BOOST_CHECK(EquivalentResult(expected_result, *result13));
     }
@@ -409,7 +420,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         // with an empty wallet we can't even pay one cent
         BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT));
 
-        add_coin(coins, *wallet, 1*CENT, 4);        // add a new 1 cent coin
+        add_coin(coins, *wallet, 1*CENT, CFeeRate(0), 4);        // add a new 1 cent coin
 
         // with a new 1 cent coin, we still can't find a mature 1 cent
         BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT, CENT));
@@ -430,7 +441,7 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
         BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
 
         add_coin(coins, *wallet, 5*CENT);           // add a mature 5 cent coin,
-        add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
+        add_coin(coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
         add_coin(coins, *wallet, 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
@@ -857,5 +868,40 @@ BOOST_AUTO_TEST_CASE(waste_test)
     BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /* change cost */ 0, new_target));
 }
 
+BOOST_AUTO_TEST_CASE(effective_value_test)
+{
+    const int input_bytes = 148;
+    const CFeeRate feerate(1000);
+    const CAmount nValue = 10000;
+    const int nInput = 0;
+
+    CMutableTransaction tx;
+    tx.vout.resize(1);
+    tx.vout[nInput].nValue = nValue;
+
+    // standard case, pass feerate in constructor
+    COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate);
+    const CAmount expected_ev1 = 9852; // 10000 - 148
+    BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
+
+    // input bytes unknown (input_bytes = -1), pass feerate in constructor
+    COutput output2(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, feerate);
+    BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
+
+    // negative effective value, pass feerate in constructor
+    COutput output3(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, CFeeRate(100000));
+    const CAmount expected_ev3 = -4800; // 10000 - 14800
+    BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
+
+    // standard case, pass fees in constructor
+    const CAmount fees = 148;
+    COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, input_bytes, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, fees);
+    BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
+
+    // input bytes unknown (input_bytes = -1), pass fees in constructor
+    COutput output5(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
+    BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
+}
+
 BOOST_AUTO_TEST_SUITE_END()
 } // namespace wallet