Merge branch 'refactor_coinselect' of https://github.com/luke-jr/bitcoin

3 files changed, 437 insertions, 83 deletions

diff --git a/src/test/wallet_tests.cpp b/src/test/wallet_tests.cpp
new file mode 100644
index 0000000000..9b77b284e6
--- /dev/null
+++ b/src/test/wallet_tests.cpp
@@ -0,0 +1,295 @@
+#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
+
+// 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
+
+using namespace std;
+
+typedef set<pair<const CWalletTx*,unsigned int> > CoinSet;
+
+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();
+}
+
+static bool equal_sets(CoinSet a, CoinSet b)
+{
+    pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
+    return ret.first == a.end() && ret.second == b.end();
+}
+
+BOOST_AUTO_TEST_CASE(coin_selection_tests)
+{
+    static CoinSet setCoinsRet, setCoinsRet2;
+    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.  We should see just 2+5
+        BOOST_CHECK( wallet.SelectCoinsMinConf( 7 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
+
+        // 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 should get 5+6
+        BOOST_CHECK( wallet.SelectCoinsMinConf(11 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
+        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));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
+
+        // 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, we can still make 1.0 cents
+        BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // 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 i = 0; i < 20; i++)
+            add_coin(50000 * COIN);
+
+        BOOST_CHECK( wallet.SelectCoinsMinConf(500000 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 10); // in ten coins
+
+        // 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));
+        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);   // we should get the exact amount
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2); // in two coins 0.4+0.6
+
+        // test avoiding sub-cent change
+        empty_wallet();
+        add_coin(0.0005 * COIN);
+        add_coin(0.01 * COIN);
+        add_coin(1 * COIN);
+
+        // trying to make 1.0001 from these three coins
+        BOOST_CHECK( wallet.SelectCoinsMinConf(1.0001 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1.0105 * COIN);   // we should get all coins
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3);
+
+        // but if we try to make 0.999, we should take the bigger of the two small coins to avoid sub-cent change
+        BOOST_CHECK( wallet.SelectCoinsMinConf(0.999 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
+        BOOST_CHECK_EQUAL(nValueRet, 1.01 * COIN);   // we should get 1 + 0.01
+        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
+
+        // 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(wallet.SelectCoinsMinConf(50 * COIN, 1, 6, vCoins, setCoinsRet , nValueRet));
+            BOOST_CHECK(wallet.SelectCoinsMinConf(50 * COIN, 1, 6, vCoins, setCoinsRet2, nValueRet));
+            BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
+
+            int fails = 0;
+            for (int i = 0; i < RANDOM_REPEATS; i++)
+            {
+                // 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(wallet.SelectCoinsMinConf(COIN, 1, 6, vCoins, setCoinsRet , nValueRet));
+                BOOST_CHECK(wallet.SelectCoinsMinConf(COIN, 1, 6, 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 i = 0; i < RANDOM_REPEATS; i++)
+            {
+                // 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(wallet.SelectCoinsMinConf(90*CENT, 1, 6, vCoins, setCoinsRet , nValueRet));
+                BOOST_CHECK(wallet.SelectCoinsMinConf(90*CENT, 1, 6, vCoins, setCoinsRet2, nValueRet));
+                if (equal_sets(setCoinsRet, setCoinsRet2))
+                    fails++;
+            }
+            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
+        }
+    }
+}
+
+BOOST_AUTO_TEST_SUITE_END()
diff --git a/src/wallet.cpp b/src/wallet.cpp
index 4e3b559f6a..127d580803 100644
--- a/src/wallet.cpp
+++ b/src/wallet.cpp
@@ -17,6 +17,15 @@ using namespace std;
 // mapWallet
 //
 
+struct CompareValueOnly
+{
+    bool operator()(const pair<int64, pair<const CWalletTx*, unsigned int> >& t1,
+                    const pair<int64, pair<const CWalletTx*, unsigned int> >& t2) const
+    {
+        return t1.first < t2.first;
+    }
+};
+
 CPubKey CWallet::GenerateNewKey()
 {
     bool fCompressed = CanSupportFeature(FEATURE_COMPRPUBKEY); // default to compressed public keys if we want 0.6.0 wallets
@@ -889,98 +898,39 @@ int64 CWallet::GetImmatureBalance() const
     return nTotal;
 }
 
-bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
+// populate vCoins with vector of spendable COutputs
+void CWallet::AvailableCoins(vector<COutput>& vCoins) const
 {
-    setCoinsRet.clear();
-    nValueRet = 0;
-
-    // List of values less than target
-    pair<int64, pair<const CWalletTx*,unsigned int> > coinLowestLarger;
-    coinLowestLarger.first = std::numeric_limits<int64>::max();
-    coinLowestLarger.second.first = NULL;
-    vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
-    int64 nTotalLower = 0;
+    vCoins.clear();
 
     {
-       LOCK(cs_wallet);
-       vector<const CWalletTx*> vCoins;
-       vCoins.reserve(mapWallet.size());
-       for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it)
-           vCoins.push_back(&(*it).second);
-       random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
-
-       BOOST_FOREACH(const CWalletTx* pcoin, vCoins)
-       {
+        LOCK(cs_wallet);
+        for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it)
+        {
+            const CWalletTx* pcoin = &(*it).second;
+
             if (!pcoin->IsFinal() || !pcoin->IsConfirmed())
                 continue;
 
             if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
                 continue;
 
-            int nDepth = pcoin->GetDepthInMainChain();
-            if (nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
-                continue;
-
             for (unsigned int i = 0; i < pcoin->vout.size(); i++)
-            {
-                if (pcoin->IsSpent(i) || !IsMine(pcoin->vout[i]))
-                    continue;
-
-                int64 n = pcoin->vout[i].nValue;
-
-                if (n <= 0)
-                    continue;
-
-                pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin,i));
-
-                if (n == nTargetValue)
-                {
-                    setCoinsRet.insert(coin.second);
-                    nValueRet += coin.first;
-                    return true;
-                }
-                else if (n < nTargetValue + CENT)
-                {
-                    vValue.push_back(coin);
-                    nTotalLower += n;
-                }
-                else if (n < coinLowestLarger.first)
-                {
-                    coinLowestLarger = coin;
-                }
-            }
-        }
-    }
-
-    if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
-    {
-        for (unsigned int i = 0; i < vValue.size(); ++i)
-        {
-            setCoinsRet.insert(vValue[i].second);
-            nValueRet += vValue[i].first;
+                if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
+                    vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
         }
-        return true;
-    }
-
-    if (nTotalLower < nTargetValue + (coinLowestLarger.second.first ? CENT : 0))
-    {
-        if (coinLowestLarger.second.first == NULL)
-            return false;
-        setCoinsRet.insert(coinLowestLarger.second);
-        nValueRet += coinLowestLarger.first;
-        return true;
     }
+}
 
-    if (nTotalLower >= nTargetValue + CENT)
-        nTargetValue += CENT;
-
-    // Solve subset sum by stochastic approximation
-    sort(vValue.rbegin(), vValue.rend());
+static void ApproximateBestSubset(vector<pair<int64, pair<const CWalletTx*,unsigned int> > >vValue, int64 nTotalLower, int64 nTargetValue,
+                                  vector<char>& vfBest, int64& nBest, int iterations = 1000)
+{
     vector<char> vfIncluded;
-    vector<char> vfBest(vValue.size(), true);
-    int64 nBest = nTotalLower;
 
-    for (int nRep = 0; nRep < 1000 && nBest != nTargetValue; nRep++)
+    vfBest.assign(vValue.size(), true);
+    nBest = nTotalLower;
+
+    for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
     {
         vfIncluded.assign(vValue.size(), false);
         int64 nTotal = 0;
@@ -1008,9 +958,84 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
             }
         }
     }
+}
+
+bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
+                                 set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
+{
+    setCoinsRet.clear();
+    nValueRet = 0;
+
+    // List of values less than target
+    pair<int64, pair<const CWalletTx*,unsigned int> > coinLowestLarger;
+    coinLowestLarger.first = std::numeric_limits<int64>::max();
+    coinLowestLarger.second.first = NULL;
+    vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
+    int64 nTotalLower = 0;
+
+    random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
+
+    BOOST_FOREACH(COutput output, vCoins)
+    {
+        const CWalletTx *pcoin = output.tx;
+
+        if (output.nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
+            continue;
+
+        int i = output.i;
+        int64 n = pcoin->vout[i].nValue;
+
+        pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin, i));
+
+        if (n == nTargetValue)
+        {
+            setCoinsRet.insert(coin.second);
+            nValueRet += coin.first;
+            return true;
+        }
+        else if (n < nTargetValue + CENT)
+        {
+            vValue.push_back(coin);
+            nTotalLower += n;
+        }
+        else if (n < coinLowestLarger.first)
+        {
+            coinLowestLarger = coin;
+        }
+    }
+
+    if (nTotalLower == nTargetValue)
+    {
+        for (unsigned int i = 0; i < vValue.size(); ++i)
+        {
+            setCoinsRet.insert(vValue[i].second);
+            nValueRet += vValue[i].first;
+        }
+        return true;
+    }
 
-    // If the next larger is still closer, return it
-    if (coinLowestLarger.second.first && coinLowestLarger.first - nTargetValue <= nBest - nTargetValue)
+    if (nTotalLower < nTargetValue)
+    {
+        if (coinLowestLarger.second.first == NULL)
+            return false;
+        setCoinsRet.insert(coinLowestLarger.second);
+        nValueRet += coinLowestLarger.first;
+        return true;
+    }
+
+    // Solve subset sum by stochastic approximation
+    sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
+    vector<char> vfBest;
+    int64 nBest;
+
+    ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
+    if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
+        ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
+
+    // If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
+    //                                   or the next bigger coin is closer), return the bigger coin
+    if (coinLowestLarger.second.first &&
+        ((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
     {
         setCoinsRet.insert(coinLowestLarger.second);
         nValueRet += coinLowestLarger.first;
@@ -1036,9 +1061,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
 
 bool CWallet::SelectCoins(int64 nTargetValue, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
 {
-    return (SelectCoinsMinConf(nTargetValue, 1, 6, setCoinsRet, nValueRet) ||
-            SelectCoinsMinConf(nTargetValue, 1, 1, setCoinsRet, nValueRet) ||
-            SelectCoinsMinConf(nTargetValue, 0, 1, setCoinsRet, nValueRet));
+    vector<COutput> vCoins;
+    AvailableCoins(vCoins);
+
+    return (SelectCoinsMinConf(nTargetValue, 1, 6, vCoins, setCoinsRet, nValueRet) ||
+            SelectCoinsMinConf(nTargetValue, 1, 1, vCoins, setCoinsRet, nValueRet) ||
+            SelectCoinsMinConf(nTargetValue, 0, 1, vCoins, setCoinsRet, nValueRet));
 }
 
 
diff --git a/src/wallet.h b/src/wallet.h
index dfdb7b8257..b2e0e5260e 100644
--- a/src/wallet.h
+++ b/src/wallet.h
@@ -14,6 +14,7 @@
 class CWalletTx;
 class CReserveKey;
 class CWalletDB;
+class COutput;
 
 /** (client) version numbers for particular wallet features */
 enum WalletFeature
@@ -60,7 +61,7 @@ public:
 class CWallet : public CCryptoKeyStore
 {
 private:
-    bool SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
+    void AvailableCoins(std::vector<COutput>& vCoins) const;
     bool SelectCoins(int64 nTargetValue, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
 
     CWalletDB *pwalletdbEncryption;
@@ -112,6 +113,8 @@ public:
     // check whether we are allowed to upgrade (or already support) to the named feature
     bool CanSupportFeature(enum WalletFeature wf) { return nWalletMaxVersion >= wf; }
 
+    bool SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, std::vector<COutput> vCoins, std::set<std::pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const;
+
     // keystore implementation
     // Generate a new key
     CPubKey GenerateNewKey();
@@ -602,6 +605,34 @@ public:
 };
 
 
+
+
+class COutput
+{
+public:
+    const CWalletTx *tx;
+    int i;
+    int nDepth;
+
+    COutput(const CWalletTx *txIn, int iIn, int nDepthIn)
+    {
+        tx = txIn; i = iIn; nDepth = nDepthIn;
+    }
+
+    std::string ToString() const
+    {
+        return strprintf("COutput(%s, %d, %d) [%s]", tx->GetHash().ToString().substr(0,10).c_str(), i, nDepth, FormatMoney(tx->vout[i].nValue).c_str());
+    }
+
+    void print() const
+    {
+        printf("%s\n", ToString().c_str());
+    }
+};
+
+
+
+
 /** Private key that includes an expiration date in case it never gets used. */
 class CWalletKey
 {