Rename rpc-tests directory to functional

1 files changed, 266 insertions, 0 deletions

diff --git a/test/functional/smartfees.py b/test/functional/smartfees.py
new file mode 100755
index 0000000000..49f2df5c37
--- /dev/null
+++ b/test/functional/smartfees.py
@@ -0,0 +1,266 @@
+#!/usr/bin/env python3
+# Copyright (c) 2014-2016 The Bitcoin Core developers
+# Distributed under the MIT software license, see the accompanying
+# file COPYING or http://www.opensource.org/licenses/mit-license.php.
+"""Test fee estimation code."""
+
+from collections import OrderedDict
+from test_framework.test_framework import BitcoinTestFramework
+from test_framework.util import *
+from test_framework.script import CScript, OP_1, OP_DROP, OP_2, OP_HASH160, OP_EQUAL, hash160, OP_TRUE
+from test_framework.mininode import CTransaction, CTxIn, CTxOut, COutPoint, ToHex, FromHex, COIN
+
+# Construct 2 trivial P2SH's and the ScriptSigs that spend them
+# So we can create many many transactions without needing to spend
+# time signing.
+redeem_script_1 = CScript([OP_1, OP_DROP])
+redeem_script_2 = CScript([OP_2, OP_DROP])
+P2SH_1 = CScript([OP_HASH160, hash160(redeem_script_1), OP_EQUAL])
+P2SH_2 = CScript([OP_HASH160, hash160(redeem_script_2), OP_EQUAL])
+
+# Associated ScriptSig's to spend satisfy P2SH_1 and P2SH_2
+SCRIPT_SIG = [CScript([OP_TRUE, redeem_script_1]), CScript([OP_TRUE, redeem_script_2])]
+
+global log
+
+def small_txpuzzle_randfee(from_node, conflist, unconflist, amount, min_fee, fee_increment):
+    """
+    Create and send a transaction with a random fee.
+    The transaction pays to a trivial P2SH script, and assumes that its inputs
+    are of the same form.
+    The function takes a list of confirmed outputs and unconfirmed outputs
+    and attempts to use the confirmed list first for its inputs.
+    It adds the newly created outputs to the unconfirmed list.
+    Returns (raw transaction, fee)
+    """
+    # It's best to exponentially distribute our random fees
+    # because the buckets are exponentially spaced.
+    # Exponentially distributed from 1-128 * fee_increment
+    rand_fee = float(fee_increment)*(1.1892**random.randint(0,28))
+    # Total fee ranges from min_fee to min_fee + 127*fee_increment
+    fee = min_fee - fee_increment + satoshi_round(rand_fee)
+    tx = CTransaction()
+    total_in = Decimal("0.00000000")
+    while total_in <= (amount + fee) and len(conflist) > 0:
+        t = conflist.pop(0)
+        total_in += t["amount"]
+        tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b""))
+    if total_in <= amount + fee:
+        while total_in <= (amount + fee) and len(unconflist) > 0:
+            t = unconflist.pop(0)
+            total_in += t["amount"]
+            tx.vin.append(CTxIn(COutPoint(int(t["txid"], 16), t["vout"]), b""))
+        if total_in <= amount + fee:
+            raise RuntimeError("Insufficient funds: need %d, have %d"%(amount+fee, total_in))
+    tx.vout.append(CTxOut(int((total_in - amount - fee)*COIN), P2SH_1))
+    tx.vout.append(CTxOut(int(amount*COIN), P2SH_2))
+    # These transactions don't need to be signed, but we still have to insert
+    # the ScriptSig that will satisfy the ScriptPubKey.
+    for inp in tx.vin:
+        inp.scriptSig = SCRIPT_SIG[inp.prevout.n]
+    txid = from_node.sendrawtransaction(ToHex(tx), True)
+    unconflist.append({ "txid" : txid, "vout" : 0 , "amount" : total_in - amount - fee})
+    unconflist.append({ "txid" : txid, "vout" : 1 , "amount" : amount})
+
+    return (ToHex(tx), fee)
+
+def split_inputs(from_node, txins, txouts, initial_split = False):
+    """
+    We need to generate a lot of inputs so we can generate a ton of transactions.
+    This function takes an input from txins, and creates and sends a transaction
+    which splits the value into 2 outputs which are appended to txouts.
+    Previously this was designed to be small inputs so they wouldn't have
+    a high coin age when the notion of priority still existed.
+    """
+    prevtxout = txins.pop()
+    tx = CTransaction()
+    tx.vin.append(CTxIn(COutPoint(int(prevtxout["txid"], 16), prevtxout["vout"]), b""))
+
+    half_change = satoshi_round(prevtxout["amount"]/2)
+    rem_change = prevtxout["amount"] - half_change  - Decimal("0.00001000")
+    tx.vout.append(CTxOut(int(half_change*COIN), P2SH_1))
+    tx.vout.append(CTxOut(int(rem_change*COIN), P2SH_2))
+
+    # If this is the initial split we actually need to sign the transaction
+    # Otherwise we just need to insert the proper ScriptSig
+    if (initial_split) :
+        completetx = from_node.signrawtransaction(ToHex(tx))["hex"]
+    else :
+        tx.vin[0].scriptSig = SCRIPT_SIG[prevtxout["vout"]]
+        completetx = ToHex(tx)
+    txid = from_node.sendrawtransaction(completetx, True)
+    txouts.append({ "txid" : txid, "vout" : 0 , "amount" : half_change})
+    txouts.append({ "txid" : txid, "vout" : 1 , "amount" : rem_change})
+
+def check_estimates(node, fees_seen, max_invalid, print_estimates = True):
+    """
+    This function calls estimatefee and verifies that the estimates
+    meet certain invariants.
+    """
+    all_estimates = [ node.estimatefee(i) for i in range(1,26) ]
+    if print_estimates:
+        log.info([str(all_estimates[e-1]) for e in [1,2,3,6,15,25]])
+    delta = 1.0e-6 # account for rounding error
+    last_e = max(fees_seen)
+    for e in [x for x in all_estimates if x >= 0]:
+        # Estimates should be within the bounds of what transactions fees actually were:
+        if float(e)+delta < min(fees_seen) or float(e)-delta > max(fees_seen):
+            raise AssertionError("Estimated fee (%f) out of range (%f,%f)"
+                                 %(float(e), min(fees_seen), max(fees_seen)))
+        # Estimates should be monotonically decreasing
+        if float(e)-delta > last_e:
+            raise AssertionError("Estimated fee (%f) larger than last fee (%f) for lower number of confirms"
+                                 %(float(e),float(last_e)))
+        last_e = e
+    valid_estimate = False
+    invalid_estimates = 0
+    for i,e in enumerate(all_estimates): # estimate is for i+1
+        if e >= 0:
+            valid_estimate = True
+            # estimatesmartfee should return the same result
+            assert_equal(node.estimatesmartfee(i+1)["feerate"], e)
+
+        else:
+            invalid_estimates += 1
+
+            # estimatesmartfee should still be valid
+            approx_estimate = node.estimatesmartfee(i+1)["feerate"]
+            answer_found = node.estimatesmartfee(i+1)["blocks"]
+            assert(approx_estimate > 0)
+            assert(answer_found > i+1)
+
+            # Once we're at a high enough confirmation count that we can give an estimate
+            # We should have estimates for all higher confirmation counts
+            if valid_estimate:
+                raise AssertionError("Invalid estimate appears at higher confirm count than valid estimate")
+
+    # Check on the expected number of different confirmation counts
+    # that we might not have valid estimates for
+    if invalid_estimates > max_invalid:
+        raise AssertionError("More than (%d) invalid estimates"%(max_invalid))
+    return all_estimates
+
+
+class EstimateFeeTest(BitcoinTestFramework):
+
+    def __init__(self):
+        super().__init__()
+        self.num_nodes = 3
+        self.setup_clean_chain = False
+
+    def setup_network(self):
+        """
+        We'll setup the network to have 3 nodes that all mine with different parameters.
+        But first we need to use one node to create a lot of outputs
+        which we will use to generate our transactions.
+        """
+        self.nodes = []
+        # Use node0 to mine blocks for input splitting
+        self.nodes.append(start_node(0, self.options.tmpdir, ["-maxorphantx=1000",
+                                                              "-whitelist=127.0.0.1"]))
+
+        self.log.info("This test is time consuming, please be patient")
+        self.log.info("Splitting inputs so we can generate tx's")
+        self.txouts = []
+        self.txouts2 = []
+        # Split a coinbase into two transaction puzzle outputs
+        split_inputs(self.nodes[0], self.nodes[0].listunspent(0), self.txouts, True)
+
+        # Mine
+        while (len(self.nodes[0].getrawmempool()) > 0):
+            self.nodes[0].generate(1)
+
+        # Repeatedly split those 2 outputs, doubling twice for each rep
+        # Use txouts to monitor the available utxo, since these won't be tracked in wallet
+        reps = 0
+        while (reps < 5):
+            #Double txouts to txouts2
+            while (len(self.txouts)>0):
+                split_inputs(self.nodes[0], self.txouts, self.txouts2)
+            while (len(self.nodes[0].getrawmempool()) > 0):
+                self.nodes[0].generate(1)
+            #Double txouts2 to txouts
+            while (len(self.txouts2)>0):
+                split_inputs(self.nodes[0], self.txouts2, self.txouts)
+            while (len(self.nodes[0].getrawmempool()) > 0):
+                self.nodes[0].generate(1)
+            reps += 1
+        self.log.info("Finished splitting")
+
+        # Now we can connect the other nodes, didn't want to connect them earlier
+        # so the estimates would not be affected by the splitting transactions
+        # Node1 mines small blocks but that are bigger than the expected transaction rate.
+        # NOTE: the CreateNewBlock code starts counting block size at 1,000 bytes,
+        # (17k is room enough for 110 or so transactions)
+        self.nodes.append(start_node(1, self.options.tmpdir,
+                                     ["-blockmaxsize=17000", "-maxorphantx=1000"]))
+        connect_nodes(self.nodes[1], 0)
+
+        # Node2 is a stingy miner, that
+        # produces too small blocks (room for only 55 or so transactions)
+        node2args = ["-blockmaxsize=8000", "-maxorphantx=1000"]
+
+        self.nodes.append(start_node(2, self.options.tmpdir, node2args))
+        connect_nodes(self.nodes[0], 2)
+        connect_nodes(self.nodes[2], 1)
+
+        self.is_network_split = False
+        self.sync_all()
+
+    def transact_and_mine(self, numblocks, mining_node):
+        min_fee = Decimal("0.00001")
+        # We will now mine numblocks blocks generating on average 100 transactions between each block
+        # We shuffle our confirmed txout set before each set of transactions
+        # small_txpuzzle_randfee will use the transactions that have inputs already in the chain when possible
+        # resorting to tx's that depend on the mempool when those run out
+        for i in range(numblocks):
+            random.shuffle(self.confutxo)
+            for j in range(random.randrange(100-50,100+50)):
+                from_index = random.randint(1,2)
+                (txhex, fee) = small_txpuzzle_randfee(self.nodes[from_index], self.confutxo,
+                                                      self.memutxo, Decimal("0.005"), min_fee, min_fee)
+                tx_kbytes = (len(txhex) // 2) / 1000.0
+                self.fees_per_kb.append(float(fee)/tx_kbytes)
+            sync_mempools(self.nodes[0:3], wait=.1)
+            mined = mining_node.getblock(mining_node.generate(1)[0],True)["tx"]
+            sync_blocks(self.nodes[0:3], wait=.1)
+            # update which txouts are confirmed
+            newmem = []
+            for utx in self.memutxo:
+                if utx["txid"] in mined:
+                    self.confutxo.append(utx)
+                else:
+                    newmem.append(utx)
+            self.memutxo = newmem
+
+    def run_test(self):
+        # Make log handler available to helper functions
+        global log
+        log = self.log
+        self.fees_per_kb = []
+        self.memutxo = []
+        self.confutxo = self.txouts # Start with the set of confirmed txouts after splitting
+        self.log.info("Will output estimates for 1/2/3/6/15/25 blocks")
+
+        for i in range(2):
+            self.log.info("Creating transactions and mining them with a block size that can't keep up")
+            # Create transactions and mine 10 small blocks with node 2, but create txs faster than we can mine
+            self.transact_and_mine(10, self.nodes[2])
+            check_estimates(self.nodes[1], self.fees_per_kb, 14)
+
+            self.log.info("Creating transactions and mining them at a block size that is just big enough")
+            # Generate transactions while mining 10 more blocks, this time with node1
+            # which mines blocks with capacity just above the rate that transactions are being created
+            self.transact_and_mine(10, self.nodes[1])
+            check_estimates(self.nodes[1], self.fees_per_kb, 2)
+
+        # Finish by mining a normal-sized block:
+        while len(self.nodes[1].getrawmempool()) > 0:
+            self.nodes[1].generate(1)
+
+        sync_blocks(self.nodes[0:3], wait=.1)
+        self.log.info("Final estimates after emptying mempools")
+        check_estimates(self.nodes[1], self.fees_per_kb, 2)
+
+if __name__ == '__main__':
+    EstimateFeeTest().main()