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Diffstat (limited to 'src/test/policyestimator_tests.cpp')
| -rw-r--r-- | src/test/policyestimator_tests.cpp | 186 |
1 files changed, 186 insertions, 0 deletions
diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp new file mode 100644 index 0000000000..cb64ee7c69 --- /dev/null +++ b/src/test/policyestimator_tests.cpp @@ -0,0 +1,186 @@ +// Copyright (c) 2011-2015 The Bitcoin Core developers +// Distributed under the MIT software license, see the accompanying +// file COPYING or http://www.opensource.org/licenses/mit-license.php. + +#include "policy/fees.h" +#include "txmempool.h" +#include "uint256.h" +#include "util.h" + +#include "test/test_bitcoin.h" + +#include <boost/test/unit_test.hpp> + +BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup) + +BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) +{ + CTxMemPool mpool(CFeeRate(1000)); + CAmount basefee(2000); + double basepri = 1e6; + CAmount deltaFee(100); + double deltaPri=5e5; + std::vector<CAmount> feeV[2]; + std::vector<double> priV[2]; + + // Populate vectors of increasing fees or priorities + for (int j = 0; j < 10; j++) { + //V[0] is for fee transactions + feeV[0].push_back(basefee * (j+1)); + priV[0].push_back(0); + //V[1] is for priority transactions + feeV[1].push_back(CAmount(0)); + priV[1].push_back(basepri * pow(10, j+1)); + } + + // Store the hashes of transactions that have been + // added to the mempool by their associate fee/pri + // txHashes[j] is populated with transactions either of + // fee = basefee * (j+1) OR pri = 10^6 * 10^(j+1) + std::vector<uint256> txHashes[10]; + + // Create a transaction template + CScript garbage; + for (unsigned int i = 0; i < 128; i++) + garbage.push_back('X'); + CMutableTransaction tx; + std::list<CTransaction> dummyConflicted; + tx.vin.resize(1); + tx.vin[0].scriptSig = garbage; + tx.vout.resize(1); + tx.vout[0].nValue=0LL; + CFeeRate baseRate(basefee, ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION)); + + // Create a fake block + std::vector<CTransaction> block; + int blocknum = 0; + + // Loop through 200 blocks + // At a decay .998 and 4 fee transactions per block + // This makes the tx count about 1.33 per bucket, above the 1 threshold + while (blocknum < 200) { + for (int j = 0; j < 10; j++) { // For each fee/pri multiple + for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx + tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique + uint256 hash = tx.GetHash(); + mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx))); + txHashes[j].push_back(hash); + } + } + //Create blocks where higher fee/pri txs are included more often + for (int h = 0; h <= blocknum%10; h++) { + // 10/10 blocks add highest fee/pri transactions + // 9/10 blocks add 2nd highest and so on until ... + // 1/10 blocks add lowest fee/pri transactions + while (txHashes[9-h].size()) { + CTransaction btx; + if (mpool.lookup(txHashes[9-h].back(), btx)) + block.push_back(btx); + txHashes[9-h].pop_back(); + } + } + mpool.removeForBlock(block, ++blocknum, dummyConflicted); + block.clear(); + if (blocknum == 30) { + // At this point we should need to combine 5 buckets to get enough data points + // So estimateFee(1) should fail and estimateFee(2) should return somewhere around + // 8*baserate + BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); + BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); + } + } + + std::vector<CAmount> origFeeEst; + std::vector<double> origPriEst; + // Highest feerate is 10*baseRate and gets in all blocks, + // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, + // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, + // so estimateFee(1) should return 9*baseRate. + // Third highest feerate has 90% chance of being included by 2 blocks, + // so estimateFee(2) should return 8*baseRate etc... + for (int i = 1; i < 10;i++) { + origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK()); + origPriEst.push_back(mpool.estimatePriority(i)); + if (i > 1) { // Fee estimates should be monotonically decreasing + BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); + BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]); + } + BOOST_CHECK(origFeeEst[i-1] < (10-i)*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(origFeeEst[i-1] > (10-i)*baseRate.GetFeePerK() - deltaFee); + BOOST_CHECK(origPriEst[i-1] < pow(10,10-i) * basepri + deltaPri); + BOOST_CHECK(origPriEst[i-1] > pow(10,10-i) * basepri - deltaPri); + } + + // Mine 50 more blocks with no transactions happening, estimates shouldn't change + // We haven't decayed the moving average enough so we still have enough data points in every bucket + while (blocknum < 250) + mpool.removeForBlock(block, ++blocknum, dummyConflicted); + + for (int i = 1; i < 10;i++) { + BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee); + BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri); + BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); + } + + + // Mine 15 more blocks with lots of transactions happening and not getting mined + // Estimates should go up + while (blocknum < 265) { + for (int j = 0; j < 10; j++) { // For each fee/pri multiple + for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx + tx.vin[0].prevout.n = 10000*blocknum+100*j+k; + uint256 hash = tx.GetHash(); + mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx))); + txHashes[j].push_back(hash); + } + } + mpool.removeForBlock(block, ++blocknum, dummyConflicted); + } + + for (int i = 1; i < 10;i++) { + BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); + } + + // Mine all those transactions + // Estimates should still not be below original + for (int j = 0; j < 10; j++) { + while(txHashes[j].size()) { + CTransaction btx; + if (mpool.lookup(txHashes[j].back(), btx)) + block.push_back(btx); + txHashes[j].pop_back(); + } + } + mpool.removeForBlock(block, 265, dummyConflicted); + block.clear(); + for (int i = 1; i < 10;i++) { + BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); + } + + // Mine 100 more blocks where everything is mined every block + // Estimates should be below original estimates (not possible for last estimate) + while (blocknum < 365) { + for (int j = 0; j < 10; j++) { // For each fee/pri multiple + for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx + tx.vin[0].prevout.n = 10000*blocknum+100*j+k; + uint256 hash = tx.GetHash(); + mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx))); + CTransaction btx; + if (mpool.lookup(hash, btx)) + block.push_back(btx); + } + } + mpool.removeForBlock(block, ++blocknum, dummyConflicted); + block.clear(); + } + for (int i = 1; i < 9; i++) { + BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri); + } +} + +BOOST_AUTO_TEST_SUITE_END() |