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-rw-r--r--src/test/policyestimator_tests.cpp186
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diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp
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+// 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()