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diff --git a/test/functional/smartfees.py b/test/functional/smartfees.py
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-#!/usr/bin/env python3
-# Copyright (c) 2014-2017 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 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, COIN
-
-# Construct 2 trivial P2SH's and the ScriptSigs that spend them
-# So we can create 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
- if i >= 13: # for n>=14 estimatesmartfee(n/2) should be at least as high as estimatefee(n)
- assert(node.estimatesmartfee((i+1)//2)["feerate"] > float(e) - delta)
-
- 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 set_test_params(self):
- self.num_nodes = 3
-
- 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.add_nodes(3, extra_args=[["-maxorphantx=1000", "-whitelist=127.0.0.1"],
- ["-blockmaxsize=17000", "-maxorphantx=1000", "-deprecatedrpc=estimatefee"],
- ["-blockmaxsize=8000", "-maxorphantx=1000"]])
- # Use node0 to mine blocks for input splitting
- # 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)
- # Node2 is a stingy miner, that
- # produces too small blocks (room for only 55 or so transactions)
-
-
- 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):
- self.log.info("This test is time consuming, please be patient")
- self.log.info("Splitting inputs so we can generate tx's")
-
- # Make log handler available to helper functions
- global log
- log = self.log
-
- # Start node0
- self.start_node(0)
- 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
- self.start_node(1)
- self.start_node(2)
- connect_nodes(self.nodes[1], 0)
- connect_nodes(self.nodes[0], 2)
- connect_nodes(self.nodes[2], 1)
-
- self.sync_all()
-
- 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()