From f22ac4a22c570921f1c2be121e6744a1564b2ce7 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:18:15 -0500 Subject: Increase success threshold for fee estimation to 95% This provides more conservative estimates and reacts more quickly to a backlog. Unfortunately the unit test for fee estimation depends on the success threshold (and the decay) chosen; also modify the unit test for the new default success thresholds. --- src/test/policyestimator_tests.cpp | 37 ++++++++++++++++++++----------------- 1 file changed, 20 insertions(+), 17 deletions(-) (limited to 'src/test') diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index cb64ee7c69..63acb1cf93 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -83,11 +83,13 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) 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 + // So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around + // 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98% 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); + BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0)); + BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0)); + BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); } } @@ -96,9 +98,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // 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... + // so estimateFee(1) should return 10*baseRate. + // Second highest feerate has 100% chance of being included by 2 blocks, + // so estimateFee(2) should return 9*baseRate etc... for (int i = 1; i < 10;i++) { origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK()); origPriEst.push_back(mpool.estimatePriority(i)); @@ -106,10 +108,11 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) 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); + int mult = 11-i; + BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee); + BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri); + BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri); } // Mine 50 more blocks with no transactions happening, estimates shouldn't change @@ -140,8 +143,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) } 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); + BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); } // Mine all those transactions @@ -161,9 +164,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) 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) { + // Mine 200 more blocks where everything is mined every block + // Estimates should be below original estimates + while (blocknum < 465) { 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; @@ -177,7 +180,7 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) mpool.removeForBlock(block, ++blocknum, dummyConflicted); block.clear(); } - for (int i = 1; i < 9; i++) { + 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); } -- cgit v1.2.3 From e93a236d7a466baa14c3320349f27b8750c956c0 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:23:33 -0500 Subject: add estimateSmartFee to the unit test --- src/test/policyestimator_tests.cpp | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) (limited to 'src/test') diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index 63acb1cf93..e8765400d3 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -90,6 +90,11 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0)); BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); + int answerFound; + BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4); + BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4); + BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4); + BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8); } } @@ -142,9 +147,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) mpool.removeForBlock(block, ++blocknum, dummyConflicted); } + int answerFound; for (int i = 1; i < 10;i++) { BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee); BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); + BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri); } // Mine all those transactions @@ -184,6 +192,18 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri); } + + // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee + // and that estimateSmartPriority returns essentially an infinite value + mpool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(tx, feeV[0][5], GetTime(), priV[1][5], blocknum, mpool.HasNoInputsOf(tx))); + // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5] + mpool.TrimToSize(1); + BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]); + for (int i = 1; i < 10; i++) { + BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK()); + BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK()); + BOOST_CHECK(mpool.estimateSmartPriority(i) == INF_PRIORITY); + } } BOOST_AUTO_TEST_SUITE_END() -- cgit v1.2.3