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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/policy.h"
#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));
TestMemPoolEntryHelper entry;
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, GetVirtualTransactionSize(tx));
// 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, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
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()) {
std::shared_ptr<const CTransaction> ptx = mpool.get(txHashes[9-h].back());
if (ptx)
block.push_back(*ptx);
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(1,2,3) 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) == 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);
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);
}
}
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) would return 10*baseRate but is hardcoded to return failure
// 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));
if (i > 1) { // Fee estimates should be monotonically decreasing
if (i > 2) {
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
}
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
int mult = 11-i;
if (i > 1) {
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
}
else {
BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK());
}
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
// 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);
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10;i++) {
if (i > 1) {
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, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
txHashes[j].push_back(hash);
}
}
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
// Estimates should still not be below original
for (int j = 0; j < 10; j++) {
while(txHashes[j].size()) {
std::shared_ptr<const CTransaction> ptx = mpool.get(txHashes[j].back());
if (ptx)
block.push_back(*ptx);
txHashes[j].pop_back();
}
}
mpool.removeForBlock(block, 265, dummyConflicted);
block.clear();
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10;i++) {
if (i > 1)
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
// 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;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
std::shared_ptr<const CTransaction> ptx = mpool.get(hash);
if (ptx)
block.push_back(*ptx);
}
}
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
}
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10; i++) {
if (i > 1)
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(), entry.Fee(feeV[0][5]).Time(GetTime()).Priority(priV[1][5]).Height(blocknum).FromTx(tx, &mpool));
// 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()
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