aboutsummaryrefslogtreecommitdiff
path: root/src/wallet/test/coinselector_tests.cpp
blob: 5d518092413985323fe924c6a60d01f3a306af48 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
// Copyright (c) 2017-2020 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 <amount.h>
#include <node/context.h>
#include <primitives/transaction.h>
#include <random.h>
#include <test/util/setup_common.h>
#include <util/translation.h>
#include <wallet/coincontrol.h>
#include <wallet/coinselection.h>
#include <wallet/spend.h>
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>

#include <boost/test/unit_test.hpp>
#include <random>

BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)

// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
#define RUN_TESTS 100

// some tests fail 1% of the time due to bad luck.
// we repeat those tests this many times and only complain if all iterations of the test fail
#define RANDOM_REPEATS 5

typedef std::set<CInputCoin> CoinSet;

static std::vector<COutput> vCoins;
static NodeContext testNode;
static auto testChain = interfaces::MakeChain(testNode);
static CWallet testWallet(testChain.get(), "", CreateDummyWalletDatabase());
static CAmount balance = 0;

CoinEligibilityFilter filter_standard(1, 6, 0);
CoinEligibilityFilter filter_confirmed(1, 1, 0);
CoinEligibilityFilter filter_standard_extra(6, 6, 0);
CoinSelectionParams coin_selection_params(/* change_output_size= */ 0,
                                          /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
                                          /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
                                          /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);

static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
    CMutableTransaction tx;
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    set.emplace_back(MakeTransactionRef(tx), nInput);
}

static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
{
    CMutableTransaction tx;
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    CInputCoin coin(MakeTransactionRef(tx), nInput);
    coin.effective_value = nValue - fee;
    coin.m_fee = fee;
    coin.m_long_term_fee = long_term_fee;
    set.insert(coin);
}

static void add_coin(CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
    balance += nValue;
    static int nextLockTime = 0;
    CMutableTransaction tx;
    tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    if (spendable) {
        CTxDestination dest;
        bilingual_str error;
        const bool destination_ok = wallet.GetNewDestination(OutputType::BECH32, "", dest, error);
        assert(destination_ok);
        tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest);
    }
    if (fIsFromMe) {
        // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(),
        // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe()
        tx.vin.resize(1);
    }
    CWalletTx* wtx = wallet.AddToWallet(MakeTransactionRef(std::move(tx)), /* confirm= */ {});
    if (fIsFromMe)
    {
        wtx->m_amounts[CWalletTx::DEBIT].Set(ISMINE_SPENDABLE, 1);
        wtx->m_is_cache_empty = false;
    }
    COutput output(wallet, *wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
    vCoins.push_back(output);
}
static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
    add_coin(testWallet, nValue, nAge, fIsFromMe, nInput, spendable);
}

static void empty_wallet(void)
{
    vCoins.clear();
    balance = 0;
}

static bool equal_sets(CoinSet a, CoinSet b)
{
    std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
    return ret.first == a.end() && ret.second == b.end();
}

static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
{
    utxo_pool.clear();
    CAmount target = 0;
    for (int i = 0; i < utxos; ++i) {
        target += (CAmount)1 << (utxos+i);
        add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
        add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
    }
    return target;
}

inline std::vector<OutputGroup>& GroupCoins(const std::vector<CInputCoin>& coins)
{
    static std::vector<OutputGroup> static_groups;
    static_groups.clear();
    for (auto& coin : coins) {
        static_groups.emplace_back();
        static_groups.back().Insert(coin, 0, true, 0, 0, false);
    }
    return static_groups;
}

inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
{
    static std::vector<OutputGroup> static_groups;
    static_groups.clear();
    for (auto& coin : coins) {
        static_groups.emplace_back();
        static_groups.back().Insert(coin.GetInputCoin(), coin.nDepth, coin.tx->m_amounts[CWalletTx::DEBIT].m_cached[ISMINE_SPENDABLE] && coin.tx->m_amounts[CWalletTx::DEBIT].m_value[ISMINE_SPENDABLE] == 1 /* HACK: we can't figure out the is_me flag so we use the conditions defined above; perhaps set safe to false for !fIsFromMe in add_coin() */, 0, 0, false);
    }
    return static_groups;
}

inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinEligibilityFilter& filter)
{
    static std::vector<OutputGroup> static_groups;
    static_groups = GroupOutputs(testWallet, vCoins, coin_selection_params, filter, /* positive_only */false);
    return static_groups;
}

// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{

    LOCK(testWallet.cs_wallet);
    testWallet.SetupLegacyScriptPubKeyMan();

    // Setup
    std::vector<CInputCoin> utxo_pool;
    CoinSet selection;
    CoinSet actual_selection;
    CAmount value_ret = 0;

    /////////////////////////
    // Known Outcome tests //
    /////////////////////////

    // Empty utxo pool
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
    selection.clear();

    // Add utxos
    add_coin(1 * CENT, 1, utxo_pool);
    add_coin(2 * CENT, 2, utxo_pool);
    add_coin(3 * CENT, 3, utxo_pool);
    add_coin(4 * CENT, 4, utxo_pool);

    // Select 1 Cent
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
    actual_selection.clear();
    selection.clear();

    // Select 2 Cent
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
    actual_selection.clear();
    selection.clear();

    // Select 5 Cent
    add_coin(4 * CENT, 4, actual_selection);
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
    actual_selection.clear();
    selection.clear();

    // Select 11 Cent, not possible
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret));
    actual_selection.clear();
    selection.clear();

    // Cost of change is greater than the difference between target value and utxo sum
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
    BOOST_CHECK(equal_sets(selection, actual_selection));
    actual_selection.clear();
    selection.clear();

    // Cost of change is less than the difference between target value and utxo sum
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret));
    actual_selection.clear();
    selection.clear();

    // Select 10 Cent
    add_coin(5 * CENT, 5, utxo_pool);
    add_coin(5 * CENT, 5, actual_selection);
    add_coin(4 * CENT, 4, actual_selection);
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
    actual_selection.clear();
    selection.clear();

    // Negative effective value
    // Select 10 Cent but have 1 Cent not be possible because too small
    add_coin(5 * CENT, 5, actual_selection);
    add_coin(3 * CENT, 3, actual_selection);
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret));
    BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
    // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
    // BOOST_CHECK(equal_sets(selection, actual_selection));

    // Select 0.25 Cent, not possible
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
    actual_selection.clear();
    selection.clear();

    // Iteration exhaustion test
    CAmount target = make_hard_case(17, utxo_pool);
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust
    target = make_hard_case(14, utxo_pool);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust

    // Test same value early bailout optimization
    utxo_pool.clear();
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(2 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(2 * CENT, 7, utxo_pool);
    for (int i = 0; i < 50000; ++i) {
        add_coin(5 * CENT, 7, utxo_pool);
    }
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret));
    BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
    BOOST_CHECK(equal_sets(selection, actual_selection));

    ////////////////////
    // Behavior tests //
    ////////////////////
    // Select 1 Cent with pool of only greater than 5 Cent
    utxo_pool.clear();
    for (int i = 5; i <= 20; ++i) {
        add_coin(i * CENT, i, utxo_pool);
    }
    // Run 100 times, to make sure it is never finding a solution
    for (int i = 0; i < 100; ++i) {
        BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret));
    }

    // Make sure that effective value is working in AttemptSelection when BnB is used
    CoinSelectionParams coin_selection_params_bnb(/* change_output_size= */ 0,
                                                  /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
                                                  /* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
                                                  /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
    CoinSet setCoinsRet;
    CAmount nValueRet;
    empty_wallet();
    add_coin(1);
    vCoins.at(0).nInputBytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(vCoins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));

    // Test fees subtracted from output:
    empty_wallet();
    add_coin(1 * CENT);
    vCoins.at(0).nInputBytes = 40;
    coin_selection_params_bnb.m_subtract_fee_outputs = true;
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(vCoins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
    BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);

    // Make sure that can use BnB when there are preset inputs
    empty_wallet();
    {
        std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), "", CreateMockWalletDatabase());
        wallet->LoadWallet();
        wallet->SetupLegacyScriptPubKeyMan();
        LOCK(wallet->cs_wallet);
        add_coin(*wallet, 5 * CENT, 6 * 24, false, 0, true);
        add_coin(*wallet, 3 * CENT, 6 * 24, false, 0, true);
        add_coin(*wallet, 2 * CENT, 6 * 24, false, 0, true);
        CCoinControl coin_control;
        coin_control.fAllowOtherInputs = true;
        coin_control.Select(COutPoint(vCoins.at(0).tx->GetHash(), vCoins.at(0).i));
        coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
        BOOST_CHECK(SelectCoins(*wallet, vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb));
    }
}

BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
    CoinSet setCoinsRet, setCoinsRet2;
    CAmount nValueRet;

    LOCK(testWallet.cs_wallet);
    testWallet.SetupLegacyScriptPubKeyMan();

    // test multiple times to allow for differences in the shuffle order
    for (int i = 0; i < RUN_TESTS; i++)
    {
        empty_wallet();

        // with an empty wallet we can't even pay one cent
        BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));

        add_coin(1*CENT, 4);        // add a new 1 cent coin

        // with a new 1 cent coin, we still can't find a mature 1 cent
        BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));

        // but we can find a new 1 cent
        BOOST_CHECK(KnapsackSolver(1 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);

        add_coin(2*CENT);           // add a mature 2 cent coin

        // we can't make 3 cents of mature coins
        BOOST_CHECK(!KnapsackSolver(3 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));

        // we can make 3 cents of new coins
        BOOST_CHECK(KnapsackSolver(3 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);

        add_coin(5*CENT);           // add a mature 5 cent coin,
        add_coin(10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
        add_coin(20*CENT);          // and a mature 20 cent coin

        // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27.  total = 38

        // we can't make 38 cents only if we disallow new coins:
        BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
        // we can't even make 37 cents if we don't allow new coins even if they're from us
        BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(filter_standard_extra), setCoinsRet, nValueRet));
        // but we can make 37 cents if we accept new coins from ourself
        BOOST_CHECK(KnapsackSolver(37 * CENT, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
        // and we can make 38 cents if we accept all new coins
        BOOST_CHECK(KnapsackSolver(38 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);

        // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
        BOOST_CHECK(KnapsackSolver(34 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 35 * CENT);       // but 35 cents is closest
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);     // the best should be 20+10+5.  it's incredibly unlikely the 1 or 2 got included (but possible)

        // when we try making 7 cents, the smaller coins (1,2,5) are enough.  We should see just 2+5
        BOOST_CHECK(KnapsackSolver(7 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);

        // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
        BOOST_CHECK(KnapsackSolver(8 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK(nValueRet == 8 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);

        // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
        BOOST_CHECK(KnapsackSolver(9 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
        empty_wallet();

        add_coin( 6*CENT);
        add_coin( 7*CENT);
        add_coin( 8*CENT);
        add_coin(20*CENT);
        add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total

        // check that we have 71 and not 72
        BOOST_CHECK(KnapsackSolver(71 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK(!KnapsackSolver(72 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));

        // now try making 16 cents.  the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
        BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        add_coin( 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total

        // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
        BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);

        add_coin( 18*CENT); // now we have 5+6+7+8+18+20+30

        // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
        BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT);  // we should get 18 in 1 coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins

        // now try making 11 cents.  we should get 5+6
        BOOST_CHECK(KnapsackSolver(11 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);

        // check that the smallest bigger coin is used
        add_coin( 1*COIN);
        add_coin( 2*COIN);
        add_coin( 3*COIN);
        add_coin( 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
        BOOST_CHECK(KnapsackSolver(95 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * COIN);  // we should get 1 BTC in 1 coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        BOOST_CHECK(KnapsackSolver(195 * CENT, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 2 * COIN);  // we should get 2 BTC in 1 coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        // empty the wallet and start again, now with fractions of a cent, to test small change avoidance

        empty_wallet();
        add_coin(MIN_CHANGE * 1 / 10);
        add_coin(MIN_CHANGE * 2 / 10);
        add_coin(MIN_CHANGE * 3 / 10);
        add_coin(MIN_CHANGE * 4 / 10);
        add_coin(MIN_CHANGE * 5 / 10);

        // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
        // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);

        // but if we add a bigger coin, small change is avoided
        add_coin(1111*MIN_CHANGE);

        // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
        BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount

        // if we add more small coins:
        add_coin(MIN_CHANGE * 6 / 10);
        add_coin(MIN_CHANGE * 7 / 10);

        // and try again to make 1.0 * MIN_CHANGE
        BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount

        // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
        // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
        empty_wallet();
        for (int j = 0; j < 20; j++)
            add_coin(50000 * COIN);

        BOOST_CHECK(KnapsackSolver(500000 * COIN, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins

        // if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
        // we need to try finding an exact subset anyway

        // sometimes it will fail, and so we use the next biggest coin:
        empty_wallet();
        add_coin(MIN_CHANGE * 5 / 10);
        add_coin(MIN_CHANGE * 6 / 10);
        add_coin(MIN_CHANGE * 7 / 10);
        add_coin(1111 * MIN_CHANGE);
        BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
        empty_wallet();
        add_coin(MIN_CHANGE * 4 / 10);
        add_coin(MIN_CHANGE * 6 / 10);
        add_coin(MIN_CHANGE * 8 / 10);
        add_coin(1111 * MIN_CHANGE);
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);   // we should get the exact amount
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6

        // test avoiding small change
        empty_wallet();
        add_coin(MIN_CHANGE * 5 / 100);
        add_coin(MIN_CHANGE * 1);
        add_coin(MIN_CHANGE * 100);

        // trying to make 100.01 from these three coins
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 10001 / 100, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);

        // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 9990 / 100, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
      }

      // test with many inputs
      for (CAmount amt=1500; amt < COIN; amt*=10) {
           empty_wallet();
           // Create 676 inputs (=  (old MAX_STANDARD_TX_SIZE == 100000)  / 148 bytes per input)
           for (uint16_t j = 0; j < 676; j++)
               add_coin(amt);

           // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
           for (int i = 0; i < RUN_TESTS; i++) {
             BOOST_CHECK(KnapsackSolver(2000, KnapsackGroupOutputs(filter_confirmed), setCoinsRet, nValueRet));

             if (amt - 2000 < MIN_CHANGE) {
                 // needs more than one input:
                 uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
                 CAmount returnValue = amt * returnSize;
                 BOOST_CHECK_EQUAL(nValueRet, returnValue);
                 BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
             } else {
                 // one input is sufficient:
                 BOOST_CHECK_EQUAL(nValueRet, amt);
                 BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
             }
           }
      }

      // test randomness
      {
          empty_wallet();
          for (int i2 = 0; i2 < 100; i2++)
              add_coin(COIN);

          // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
          for (int i = 0; i < RUN_TESTS; i++) {
            // picking 50 from 100 coins doesn't depend on the shuffle,
            // but does depend on randomness in the stochastic approximation code
            BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(vCoins), setCoinsRet, nValueRet));
            BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(vCoins), setCoinsRet2, nValueRet));
            BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));

            int fails = 0;
            for (int j = 0; j < RANDOM_REPEATS; j++)
            {
                // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
                // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
                // which will cause it to fail.
                // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
                BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(vCoins), setCoinsRet, nValueRet));
                BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(vCoins), setCoinsRet2, nValueRet));
                if (equal_sets(setCoinsRet, setCoinsRet2))
                    fails++;
            }
            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
          }

          // add 75 cents in small change.  not enough to make 90 cents,
          // then try making 90 cents.  there are multiple competing "smallest bigger" coins,
          // one of which should be picked at random
          add_coin(5 * CENT);
          add_coin(10 * CENT);
          add_coin(15 * CENT);
          add_coin(20 * CENT);
          add_coin(25 * CENT);

          for (int i = 0; i < RUN_TESTS; i++) {
            int fails = 0;
            for (int j = 0; j < RANDOM_REPEATS; j++)
            {
                BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet, nValueRet));
                BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(vCoins), setCoinsRet2, nValueRet));
                if (equal_sets(setCoinsRet, setCoinsRet2))
                    fails++;
            }
            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
          }
      }

    empty_wallet();
}

BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
    CoinSet setCoinsRet;
    CAmount nValueRet;

    LOCK(testWallet.cs_wallet);
    testWallet.SetupLegacyScriptPubKeyMan();

    empty_wallet();

    // Test vValue sort order
    for (int i = 0; i < 1000; i++)
        add_coin(1000 * COIN);
    add_coin(3 * COIN);

    BOOST_CHECK(KnapsackSolver(1003 * COIN, KnapsackGroupOutputs(filter_standard), setCoinsRet, nValueRet));
    BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
    BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);

    empty_wallet();
}

// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
BOOST_AUTO_TEST_CASE(SelectCoins_test)
{
    LOCK(testWallet.cs_wallet);
    testWallet.SetupLegacyScriptPubKeyMan();

    // Random generator stuff
    std::default_random_engine generator;
    std::exponential_distribution<double> distribution (100);
    FastRandomContext rand;

    // Run this test 100 times
    for (int i = 0; i < 100; ++i)
    {
        empty_wallet();

        // Make a wallet with 1000 exponentially distributed random inputs
        for (int j = 0; j < 1000; ++j)
        {
            add_coin((CAmount)(distribution(generator)*10000000));
        }

        // Generate a random fee rate in the range of 100 - 400
        CFeeRate rate(rand.randrange(300) + 100);

        // Generate a random target value between 1000 and wallet balance
        CAmount target = rand.randrange(balance - 1000) + 1000;

        // Perform selection
        CoinSelectionParams cs_params(/* change_output_size= */ 34,
                                      /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
                                      /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
                                      /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
        CoinSet out_set;
        CAmount out_value = 0;
        CCoinControl cc;
        BOOST_CHECK(SelectCoins(testWallet, vCoins, target, out_set, out_value, cc, cs_params));
        BOOST_CHECK_GE(out_value, target);
    }
}

BOOST_AUTO_TEST_CASE(waste_test)
{
    CoinSet selection;
    const CAmount fee{100};
    const CAmount change_cost{125};
    const CAmount fee_diff{40};
    const CAmount in_amt{3 * COIN};
    const CAmount target{2 * COIN};
    const CAmount excess{in_amt - fee * 2 - target};

    // Waste with change is the change cost and difference between fee and long term fee
    add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
    const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
    BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
    selection.clear();

    // Waste without change is the excess and difference between fee and long term fee
    add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
    const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
    BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
    selection.clear();

    // Waste with change and fee == long term fee is just cost of change
    add_coin(1 * COIN, 1, selection, fee, fee);
    add_coin(2 * COIN, 2, selection, fee, fee);
    BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
    selection.clear();

    // Waste without change and fee == long term fee is just the excess
    add_coin(1 * COIN, 1, selection, fee, fee);
    add_coin(2 * COIN, 2, selection, fee, fee);
    BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
    selection.clear();

    // Waste will be greater when fee is greater, but long term fee is the same
    add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
    add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
    const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
    BOOST_CHECK_GT(waste2, waste1);
    selection.clear();

    // Waste with change is the change cost and difference between fee and long term fee
    // With long term fee greater than fee, waste should be less than when long term fee is less than fee
    add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
    const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
    BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
    BOOST_CHECK_LT(waste3, waste1);
    selection.clear();

    // Waste without change is the excess and difference between fee and long term fee
    // With long term fee greater than fee, waste should be less than when long term fee is less than fee
    add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
    const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
    BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
    BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
    selection.clear();

    // 0 Waste only when fee == long term fee, no change, and no excess
    add_coin(1 * COIN, 1, selection, fee, fee);
    add_coin(2 * COIN, 2, selection, fee, fee);
    const CAmount exact_target = in_amt - 2 * fee;
    BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, 0, exact_target));

}

BOOST_AUTO_TEST_SUITE_END()