Bitcoin Core  0.20.99
P2P Digital Currency
coinselector_tests.cpp
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1 // Copyright (c) 2017-2020 The Bitcoin Core developers
2 // Distributed under the MIT software license, see the accompanying
3 // file COPYING or http://www.opensource.org/licenses/mit-license.php.
4 
5 #include <amount.h>
6 #include <node/context.h>
8 #include <random.h>
9 #include <test/util/setup_common.h>
10 #include <wallet/coincontrol.h>
11 #include <wallet/coinselection.h>
13 #include <wallet/wallet.h>
14 
15 #include <boost/test/unit_test.hpp>
16 #include <random>
17 
19 
20 // how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
21 #define RUN_TESTS 100
22 
23 // some tests fail 1% of the time due to bad luck.
24 // we repeat those tests this many times and only complain if all iterations of the test fail
25 #define RANDOM_REPEATS 5
26 
27 typedef std::set<CInputCoin> CoinSet;
28 
29 static std::vector<COutput> vCoins;
31 static auto testChain = interfaces::MakeChain(testNode);
33 static CAmount balance = 0;
34 
39 
40 static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
41 {
43  tx.vout.resize(nInput + 1);
44  tx.vout[nInput].nValue = nValue;
45  set.emplace_back(MakeTransactionRef(tx), nInput);
46 }
47 
48 static void add_coin(const CAmount& nValue, int nInput, CoinSet& set)
49 {
51  tx.vout.resize(nInput + 1);
52  tx.vout[nInput].nValue = nValue;
53  set.emplace(MakeTransactionRef(tx), nInput);
54 }
55 
56 static void add_coin(CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
57 {
58  balance += nValue;
59  static int nextLockTime = 0;
61  tx.nLockTime = nextLockTime++; // so all transactions get different hashes
62  tx.vout.resize(nInput + 1);
63  tx.vout[nInput].nValue = nValue;
64  if (spendable) {
65  CTxDestination dest;
66  std::string error;
67  assert(wallet.GetNewDestination(OutputType::BECH32, "", dest, error));
68  tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest);
69  }
70  if (fIsFromMe) {
71  // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(),
72  // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe()
73  tx.vin.resize(1);
74  }
75  CWalletTx* wtx = wallet.AddToWallet(MakeTransactionRef(std::move(tx)), /* confirm= */ {});
76  if (fIsFromMe)
77  {
79  wtx->m_is_cache_empty = false;
80  }
81  COutput output(wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
82  vCoins.push_back(output);
83 }
84 static void add_coin(const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
85 {
86  add_coin(testWallet, nValue, nAge, fIsFromMe, nInput, spendable);
87 }
88 
89 static void empty_wallet(void)
90 {
91  vCoins.clear();
92  balance = 0;
93 }
94 
95 static bool equal_sets(CoinSet a, CoinSet b)
96 {
97  std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
98  return ret.first == a.end() && ret.second == b.end();
99 }
100 
101 static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
102 {
103  utxo_pool.clear();
104  CAmount target = 0;
105  for (int i = 0; i < utxos; ++i) {
106  target += (CAmount)1 << (utxos+i);
107  add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
108  add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
109  }
110  return target;
111 }
112 
113 inline std::vector<OutputGroup>& GroupCoins(const std::vector<CInputCoin>& coins)
114 {
115  static std::vector<OutputGroup> static_groups;
116  static_groups.clear();
117  for (auto& coin : coins) static_groups.emplace_back(coin, 0, true, 0, 0);
118  return static_groups;
119 }
120 
121 inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
122 {
123  static std::vector<OutputGroup> static_groups;
124  static_groups.clear();
125  for (auto& coin : coins) static_groups.emplace_back(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);
126  return static_groups;
127 }
128 
129 // Branch and bound coin selection tests
130 BOOST_AUTO_TEST_CASE(bnb_search_test)
131 {
132 
135 
136  // Setup
137  std::vector<CInputCoin> utxo_pool;
138  CoinSet selection;
139  CoinSet actual_selection;
140  CAmount value_ret = 0;
141  CAmount not_input_fees = 0;
142 
144  // Known Outcome tests //
146 
147  // Empty utxo pool
148  BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
149  selection.clear();
150 
151  // Add utxos
152  add_coin(1 * CENT, 1, utxo_pool);
153  add_coin(2 * CENT, 2, utxo_pool);
154  add_coin(3 * CENT, 3, utxo_pool);
155  add_coin(4 * CENT, 4, utxo_pool);
156 
157  // Select 1 Cent
158  add_coin(1 * CENT, 1, actual_selection);
159  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
160  BOOST_CHECK(equal_sets(selection, actual_selection));
161  BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
162  actual_selection.clear();
163  selection.clear();
164 
165  // Select 2 Cent
166  add_coin(2 * CENT, 2, actual_selection);
167  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
168  BOOST_CHECK(equal_sets(selection, actual_selection));
169  BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
170  actual_selection.clear();
171  selection.clear();
172 
173  // Select 5 Cent
174  add_coin(4 * CENT, 4, actual_selection);
175  add_coin(1 * CENT, 1, actual_selection);
176  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
177  BOOST_CHECK(equal_sets(selection, actual_selection));
178  BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
179  actual_selection.clear();
180  selection.clear();
181 
182  // Select 11 Cent, not possible
183  BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
184  actual_selection.clear();
185  selection.clear();
186 
187  // Cost of change is greater than the difference between target value and utxo sum
188  add_coin(1 * CENT, 1, actual_selection);
189  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
190  BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
191  BOOST_CHECK(equal_sets(selection, actual_selection));
192  actual_selection.clear();
193  selection.clear();
194 
195  // Cost of change is less than the difference between target value and utxo sum
196  BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret, not_input_fees));
197  actual_selection.clear();
198  selection.clear();
199 
200  // Select 10 Cent
201  add_coin(5 * CENT, 5, utxo_pool);
202  add_coin(5 * CENT, 5, actual_selection);
203  add_coin(4 * CENT, 4, actual_selection);
204  add_coin(1 * CENT, 1, actual_selection);
205  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
206  BOOST_CHECK(equal_sets(selection, actual_selection));
207  BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
208  actual_selection.clear();
209  selection.clear();
210 
211  // Negative effective value
212  // Select 10 Cent but have 1 Cent not be possible because too small
213  add_coin(5 * CENT, 5, actual_selection);
214  add_coin(3 * CENT, 3, actual_selection);
215  add_coin(2 * CENT, 2, actual_selection);
216  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret, not_input_fees));
217  BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
218  // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
219  // BOOST_CHECK(equal_sets(selection, actual_selection));
220 
221  // Select 0.25 Cent, not possible
222  BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
223  actual_selection.clear();
224  selection.clear();
225 
226  // Iteration exhaustion test
227  CAmount target = make_hard_case(17, utxo_pool);
228  BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should exhaust
229  target = make_hard_case(14, utxo_pool);
230  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret, not_input_fees)); // Should not exhaust
231 
232  // Test same value early bailout optimization
233  utxo_pool.clear();
234  add_coin(7 * CENT, 7, actual_selection);
235  add_coin(7 * CENT, 7, actual_selection);
236  add_coin(7 * CENT, 7, actual_selection);
237  add_coin(7 * CENT, 7, actual_selection);
238  add_coin(2 * CENT, 7, actual_selection);
239  add_coin(7 * CENT, 7, utxo_pool);
240  add_coin(7 * CENT, 7, utxo_pool);
241  add_coin(7 * CENT, 7, utxo_pool);
242  add_coin(7 * CENT, 7, utxo_pool);
243  add_coin(2 * CENT, 7, utxo_pool);
244  for (int i = 0; i < 50000; ++i) {
245  add_coin(5 * CENT, 7, utxo_pool);
246  }
247  BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret, not_input_fees));
248  BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
249  BOOST_CHECK(equal_sets(selection, actual_selection));
250 
252  // Behavior tests //
254  // Select 1 Cent with pool of only greater than 5 Cent
255  utxo_pool.clear();
256  for (int i = 5; i <= 20; ++i) {
257  add_coin(i * CENT, i, utxo_pool);
258  }
259  // Run 100 times, to make sure it is never finding a solution
260  for (int i = 0; i < 100; ++i) {
261  BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees));
262  }
263 
264  // Make sure that effective value is working in SelectCoinsMinConf when BnB is used
265  CoinSelectionParams coin_selection_params_bnb(true, 0, 0, CFeeRate(3000), 0);
266  CoinSet setCoinsRet;
267  CAmount nValueRet;
268  bool bnb_used;
269  empty_wallet();
270  add_coin(1);
271  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
272  BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
273 
274  // Test fees subtracted from output:
275  empty_wallet();
276  add_coin(1 * CENT);
277  vCoins.at(0).nInputBytes = 40;
278  BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
279  coin_selection_params_bnb.m_subtract_fee_outputs = true;
280  BOOST_CHECK(testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params_bnb, bnb_used));
281  BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
282 
283  // Make sure that can use BnB when there are preset inputs
284  empty_wallet();
285  {
286  std::unique_ptr<CWallet> wallet = MakeUnique<CWallet>(m_chain.get(), WalletLocation(), CreateMockWalletDatabase());
287  bool firstRun;
288  wallet->LoadWallet(firstRun);
289  wallet->SetupLegacyScriptPubKeyMan();
290  LOCK(wallet->cs_wallet);
291  add_coin(*wallet, 5 * CENT, 6 * 24, false, 0, true);
292  add_coin(*wallet, 3 * CENT, 6 * 24, false, 0, true);
293  add_coin(*wallet, 2 * CENT, 6 * 24, false, 0, true);
294  CCoinControl coin_control;
295  coin_control.fAllowOtherInputs = true;
296  coin_control.Select(COutPoint(vCoins.at(0).tx->GetHash(), vCoins.at(0).i));
297  coin_selection_params_bnb.effective_fee = CFeeRate(0);
298  BOOST_CHECK(wallet->SelectCoins(vCoins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb, bnb_used));
299  BOOST_CHECK(bnb_used);
300  BOOST_CHECK(coin_selection_params_bnb.use_bnb);
301  }
302 }
303 
304 BOOST_AUTO_TEST_CASE(knapsack_solver_test)
305 {
306  CoinSet setCoinsRet, setCoinsRet2;
307  CAmount nValueRet;
308  bool bnb_used;
309 
312 
313  // test multiple times to allow for differences in the shuffle order
314  for (int i = 0; i < RUN_TESTS; i++)
315  {
316  empty_wallet();
317 
318  // with an empty wallet we can't even pay one cent
319  BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
320 
321  add_coin(1*CENT, 4); // add a new 1 cent coin
322 
323  // with a new 1 cent coin, we still can't find a mature 1 cent
324  BOOST_CHECK(!testWallet.SelectCoinsMinConf( 1 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
325 
326  // but we can find a new 1 cent
327  BOOST_CHECK( testWallet.SelectCoinsMinConf( 1 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
328  BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
329 
330  add_coin(2*CENT); // add a mature 2 cent coin
331 
332  // we can't make 3 cents of mature coins
333  BOOST_CHECK(!testWallet.SelectCoinsMinConf( 3 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
334 
335  // we can make 3 cents of new coins
336  BOOST_CHECK( testWallet.SelectCoinsMinConf( 3 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
337  BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);
338 
339  add_coin(5*CENT); // add a mature 5 cent coin,
340  add_coin(10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
341  add_coin(20*CENT); // and a mature 20 cent coin
342 
343  // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
344 
345  // we can't make 38 cents only if we disallow new coins:
346  BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
347  // we can't even make 37 cents if we don't allow new coins even if they're from us
348  BOOST_CHECK(!testWallet.SelectCoinsMinConf(38 * CENT, filter_standard_extra, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
349  // but we can make 37 cents if we accept new coins from ourself
350  BOOST_CHECK( testWallet.SelectCoinsMinConf(37 * CENT, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
351  BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
352  // and we can make 38 cents if we accept all new coins
353  BOOST_CHECK( testWallet.SelectCoinsMinConf(38 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
354  BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);
355 
356  // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
357  BOOST_CHECK( testWallet.SelectCoinsMinConf(34 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
358  BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest
359  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)
360 
361  // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
362  BOOST_CHECK( testWallet.SelectCoinsMinConf( 7 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
363  BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
364  BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
365 
366  // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
367  BOOST_CHECK( testWallet.SelectCoinsMinConf( 8 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
368  BOOST_CHECK(nValueRet == 8 * CENT);
369  BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
370 
371  // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
372  BOOST_CHECK( testWallet.SelectCoinsMinConf( 9 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
373  BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
374  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
375 
376  // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
377  empty_wallet();
378 
379  add_coin( 6*CENT);
380  add_coin( 7*CENT);
381  add_coin( 8*CENT);
382  add_coin(20*CENT);
383  add_coin(30*CENT); // now we have 6+7+8+20+30 = 71 cents total
384 
385  // check that we have 71 and not 72
386  BOOST_CHECK( testWallet.SelectCoinsMinConf(71 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
387  BOOST_CHECK(!testWallet.SelectCoinsMinConf(72 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
388 
389  // 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
390  BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
391  BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
392  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
393 
394  add_coin( 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
395 
396  // 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
397  BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
398  BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
399  BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
400 
401  add_coin( 18*CENT); // now we have 5+6+7+8+18+20+30
402 
403  // 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
404  BOOST_CHECK( testWallet.SelectCoinsMinConf(16 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
405  BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin
406  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins
407 
408  // now try making 11 cents. we should get 5+6
409  BOOST_CHECK( testWallet.SelectCoinsMinConf(11 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
410  BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
411  BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
412 
413  // check that the smallest bigger coin is used
414  add_coin( 1*COIN);
415  add_coin( 2*COIN);
416  add_coin( 3*COIN);
417  add_coin( 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
418  BOOST_CHECK( testWallet.SelectCoinsMinConf(95 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
419  BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin
420  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
421 
422  BOOST_CHECK( testWallet.SelectCoinsMinConf(195 * CENT, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
423  BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin
424  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
425 
426  // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
427 
428  empty_wallet();
429  add_coin(MIN_CHANGE * 1 / 10);
430  add_coin(MIN_CHANGE * 2 / 10);
431  add_coin(MIN_CHANGE * 3 / 10);
432  add_coin(MIN_CHANGE * 4 / 10);
433  add_coin(MIN_CHANGE * 5 / 10);
434 
435  // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
436  // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
438  BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);
439 
440  // but if we add a bigger coin, small change is avoided
441  add_coin(1111*MIN_CHANGE);
442 
443  // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
444  BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
445  BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
446 
447  // if we add more small coins:
448  add_coin(MIN_CHANGE * 6 / 10);
449  add_coin(MIN_CHANGE * 7 / 10);
450 
451  // and try again to make 1.0 * MIN_CHANGE
452  BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
453  BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount
454 
455  // run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
456  // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
457  empty_wallet();
458  for (int j = 0; j < 20; j++)
459  add_coin(50000 * COIN);
460 
461  BOOST_CHECK( testWallet.SelectCoinsMinConf(500000 * COIN, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
462  BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
463  BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins
464 
465  // 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),
466  // we need to try finding an exact subset anyway
467 
468  // sometimes it will fail, and so we use the next biggest coin:
469  empty_wallet();
470  add_coin(MIN_CHANGE * 5 / 10);
471  add_coin(MIN_CHANGE * 6 / 10);
472  add_coin(MIN_CHANGE * 7 / 10);
473  add_coin(1111 * MIN_CHANGE);
474  BOOST_CHECK( testWallet.SelectCoinsMinConf(1 * MIN_CHANGE, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
475  BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
476  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
477 
478  // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
479  empty_wallet();
480  add_coin(MIN_CHANGE * 4 / 10);
481  add_coin(MIN_CHANGE * 6 / 10);
482  add_coin(MIN_CHANGE * 8 / 10);
483  add_coin(1111 * MIN_CHANGE);
485  BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount
486  BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6
487 
488  // test avoiding small change
489  empty_wallet();
490  add_coin(MIN_CHANGE * 5 / 100);
491  add_coin(MIN_CHANGE * 1);
492  add_coin(MIN_CHANGE * 100);
493 
494  // trying to make 100.01 from these three coins
495  BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 10001 / 100, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
496  BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
497  BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);
498 
499  // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
500  BOOST_CHECK(testWallet.SelectCoinsMinConf(MIN_CHANGE * 9990 / 100, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
501  BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
502  BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
503  }
504 
505  // test with many inputs
506  for (CAmount amt=1500; amt < COIN; amt*=10) {
507  empty_wallet();
508  // Create 676 inputs (= (old MAX_STANDARD_TX_SIZE == 100000) / 148 bytes per input)
509  for (uint16_t j = 0; j < 676; j++)
510  add_coin(amt);
511 
512  // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
513  for (int i = 0; i < RUN_TESTS; i++) {
514  BOOST_CHECK(testWallet.SelectCoinsMinConf(2000, filter_confirmed, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
515 
516  if (amt - 2000 < MIN_CHANGE) {
517  // needs more than one input:
518  uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
519  CAmount returnValue = amt * returnSize;
520  BOOST_CHECK_EQUAL(nValueRet, returnValue);
521  BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
522  } else {
523  // one input is sufficient:
524  BOOST_CHECK_EQUAL(nValueRet, amt);
525  BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
526  }
527  }
528  }
529 
530  // test randomness
531  {
532  empty_wallet();
533  for (int i2 = 0; i2 < 100; i2++)
534  add_coin(COIN);
535 
536  // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
537  for (int i = 0; i < RUN_TESTS; i++) {
538  // picking 50 from 100 coins doesn't depend on the shuffle,
539  // but does depend on randomness in the stochastic approximation code
540  BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used));
541  BOOST_CHECK(testWallet.SelectCoinsMinConf(50 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
542  BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));
543 
544  int fails = 0;
545  for (int j = 0; j < RANDOM_REPEATS; j++)
546  {
547  // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
548  // run the test RANDOM_REPEATS times and only complain if all of them fail
549  BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used));
550  BOOST_CHECK(testWallet.SelectCoinsMinConf(COIN, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
551  if (equal_sets(setCoinsRet, setCoinsRet2))
552  fails++;
553  }
554  BOOST_CHECK_NE(fails, RANDOM_REPEATS);
555  }
556 
557  // add 75 cents in small change. not enough to make 90 cents,
558  // then try making 90 cents. there are multiple competing "smallest bigger" coins,
559  // one of which should be picked at random
560  add_coin(5 * CENT);
561  add_coin(10 * CENT);
562  add_coin(15 * CENT);
563  add_coin(20 * CENT);
564  add_coin(25 * CENT);
565 
566  for (int i = 0; i < RUN_TESTS; i++) {
567  int fails = 0;
568  for (int j = 0; j < RANDOM_REPEATS; j++)
569  {
570  // selecting 1 from 100 identical coins depends on the shuffle; this test will fail 1% of the time
571  // run the test RANDOM_REPEATS times and only complain if all of them fail
572  BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, GroupCoins(vCoins), setCoinsRet , nValueRet, coin_selection_params, bnb_used));
573  BOOST_CHECK(testWallet.SelectCoinsMinConf(90*CENT, filter_standard, GroupCoins(vCoins), setCoinsRet2, nValueRet, coin_selection_params, bnb_used));
574  if (equal_sets(setCoinsRet, setCoinsRet2))
575  fails++;
576  }
577  BOOST_CHECK_NE(fails, RANDOM_REPEATS);
578  }
579  }
580 
581  empty_wallet();
582 }
583 
585 {
586  CoinSet setCoinsRet;
587  CAmount nValueRet;
588  bool bnb_used;
589 
592 
593  empty_wallet();
594 
595  // Test vValue sort order
596  for (int i = 0; i < 1000; i++)
597  add_coin(1000 * COIN);
598  add_coin(3 * COIN);
599 
600  BOOST_CHECK(testWallet.SelectCoinsMinConf(1003 * COIN, filter_standard, GroupCoins(vCoins), setCoinsRet, nValueRet, coin_selection_params, bnb_used));
601  BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
602  BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
603 
604  empty_wallet();
605 }
606 
607 // Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
608 BOOST_AUTO_TEST_CASE(SelectCoins_test)
609 {
611 
612  // Random generator stuff
613  std::default_random_engine generator;
614  std::exponential_distribution<double> distribution (100);
615  FastRandomContext rand;
616 
617  // Run this test 100 times
618  for (int i = 0; i < 100; ++i)
619  {
620  empty_wallet();
621 
622  // Make a wallet with 1000 exponentially distributed random inputs
623  for (int j = 0; j < 1000; ++j)
624  {
625  add_coin((CAmount)(distribution(generator)*10000000));
626  }
627 
628  // Generate a random fee rate in the range of 100 - 400
629  CFeeRate rate(rand.randrange(300) + 100);
630 
631  // Generate a random target value between 1000 and wallet balance
632  CAmount target = rand.randrange(balance - 1000) + 1000;
633 
634  // Perform selection
635  CoinSelectionParams coin_selection_params_knapsack(false, 34, 148, CFeeRate(0), 0);
636  CoinSelectionParams coin_selection_params_bnb(true, 34, 148, CFeeRate(0), 0);
637  CoinSet out_set;
638  CAmount out_value = 0;
639  bool bnb_used = false;
640  BOOST_CHECK(testWallet.SelectCoinsMinConf(target, filter_standard, GroupCoins(vCoins), out_set, out_value, coin_selection_params_bnb, bnb_used) ||
641  testWallet.SelectCoinsMinConf(target, filter_standard, GroupCoins(vCoins), out_set, out_value, coin_selection_params_knapsack, bnb_used));
642  BOOST_CHECK_GE(out_value, target);
643  }
644 }
645 
static CAmount make_hard_case(int utxos, std::vector< CInputCoin > &utxo_pool)
void SetupLegacyScriptPubKeyMan()
Make a LegacyScriptPubKeyMan and set it for all types, internal, and external.
Definition: wallet.cpp:4365
bool m_is_cache_empty
This flag is true if all m_amounts caches are empty.
Definition: wallet.h:334
static bool equal_sets(CoinSet a, CoinSet b)
std::vector< CTxIn > vin
Definition: transaction.h:347
static const CAmount COIN
Definition: amount.h:14
static void empty_wallet(void)
bool SelectCoinsBnB(std::vector< OutputGroup > &utxo_pool, const CAmount &target_value, const CAmount &cost_of_change, std::set< CInputCoin > &out_set, CAmount &value_ret, CAmount not_input_fees)
bool SelectCoinsMinConf(const CAmount &nTargetValue, const CoinEligibilityFilter &eligibility_filter, std::vector< OutputGroup > groups, std::set< CInputCoin > &setCoinsRet, CAmount &nValueRet, const CoinSelectionParams &coin_selection_params, bool &bnb_used) const
Shuffle and select coins until nTargetValue is reached while avoiding small change; This method is st...
Definition: wallet.cpp:2297
static CTransactionRef MakeTransactionRef()
Definition: transaction.h:388
std::unique_ptr< BerkeleyDatabase > CreateDummyWalletDatabase()
Return object for accessing dummy database with no read/write capabilities.
Definition: walletdb.cpp:1022
CoinEligibilityFilter filter_standard(1, 6, 0)
static constexpr CAmount MIN_CHANGE
target minimum change amount
Definition: coinselection.h:13
static void add_coin(const CAmount &nValue, int nInput, std::vector< CInputCoin > &set)
static NodeContext testNode
BOOST_AUTO_TEST_CASE(bnb_search_test)
#define RANDOM_REPEATS
Coin Control Features.
Definition: coincontrol.h:22
std::unique_ptr< Chain > MakeChain(NodeContext &node)
Return implementation of Chain interface.
Definition: chain.cpp:386
std::set< CInputCoin > CoinSet
int64_t CAmount
Amount in satoshis (Can be negative)
Definition: amount.h:12
NodeContext struct containing references to chain state and connection state.
Definition: context.h:34
static CAmount balance
#define LOCK(cs)
Definition: sync.h:226
void Set(isminefilter filter, CAmount value)
Definition: ismine.h:43
static CWallet testWallet(testChain.get(), WalletLocation(), CreateDummyWalletDatabase())
Fast randomness source.
Definition: random.h:119
void Select(const COutPoint &output)
Definition: coincontrol.h:71
bool fAllowOtherInputs
If false, allows unselected inputs, but requires all selected inputs be used.
Definition: coincontrol.h:32
bool m_subtract_fee_outputs
Indicate that we are subtracting the fee from outputs.
Definition: wallet.h:608
#define RUN_TESTS
std::vector< OutputGroup > & GroupCoins(const std::vector< CInputCoin > &coins)
CoinEligibilityFilter filter_confirmed(1, 1, 0)
CWalletTx * AddToWallet(CTransactionRef tx, const CWalletTx::Confirmation &confirm, const UpdateWalletTxFn &update_wtx=nullptr, bool fFlushOnClose=true)
Definition: wallet.cpp:797
CScript GetScriptForDestination(const CTxDestination &dest)
Generate a Bitcoin scriptPubKey for the given CTxDestination.
Definition: standard.cpp:295
An outpoint - a combination of a transaction hash and an index n into its vout.
Definition: transaction.h:18
std::vector< CTxOut > vout
Definition: transaction.h:348
A transaction with a bunch of additional info that only the owner cares about.
Definition: wallet.h:265
CachableAmount m_amounts[AMOUNTTYPE_ENUM_ELEMENTS]
Definition: wallet.h:327
std::unique_ptr< BerkeleyDatabase > CreateMockWalletDatabase()
Return object for accessing temporary in-memory database.
Definition: walletdb.cpp:1028
CoinSelectionParams coin_selection_params(false, 0, 0, CFeeRate(0), 0)
#define BOOST_FIXTURE_TEST_SUITE(a, b)
Definition: object.cpp:14
Testing setup and teardown for wallet.
#define BOOST_CHECK_EQUAL(v1, v2)
Definition: object.cpp:18
CoinEligibilityFilter filter_standard_extra(6, 6, 0)
static auto testChain
#define BOOST_AUTO_TEST_SUITE_END()
Definition: object.cpp:16
A CWallet maintains a set of transactions and balances, and provides the ability to create new transa...
Definition: wallet.h:618
Fee rate in satoshis per kilobyte: CAmount / kB.
Definition: feerate.h:29
RecursiveMutex cs_wallet
Definition: wallet.h:727
A mutable version of CTransaction.
Definition: transaction.h:345
static void ApproximateBestSubset(const std::vector< OutputGroup > &groups, const CAmount &nTotalLower, const CAmount &nTargetValue, std::vector< char > &vfBest, CAmount &nBest, int iterations=1000)
static std::vector< COutput > vCoins
The WalletLocation class provides wallet information.
Definition: walletutil.h:71
CFeeRate effective_fee
Definition: wallet.h:605
boost::variant< CNoDestination, PKHash, ScriptHash, WitnessV0ScriptHash, WitnessV0KeyHash, WitnessUnknown > CTxDestination
A txout script template with a specific destination.
Definition: standard.h:209
bool error(const char *fmt, const Args &... args)
Definition: system.h:49
uint64_t randrange(uint64_t range) noexcept
Generate a random integer in the range [0..range).
Definition: random.h:190
bool GetNewDestination(const OutputType type, const std::string label, CTxDestination &dest, std::string &error)
Definition: wallet.cpp:3263
#define BOOST_CHECK(expr)
Definition: object.cpp:17