157 lines
5.4 KiB
Python
157 lines
5.4 KiB
Python
import unittest
|
|
|
|
from torba.coin.btc import BTC
|
|
from torba.coinselection import CoinSelector, MAXIMUM_TRIES
|
|
from torba.constants import CENT
|
|
from torba.manager import WalletManager
|
|
|
|
from .test_transaction import Output, get_output as utxo
|
|
|
|
|
|
NULL_HASH = b'\x00'*32
|
|
|
|
|
|
def search(*args, **kwargs):
|
|
selection = CoinSelector(*args, **kwargs).branch_and_bound()
|
|
return [o.output.amount for o in selection] if selection else selection
|
|
|
|
|
|
class BaseSelectionTestCase(unittest.TestCase):
|
|
|
|
def setUp(self):
|
|
ledger = WalletManager().get_or_create_ledger(BTC.get_id())
|
|
self.coin = BTC(ledger)
|
|
|
|
def estimates(self, *args):
|
|
txos = args if isinstance(args[0], Output) else args[0]
|
|
return [txo.get_estimator(self.coin) for txo in txos]
|
|
|
|
|
|
class TestCoinSelectionTests(BaseSelectionTestCase):
|
|
|
|
def test_empty_coins(self):
|
|
self.assertIsNone(CoinSelector([], 0, 0).select())
|
|
|
|
def test_skip_binary_search_if_total_not_enough(self):
|
|
fee = utxo(CENT).get_estimator(self.coin).fee
|
|
big_pool = self.estimates(utxo(CENT+fee) for _ in range(100))
|
|
selector = CoinSelector(big_pool, 101 * CENT, 0)
|
|
self.assertIsNone(selector.select())
|
|
self.assertEqual(selector.tries, 0) # Never tried.
|
|
# check happy path
|
|
selector = CoinSelector(big_pool, 100 * CENT, 0)
|
|
self.assertEqual(len(selector.select()), 100)
|
|
self.assertEqual(selector.tries, 201)
|
|
|
|
def test_exact_match(self):
|
|
fee = utxo(CENT).get_estimator(self.coin).fee
|
|
utxo_pool = self.estimates(
|
|
utxo(CENT + fee),
|
|
utxo(CENT),
|
|
utxo(CENT - fee)
|
|
)
|
|
selector = CoinSelector(utxo_pool, CENT, 0)
|
|
match = selector.select()
|
|
self.assertEqual([CENT + fee], [c.output.amount for c in match])
|
|
self.assertTrue(selector.exact_match)
|
|
|
|
def test_random_draw(self):
|
|
utxo_pool = self.estimates(
|
|
utxo(2 * CENT),
|
|
utxo(3 * CENT),
|
|
utxo(4 * CENT)
|
|
)
|
|
selector = CoinSelector(utxo_pool, CENT, 0, '\x00')
|
|
match = selector.select()
|
|
self.assertEqual([2 * CENT], [c.output.amount for c in match])
|
|
self.assertFalse(selector.exact_match)
|
|
|
|
|
|
class TestOfficialBitcoinCoinSelectionTests(BaseSelectionTestCase):
|
|
|
|
# Bitcoin implementation:
|
|
# https://github.com/bitcoin/bitcoin/blob/master/src/wallet/coinselection.cpp
|
|
#
|
|
# Bitcoin implementation tests:
|
|
# https://github.com/bitcoin/bitcoin/blob/master/src/wallet/test/coinselector_tests.cpp
|
|
#
|
|
# Branch and Bound coin selection white paper:
|
|
# https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf
|
|
|
|
def setUp(self):
|
|
ledger = WalletManager().get_or_create_ledger(BTC.get_id())
|
|
self.coin = BTC(ledger, 0)
|
|
|
|
def make_hard_case(self, utxos):
|
|
target = 0
|
|
utxo_pool = []
|
|
for i in range(utxos):
|
|
amount = 1 << (utxos+i)
|
|
target += amount
|
|
utxo_pool.append(utxo(amount))
|
|
utxo_pool.append(utxo(amount + (1 << (utxos-1-i))))
|
|
return self.estimates(utxo_pool), target
|
|
|
|
def test_branch_and_bound_coin_selection(self):
|
|
utxo_pool = self.estimates(
|
|
utxo(1 * CENT),
|
|
utxo(2 * CENT),
|
|
utxo(3 * CENT),
|
|
utxo(4 * CENT)
|
|
)
|
|
|
|
# Select 1 Cent
|
|
self.assertEqual([1 * CENT], search(utxo_pool, 1 * CENT, 0.5 * CENT))
|
|
|
|
# Select 2 Cent
|
|
self.assertEqual([2 * CENT], search(utxo_pool, 2 * CENT, 0.5 * CENT))
|
|
|
|
# Select 5 Cent
|
|
self.assertEqual([3 * CENT, 2 * CENT], search(utxo_pool, 5 * CENT, 0.5 * CENT))
|
|
|
|
# Select 11 Cent, not possible
|
|
self.assertIsNone(search(utxo_pool, 11 * CENT, 0.5 * CENT))
|
|
|
|
# Select 10 Cent
|
|
utxo_pool += self.estimates(utxo(5 * CENT))
|
|
self.assertEqual(
|
|
[4 * CENT, 3 * CENT, 2 * CENT, 1 * CENT],
|
|
search(utxo_pool, 10 * CENT, 0.5 * CENT)
|
|
)
|
|
|
|
# Negative effective value
|
|
# Select 10 Cent but have 1 Cent not be possible because too small
|
|
# TODO: bitcoin has [5, 3, 2]
|
|
self.assertEqual(
|
|
[4 * CENT, 3 * CENT, 2 * CENT, 1 * CENT],
|
|
search(utxo_pool, 10 * CENT, 5000)
|
|
)
|
|
|
|
# Select 0.25 Cent, not possible
|
|
self.assertIsNone(search(utxo_pool, 0.25 * CENT, 0.5 * CENT))
|
|
|
|
# Iteration exhaustion test
|
|
utxo_pool, target = self.make_hard_case(17)
|
|
selector = CoinSelector(utxo_pool, target, 0)
|
|
self.assertIsNone(selector.branch_and_bound())
|
|
self.assertEqual(selector.tries, MAXIMUM_TRIES) # Should exhaust
|
|
utxo_pool, target = self.make_hard_case(14)
|
|
self.assertIsNotNone(search(utxo_pool, target, 0)) # Should not exhaust
|
|
|
|
# Test same value early bailout optimization
|
|
utxo_pool = self.estimates([
|
|
utxo(7 * CENT),
|
|
utxo(7 * CENT),
|
|
utxo(7 * CENT),
|
|
utxo(7 * CENT),
|
|
utxo(2 * CENT)
|
|
] + [utxo(5 * CENT)]*50000)
|
|
self.assertEqual(
|
|
[7 * CENT, 7 * CENT, 7 * CENT, 7 * CENT, 2 * CENT],
|
|
search(utxo_pool, 30 * CENT, 5000)
|
|
)
|
|
|
|
# Select 1 Cent with pool of only greater than 5 Cent
|
|
utxo_pool = self.estimates(utxo(i * CENT) for i in range(5, 21))
|
|
for _ in range(100):
|
|
self.assertIsNone(search(utxo_pool, 1 * CENT, 2 * CENT))
|