Introduce a Shuffle for FastRandomContext and use it in wallet and coinselection

This commit is contained in:
Pieter Wuille 2018-10-31 15:42:03 -07:00
parent 8098379be5
commit 3db746beb4
4 changed files with 60 additions and 3 deletions

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@ -130,6 +130,29 @@ public:
inline uint64_t operator()() { return rand64(); } inline uint64_t operator()() { return rand64(); }
}; };
/** More efficient than using std::shuffle on a FastRandomContext.
*
* This is more efficient as std::shuffle will consume entropy in groups of
* 64 bits at the time and throw away most.
*
* This also works around a bug in libstdc++ std::shuffle that may cause
* type::operator=(type&&) to be invoked on itself, which the library's
* debug mode detects and panics on. This is a known issue, see
* https://stackoverflow.com/questions/22915325/avoiding-self-assignment-in-stdshuffle
*/
template<typename I, typename R>
void Shuffle(I first, I last, R&& rng)
{
while (first != last) {
size_t j = rng.randrange(last - first);
if (j) {
using std::swap;
swap(*first, *(first + j));
}
++first;
}
}
/* Number of random bytes returned by GetOSRand. /* Number of random bytes returned by GetOSRand.
* When changing this constant make sure to change all call sites, and make * When changing this constant make sure to change all call sites, and make
* sure that the underlying OS APIs for all platforms support the number. * sure that the underlying OS APIs for all platforms support the number.

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@ -75,8 +75,42 @@ BOOST_AUTO_TEST_CASE(stdrandom_test)
for (int j = 1; j <= 10; ++j) { for (int j = 1; j <= 10; ++j) {
BOOST_CHECK(std::find(test.begin(), test.end(), j) != test.end()); BOOST_CHECK(std::find(test.begin(), test.end(), j) != test.end());
} }
Shuffle(test.begin(), test.end(), ctx);
for (int j = 1; j <= 10; ++j) {
BOOST_CHECK(std::find(test.begin(), test.end(), j) != test.end());
}
} }
} }
/** Test that Shuffle reaches every permutation with equal probability. */
BOOST_AUTO_TEST_CASE(shuffle_stat_test)
{
FastRandomContext ctx(true);
uint32_t counts[5 * 5 * 5 * 5 * 5] = {0};
for (int i = 0; i < 12000; ++i) {
int data[5] = {0, 1, 2, 3, 4};
Shuffle(std::begin(data), std::end(data), ctx);
int pos = data[0] + data[1] * 5 + data[2] * 25 + data[3] * 125 + data[4] * 625;
++counts[pos];
}
unsigned int sum = 0;
double chi_score = 0.0;
for (int i = 0; i < 5 * 5 * 5 * 5 * 5; ++i) {
int i1 = i % 5, i2 = (i / 5) % 5, i3 = (i / 25) % 5, i4 = (i / 125) % 5, i5 = i / 625;
uint32_t count = counts[i];
if (i1 == i2 || i1 == i3 || i1 == i4 || i1 == i5 || i2 == i3 || i2 == i4 || i2 == i5 || i3 == i4 || i3 == i5 || i4 == i5) {
BOOST_CHECK(count == 0);
} else {
chi_score += ((count - 100.0) * (count - 100.0)) / 100.0;
BOOST_CHECK(count > 50);
BOOST_CHECK(count < 150);
sum += count;
}
}
BOOST_CHECK(chi_score > 58.1411); // 99.9999% confidence interval
BOOST_CHECK(chi_score < 210.275);
BOOST_CHECK_EQUAL(sum, 12000);
}
BOOST_AUTO_TEST_SUITE_END() BOOST_AUTO_TEST_SUITE_END()

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@ -223,7 +223,7 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
std::vector<OutputGroup> applicable_groups; std::vector<OutputGroup> applicable_groups;
CAmount nTotalLower = 0; CAmount nTotalLower = 0;
random_shuffle(groups.begin(), groups.end(), GetRandInt); Shuffle(groups.begin(), groups.end(), FastRandomContext());
for (const OutputGroup& group : groups) { for (const OutputGroup& group : groups) {
if (group.m_value == nTargetValue) { if (group.m_value == nTargetValue) {

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@ -2462,7 +2462,7 @@ bool CWallet::SelectCoins(const std::vector<COutput>& vAvailableCoins, const CAm
// Cases where we have 11+ outputs all pointing to the same destination may result in // Cases where we have 11+ outputs all pointing to the same destination may result in
// privacy leaks as they will potentially be deterministically sorted. We solve that by // privacy leaks as they will potentially be deterministically sorted. We solve that by
// explicitly shuffling the outputs before processing // explicitly shuffling the outputs before processing
std::shuffle(vCoins.begin(), vCoins.end(), FastRandomContext()); Shuffle(vCoins.begin(), vCoins.end(), FastRandomContext());
} }
std::vector<OutputGroup> groups = GroupOutputs(vCoins, !coin_control.m_avoid_partial_spends); std::vector<OutputGroup> groups = GroupOutputs(vCoins, !coin_control.m_avoid_partial_spends);
@ -2922,7 +2922,7 @@ bool CWallet::CreateTransaction(interfaces::Chain::Lock& locked_chain, const std
// Shuffle selected coins and fill in final vin // Shuffle selected coins and fill in final vin
txNew.vin.clear(); txNew.vin.clear();
std::vector<CInputCoin> selected_coins(setCoins.begin(), setCoins.end()); std::vector<CInputCoin> selected_coins(setCoins.begin(), setCoins.end());
std::shuffle(selected_coins.begin(), selected_coins.end(), FastRandomContext()); Shuffle(selected_coins.begin(), selected_coins.end(), FastRandomContext());
// Note how the sequence number is set to non-maxint so that // Note how the sequence number is set to non-maxint so that
// the nLockTime set above actually works. // the nLockTime set above actually works.