Fix coin selection to only include change when it's necessary.
This commit is contained in:
parent
d650f96d5f
commit
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2 changed files with 58 additions and 80 deletions
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@ -6,9 +6,6 @@
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// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
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// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
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#define RUN_TESTS 100
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#define RUN_TESTS 100
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// enables tests which currently fail, due to code which tries too hard to avoid sub-cent change
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// #define STRICT
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// some tests fail 1% of the time due to bad luck.
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// some tests fail 1% of the time due to bad luck.
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// we repeat those tests this many times and only complain if all iterations of the test fail
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// we repeat those tests this many times and only complain if all iterations of the test fail
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#define RANDOM_REPEATS 5
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#define RANDOM_REPEATS 5
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@ -109,15 +106,10 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
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BOOST_CHECK_GT(nValueRet, 34 * CENT); // but should get more than 34 cents
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BOOST_CHECK_GT(nValueRet, 34 * CENT); // but should get more than 34 cents
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 3); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 3); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
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// when we try making 7 cents, the smaller coins (1,2,5) are enough. I'd hope to see just 2+5, but 1 gets included too
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// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
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BOOST_CHECK( wallet.SelectCoinsMinConf( 7 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf( 7 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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#ifdef STRICT
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BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
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BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
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#else
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BOOST_CHECK(nValueRet == 7 * CENT || nValueRet == 8 * CENT);
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BOOST_CHECK(setCoinsRet.size() == 2 || setCoinsRet.size() == 3);
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#endif
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// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
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// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
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BOOST_CHECK( wallet.SelectCoinsMinConf( 8 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf( 8 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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@ -161,13 +153,9 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
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BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin
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BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 1); // because in the event of a tie, the biggest coin wins
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 1); // because in the event of a tie, the biggest coin wins
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// now try making 11 cents. we hope for 5+6 but get 5+7 due to fear of sub-cent change
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// now try making 11 cents. we should get 5+6
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BOOST_CHECK( wallet.SelectCoinsMinConf(11 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf(11 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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#ifdef STRICT
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BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
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BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
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#else
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BOOST_CHECK(nValueRet == 11 * CENT || nValueRet == 12 * CENT);
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#endif
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 2);
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// check that the smallest bigger coin is used
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// check that the smallest bigger coin is used
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@ -201,24 +189,15 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
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// try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 cents
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// try making 1 cent from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 cents
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BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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#ifdef STRICT
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BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
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BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we hope for the exact amount
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#else
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BOOST_CHECK(nValueRet == 1 * CENT || nValueRet == 1111 * CENT); // but get a single 1111 cent coin
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#endif
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// if we add more sub-cent coins:
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// if we add more sub-cent coins:
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add_coin(0.6*CENT);
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add_coin(0.6*CENT);
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add_coin(0.7*CENT);
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add_coin(0.7*CENT);
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// and try again to make 1.0 cents, the new coins will be used to make 2.0 cents - leaving 1.0 cent change
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// and try again to make 1.0 cents, we can still make 1.0 cents
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BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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#ifdef STRICT
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BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
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BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we hope for the exact amount
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#else
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BOOST_CHECK(nValueRet == 1 * CENT || nValueRet == 2 * CENT); // but get a bunch of sub-cent coins totalling 2 cents
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BOOST_CHECK_GE(setCoinsRet.size(), 4); // 0.7 + 0.6 + 0.5 + 0.2 = 2.0 for example
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#endif
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// run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
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// run the 'mtgox' test (see http://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
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// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
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// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
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@ -227,13 +206,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
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add_coin(50000 * COIN);
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add_coin(50000 * COIN);
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BOOST_CHECK( wallet.SelectCoinsMinConf(500000 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf(500000 * COIN, 1, 1, vCoins, setCoinsRet, nValueRet));
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#ifdef STRICT
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BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
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BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we hope for the exact amount
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 10); // in ten coins
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 10); // in ten coins
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#else
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BOOST_CHECK(nValueRet == 500000 * COIN || nValueRet == 550000 * COIN); // but get 50k too much
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BOOST_CHECK(setCoinsRet.size() == 10 || setCoinsRet.size() == 11); // in 11 coins
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#endif
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// if there's not enough in the smaller coins to make at least 1 cent change (0.5+0.6+0.7 < 1.0+1.0),
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// if there's not enough in the smaller coins to make at least 1 cent change (0.5+0.6+0.7 < 1.0+1.0),
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// we need to try finding an exact subset anyway
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// we need to try finding an exact subset anyway
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@ -255,13 +229,8 @@ BOOST_AUTO_TEST_CASE(coin_selection_tests)
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add_coin(0.8 * CENT);
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add_coin(0.8 * CENT);
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add_coin(1111 * CENT);
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add_coin(1111 * CENT);
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BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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BOOST_CHECK( wallet.SelectCoinsMinConf(1 * CENT, 1, 1, vCoins, setCoinsRet, nValueRet));
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#ifdef STRICT
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BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we should get the exact amount
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BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); // we hope for the exact amount
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 2); // in two coins 0.4+0.6
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 2); // in two coins 0.4+0.6
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#else
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BOOST_CHECK_EQUAL(nValueRet, 1111 * CENT); // but since value of smaller coins < target+cent, we get the bigger coin again
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BOOST_CHECK_EQUAL(setCoinsRet.size(), 1);
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#endif
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// test avoiding sub-cent change
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// test avoiding sub-cent change
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empty_wallet();
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empty_wallet();
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@ -898,7 +898,7 @@ int64 CWallet::GetImmatureBalance() const
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return nTotal;
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return nTotal;
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}
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}
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// populate vCoins with vector of spendable (age, (value, (transaction, output_number))) outputs
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// populate vCoins with vector of spendable COutputs
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void CWallet::AvailableCoins(vector<COutput>& vCoins) const
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void CWallet::AvailableCoins(vector<COutput>& vCoins) const
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{
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{
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vCoins.clear();
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vCoins.clear();
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@ -915,13 +915,51 @@ void CWallet::AvailableCoins(vector<COutput>& vCoins) const
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if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
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if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
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continue;
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continue;
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for (int i = 0; i < pcoin->vout.size(); i++)
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for (unsigned int i = 0; i < pcoin->vout.size(); i++)
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if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
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if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
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vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
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vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
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}
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}
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}
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}
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}
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}
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static void ApproximateBestSubset(vector<pair<int64, pair<const CWalletTx*,unsigned int> > >vValue, int64 nTotalLower, int64 nTargetValue,
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vector<char>& vfBest, int64& nBest, int iterations = 1000)
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{
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vector<char> vfIncluded;
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vfBest.assign(vValue.size(), true);
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nBest = nTotalLower;
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for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
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{
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vfIncluded.assign(vValue.size(), false);
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int64 nTotal = 0;
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bool fReachedTarget = false;
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for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
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{
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for (unsigned int i = 0; i < vValue.size(); i++)
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{
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if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
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{
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nTotal += vValue[i].first;
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vfIncluded[i] = true;
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if (nTotal >= nTargetValue)
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{
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fReachedTarget = true;
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if (nTotal < nBest)
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{
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nBest = nTotal;
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vfBest = vfIncluded;
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}
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nTotal -= vValue[i].first;
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vfIncluded[i] = false;
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}
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}
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}
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}
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}
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}
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bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
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bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
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set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
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set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
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{
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{
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@ -966,7 +1004,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
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}
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}
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}
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}
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if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
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if (nTotalLower == nTargetValue)
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{
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{
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for (unsigned int i = 0; i < vValue.size(); ++i)
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for (unsigned int i = 0; i < vValue.size(); ++i)
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{
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{
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@ -976,7 +1014,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
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return true;
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return true;
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}
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}
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if (nTotalLower < nTargetValue + (coinLowestLarger.second.first ? CENT : 0))
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if (nTotalLower < nTargetValue)
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{
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{
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if (coinLowestLarger.second.first == NULL)
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if (coinLowestLarger.second.first == NULL)
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return false;
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return false;
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@ -985,46 +1023,19 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
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return true;
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return true;
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}
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}
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if (nTotalLower >= nTargetValue + CENT)
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nTargetValue += CENT;
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// Solve subset sum by stochastic approximation
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// Solve subset sum by stochastic approximation
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sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
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sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
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vector<char> vfIncluded;
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vector<char> vfBest;
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vector<char> vfBest(vValue.size(), true);
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int64 nBest;
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int64 nBest = nTotalLower;
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for (int nRep = 0; nRep < 1000 && nBest != nTargetValue; nRep++)
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ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
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{
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if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
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vfIncluded.assign(vValue.size(), false);
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ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
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int64 nTotal = 0;
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bool fReachedTarget = false;
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for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
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{
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for (unsigned int i = 0; i < vValue.size(); i++)
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{
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if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
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{
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nTotal += vValue[i].first;
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vfIncluded[i] = true;
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if (nTotal >= nTargetValue)
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{
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fReachedTarget = true;
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if (nTotal < nBest)
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{
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nBest = nTotal;
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vfBest = vfIncluded;
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}
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nTotal -= vValue[i].first;
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vfIncluded[i] = false;
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}
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}
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}
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}
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}
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// If the next larger is still closer, return it
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// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
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if (coinLowestLarger.second.first && coinLowestLarger.first - nTargetValue <= nBest - nTargetValue)
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// or the next bigger coin is closer), return the bigger coin
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if (coinLowestLarger.second.first &&
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((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
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{
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{
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setCoinsRet.insert(coinLowestLarger.second);
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setCoinsRet.insert(coinLowestLarger.second);
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nValueRet += coinLowestLarger.first;
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nValueRet += coinLowestLarger.first;
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@ -1037,14 +1048,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
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nValueRet += vValue[i].first;
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nValueRet += vValue[i].first;
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}
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}
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#ifdef DEBUG
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//// debug print
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//// debug print
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printf("SelectCoins() best subset: ");
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printf("SelectCoins() best subset: ");
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for (unsigned int i = 0; i < vValue.size(); i++)
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for (unsigned int i = 0; i < vValue.size(); i++)
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if (vfBest[i])
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if (vfBest[i])
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printf("%s ", FormatMoney(vValue[i].first).c_str());
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printf("%s ", FormatMoney(vValue[i].first).c_str());
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printf("total %s\n", FormatMoney(nBest).c_str());
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printf("total %s\n", FormatMoney(nBest).c_str());
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#endif
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}
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}
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return true;
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return true;
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