lbrycrd/src/test/policyestimator_tests.cpp
Alex Morcos fd29d3df29 Remove checking of mempool min fee from estimateSmartFee.
This check has been moved to the wallet logic GetMinimumFee. The rpc call to
estimatesmartfee will now no longer return a result maxed with the mempool min
fee, but automated fee calculations from the wallet will produce the same result
as before and coincontrol and sendcoins dialogs in the GUI will correctly
display the right prospective fee.

changes to policy/fees.cpp include a big whitespace indentation change.
2017-07-14 23:41:40 -04:00

183 lines
7.2 KiB
C++

// Copyright (c) 2011-2016 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 "policy/policy.h"
#include "policy/fees.h"
#include "txmempool.h"
#include "uint256.h"
#include "util.h"
#include "test/test_bitcoin.h"
#include <boost/test/unit_test.hpp>
BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
{
CBlockPolicyEstimator feeEst;
CTxMemPool mpool(&feeEst);
TestMemPoolEntryHelper entry;
CAmount basefee(2000);
CAmount deltaFee(100);
std::vector<CAmount> feeV;
// Populate vectors of increasing fees
for (int j = 0; j < 10; j++) {
feeV.push_back(basefee * (j+1));
}
// Store the hashes of transactions that have been
// added to the mempool by their associate fee
// txHashes[j] is populated with transactions either of
// fee = basefee * (j+1)
std::vector<uint256> txHashes[10];
// Create a transaction template
CScript garbage;
for (unsigned int i = 0; i < 128; i++)
garbage.push_back('X');
CMutableTransaction tx;
tx.vin.resize(1);
tx.vin[0].scriptSig = garbage;
tx.vout.resize(1);
tx.vout[0].nValue=0LL;
CFeeRate baseRate(basefee, GetVirtualTransactionSize(tx));
// Create a fake block
std::vector<CTransactionRef> block;
int blocknum = 0;
// Loop through 200 blocks
// At a decay .9952 and 4 fee transactions per block
// This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
while (blocknum < 200) {
for (int j = 0; j < 10; j++) { // For each fee
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx));
txHashes[j].push_back(hash);
}
}
//Create blocks where higher fee txs are included more often
for (int h = 0; h <= blocknum%10; h++) {
// 10/10 blocks add highest fee transactions
// 9/10 blocks add 2nd highest and so on until ...
// 1/10 blocks add lowest fee transactions
while (txHashes[9-h].size()) {
CTransactionRef ptx = mpool.get(txHashes[9-h].back());
if (ptx)
block.push_back(ptx);
txHashes[9-h].pop_back();
}
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
// Check after just a few txs that combining buckets works as expected
if (blocknum == 3) {
// At this point we should need to combine 3 buckets to get enough data points
// So estimateFee(1) should fail and estimateFee(2) should return somewhere around
// 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97%
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee);
}
}
std::vector<CAmount> origFeeEst;
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
// so estimateFee(1) would return 10*baseRate but is hardcoded to return failure
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
if (i > 2) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
}
int mult = 11-i;
if (i % 2 == 0) { //At scale 2, test logic is only correct for even targets
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
}
}
// Fill out rest of the original estimates
for (int i = 10; i <= 48; i++) {
origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
// We haven't decayed the moving average enough so we still have enough data points in every bucket
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum);
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine 15 more blocks with lots of transactions happening and not getting mined
// Estimates should go up
while (blocknum < 265) {
for (int j = 0; j < 10; j++) { // For each fee multiple
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx));
txHashes[j].push_back(hash);
}
}
mpool.removeForBlock(block, ++blocknum);
}
for (int i = 1; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine all those transactions
// Estimates should still not be below original
for (int j = 0; j < 10; j++) {
while(txHashes[j].size()) {
CTransactionRef ptx = mpool.get(txHashes[j].back());
if (ptx)
block.push_back(ptx);
txHashes[j].pop_back();
}
}
mpool.removeForBlock(block, 266);
block.clear();
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine 400 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 665) {
for (int j = 0; j < 10; j++) { // For each fee multiple
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx));
CTransactionRef ptx = mpool.get(hash);
if (ptx)
block.push_back(ptx);
}
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
}
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2)
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
}
}
BOOST_AUTO_TEST_SUITE_END()