forked from LBRYCommunity/lbry-sdk
182 lines
6.6 KiB
Python
182 lines
6.6 KiB
Python
from unittest import TestCase
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from types import GeneratorType
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from lbry import Config, Ledger
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from lbry.constants import CENT
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from lbry.testcase import get_output as utxo
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from lbry.wallet.coinselection import (
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CoinSelector, OutputEffectiveAmountEstimator, MAXIMUM_TRIES
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)
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def search(*args, **kwargs):
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selection = CoinSelector(*args[1:], **kwargs).select(args[0], 'branch_and_bound')
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return [o.txo.amount for o in selection] if selection else selection
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class BaseSelectionTestCase(TestCase):
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def setUp(self):
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self.ledger = Ledger(Config.with_null_dir())
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def estimates(self, *args):
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txos = args[0] if isinstance(args[0], (GeneratorType, list)) else args
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return [OutputEffectiveAmountEstimator(self.ledger, txo) for txo in txos]
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class TestCoinSelectionTests(BaseSelectionTestCase):
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def test_empty_coins(self):
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self.assertListEqual(CoinSelector(0, 0).select([]), [])
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def test_skip_binary_search_if_total_not_enough(self):
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fee = OutputEffectiveAmountEstimator(self.ledger, utxo(CENT)).fee
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big_pool = self.estimates(utxo(CENT+fee) for _ in range(100))
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selector = CoinSelector(101 * CENT, 0)
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self.assertListEqual(selector.select(big_pool), [])
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self.assertEqual(selector.tries, 0) # Never tried.
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# check happy path
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selector = CoinSelector(100 * CENT, 0)
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self.assertEqual(len(selector.select(big_pool)), 100)
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self.assertEqual(selector.tries, 201)
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def test_exact_match(self):
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fee = OutputEffectiveAmountEstimator(self.ledger, utxo(CENT)).fee
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utxo_pool = self.estimates(
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utxo(CENT + fee),
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utxo(CENT),
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utxo(CENT - fee)
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)
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selector = CoinSelector(CENT, 0)
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match = selector.select(utxo_pool)
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self.assertListEqual([CENT + fee], [c.txo.amount for c in match])
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self.assertTrue(selector.exact_match)
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def test_random_draw(self):
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utxo_pool = self.estimates(
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utxo(2 * CENT),
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utxo(3 * CENT),
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utxo(4 * CENT)
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)
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selector = CoinSelector(CENT, 0, '\x00')
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match = selector.select(utxo_pool)
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self.assertListEqual([2 * CENT], [c.txo.amount for c in match])
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self.assertFalse(selector.exact_match)
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def test_pick(self):
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utxo_pool = self.estimates(
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utxo(1*CENT),
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utxo(1*CENT),
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utxo(3*CENT),
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utxo(5*CENT),
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utxo(10*CENT),
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)
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selector = CoinSelector(3*CENT, 0)
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match = selector.select(utxo_pool)
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self.assertListEqual([5*CENT], [c.txo.amount for c in match])
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def test_confirmed_strategies(self):
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utxo_pool = self.estimates(
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utxo(11*CENT, height=5),
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utxo(11*CENT, height=0),
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utxo(11*CENT, height=-2),
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utxo(11*CENT, height=5),
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)
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match = CoinSelector(20*CENT, 0).select(utxo_pool, "only_confirmed")
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self.assertListEqual([5, 5], [c.txo.tx_ref.height for c in match])
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match = CoinSelector(25*CENT, 0).select(utxo_pool, "only_confirmed")
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self.assertListEqual([], [c.txo.tx_ref.height for c in match])
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match = CoinSelector(20*CENT, 0).select(utxo_pool, "prefer_confirmed")
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self.assertListEqual([5, 5], [c.txo.tx_ref.height for c in match])
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match = CoinSelector(25*CENT, 0, '\x00').select(utxo_pool, "prefer_confirmed")
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self.assertListEqual([5, 0, -2], [c.txo.tx_ref.height for c in match])
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class TestOfficialBitcoinCoinSelectionTests(BaseSelectionTestCase):
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# Bitcoin implementation:
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# https://github.com/bitcoin/bitcoin/blob/master/src/wallet/coinselection.cpp
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#
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# Bitcoin implementation tests:
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# https://github.com/bitcoin/bitcoin/blob/master/src/wallet/test/coinselector_tests.cpp
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#
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# Branch and Bound coin selection white paper:
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# https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf
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def make_hard_case(self, utxos):
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target = 0
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utxo_pool = []
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for i in range(utxos):
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amount = 1 << (utxos+i)
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target += amount
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utxo_pool.append(utxo(amount))
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utxo_pool.append(utxo(amount + (1 << (utxos-1-i))))
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return self.estimates(utxo_pool), target
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def test_branch_and_bound_coin_selection(self):
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self.ledger.fee_per_byte = 0
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utxo_pool = self.estimates(
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utxo(1 * CENT),
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utxo(2 * CENT),
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utxo(3 * CENT),
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utxo(4 * CENT)
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)
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# Select 1 Cent
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self.assertListEqual([1 * CENT], search(utxo_pool, 1 * CENT, 0.5 * CENT))
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# Select 2 Cent
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self.assertListEqual([2 * CENT], search(utxo_pool, 2 * CENT, 0.5 * CENT))
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# Select 5 Cent
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self.assertListEqual([3 * CENT, 2 * CENT], search(utxo_pool, 5 * CENT, 0.5 * CENT))
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# Select 11 Cent, not possible
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self.assertListEqual([], search(utxo_pool, 11 * CENT, 0.5 * CENT))
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# Select 10 Cent
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utxo_pool += self.estimates(utxo(5 * CENT))
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self.assertListEqual(
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[4 * CENT, 3 * CENT, 2 * CENT, 1 * CENT],
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search(utxo_pool, 10 * CENT, 0.5 * CENT)
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)
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# Negative effective value
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# Select 10 Cent but have 1 Cent not be possible because too small
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# TODO: bitcoin has [5, 3, 2]
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self.assertListEqual(
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[4 * CENT, 3 * CENT, 2 * CENT, 1 * CENT],
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search(utxo_pool, 10 * CENT, 5000)
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)
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# Select 0.25 Cent, not possible
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self.assertListEqual(search(utxo_pool, 0.25 * CENT, 0.5 * CENT), [])
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# Iteration exhaustion test
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utxo_pool, target = self.make_hard_case(17)
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selector = CoinSelector(target, 0)
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self.assertListEqual(selector.select(utxo_pool, 'branch_and_bound'), [])
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self.assertEqual(selector.tries, MAXIMUM_TRIES) # Should exhaust
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utxo_pool, target = self.make_hard_case(14)
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self.assertIsNotNone(search(utxo_pool, target, 0)) # Should not exhaust
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# Test same value early bailout optimization
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utxo_pool = self.estimates([
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utxo(7 * CENT),
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utxo(7 * CENT),
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utxo(7 * CENT),
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utxo(7 * CENT),
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utxo(2 * CENT)
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] + [utxo(5 * CENT)]*50000)
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self.assertListEqual(
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[7 * CENT, 7 * CENT, 7 * CENT, 7 * CENT, 2 * CENT],
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search(utxo_pool, 30 * CENT, 5000)
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)
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# Select 1 Cent with pool of only greater than 5 Cent
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utxo_pool = self.estimates(utxo(i * CENT) for i in range(5, 21))
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for _ in range(100):
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self.assertListEqual(search(utxo_pool, 1 * CENT, 2 * CENT), [])
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