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Differential D2172 Diff 6964 src/test/policyestimator_tests.cpp

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src/test/policyestimator_tests.cpp

// Copyright (c) 2011-2016 The Bitcoin Core developers // Copyright (c) 2011-2016 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying // Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php. // file COPYING or http://www.opensource.org/licenses/mit-license.php.
#include "policy/fees.h" #include "policy/fees.h"
#include "policy/policy.h" #include "policy/policy.h"
#include "txmempool.h" #include "txmempool.h"
#include "uint256.h" #include "uint256.h"
#include "util.h" #include "util.h"
#include "test/test_bitcoin.h" #include "test/test_bitcoin.h"
#include <boost/test/unit_test.hpp> #include <boost/test/unit_test.hpp>
BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup) BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) {
CTxMemPool mpool;
TestMemPoolEntryHelper entry;
Amount basefee = 2000 * SATOSHI;
Amount deltaFee = 100 * SATOSHI;
std::vector<Amount> feeV;
// Populate vectors of increasing fees
for (int j = 0; j < 10; j++) {
feeV.push_back((j + 1) * basefee);
}
// Store the hashes of transactions that have been added to the mempool by
// their associate fee txIds[j] is populated with transactions either of
// fee = basefee * (j+1)
std::array<std::vector<TxId>, 10> txIds;
// 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 = Amount::zero();
CFeeRate baseRate(basefee, CTransaction(tx).GetTotalSize());
// Create a fake block
std::vector<CTransactionRef> block;
int blocknum = 0;
// Loop through 200 blocks
// At a decay .998 and 4 fee transactions per block
// This makes the tx count about 1.33 per bucket, above the 1 threshold
while (blocknum < 200) {
// For each fee
for (size_t j = 0; j < txIds.size(); j++) {
// add 4 fee txs
for (int k = 0; k < 4; k++) {
// make transaction unique
tx.vin[0].nSequence = 10000 * blocknum + 100 * j + k;
TxId txid = tx.GetId();
mpool.addUnchecked(txid, entry.Fee(feeV[j])
.Time(GetTime())
.Priority(0)
.Height(blocknum)
.FromTx(tx, &mpool));
txIds[j].push_back(txid);
}
}
// Create blocks where higher fee txs are included more often
for (size_t h = 0; h <= blocknum % txIds.size(); 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
size_t i = txIds.size() - h - 1;
while (txIds[i].size()) {
CTransactionRef ptx = mpool.get(txIds[i].back());
if (ptx) {
block.push_back(ptx);
}
txIds[i].pop_back();
}
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
if (blocknum == 30) {
// At this point we should need to combine 5 buckets to get enough
// data points. So estimateFee(1,2,3) should fail and estimateFee(4)
// should return somewhere around 8*baserate. estimateFee(4) %'s
// are 100,100,100,100,90 = average 98%
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(Amount::zero()));
BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(Amount::zero()));
BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(Amount::zero()));
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() <
8 * baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() >
8 * baseRate.GetFeePerK() - deltaFee);
int answerFound;
BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) ==
mpool.estimateFee(4) &&
answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) ==
mpool.estimateFee(4) &&
answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) ==
mpool.estimateFee(4) &&
answerFound == 4);
BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) ==
mpool.estimateFee(8) &&
answerFound == 8);
}
}
std::vector<Amount> 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(mpool.estimateFee(i).GetFeePerK());
// Fee estimates should be monotonically decreasing
if (i > 2) {
BOOST_CHECK(origFeeEst[i - 1] <= origFeeEst[i - 2]);
}
int mult = 11 - i;
if (i > 1) {
BOOST_CHECK(origFeeEst[i - 1] <
mult * baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i - 1] >
mult * baseRate.GetFeePerK() - deltaFee);
} else {
BOOST_CHECK(origFeeEst[i - 1] ==
CFeeRate(Amount::zero()).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(mpool.estimateFee(1) == CFeeRate(Amount::zero()));
for (int i = 2; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() <
origFeeEst[i - 1] + deltaFee);
BOOST_CHECK(mpool.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 each fee multiple
for (size_t j = 0; j < txIds.size(); j++) {
// add 4 fee txs
for (int k = 0; k < 4; k++) {
tx.vin[0].nSequence = 10000 * blocknum + 100 * j + k;
TxId txid = tx.GetId();
mpool.addUnchecked(txid, entry.Fee(feeV[j])
.Time(GetTime())
.Priority(0)
.Height(blocknum)
.FromTx(tx, &mpool));
txIds[j].push_back(txid);
}
}
mpool.removeForBlock(block, ++blocknum);
}
int answerFound;
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(Amount::zero()) ||
mpool.estimateFee(i).GetFeePerK() >
origFeeEst[i - 1] - deltaFee);
Amount a1 = mpool.estimateSmartFee(i, &answerFound).GetFeePerK();
Amount a2 = origFeeEst[answerFound - 1] - deltaFee;
BOOST_CHECK(a1 > a2);
}
// Mine all those transactions
// Estimates should still not be below original
for (size_t j = 0; j < txIds.size(); j++) {
while (txIds[j].size()) {
CTransactionRef ptx = mpool.get(txIds[j].back());
if (ptx) {
block.push_back(ptx);
}
txIds[j].pop_back();
}
}
mpool.removeForBlock(block, 265);
block.clear();
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(Amount::zero()));
for (int i = 2; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() >
origFeeEst[i - 1] - deltaFee);
}
// Mine 200 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 465) {
// For each fee multiple
for (size_t j = 0; j < txIds.size(); j++) {
// add 4 fee txs
for (int k = 0; k < 4; k++) {
tx.vin[0].nSequence = 10000 * blocknum + 100 * j + k;
TxId txid = tx.GetId();
mpool.addUnchecked(txid, entry.Fee(feeV[j])
.Time(GetTime())
.Priority(0)
.Height(blocknum)
.FromTx(tx, &mpool));
CTransactionRef ptx = mpool.get(txid);
if (ptx) {
block.push_back(ptx);
}
}
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
}
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(Amount::zero()));
for (int i = 2; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() <
origFeeEst[i - 1] - deltaFee);
}
// Test that if the mempool is limited, estimateSmartFee won't return a
// value below the mempool min
mpool.addUnchecked(
tx.GetId(),
entry.Fee(feeV[5]).Time(GetTime()).Priority(0).Height(blocknum).FromTx(
tx, &mpool));
// evict that transaction which should set a mempool min fee of
// minRelayTxFee + feeV[5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >=
mpool.estimateFee(i).GetFeePerK());
BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >=
mpool.GetMinFee(1).GetFeePerK());
}
}
BOOST_AUTO_TEST_CASE(MempoolMinimumFeeEstimate) { BOOST_AUTO_TEST_CASE(MempoolMinimumFeeEstimate) {
CTxMemPool mpool; CTxMemPool mpool;
TestMemPoolEntryHelper entry; TestMemPoolEntryHelper entry;
// Create a transaction template // Create a transaction template
CScript garbage; CScript garbage;
for (unsigned int i = 0; i < 128; i++) { for (unsigned int i = 0; i < 128; i++) {
garbage.push_back('X'); garbage.push_back('X');
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