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Return SelectionResult from KnapsackSolver

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Returns a std::optional<SelectionResult> from KnapsackSolver instead of
using out parameters for the inputs set and selected value.
This commit is contained in:
Andrew Chow 2020-11-16 15:36:47 -05:00
parent 60d2ca72e3
commit 0ef6184575
4 changed files with 134 additions and 114 deletions
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30
src/wallet/coinselection.cpp
View file

@ -236,10 +236,9 @@ static void ApproximateBestSubset(const std::vector<OutputGroup>& groups, const
} }
} }
bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet) std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue)
{ {
setCoinsRet.clear(); SelectionResult result(nTargetValue);
nValueRet = 0;
// List of values less than target // List of values less than target
std::optional<OutputGroup> lowest_larger; std::optional<OutputGroup> lowest_larger;
@ -250,9 +249,8 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
for (const OutputGroup& group : groups) { for (const OutputGroup& group : groups) {
if (group.GetSelectionAmount() == nTargetValue) { if (group.GetSelectionAmount() == nTargetValue) {
util::insert(setCoinsRet, group.m_outputs); result.AddInput(group);
nValueRet += group.m_value; return result;
return true;
} else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) { } else if (group.GetSelectionAmount() < nTargetValue + MIN_CHANGE) {
applicable_groups.push_back(group); applicable_groups.push_back(group);
nTotalLower += group.GetSelectionAmount(); nTotalLower += group.GetSelectionAmount();
@ -263,17 +261,15 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
if (nTotalLower == nTargetValue) { if (nTotalLower == nTargetValue) {
for (const auto& group : applicable_groups) { for (const auto& group : applicable_groups) {
util::insert(setCoinsRet, group.m_outputs); result.AddInput(group);
nValueRet += group.m_value;
} }
return true; return result;
} }
if (nTotalLower < nTargetValue) { if (nTotalLower < nTargetValue) {
if (!lowest_larger) return false; if (!lowest_larger) return std::nullopt;
util::insert(setCoinsRet, lowest_larger->m_outputs); result.AddInput(*lowest_larger);
nValueRet += lowest_larger->m_value; return result;
return true;
} }
// Solve subset sum by stochastic approximation // Solve subset sum by stochastic approximation
@ -290,13 +286,11 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
// or the next bigger coin is closer), return the bigger coin // or the next bigger coin is closer), return the bigger coin
if (lowest_larger && if (lowest_larger &&
((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) { ((nBest != nTargetValue && nBest < nTargetValue + MIN_CHANGE) || lowest_larger->GetSelectionAmount() <= nBest)) {
util::insert(setCoinsRet, lowest_larger->m_outputs); result.AddInput(*lowest_larger);
nValueRet += lowest_larger->m_value;
} else { } else {
for (unsigned int i = 0; i < applicable_groups.size(); i++) { for (unsigned int i = 0; i < applicable_groups.size(); i++) {
if (vfBest[i]) { if (vfBest[i]) {
util::insert(setCoinsRet, applicable_groups[i].m_outputs); result.AddInput(applicable_groups[i]);
nValueRet += applicable_groups[i].m_value;
} }
} }
@ -311,7 +305,7 @@ bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& group
} }
} }
return true; return result;
} }
/****************************************************************************** /******************************************************************************

2
src/wallet/coinselection.h
View file

@ -246,6 +246,6 @@ std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_poo
std::optional<std::pair<std::set<CInputCoin>, CAmount>> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value); std::optional<std::pair<std::set<CInputCoin>, CAmount>> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value);
// Original coin selection algorithm as a fallback // Original coin selection algorithm as a fallback
bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet); std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue);
#endif // BITCOIN_WALLET_COINSELECTION_H #endif // BITCOIN_WALLET_COINSELECTION_H

8
src/wallet/spend.cpp
View file

@ -394,11 +394,9 @@ bool AttemptSelection(const CWallet& wallet, const CAmount& nTargetValue, const
std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */); std::vector<OutputGroup> all_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, false /* positive_only */);
// While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output. // While nTargetValue includes the transaction fees for non-input things, it does not include the fee for creating a change output.
// So we need to include that for KnapsackSolver as well, as we are expecting to create a change output. // So we need to include that for KnapsackSolver as well, as we are expecting to create a change output.
std::set<CInputCoin> knapsack_coins; if (auto knapsack_result{KnapsackSolver(all_groups, nTargetValue + coin_selection_params.m_change_fee)}) {
CAmount knapsack_value; knapsack_result->ComputeAndSetWaste(coin_selection_params.m_cost_of_change);
if (KnapsackSolver(nTargetValue + coin_selection_params.m_change_fee, all_groups, knapsack_coins, knapsack_value)) { results.emplace_back(std::make_tuple(knapsack_result->GetWaste(), knapsack_result->GetInputSet(), knapsack_result->GetSelectedValue()));
const auto waste = GetSelectionWaste(knapsack_coins, coin_selection_params.m_cost_of_change, nTargetValue + coin_selection_params.m_change_fee, !coin_selection_params.m_subtract_fee_outputs);
results.emplace_back(std::make_tuple(waste, std::move(knapsack_coins), knapsack_value));
} }
// We include the minimum final change for SRD as we do want to avoid making really small change. // We include the minimum final change for SRD as we do want to avoid making really small change.

208
src/wallet/test/coinselector_tests.cpp
View file

@ -115,10 +115,11 @@ static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
return ret.first == a_amts.end() && ret.second == b_amts.end(); return ret.first == a_amts.end() && ret.second == b_amts.end();
} }
static bool equal_sets(CoinSet a, CoinSet b) /** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
{ {
std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin()); std::pair<CoinSet::iterator, CoinSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin());
return ret.first == a.end() && ret.second == b.end(); return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
} }
static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool) static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
@ -351,8 +352,6 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans(); wallet->SetupDescriptorScriptPubKeyMans();
CoinSet setCoinsRet, setCoinsRet2;
CAmount nValueRet;
std::vector<COutput> coins; std::vector<COutput> coins;
// test multiple times to allow for differences in the shuffle order // test multiple times to allow for differences in the shuffle order
@ -361,25 +360,27 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
coins.clear(); coins.clear();
// with an empty wallet we can't even pay one cent // with an empty wallet we can't even pay one cent
BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin add_coin(coins, *wallet, 1*CENT, 4); // add a new 1 cent coin
// with a new 1 cent coin, we still can't find a mature 1 cent // with a new 1 cent coin, we still can't find a mature 1 cent
BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1 * CENT));
// but we can find a new 1 cent // but we can find a new 1 cent
BOOST_CHECK(KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result1 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT); BOOST_CHECK(result1);
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin add_coin(coins, *wallet, 2*CENT); // add a mature 2 cent coin
// we can't make 3 cents of mature coins // we can't make 3 cents of mature coins
BOOST_CHECK(!KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 3 * CENT));
// we can make 3 cents of new coins // we can make 3 cents of new coins
BOOST_CHECK(KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result2 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 3 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 3 * CENT); BOOST_CHECK(result2);
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
add_coin(coins, *wallet, 5*CENT); // add a mature 5 cent coin, add_coin(coins, *wallet, 5*CENT); // add a mature 5 cent coin,
add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
@ -388,35 +389,41 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38 // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27. total = 38
// we can't make 38 cents only if we disallow new coins: // we can't make 38 cents only if we disallow new coins:
BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 38 * CENT));
// we can't even make 37 cents if we don't allow new coins even if they're from us // we can't even make 37 cents if we don't allow new coins even if they're from us
BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), setCoinsRet, nValueRet)); BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), 38 * CENT));
// but we can make 37 cents if we accept new coins from ourself // but we can make 37 cents if we accept new coins from ourself
BOOST_CHECK(KnapsackSolver(37 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet)); const auto result3 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 37 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 37 * CENT); BOOST_CHECK(result3);
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
// and we can make 38 cents if we accept all new coins // and we can make 38 cents if we accept all new coins
BOOST_CHECK(KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result4 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 38 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 38 * CENT); BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
// try making 34 cents from 1,2,5,10,20 - we can't do it exactly // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
BOOST_CHECK(KnapsackSolver(34 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result5 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 34 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 35 * CENT); // but 35 cents is closest BOOST_CHECK(result5);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible) BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT); // but 35 cents is closest
BOOST_CHECK_EQUAL(result5->GetInputSet().size(), 3U); // the best should be 20+10+5. it's incredibly unlikely the 1 or 2 got included (but possible)
// when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5 // when we try making 7 cents, the smaller coins (1,2,5) are enough. We should see just 2+5
BOOST_CHECK(KnapsackSolver(7 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result6 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 7 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 7 * CENT); BOOST_CHECK(result6);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
// when we try making 8 cents, the smaller coins (1,2,5) are exactly enough. // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
BOOST_CHECK(KnapsackSolver(8 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result7 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 8 * CENT);
BOOST_CHECK(nValueRet == 8 * CENT); BOOST_CHECK(result7);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
// when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10) // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
BOOST_CHECK(KnapsackSolver(9 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result8 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 9 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 10 * CENT); BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
// now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
coins.clear(); coins.clear();
@ -428,45 +435,52 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
// check that we have 71 and not 72 // check that we have 71 and not 72
BOOST_CHECK(KnapsackSolver(71 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result9 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 71 * CENT);
BOOST_CHECK(!KnapsackSolver(72 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); BOOST_CHECK(result9);
BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 72 * CENT));
// now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20 // now try making 16 cents. the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result10 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin BOOST_CHECK(result10);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
add_coin(coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total add_coin(coins, *wallet, 5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
// now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20 // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result11 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins BOOST_CHECK(result11);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
add_coin(coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30 add_coin(coins, *wallet, 18*CENT); // now we have 5+6+7+8+18+20+30
// and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18 // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result12 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 16 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 1 coin BOOST_CHECK(result12);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT); // we should get 18 in 1 coin
BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
// now try making 11 cents. we should get 5+6 // now try making 11 cents. we should get 5+6
BOOST_CHECK(KnapsackSolver(11 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result13 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 11 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 11 * CENT); BOOST_CHECK(result13);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
// check that the smallest bigger coin is used // check that the smallest bigger coin is used
add_coin(coins, *wallet, 1*COIN); add_coin(coins, *wallet, 1*COIN);
add_coin(coins, *wallet, 2*COIN); add_coin(coins, *wallet, 2*COIN);
add_coin(coins, *wallet, 3*COIN); add_coin(coins, *wallet, 3*COIN);
add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents add_coin(coins, *wallet, 4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
BOOST_CHECK(KnapsackSolver(95 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result14 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 95 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 1 * COIN); // we should get 1 BTC in 1 coin BOOST_CHECK(result14);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN); // we should get 1 BTC in 1 coin
BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
BOOST_CHECK(KnapsackSolver(195 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result15 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 195 * CENT);
BOOST_CHECK_EQUAL(nValueRet, 2 * COIN); // we should get 2 BTC in 1 coin BOOST_CHECK(result15);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN); // we should get 2 BTC in 1 coin
BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
// empty the wallet and start again, now with fractions of a cent, to test small change avoidance // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
@ -479,23 +493,26 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
// we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result16 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); BOOST_CHECK(result16);
BOOST_CHECK_EQUAL(result16->GetSelectedValue(), MIN_CHANGE);
// but if we add a bigger coin, small change is avoided // but if we add a bigger coin, small change is avoided
add_coin(coins, *wallet, 1111*MIN_CHANGE); add_coin(coins, *wallet, 1111*MIN_CHANGE);
// try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5 // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result17 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount BOOST_CHECK(result17);
BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
// if we add more small coins: // if we add more small coins:
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10); add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
// and try again to make 1.0 * MIN_CHANGE // and try again to make 1.0 * MIN_CHANGE
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result18 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount BOOST_CHECK(result18);
BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * MIN_CHANGE); // we should get the exact amount
// run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf) // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
// they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
@ -503,9 +520,10 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int j = 0; j < 20; j++) for (int j = 0; j < 20; j++)
add_coin(coins, *wallet, 50000 * COIN); add_coin(coins, *wallet, 50000 * COIN);
BOOST_CHECK(KnapsackSolver(500000 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result19 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 500000 * COIN);
BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount BOOST_CHECK(result19);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
// if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0), // if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
// we need to try finding an exact subset anyway // we need to try finding an exact subset anyway
@ -516,9 +534,10 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 7 / 10); add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE); add_coin(coins, *wallet, 1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result20 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 1 * MIN_CHANGE);
BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin BOOST_CHECK(result20);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * MIN_CHANGE); // we get the bigger coin
BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
// but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0) // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
coins.clear(); coins.clear();
@ -526,9 +545,10 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, MIN_CHANGE * 6 / 10); add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
add_coin(coins, *wallet, MIN_CHANGE * 8 / 10); add_coin(coins, *wallet, MIN_CHANGE * 8 / 10);
add_coin(coins, *wallet, 1111 * MIN_CHANGE); add_coin(coins, *wallet, 1111 * MIN_CHANGE);
BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result21 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE);
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE); // we should get the exact amount BOOST_CHECK(result21);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6 BOOST_CHECK_EQUAL(result21->GetSelectedValue(), MIN_CHANGE); // we should get the exact amount
BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
// test avoiding small change // test avoiding small change
coins.clear(); coins.clear();
@ -537,14 +557,16 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
add_coin(coins, *wallet, MIN_CHANGE * 100); add_coin(coins, *wallet, MIN_CHANGE * 100);
// trying to make 100.01 from these three coins // trying to make 100.01 from these three coins
BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 10001 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result22 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 10001 / 100);
BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins BOOST_CHECK(result22);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U); BOOST_CHECK_EQUAL(result22->GetSelectedValue(), MIN_CHANGE * 10105 / 100); // we should get all coins
BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
// but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 9990 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result23 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), MIN_CHANGE * 9990 / 100);
BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE); BOOST_CHECK(result23);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * MIN_CHANGE);
BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
} }
// test with many inputs // test with many inputs
@ -556,18 +578,19 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times. // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
for (int i = 0; i < RUN_TESTS; i++) { for (int i = 0; i < RUN_TESTS; i++) {
BOOST_CHECK(KnapsackSolver(2000, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet)); const auto result24 = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_confirmed), 2000);
BOOST_CHECK(result24);
if (amt - 2000 < MIN_CHANGE) { if (amt - 2000 < MIN_CHANGE) {
// needs more than one input: // needs more than one input:
uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt); uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
CAmount returnValue = amt * returnSize; CAmount returnValue = amt * returnSize;
BOOST_CHECK_EQUAL(nValueRet, returnValue); BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize); BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
} else { } else {
// one input is sufficient: // one input is sufficient:
BOOST_CHECK_EQUAL(nValueRet, amt); BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
} }
} }
} }
@ -582,9 +605,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
for (int i = 0; i < RUN_TESTS; i++) { for (int i = 0; i < RUN_TESTS; i++) {
// picking 50 from 100 coins doesn't depend on the shuffle, // picking 50 from 100 coins doesn't depend on the shuffle,
// but does depend on randomness in the stochastic approximation code // but does depend on randomness in the stochastic approximation code
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet, nValueRet)); const auto result25 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet2, nValueRet)); BOOST_CHECK(result25);
BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2)); const auto result26 = KnapsackSolver(GroupCoins(coins), 50 * COIN);
BOOST_CHECK(result26);
BOOST_CHECK(!EqualResult(*result25, *result26));
int fails = 0; int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++) for (int j = 0; j < RANDOM_REPEATS; j++)
@ -593,9 +618,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
// When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
// which will cause it to fail. // which will cause it to fail.
// To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet, nValueRet)); const auto result27 = KnapsackSolver(GroupCoins(coins), COIN);
BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet2, nValueRet)); BOOST_CHECK(result27);
if (equal_sets(setCoinsRet, setCoinsRet2)) const auto result28 = KnapsackSolver(GroupCoins(coins), COIN);
BOOST_CHECK(result28);
if (EqualResult(*result27, *result28))
fails++; fails++;
} }
BOOST_CHECK_NE(fails, RANDOM_REPEATS); BOOST_CHECK_NE(fails, RANDOM_REPEATS);
@ -614,9 +641,11 @@ BOOST_AUTO_TEST_CASE(knapsack_solver_test)
int fails = 0; int fails = 0;
for (int j = 0; j < RANDOM_REPEATS; j++) for (int j = 0; j < RANDOM_REPEATS; j++)
{ {
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet, nValueRet)); const auto result29 = KnapsackSolver(GroupCoins(coins), 90 * CENT);
BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet2, nValueRet)); BOOST_CHECK(result29);
if (equal_sets(setCoinsRet, setCoinsRet2)) const auto result30 = KnapsackSolver(GroupCoins(coins), 90 * CENT);
BOOST_CHECK(result30);
if (EqualResult(*result29, *result30))
fails++; fails++;
} }
BOOST_CHECK_NE(fails, RANDOM_REPEATS); BOOST_CHECK_NE(fails, RANDOM_REPEATS);
@ -632,8 +661,6 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS); wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
wallet->SetupDescriptorScriptPubKeyMans(); wallet->SetupDescriptorScriptPubKeyMans();
CoinSet setCoinsRet;
CAmount nValueRet;
std::vector<COutput> coins; std::vector<COutput> coins;
// Test vValue sort order // Test vValue sort order
@ -641,9 +668,10 @@ BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
add_coin(coins, *wallet, 1000 * COIN); add_coin(coins, *wallet, 1000 * COIN);
add_coin(coins, *wallet, 3 * COIN); add_coin(coins, *wallet, 3 * COIN);
BOOST_CHECK(KnapsackSolver(1003 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet)); const auto result = KnapsackSolver(KnapsackGroupOutputs(coins, *wallet, filter_standard), 1003 * COIN);
BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN); BOOST_CHECK(result);
BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
} }
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value // Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value