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opt: Cut if last addition was minimal weight
In situations where we have UTXO groups of various weight, we can CUT rather than SHIFT when we exceeded the max_weight or the best selection’s weight while the last step was equal to the minimum weight in the lookahead.
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2 changed files with 23 additions and 8 deletions
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@ -327,15 +327,20 @@ util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, c
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std::sort(utxo_pool.begin(), utxo_pool.end(), descending_effval_weight);
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std::sort(utxo_pool.begin(), utxo_pool.end(), descending_effval_weight);
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// The sum of UTXO amounts after this UTXO index, e.g. lookahead[5] = Σ(UTXO[6+].amount)
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// The sum of UTXO amounts after this UTXO index, e.g. lookahead[5] = Σ(UTXO[6+].amount)
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std::vector<CAmount> lookahead(utxo_pool.size());
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std::vector<CAmount> lookahead(utxo_pool.size());
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// The minimum UTXO weight among the remaining UTXOs after this UTXO index, e.g. min_tail_weight[5] = min(UTXO[6+].weight)
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std::vector<int> min_tail_weight(utxo_pool.size());
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// Calculate lookahead values, and check that there are sufficient funds
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// Calculate lookahead values, min_tail_weights, and check that there are sufficient funds
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CAmount total_available = 0;
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CAmount total_available = 0;
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int min_group_weight = std::numeric_limits<int>::max();
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for (size_t i = 0; i < utxo_pool.size(); ++i) {
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for (size_t i = 0; i < utxo_pool.size(); ++i) {
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size_t index = utxo_pool.size() - 1 - i; // Loop over every element in reverse order
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size_t index = utxo_pool.size() - 1 - i; // Loop over every element in reverse order
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lookahead[index] = total_available;
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lookahead[index] = total_available;
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min_tail_weight[index] = min_group_weight;
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// UTXOs with non-positive effective value must have been filtered
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// UTXOs with non-positive effective value must have been filtered
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Assume(utxo_pool[index].GetSelectionAmount() > 0);
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Assume(utxo_pool[index].GetSelectionAmount() > 0);
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total_available += utxo_pool[index].GetSelectionAmount();
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total_available += utxo_pool[index].GetSelectionAmount();
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min_group_weight = std::min(min_group_weight, utxo_pool[index].m_weight);
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}
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}
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const CAmount total_target = selection_target + change_target;
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const CAmount total_target = selection_target + change_target;
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@ -426,16 +431,26 @@ util::Result<SelectionResult> CoinGrinder(std::vector<OutputGroup>& utxo_pool, c
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++curr_try;
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++curr_try;
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// EVALUATE current selection: check for solutions and see whether we can CUT or SHIFT before EXPLORING further
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// EVALUATE current selection: check for solutions and see whether we can CUT or SHIFT before EXPLORING further
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if (curr_amount + lookahead[curr_selection.back()] < total_target) {
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auto curr_tail = curr_selection.back();
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if (curr_amount + lookahead[curr_tail] < total_target) {
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// Insufficient funds with lookahead: CUT
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// Insufficient funds with lookahead: CUT
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should_cut = true;
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should_cut = true;
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} else if (curr_weight > max_weight) {
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} else if (curr_weight > max_weight) {
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// max_weight exceeded: SHIFT
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// max_weight exceeded: CUT if last selected group had minimal weight, else SHIFT
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max_tx_weight_exceeded = true;
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max_tx_weight_exceeded = true;
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if (utxo_pool[curr_tail].m_weight <= min_tail_weight[curr_tail]) {
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should_cut = true;
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} else {
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should_shift = true;
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should_shift = true;
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}
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} else if (curr_weight > best_selection_weight) {
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} else if (curr_weight > best_selection_weight) {
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// Worse weight than best solution. More UTXOs only increase weight: SHIFT
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// Worse weight than best solution. More UTXOs only increase weight:
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// CUT if last selected group had minimal weight, else SHIFT
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if (utxo_pool[curr_tail].m_weight <= min_tail_weight[curr_tail]) {
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should_cut = true;
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} else {
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should_shift = true;
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should_shift = true;
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}
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} else if (curr_amount >= total_target) {
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} else if (curr_amount >= total_target) {
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// Success, adding more weight cannot be better: SHIFT
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// Success, adding more weight cannot be better: SHIFT
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should_shift = true;
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should_shift = true;
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@ -1231,7 +1231,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
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add_coin(4 * COIN, 3, expected_result);
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add_coin(4 * COIN, 3, expected_result);
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BOOST_CHECK(EquivalentResult(expected_result, *res));
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BOOST_CHECK(EquivalentResult(expected_result, *res));
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// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
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// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
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size_t expected_attempts = 281;
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size_t expected_attempts = 218;
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BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
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BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
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}
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}
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@ -1271,7 +1271,7 @@ BOOST_AUTO_TEST_CASE(coin_grinder_tests)
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BOOST_CHECK(EquivalentResult(expected_result, *res));
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BOOST_CHECK(EquivalentResult(expected_result, *res));
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// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
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// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
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// If this takes more attempts, the implementation has regressed
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// If this takes more attempts, the implementation has regressed
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size_t expected_attempts = 43;
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size_t expected_attempts = 42;
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BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
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BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
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}
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}
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