0
0
Fork 0
mirror of https://github.com/bitcoin/bitcoin.git synced 2025-02-08 10:31:50 -05:00

Compare commits

...

8 commits

Author SHA1 Message Date
Mark "Murch" Erhardt
93a8f6d2b1
Merge 280e65d3a7 into 8fa10edcd1 2025-01-31 02:42:27 +01:00
Murch
280e65d3a7
test: Recreate BnB iteration exhaustion test 2024-10-31 15:07:13 -04:00
Murch
8bf2b22fcc test: Remove redundant repeated test
We do not need to repeat the same test multiple times because BnB is
deterministic and will therefore always have the same outcome.
Additionally, this test was redundant because it repeats the "Smallest
combination too big" test.
2024-10-31 15:06:54 -04:00
Murch
9686a9a20e test: Recreate simple BnB failure tests 2024-10-31 15:06:52 -04:00
Murch
c9417ee593 test: Recreate BnB clone skipping test 2024-10-31 15:06:48 -04:00
Murch
bfd2fe70ae test: Move BnB feerate sensitivity tests
Originally these tests verified that at a SelectCoins level that a
solution with fewer inputs gets preferred at high feerates, and a
solution with more inputs gets preferred at low feerates. This outcome
relies on the behavior of BnB, so we move these tests under the umbrella
of BnB tests.

Originally these tests relied on SFFO to work.
2024-10-31 15:06:45 -04:00
Murch
f3b0593b8b test: Recreate simple BnB success tests 2024-10-31 15:06:41 -04:00
Murch
a8bf940ae2 test: Create coinselection_tests
Adds a Test Suite, default coin selection parameters as well as helper
functions for creating available coins and to check results.
2024-10-31 15:06:36 -04:00
3 changed files with 199 additions and 163 deletions

View file

@ -10,6 +10,7 @@ target_sources(test_bitcoin
wallet_test_fixture.cpp
db_tests.cpp
coinselector_tests.cpp
coinselection_tests.cpp
feebumper_tests.cpp
group_outputs_tests.cpp
init_tests.cpp

View file

@ -0,0 +1,195 @@
// Copyright (c) 2024 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 <consensus/amount.h>
#include <policy/policy.h>
#include <wallet/coinselection.h>
#include <wallet/test/wallet_test_fixture.h>
#include <boost/test/unit_test.hpp>
namespace wallet {
BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup)
static int next_lock_time = 0;
static FastRandomContext default_rand;
/** Default coin selection parameters (dcsp) allow us to only explicitly set
* parameters when a diverging value is relevant in the context of a test. */
static CoinSelectionParams init_default_params()
{
CoinSelectionParams dcsp{
/*rng_fast*/default_rand,
/*change_output_size=*/31,
/*change_spend_size=*/68,
/*min_change_target=*/50'000,
/*effective_feerate=*/CFeeRate(5000),
/*long_term_feerate=*/CFeeRate(10'000),
/*discard_feerate=*/CFeeRate(3000),
/*tx_noinputs_size=*/11 + 31, //static header size + output size
/*avoid_partial=*/false,
};
dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
dcsp.m_subtract_fee_outputs = false;
return dcsp;
}
static const CoinSelectionParams default_cs_params = init_default_params();
/** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = 68)
{
// Always assume that we only have one input
CMutableTransaction tx;
tx.vout.resize(1);
CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
tx.vout[0].nValue = amount + int(is_eff_value) * fees;
tx.nLockTime = next_lock_time++; // so all transactions get different hashes
OutputGroup group(cs_params);
group.Insert(std::make_shared<COutput>(COutPoint(tx.GetHash(), 0), tx.vout.at(0), /*depth=*/1, /*input_bytes=*/custom_spending_vsize, /*spendable=*/true, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/fees), /*ancestors=*/0, /*descendants=*/0);
return group;
}
/** Make multiple OutputGroups with the given values as their effective value */
static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
{
for (CAmount c : coins) {
utxo_pool.push_back(MakeCoin(c, true, cs_params));
}
}
/** Make multiple coins that share the same effective value */
static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount) {
for (int i = 0 ; i < count; ++i) {
utxo_pool.push_back(MakeCoin(amount));
}
}
/** Check if SelectionResult a is equivalent to SelectionResult b.
* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
{
std::vector<CAmount> a_amts;
std::vector<CAmount> b_amts;
for (const auto& coin : a.GetInputSet()) {
a_amts.push_back(coin->txout.nValue);
}
for (const auto& coin : b.GetInputSet()) {
b_amts.push_back(coin->txout.nValue);
}
std::sort(a_amts.begin(), a_amts.end());
std::sort(b_amts.begin(), b_amts.end());
std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
return ret.first == a_amts.end() && ret.second == b_amts.end();
}
static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const std::vector<CAmount>& expected_input_amounts, const CoinSelectionParams& cs_params = default_cs_params)
{
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
CAmount expected_amount = 0;
for (CAmount input_amount : expected_input_amounts) {
OutputGroup group = MakeCoin(input_amount, true, cs_params);
expected_amount += group.m_value;
expected_result.AddInput(group);
}
const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, /*max_selection_weight=*/MAX_STANDARD_TX_WEIGHT);
BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
BOOST_CHECK_MESSAGE(EquivalentResult(expected_result, *result), "Result mismatch in BnB-Success: " + test_title);
BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, "Selected amount mismatch in BnB-Success: " + test_title);
}
static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target)
{
BOOST_CHECK_MESSAGE(!SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, /*max_selection_weight=*/MAX_STANDARD_TX_WEIGHT), "BnB-Fail: " + test_title);
}
BOOST_AUTO_TEST_CASE(bnb_test)
{
std::vector<OutputGroup> utxo_pool;
// Fail for empty UTXO pool
TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT});
// Simple success cases
TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT});
TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT});
TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT});
TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT});
TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT});
// BnB finds changeless solution while overshooting by up to cost_of_change
TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT});
// BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
// Simple cases without BnB solution
TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
// Test skipping of equivalent input sets
std::vector<OutputGroup> clone_pool;
AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT});
AddDuplicateCoins(clone_pool, 50'000, 5 * CENT);
TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT});
/* Test BnB attempt limit (`TOTAL_TRIES`)
*
* Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
* combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
* multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The UTXO
* pool for this test is specifically crafted to create as much branching as possible. The selection target is
* 8CENT while all UTXOs are slightly bigger than 1CENT. The smallest eight are 100,000100,007 sats, while the larger
* ten are 100,009,,100,018 sats plus cost_of_change.
*
* Because BnB will only select input sets that fall between selection_target and selection_target + cost_of_change,
* and the search traverses the UTXO pool from large amount to small amount, the search will traverse every single
* combination of eight inputs, but all except the last will overshoot by more than cost_of_change on the eighth
* input. Only the very last combination with the eight smallest UTXOs falls into the target window.
*/
std::vector<OutputGroup> doppelganger_pool;
std::vector<CAmount> doppelgangers;
std::vector<CAmount> expected_inputs;
for (int i = 0; i < 17; ++i) {
if (i < 8) {
// The eight smallest UTXOs can be combined to create expected_result
doppelgangers.push_back(1 * CENT + i);
expected_inputs.push_back(doppelgangers[i]);
} else {
// Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
}
}
AddCoins(doppelganger_pool, doppelgangers);
// Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs);
// Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17});
TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
}
BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)
{
// Create sets of UTXOs with the same effective amounts at different feerates (but different absolute amounts)
std::vector<OutputGroup> low_feerate_pool; // 5sat/vB (default, and lower than long_term_feerate of 10sat/vB)
AddCoins(low_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT});
TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT});
CoinSelectionParams high_feerate_params = init_default_params();
high_feerate_params.m_effective_feerate = CFeeRate{25'000};
std::vector<OutputGroup> high_feerate_pool; // 25sat/vB (greater than long_term_feerate of 10sat/vB)
AddCoins(high_feerate_pool, {2 * CENT, 3 * CENT, 5 * CENT, 10 * CENT}, high_feerate_params);
TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, high_feerate_params);
}
BOOST_AUTO_TEST_SUITE_END()
} // namespace wallet

View file

@ -37,15 +37,6 @@ static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
static int nextLockTime = 0;
static void add_coin(const CAmount& nValue, int nInput, std::vector<COutput>& set)
{
CMutableTransaction tx;
tx.vout.resize(nInput + 1);
tx.vout[nInput].nValue = nValue;
tx.nLockTime = nextLockTime++; // so all transactions get different hashes
set.emplace_back(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/ 1, /*input_bytes=*/ -1, /*spendable=*/ true, /*solvable=*/ true, /*safe=*/ true, /*time=*/ 0, /*from_me=*/ false, /*fees=*/ 0);
}
static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
{
CMutableTransaction tx;
@ -133,18 +124,6 @@ static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
}
static CAmount make_hard_case(int utxos, std::vector<COutput>& utxo_pool)
{
utxo_pool.clear();
CAmount target = 0;
for (int i = 0; i < utxos; ++i) {
target += CAmount{1} << (utxos+i);
add_coin(CAmount{1} << (utxos+i), 2*i, utxo_pool);
add_coin((CAmount{1} << (utxos+i)) + (CAmount{1} << (utxos-1-i)), 2*i + 1, utxo_pool);
}
return target;
}
inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins, bool subtract_fee_outputs = false)
{
static std::vector<OutputGroup> static_groups;
@ -195,115 +174,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
std::vector<COutput> utxo_pool;
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
/////////////////////////
// Known Outcome tests //
/////////////////////////
// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));
// Add utxos
add_coin(1 * CENT, 1, utxo_pool);
add_coin(2 * CENT, 2, utxo_pool);
add_coin(3 * CENT, 3, utxo_pool);
add_coin(4 * CENT, 4, utxo_pool);
// Select 1 Cent
add_coin(1 * CENT, 1, expected_result);
const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
BOOST_CHECK(result1);
BOOST_CHECK(EquivalentResult(expected_result, *result1));
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
expected_result.Clear();
// Select 2 Cent
add_coin(2 * CENT, 2, expected_result);
const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
BOOST_CHECK(result2);
BOOST_CHECK(EquivalentResult(expected_result, *result2));
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
expected_result.Clear();
// Select 5 Cent
add_coin(3 * CENT, 3, expected_result);
add_coin(2 * CENT, 2, expected_result);
const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
BOOST_CHECK(result3);
BOOST_CHECK(EquivalentResult(expected_result, *result3));
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
expected_result.Clear();
// Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
expected_result.Clear();
// Cost of change is greater than the difference between target value and utxo sum
add_coin(1 * CENT, 1, expected_result);
const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result4));
expected_result.Clear();
// Cost of change is less than the difference between target value and utxo sum
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
expected_result.Clear();
// Select 10 Cent
add_coin(5 * CENT, 5, utxo_pool);
add_coin(4 * CENT, 4, expected_result);
add_coin(3 * CENT, 3, expected_result);
add_coin(2 * CENT, 2, expected_result);
add_coin(1 * CENT, 1, expected_result);
const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
BOOST_CHECK(result5);
BOOST_CHECK(EquivalentResult(expected_result, *result5));
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
expected_result.Clear();
// Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
expected_result.Clear();
// Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 1)); // Should exhaust
target = make_hard_case(14, utxo_pool);
const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 1); // Should not exhaust
BOOST_CHECK(result7);
// Test same value early bailout optimization
utxo_pool.clear();
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, expected_result);
add_coin(2 * CENT, 7, expected_result);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(7 * CENT, 7, utxo_pool);
add_coin(2 * CENT, 7, utxo_pool);
for (int i = 0; i < 50000; ++i) {
add_coin(5 * CENT, 7, utxo_pool);
}
const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result8));
////////////////////
// Behavior tests //
////////////////////
// Select 1 Cent with pool of only greater than 5 Cent
utxo_pool.clear();
for (int i = 5; i <= 20; ++i) {
add_coin(i * CENT, i, utxo_pool);
}
// Run 100 times, to make sure it is never finding a solution
for (int i = 0; i < 100; ++i) {
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
}
// Make sure that effective value is working in AttemptSelection when BnB is used
CoinSelectionParams coin_selection_params_bnb{
@ -366,7 +239,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
CoinsResult available_coins;
// single coin should be selected when effective fee > long term fee
// pre selected coin should be selected even if disadvantageous
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
@ -377,42 +250,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
expected_result.Clear();
add_coin(10 * CENT + input_fee, 2, expected_result);
add_coin(9 * CENT + input_fee, 2, expected_result);
add_coin(1 * CENT + input_fee, 2, expected_result);
CCoinControl coin_control;
const auto result11 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result11));
available_coins.Clear();
// more coins should be selected when effective fee < long term fee
coin_selection_params_bnb.m_effective_feerate = CFeeRate(3000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(5000);
// Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type)
add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
expected_result.Clear();
add_coin(9 * CENT + input_fee, 2, expected_result);
add_coin(1 * CENT + input_fee, 2, expected_result);
const auto result12 = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result12));
available_coins.Clear();
// pre selected coin should be selected even if disadvantageous
coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
// Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*num_bytes=*/68); // bech32 input size (default test output type)
add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
expected_result.Clear();
add_coin(9 * CENT + input_fee, 2, expected_result);
add_coin(1 * CENT + input_fee, 2, expected_result);
coin_control.m_allow_other_inputs = true;
COutput select_coin = available_coins.All().at(1); // pre select 9 coin
coin_control.Select(select_coin.outpoint);