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test: Add coin_grinder_tests
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Murch
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1 changed files with 213 additions and 0 deletions
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@ -1090,6 +1090,218 @@ BOOST_AUTO_TEST_CASE(effective_value_test)
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BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
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}
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static util::Result<SelectionResult> CoinGrinder(const CAmount& target,
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const CoinSelectionParams& cs_params,
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const node::NodeContext& m_node,
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int max_weight,
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std::function<CoinsResult(CWallet&)> coin_setup)
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{
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std::unique_ptr<CWallet> wallet = NewWallet(m_node);
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CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
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Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
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return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_weight);
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}
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BOOST_AUTO_TEST_CASE(coin_grinder_tests)
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{
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// Test Coin Grinder:
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// 1) Insufficient funds, select all provided coins and fail.
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// 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
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// 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
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// 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
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// 5) Test finding a solution in a UTXO pool with mixed weights
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// 6) Test that the lightest solution among many clones is found
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// 7) Lots of tiny UTXOs of different amounts quickly exhausts the search attempts
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FastRandomContext rand;
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CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
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rand,
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/*change_output_size=*/34,
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/*change_spend_size=*/68,
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/*min_change_target=*/CENT,
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/*effective_feerate=*/CFeeRate(5000),
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/*long_term_feerate=*/CFeeRate(2000),
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/*discard_feerate=*/CFeeRate(1000),
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/*tx_noinputs_size=*/10 + 34, // static header size + output size
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/*avoid_partial=*/false,
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};
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{
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// #########################################################
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// 1) Insufficient funds, select all provided coins and fail
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// #########################################################
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CAmount target = 49.5L * COIN;
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int max_weight = 10'000; // high enough to not fail for this reason.
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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for (int j = 0; j < 10; ++j) {
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add_coin(available_coins, wallet, CAmount(1 * COIN));
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add_coin(available_coins, wallet, CAmount(2 * COIN));
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}
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return available_coins;
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});
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BOOST_CHECK(!res);
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BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
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}
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{
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// ###########################
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// 2) Test max weight exceeded
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// ###########################
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CAmount target = 29.5L * COIN;
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int max_weight = 3000;
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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for (int j = 0; j < 10; ++j) {
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true);
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add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
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}
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return available_coins;
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});
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BOOST_CHECK(!res);
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BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
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}
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{
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// ###############################################################################################################
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// 3) Test selection when some coins surpass the max allowed weight while others not. --> must find a good solution
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// ################################################################################################################
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CAmount target = 25.33L * COIN;
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int max_weight = 10'000; // WU
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
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add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true);
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}
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for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
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add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
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}
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return available_coins;
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});
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BOOST_CHECK(res);
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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 = 100'000;
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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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// #################################################################################################################
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// 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
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// #################################################################################################################
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CAmount target = 1.9L * COIN;
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int max_weight = 400'000; // WU
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148);
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
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return available_coins;
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});
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SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
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add_coin(1 * COIN, 1, expected_result);
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add_coin(1 * COIN, 2, expected_result);
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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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size_t expected_attempts = 4;
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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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// ###############################################################################################################
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// 5) Test finding a solution in a UTXO pool with mixed weights
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// ################################################################################################################
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CAmount target = 30L * COIN;
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int max_weight = 400'000; // WU
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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for (int j = 0; j < 5; ++j) {
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// Add heavy coins {3, 6, 9, 12, 15}
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add_coin(available_coins, wallet, CAmount((3 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 350);
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// Add medium coins {2, 5, 8, 11, 14}
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add_coin(available_coins, wallet, CAmount((2 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 250);
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// Add light coins {1, 4, 7, 10, 13}
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add_coin(available_coins, wallet, CAmount((1 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 150);
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}
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return available_coins;
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});
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BOOST_CHECK(res);
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SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
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add_coin(14 * COIN, 1, expected_result);
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add_coin(13 * COIN, 2, 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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// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
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size_t expected_attempts = 2041;
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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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// #################################################################################################################
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// 6) Test that the lightest solution among many clones is found
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// #################################################################################################################
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CAmount target = 9.9L * COIN;
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int max_weight = 400'000; // WU
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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// Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB
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add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
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add_coin(available_coins, wallet, CAmount(3 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
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add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
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// Distracting clones:
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for (int j = 0; j < 100; ++j) {
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add_coin(available_coins, wallet, CAmount(8 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
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}
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for (int j = 0; j < 100; ++j) {
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add_coin(available_coins, wallet, CAmount(7 * COIN), CFeeRate(5000), 144, false, 0, true, 800);
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}
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for (int j = 0; j < 100; ++j) {
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add_coin(available_coins, wallet, CAmount(6 * COIN), CFeeRate(5000), 144, false, 0, true, 600);
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}
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for (int j = 0; j < 100; ++j) {
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add_coin(available_coins, wallet, CAmount(5 * COIN), CFeeRate(5000), 144, false, 0, true, 400);
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}
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return available_coins;
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});
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SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
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add_coin(4 * COIN, 0, expected_result);
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add_coin(3 * COIN, 0, expected_result);
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add_coin(2 * COIN, 0, expected_result);
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add_coin(1 * COIN, 0, expected_result);
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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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// If this takes more attempts, the implementation has regressed
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size_t expected_attempts = 82'815;
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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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// #################################################################################################################
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// 7) Lots of tiny UTXOs of different amounts quickly exhausts the search attempts
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// #################################################################################################################
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CAmount target = 1.9L * COIN;
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int max_weight = 40000; // WU
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const auto& res = CoinGrinder(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500);
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
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for (int j = 0; j < 100; ++j) {
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// make a 100 unique coins only differing by one sat
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add_coin(available_coins, wallet, CAmount(0.01 * COIN + j), CFeeRate(5000), 144, false, 0, true, 110);
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}
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return available_coins;
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});
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SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
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add_coin(1.8 * COIN, 1, expected_result);
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add_coin(1 * COIN, 2, expected_result);
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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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size_t expected_attempts = 100'000;
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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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static util::Result<SelectionResult> SelectCoinsSRD(const CAmount& target,
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const CoinSelectionParams& cs_params,
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const node::NodeContext& m_node,
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@ -1149,6 +1361,7 @@ BOOST_AUTO_TEST_CASE(srd_tests)
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const auto& res = SelectCoinsSRD(target, dummy_params, m_node, max_weight, [&](CWallet& wallet) {
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CoinsResult available_coins;
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for (int j = 0; j < 10; ++j) {
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/* 10 × 1 BTC + 10 × 2 BTC = 30 BTC. 20 × 272 WU = 5440 WU */
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add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(0), 144, false, 0, true);
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add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(0), 144, false, 0, true);
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}
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