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Refactor to update moving average on fly

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This commit is contained in:
Alex Morcos 2017-02-28 17:29:42 -05:00
parent e5007bae35
commit d3e30bca1b
1 changed files with 16 additions and 29 deletions
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45
src/policy/fees.cpp
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@ -35,22 +35,16 @@ private:
// Count the total # of txs in each bucket
// Track the historical moving average of this total over blocks
std::vector<double> txCtAvg;
// and calculate the total for the current block to update the moving average
std::vector<int> curBlockTxCt;
// Count the total # of txs confirmed within Y blocks in each bucket
// Track the historical moving average of theses totals over blocks
std::vector<std::vector<double>> confAvg; // confAvg[Y][X]
// and calculate the totals for the current block to update the moving averages
std::vector<std::vector<int>> curBlockConf; // curBlockConf[Y][X]
std::vector<std::vector<double>> failAvg; // future use
// Sum the total feerate of all tx's in each bucket
// Track the historical moving average of this total over blocks
std::vector<double> avg;
// and calculate the total for the current block to update the moving average
std::vector<double> curBlockVal;
// Combine the conf counts with tx counts to calculate the confirmation % for each Y,X
// Combine the total value with the tx counts to calculate the avg feerate per bucket
@ -79,7 +73,7 @@ public:
TxConfirmStats(const std::vector<double>& defaultBuckets, const std::map<double, unsigned int>& defaultBucketMap,
unsigned int maxConfirms, double decay);
/** Clear the state of the curBlock variables to start counting for the new block */
/** Roll the circular buffer for unconfirmed txs*/
void ClearCurrent(unsigned int nBlockHeight);
/**
@ -148,28 +142,20 @@ TxConfirmStats::TxConfirmStats(const std::vector<double>& defaultBuckets,
}
void TxConfirmStats::resizeInMemoryCounters(size_t newbuckets) {
curBlockConf.resize(GetMaxConfirms());
// newbuckets must be passed in because the buckets referred to during Read have not been updated yet.
unconfTxs.resize(GetMaxConfirms());
for (unsigned int i = 0; i < unconfTxs.size(); i++) {
curBlockConf[i].resize(newbuckets);
unconfTxs[i].resize(newbuckets);
}
oldUnconfTxs.resize(newbuckets);
curBlockTxCt.resize(newbuckets);
curBlockVal.resize(newbuckets);
}
// Zero out the data for the current block
// Roll the unconfirmed txs circular buffer
void TxConfirmStats::ClearCurrent(unsigned int nBlockHeight)
{
for (unsigned int j = 0; j < buckets.size(); j++) {
oldUnconfTxs[j] += unconfTxs[nBlockHeight%unconfTxs.size()][j];
unconfTxs[nBlockHeight%unconfTxs.size()][j] = 0;
for (unsigned int i = 0; i < curBlockConf.size(); i++)
curBlockConf[i][j] = 0;
curBlockTxCt[j] = 0;
curBlockVal[j] = 0;
}
}
@ -180,20 +166,20 @@ void TxConfirmStats::Record(int blocksToConfirm, double val)
if (blocksToConfirm < 1)
return;
unsigned int bucketindex = bucketMap.lower_bound(val)->second;
for (size_t i = blocksToConfirm; i <= curBlockConf.size(); i++) {
curBlockConf[i - 1][bucketindex]++;
for (size_t i = blocksToConfirm; i <= confAvg.size(); i++) {
confAvg[i - 1][bucketindex]++;
}
curBlockTxCt[bucketindex]++;
curBlockVal[bucketindex] += val;
txCtAvg[bucketindex]++;
avg[bucketindex] += val;
}
void TxConfirmStats::UpdateMovingAverages()
{
for (unsigned int j = 0; j < buckets.size(); j++) {
for (unsigned int i = 0; i < confAvg.size(); i++)
confAvg[i][j] = confAvg[i][j] * decay + curBlockConf[i][j];
avg[j] = avg[j] * decay + curBlockVal[j];
txCtAvg[j] = txCtAvg[j] * decay + curBlockTxCt[j];
confAvg[i][j] = confAvg[i][j] * decay;
avg[j] = avg[j] * decay;
txCtAvg[j] = txCtAvg[j] * decay;
}
}
@ -521,22 +507,23 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
// of unconfirmed txs to remove from tracking.
nBestSeenHeight = nBlockHeight;
// Clear the current block state and update unconfirmed circular buffer
// Update unconfirmed circular buffer
feeStats->ClearCurrent(nBlockHeight);
shortStats->ClearCurrent(nBlockHeight);
longStats->ClearCurrent(nBlockHeight);
// Decay all exponential averages
feeStats->UpdateMovingAverages();
shortStats->UpdateMovingAverages();
longStats->UpdateMovingAverages();
unsigned int countedTxs = 0;
// Repopulate the current block states
// Update averages with data points from current block
for (unsigned int i = 0; i < entries.size(); i++) {
if (processBlockTx(nBlockHeight, entries[i]))
countedTxs++;
}
// Update all exponential averages with the current block state
feeStats->UpdateMovingAverages();
shortStats->UpdateMovingAverages();
longStats->UpdateMovingAverages();
LogPrint(BCLog::ESTIMATEFEE, "Blockpolicy after updating estimates for %u of %u txs in block, since last block %u of %u tracked, new mempool map size %u\n",
countedTxs, entries.size(), trackedTxs, trackedTxs + untrackedTxs, mapMemPoolTxs.size());