211 lines
9.5 KiB
C++
211 lines
9.5 KiB
C++
// Copyright (c) 2011-2015 The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include "policy/policy.h"
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#include "policy/fees.h"
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#include "txmempool.h"
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#include "uint256.h"
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#include "util.h"
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#include "test/test_bitcoin.h"
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#include <boost/test/unit_test.hpp>
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BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
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BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
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{
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CTxMemPool mpool(CFeeRate(1000));
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TestMemPoolEntryHelper entry;
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CAmount basefee(2000);
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double basepri = 1e6;
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CAmount deltaFee(100);
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double deltaPri=5e5;
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std::vector<CAmount> feeV[2];
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std::vector<double> priV[2];
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// Populate vectors of increasing fees or priorities
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for (int j = 0; j < 10; j++) {
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//V[0] is for fee transactions
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feeV[0].push_back(basefee * (j+1));
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priV[0].push_back(0);
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//V[1] is for priority transactions
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feeV[1].push_back(CAmount(0));
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priV[1].push_back(basepri * pow(10, j+1));
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}
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// Store the hashes of transactions that have been
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// added to the mempool by their associate fee/pri
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// txHashes[j] is populated with transactions either of
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// fee = basefee * (j+1) OR pri = 10^6 * 10^(j+1)
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std::vector<uint256> txHashes[10];
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// Create a transaction template
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CScript garbage;
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for (unsigned int i = 0; i < 128; i++)
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garbage.push_back('X');
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CMutableTransaction tx;
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tx.vin.resize(1);
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tx.vin[0].scriptSig = garbage;
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tx.vout.resize(1);
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tx.vout[0].nValue=0LL;
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CFeeRate baseRate(basefee, GetVirtualTransactionSize(tx));
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// Create a fake block
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std::vector<CTransaction> block;
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int blocknum = 0;
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// Loop through 200 blocks
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// At a decay .998 and 4 fee transactions per block
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// This makes the tx count about 1.33 per bucket, above the 1 threshold
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while (blocknum < 200) {
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for (int j = 0; j < 10; j++) { // For each fee/pri multiple
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for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
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tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
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uint256 hash = tx.GetHash();
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mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
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txHashes[j].push_back(hash);
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}
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}
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//Create blocks where higher fee/pri txs are included more often
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for (int h = 0; h <= blocknum%10; h++) {
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// 10/10 blocks add highest fee/pri transactions
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// 9/10 blocks add 2nd highest and so on until ...
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// 1/10 blocks add lowest fee/pri transactions
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while (txHashes[9-h].size()) {
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std::shared_ptr<const CTransaction> ptx = mpool.get(txHashes[9-h].back());
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if (ptx)
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block.push_back(*ptx);
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txHashes[9-h].pop_back();
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}
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}
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mpool.removeForBlock(block, ++blocknum);
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block.clear();
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if (blocknum == 30) {
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// At this point we should need to combine 5 buckets to get enough data points
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// So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around
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// 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98%
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BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
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BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0));
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BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0));
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BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
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BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
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int answerFound;
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BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
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BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
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BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4);
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BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8);
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}
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}
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std::vector<CAmount> origFeeEst;
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std::vector<double> origPriEst;
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// Highest feerate is 10*baseRate and gets in all blocks,
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// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
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// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
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// so estimateFee(1) should return 10*baseRate.
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// Second highest feerate has 100% chance of being included by 2 blocks,
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// so estimateFee(2) should return 9*baseRate etc...
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for (int i = 1; i < 10;i++) {
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origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
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origPriEst.push_back(mpool.estimatePriority(i));
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if (i > 1) { // Fee estimates should be monotonically decreasing
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BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
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BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
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}
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int mult = 11-i;
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BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
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BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
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BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
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BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
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}
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// Mine 50 more blocks with no transactions happening, estimates shouldn't change
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// We haven't decayed the moving average enough so we still have enough data points in every bucket
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while (blocknum < 250)
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mpool.removeForBlock(block, ++blocknum);
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for (int i = 1; i < 10;i++) {
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
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BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri);
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BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
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}
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// Mine 15 more blocks with lots of transactions happening and not getting mined
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// Estimates should go up
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while (blocknum < 265) {
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for (int j = 0; j < 10; j++) { // For each fee/pri multiple
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for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
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tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
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uint256 hash = tx.GetHash();
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mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
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txHashes[j].push_back(hash);
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}
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}
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mpool.removeForBlock(block, ++blocknum);
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}
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int answerFound;
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for (int i = 1; i < 10;i++) {
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BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
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BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee);
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BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
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BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri);
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}
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// Mine all those transactions
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// Estimates should still not be below original
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for (int j = 0; j < 10; j++) {
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while(txHashes[j].size()) {
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std::shared_ptr<const CTransaction> ptx = mpool.get(txHashes[j].back());
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if (ptx)
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block.push_back(*ptx);
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txHashes[j].pop_back();
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}
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}
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mpool.removeForBlock(block, 265);
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block.clear();
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for (int i = 1; i < 10;i++) {
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
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BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
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}
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// Mine 200 more blocks where everything is mined every block
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// Estimates should be below original estimates
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while (blocknum < 465) {
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for (int j = 0; j < 10; j++) { // For each fee/pri multiple
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for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
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tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
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uint256 hash = tx.GetHash();
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mpool.addUnchecked(hash, entry.Fee(feeV[k/4][j]).Time(GetTime()).Priority(priV[k/4][j]).Height(blocknum).FromTx(tx, &mpool));
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std::shared_ptr<const CTransaction> ptx = mpool.get(hash);
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if (ptx)
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block.push_back(*ptx);
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}
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}
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mpool.removeForBlock(block, ++blocknum);
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block.clear();
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}
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for (int i = 1; i < 10; i++) {
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BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
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BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
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}
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// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
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// and that estimateSmartPriority returns essentially an infinite value
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mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[0][5]).Time(GetTime()).Priority(priV[1][5]).Height(blocknum).FromTx(tx, &mpool));
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// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5]
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mpool.TrimToSize(1);
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BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]);
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for (int i = 1; i < 10; i++) {
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BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK());
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BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
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BOOST_CHECK(mpool.estimateSmartPriority(i) == INF_PRIORITY);
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}
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}
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BOOST_AUTO_TEST_SUITE_END()
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