bitcoin/src/wallet/test/coinselector_tests.cpp

// Copyright (c) 2017 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 "wallet/wallet.h"
#include "wallet/coinselection.h"
#include "amount.h"
#include "primitives/transaction.h"
#include "random.h"
#include "test/test_bitcoin.h"
#include "wallet/test/wallet_test_fixture.h"

#include <boost/test/unit_test.hpp>
#include <random>

BOOST_FIXTURE_TEST_SUITE(coin_selection_tests, WalletTestingSetup)

typedef std::set<CInputCoin> CoinSet;

static std::vector<COutput> vCoins;
static const CWallet testWallet("dummy", CWalletDBWrapper::CreateDummy());

static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
    CMutableTransaction tx;
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    set.emplace_back(MakeTransactionRef(tx), nInput);
}

static void add_coin(const CAmount& nValue, int nInput, CoinSet& set)
{
    CMutableTransaction tx;
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    set.emplace(MakeTransactionRef(tx), nInput);
}

static bool equal_sets(CoinSet a, CoinSet b)
{
    std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
    return ret.first == a.end() && ret.second == b.end();
}

static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& 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;
}

// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{

    LOCK(testWallet.cs_wallet);

    // Setup
    std::vector<CInputCoin> utxo_pool;
    CoinSet selection;
    CoinSet actual_selection;
    CAmount value_ret = 0;
    CAmount not_input_fees = 0;

    /////////////////////////
    // Known Outcome tests //
    /////////////////////////
    BOOST_TEST_MESSAGE("Testing known outcomes");

    // Empty utxo pool
    BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    selection.clear();

    // 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, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, 1 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    actual_selection.clear();
    selection.clear();

    // Select 2 Cent
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, 2 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    actual_selection.clear();
    selection.clear();

    // Select 5 Cent
    add_coin(3 * CENT, 3, actual_selection);
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, 5 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    actual_selection.clear();
    selection.clear();

    // Select 11 Cent, not possible
    BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 11 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    actual_selection.clear();
    selection.clear();

    // Select 10 Cent
    add_coin(5 * CENT, 5, utxo_pool);
    add_coin(4 * CENT, 4, actual_selection);
    add_coin(3 * CENT, 3, actual_selection);
    add_coin(2 * CENT, 2, actual_selection);
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, 10 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    actual_selection.clear();
    selection.clear();

    // Negative effective value
    // Select 10 Cent but have 1 Cent not be possible because too small
    add_coin(5 * CENT, 5, actual_selection);
    add_coin(3 * CENT, 3, actual_selection);
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, 10 * CENT, 5000, selection, value_ret, not_input_fees));

    // Select 0.25 Cent, not possible
    BOOST_CHECK(!SelectCoinsBnB(utxo_pool, 0.25 * CENT, 0.5 * CENT, selection, value_ret, not_input_fees));
    actual_selection.clear();
    selection.clear();

    // Iteration exhaustion test
    CAmount target = make_hard_case(17, utxo_pool);
    BOOST_CHECK(!SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees)); // Should exhaust
    target = make_hard_case(14, utxo_pool);
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret, not_input_fees)); // Should not exhaust

    // Test same value early bailout optimization
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(2 * CENT, 7, actual_selection);
    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);
    }
    BOOST_CHECK(SelectCoinsBnB(utxo_pool, 30 * CENT, 5000, selection, value_ret, not_input_fees));

    ////////////////////
    // 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(utxo_pool, 1 * CENT, 2 * CENT, selection, value_ret, not_input_fees));
    }
}

BOOST_AUTO_TEST_SUITE_END()