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test: Move BnB feerate sensitivity tests

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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.
This commit is contained in:
Murch 2024-03-01 15:06:50 -05:00
parent 30479487c2
commit 0ccf142ad6
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GPG key ID: 7BA035CA5B901713
2 changed files with 28 additions and 38 deletions
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27
src/wallet/test/coinselection_tests.cpp
View file

@ -91,12 +91,12 @@ static std::string InputAmountsToString(const SelectionResult& selection)
return res + "]";
}
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)
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, int custom_spending_vsize = 68)
{
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);
OutputGroup group = MakeCoin(input_amount, true, cs_params, custom_spending_vsize);
expected_amount += group.m_value;
expected_result.AddInput(group);
}
@ -123,5 +123,28 @@ BOOST_AUTO_TEST_CASE(bnb_test)
TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * 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; // 5 sat/vB (default, and lower than long_term_feerate of 10 sat/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; // 25 sat/vB (greater than long_term_feerate of 10 sat/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);
// Add heavy inputs {6, 7} to existing {2, 3, 5, 10}
low_feerate_pool.push_back(MakeCoin(6 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
low_feerate_pool.push_back(MakeCoin(7 * CENT, true, default_cs_params, /*custom_spending_vsize=*/500));
TestBnBSuccess("Prefer two heavy inputs over two light inputs at low feerates", low_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{6 * CENT, 7 * CENT}, default_cs_params, /*custom_spending_vsize=*/500);
high_feerate_pool.push_back(MakeCoin(6 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
high_feerate_pool.push_back(MakeCoin(7 * CENT, true, high_feerate_params, /*custom_spending_vsize=*/500));
TestBnBSuccess("Prefer two light inputs over two heavy inputs at high feerates", high_feerate_pool, /*selection_target=*/13 * CENT, /*expected_input_amounts=*/{3 * CENT, 10 * CENT}, high_feerate_params);
}
BOOST_AUTO_TEST_SUITE_END()
} // namespace wallet

39
src/wallet/test/coinselector_tests.cpp
View file

@ -321,7 +321,7 @@ 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);
@ -332,42 +332,9 @@ 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);