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coinselection: Count BnB iterations

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Murch 2025-03-26 15:32:43 -07:00
parent 1fb24c68a1
commit 0de559f5c5
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3 changed files with 28 additions and 13 deletions
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1
src/wallet/coinselection.cpp
View file

@ -122,6 +122,7 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
// Depth First search loop for choosing the UTXOs
for (size_t curr_try = 0, utxo_pool_index = 0; curr_try < TOTAL_TRIES; ++curr_try, ++utxo_pool_index) {
result.SetSelectionsEvaluated(curr_try);
// Conditions for starting a backtrack
bool backtrack = false;
if (curr_value + curr_available_value < selection_target || // Cannot possibly reach target with the amount remaining in the curr_available_value.

27
src/wallet/test/coinselection_tests.cpp
View file

@ -98,7 +98,7 @@ static std::string InputsToString(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, int custom_spending_vsize = 68)
static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const std::vector<CAmount>& expected_input_amounts, size_t expected_attempts, const CoinSelectionParams& cs_params = default_cs_params, int custom_spending_vsize = 68)
{
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
CAmount expected_amount = 0;
@ -112,6 +112,7 @@ static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utx
BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
BOOST_CHECK_MESSAGE(HaveEquivalentValues(expected_result, *result), strprintf("Result mismatch in BnB-Success: %s. Expected %s, but got %s", test_title, InputsToString(expected_result), InputsToString(*result)));
BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, strprintf("Selected amount mismatch in BnB-Success: %s. Expected %d, but got %d", test_title, expected_amount, result->GetSelectedValue()));
BOOST_CHECK_MESSAGE(result->GetSelectionsEvaluated() == expected_attempts, strprintf("Unexpected number of attempts in BnB-Success: %s. Expected %i attempts, but got %i", test_title, expected_attempts, result->GetSelectionsEvaluated()));
}
static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target)
@ -129,14 +130,14 @@ BOOST_AUTO_TEST_CASE(bnb_test)
AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT});
// Simple success cases
TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT});
TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT});
TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT});
TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT});
TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT});
TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, /*expected_attempts=*/6);
TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, /*expected_attempts=*/4);
TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, /*expected_attempts=*/2);
TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, /*expected_attempts=*/6);
TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, /*expected_attempts=*/6);
// BnB finds changeless solution while overshooting by up to cost_of_change
TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT});
TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, /*expected_attempts=*/6);
// BnB fails to find changeless solution when overshooting by cost_of_change + 1 sat
TestBnBFail("Overshoot upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change - 1);
@ -150,7 +151,7 @@ BOOST_AUTO_TEST_CASE(bnb_test)
std::vector<OutputGroup> clone_pool;
AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT});
AddDuplicateCoins(clone_pool, 50'000, 5 * CENT);
TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT});
TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, /*expected_attempts=*/99'999);
/* Test BnB attempt limit (`TOTAL_TRIES`)
*
@ -181,7 +182,7 @@ BOOST_AUTO_TEST_CASE(bnb_test)
}
AddCoins(doppelganger_pool, doppelgangers);
// Among up to 17 unique UTXOs of similar effective value we will find a solution composed of the eight smallest UTXOs
TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs);
TestBnBSuccess("Combine smallest 8 of 17 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT, /*expected_input_amounts=*/expected_inputs, /*expected_attempts=*/87'514);
// Starting with 18 unique UTXOs of similar effective value we will not find the solution due to exceeding the attempt limit
AddCoins(doppelganger_pool, {1 * CENT + default_cs_params.m_cost_of_change + 17});
@ -193,22 +194,22 @@ 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});
TestBnBSuccess("Select many inputs at low feerates", low_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{2 * CENT, 3 * CENT, 5 * CENT}, /*expected_attempts=*/8);
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);
TestBnBSuccess("Select one input at high feerates", high_feerate_pool, /*selection_target=*/10 * CENT, /*expected_input_amounts=*/{10 * CENT}, /*expected_attempts=*/6, 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);
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}, /*expected_attempts=*/28, 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);
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}, /*expected_attempts=*/14, high_feerate_params);
}
BOOST_AUTO_TEST_SUITE_END()

13
src/wallet/test/coinselector_tests.cpp
View file

@ -173,6 +173,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
// Setup
std::vector<COutput> utxo_pool;
SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
size_t expected_attempts;
////////////////////
// Behavior tests //
@ -210,6 +211,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
BOOST_CHECK(result9);
BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
expected_attempts = 2;
BOOST_CHECK_MESSAGE(result9->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result9->GetSelectionsEvaluated()));
}
{
@ -232,6 +236,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
LOCK(wallet->cs_wallet);
const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(result10);
// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
expected_attempts = 4;
BOOST_CHECK_MESSAGE(result10->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result10->GetSelectionsEvaluated()));
}
{
std::unique_ptr<CWallet> wallet = NewWallet(m_node);
@ -261,6 +268,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
BOOST_CHECK(EquivalentResult(expected_result, *result13));
// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
expected_attempts = 4;
BOOST_CHECK_MESSAGE(result13->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result13->GetSelectionsEvaluated()));
}
{
@ -292,6 +302,9 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
add_coin(5 * CENT, 2, expected_result);
add_coin(3 * CENT, 2, expected_result);
BOOST_CHECK(EquivalentResult(expected_result, *res));
// Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
expected_attempts = 38;
BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
}
}