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test: Run simple tests at various feerates

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Murch 2025-04-28 20:36:55 -07:00
parent 7cb5caf726
commit 768305071d
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1 changed files with 64 additions and 57 deletions
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121
src/wallet/test/coinselection_tests.cpp
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@ -63,9 +63,9 @@ static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> c
}
/** Make multiple coins that share the same effective value */
static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount) {
static void AddDuplicateCoins(std::vector<OutputGroup>& utxo_pool, int count, int amount, CoinSelectionParams cs_params = default_cs_params) {
for (int i = 0 ; i < count; ++i) {
utxo_pool.push_back(MakeCoin(amount));
utxo_pool.push_back(MakeCoin(amount, true, cs_params));
}
}
@ -121,71 +121,78 @@ static void TestBnBFail(std::string test_title, std::vector<OutputGroup>& utxo_p
BOOST_AUTO_TEST_CASE(bnb_test)
{
std::vector<OutputGroup> utxo_pool;
std::vector<int> feerates = {0, 1, 5'000, 10'000, 25'000, 59'764, 500'000, 999'000, 1'500'000};
// Fail for empty UTXO pool
TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
for (int feerate : feerates) {
std::vector<OutputGroup> utxo_pool;
AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT});
CoinSelectionParams cs_params = init_default_params();
cs_params.m_effective_feerate = CFeeRate{feerate};
// 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});
// Fail for empty UTXO pool
TestBnBFail("Empty UTXO pool", utxo_pool, /*selection_target=*/1 * CENT);
// 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});
AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
// 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);
// Simple success cases
TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT}, cs_params);
TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT}, cs_params);
TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT}, cs_params);
TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT}, cs_params);
TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT}, cs_params);
// Simple cases without BnB solution
TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
// 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}, cs_params);
// Test skipping of equivalent input sets
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});
// 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);
/* Test BnB attempt limit (`TOTAL_TRIES`)
*
* Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
* combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
* multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The UTXO
* pool for this test is specifically crafted to create as much branching as possible. The selection target is
* 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while the larger
* nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
*
* Because BnB will only select input sets that fall between selection_target and selection_target + cost_of_change,
* and the search traverses the UTXO pool from large to small amounts, the search will visit every single
* combination of eight inputs. All except the last combination will overshoot by more than cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than cost_of_change.
* Only the last combination consisting of the eight smallest UTXOs falls into the target window.
*/
std::vector<OutputGroup> doppelganger_pool;
std::vector<CAmount> doppelgangers;
std::vector<CAmount> expected_inputs;
for (int i = 0; i < 17; ++i) {
if (i < 8) {
// The eight smallest UTXOs can be combined to create expected_result
doppelgangers.push_back(1 * CENT + i);
expected_inputs.push_back(doppelgangers[i]);
} else {
// Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
// Simple cases without BnB solution
TestBnBFail("Smallest combination too big", utxo_pool, /*selection_target=*/0.5 * CENT);
TestBnBFail("No UTXO combination in target window", utxo_pool, /*selection_target=*/7 * CENT);
TestBnBFail("Select more than available", utxo_pool, /*selection_target=*/10 * CENT);
// Test skipping of equivalent input sets
std::vector<OutputGroup> clone_pool;
AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
AddDuplicateCoins(clone_pool, 50'000, 5 * CENT, cs_params);
TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
/* Test BnB attempt limit (`TOTAL_TRIES`)
*
* Generally, on a diverse UTXO pool BnB will quickly pass over UTXOs bigger than the target and then start
* combining small counts of UTXOs that in sum remain under the selection_target+cost_of_change. When there are
* multiple UTXOs that have matching amount and cost, combinations with equivalent input sets are skipped. The UTXO
* pool for this test is specifically crafted to create as much branching as possible. The selection target is
* 8 CENT while all UTXOs are slightly bigger than 1 CENT. The smallest eight are 100,000…100,007 sats, while the larger
* nine are 100,368…100,375 (i.e., 100,008…100,016 sats plus cost_of_change (359 sats)).
*
* Because BnB will only select input sets that fall between selection_target and selection_target + cost_of_change,
* and the search traverses the UTXO pool from large to small amounts, the search will visit every single
* combination of eight inputs. All except the last combination will overshoot by more than cost_of_change on the eighth input, because the larger nine inputs each exceed 1 CENT by more than cost_of_change.
* Only the last combination consisting of the eight smallest UTXOs falls into the target window.
*/
std::vector<OutputGroup> doppelganger_pool;
std::vector<CAmount> doppelgangers;
std::vector<CAmount> expected_inputs;
for (int i = 0; i < 17; ++i) {
if (i < 8) {
// The eight smallest UTXOs can be combined to create expected_result
doppelgangers.push_back(1 * CENT + i);
expected_inputs.push_back(doppelgangers[i]);
} else {
// Any eight UTXOs including at least one UTXO with the added cost_of_change will exceed target window
doppelgangers.push_back(1 * CENT + default_cs_params.m_cost_of_change + i);
}
}
}
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);
AddCoins(doppelganger_pool, doppelgangers, cs_params);
// 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, cs_params);
// 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});
TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
// 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}, cs_params);
TestBnBFail("Exhaust looking for smallest 8 of 18 unique UTXOs", doppelganger_pool, /*selection_target=*/8 * CENT);
}
}
BOOST_AUTO_TEST_CASE(bnb_feerate_sensitivity_test)