Line data Source code
1 : // Copyright (c) 2011-2015 The Bitcoin Core developers
2 : // Distributed under the MIT software license, see the accompanying
3 : // file COPYING or http://www.opensource.org/licenses/mit-license.php.
4 :
5 : #include "policy/fees.h"
6 : #include "txmempool.h"
7 : #include "uint256.h"
8 : #include "util.h"
9 :
10 : #include "test/test_bitcoin.h"
11 :
12 : #include <boost/test/unit_test.hpp>
13 :
14 1 : BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
15 :
16 6 : BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
17 : {
18 2 : CTxMemPool mpool(CFeeRate(1000));
19 1 : CAmount basefee(2000);
20 1 : double basepri = 1e6;
21 1 : CAmount deltaFee(100);
22 1 : double deltaPri=5e5;
23 6 : std::vector<CAmount> feeV[2];
24 5 : std::vector<double> priV[2];
25 :
26 : // Populate vectors of increasing fees or priorities
27 10 : for (int j = 0; j < 10; j++) {
28 : //V[0] is for fee transactions
29 10 : feeV[0].push_back(basefee * (j+1));
30 10 : priV[0].push_back(0);
31 : //V[1] is for priority transactions
32 10 : feeV[1].push_back(CAmount(0));
33 10 : priV[1].push_back(basepri * pow(10, j+1));
34 : }
35 :
36 : // Store the hashes of transactions that have been
37 : // added to the mempool by their associate fee/pri
38 : // txHashes[j] is populated with transactions either of
39 : // fee = basefee * (j+1) OR pri = 10^6 * 10^(j+1)
40 21 : std::vector<uint256> txHashes[10];
41 :
42 : // Create a transaction template
43 : CScript garbage;
44 129 : for (unsigned int i = 0; i < 128; i++)
45 128 : garbage.push_back('X');
46 1 : CMutableTransaction tx;
47 : std::list<CTransaction> dummyConflicted;
48 2 : tx.vin.resize(1);
49 1 : tx.vin[0].scriptSig = garbage;
50 2 : tx.vout.resize(1);
51 1 : tx.vout[0].nValue=0LL;
52 1 : CFeeRate baseRate(basefee, ::GetSerializeSize(tx, SER_NETWORK, PROTOCOL_VERSION));
53 :
54 : // Create a fake block
55 1 : std::vector<CTransaction> block;
56 1 : int blocknum = 0;
57 :
58 : // Loop through 200 blocks
59 : // At a decay .998 and 4 fee transactions per block
60 : // This makes the tx count about 1.33 per bucket, above the 1 threshold
61 202 : while (blocknum < 200) {
62 2000 : for (int j = 0; j < 10; j++) { // For each fee/pri multiple
63 10000 : for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
64 10000 : tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
65 10000 : uint256 hash = tx.GetHash();
66 60000 : mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx)));
67 10000 : txHashes[j].push_back(hash);
68 : }
69 : }
70 : //Create blocks where higher fee/pri txs are included more often
71 1100 : for (int h = 0; h <= blocknum%10; h++) {
72 : // 10/10 blocks add highest fee/pri transactions
73 : // 9/10 blocks add 2nd highest and so on until ...
74 : // 1/10 blocks add lowest fee/pri transactions
75 22200 : while (txHashes[9-h].size()) {
76 10000 : CTransaction btx;
77 20000 : if (mpool.lookup(txHashes[9-h].back(), btx))
78 10000 : block.push_back(btx);
79 10000 : txHashes[9-h].pop_back();
80 : }
81 : }
82 200 : mpool.removeForBlock(block, ++blocknum, dummyConflicted);
83 : block.clear();
84 200 : if (blocknum == 30) {
85 : // At this point we should need to combine 5 buckets to get enough data points
86 : // So estimateFee(1) should fail and estimateFee(2) should return somewhere around
87 : // 8*baserate
88 9 : BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
89 10 : BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee);
90 10 : BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee);
91 : }
92 : }
93 :
94 : std::vector<CAmount> origFeeEst;
95 : std::vector<double> origPriEst;
96 : // Highest feerate is 10*baseRate and gets in all blocks,
97 : // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
98 : // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
99 : // so estimateFee(1) should return 9*baseRate.
100 : // Third highest feerate has 90% chance of being included by 2 blocks,
101 : // so estimateFee(2) should return 8*baseRate etc...
102 10 : for (int i = 1; i < 10;i++) {
103 18 : origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK());
104 9 : origPriEst.push_back(mpool.estimatePriority(i));
105 9 : if (i > 1) { // Fee estimates should be monotonically decreasing
106 80 : BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
107 80 : BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
108 : }
109 90 : BOOST_CHECK(origFeeEst[i-1] < (10-i)*baseRate.GetFeePerK() + deltaFee);
110 90 : BOOST_CHECK(origFeeEst[i-1] > (10-i)*baseRate.GetFeePerK() - deltaFee);
111 81 : BOOST_CHECK(origPriEst[i-1] < pow(10,10-i) * basepri + deltaPri);
112 81 : BOOST_CHECK(origPriEst[i-1] > pow(10,10-i) * basepri - deltaPri);
113 : }
114 :
115 : // Mine 50 more blocks with no transactions happening, estimates shouldn't change
116 : // We haven't decayed the moving average enough so we still have enough data points in every bucket
117 51 : while (blocknum < 250)
118 50 : mpool.removeForBlock(block, ++blocknum, dummyConflicted);
119 :
120 9 : for (int i = 1; i < 10;i++) {
121 90 : BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
122 90 : BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
123 81 : BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri);
124 81 : BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
125 : }
126 :
127 :
128 : // Mine 15 more blocks with lots of transactions happening and not getting mined
129 : // Estimates should go up
130 16 : while (blocknum < 265) {
131 150 : for (int j = 0; j < 10; j++) { // For each fee/pri multiple
132 750 : for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
133 750 : tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
134 750 : uint256 hash = tx.GetHash();
135 4500 : mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx)));
136 750 : txHashes[j].push_back(hash);
137 : }
138 : }
139 15 : mpool.removeForBlock(block, ++blocknum, dummyConflicted);
140 : }
141 :
142 9 : for (int i = 1; i < 10;i++) {
143 90 : BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
144 81 : BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
145 : }
146 :
147 : // Mine all those transactions
148 : // Estimates should still not be below original
149 10 : for (int j = 0; j < 10; j++) {
150 1520 : while(txHashes[j].size()) {
151 750 : CTransaction btx;
152 1500 : if (mpool.lookup(txHashes[j].back(), btx))
153 750 : block.push_back(btx);
154 750 : txHashes[j].pop_back();
155 : }
156 : }
157 1 : mpool.removeForBlock(block, 265, dummyConflicted);
158 : block.clear();
159 10 : for (int i = 1; i < 10;i++) {
160 90 : BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
161 81 : BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
162 : }
163 :
164 : // Mine 100 more blocks where everything is mined every block
165 : // Estimates should be below original estimates (not possible for last estimate)
166 101 : while (blocknum < 365) {
167 1000 : for (int j = 0; j < 10; j++) { // For each fee/pri multiple
168 5000 : for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx
169 5000 : tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
170 5000 : uint256 hash = tx.GetHash();
171 30000 : mpool.addUnchecked(hash, CTxMemPoolEntry(tx, feeV[k/4][j], GetTime(), priV[k/4][j], blocknum, mpool.HasNoInputsOf(tx)));
172 5000 : CTransaction btx;
173 5000 : if (mpool.lookup(hash, btx))
174 5000 : block.push_back(btx);
175 : }
176 : }
177 100 : mpool.removeForBlock(block, ++blocknum, dummyConflicted);
178 : block.clear();
179 : }
180 8 : for (int i = 1; i < 9; i++) {
181 80 : BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
182 72 : BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
183 1 : }
184 1 : }
185 :
186 3 : BOOST_AUTO_TEST_SUITE_END()
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