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policyestimator_tests.cpp
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// Copyright (c) 2011-2016 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 "policy/policy.h"
#include "policy/fees.h"
#include "txmempool.h"
#include "uint256.h"
#include "util.h"
#include "test/test_bitcoin.h"
#include <boost/test/unit_test.hpp>
BOOST_FIXTURE_TEST_SUITE(policyestimator_tests, BasicTestingSetup)
BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
{
CBlockPolicyEstimator feeEst;
CTxMemPool mpool(&feeEst);
TestMemPoolEntryHelper entry;
CAmount basefee(2000);
CAmount deltaFee(100);
std::vector<CAmount> feeV;
// Populate vectors of increasing fees
for (int j = 0; j < 10; j++) {
feeV.push_back(basefee * (j+1));
}
// Store the hashes of transactions that have been
// added to the mempool by their associate fee
// txHashes[j] is populated with transactions either of
// fee = basefee * (j+1)
std::vector<uint256> txHashes[10];
// Create a transaction template
CScript garbage;
for (unsigned int i = 0; i < 128; i++)
garbage.push_back('X');
CMutableTransaction tx;
tx.vin.resize(1);
tx.vin[0].scriptSig = garbage;
tx.vout.resize(1);
tx.vout[0].nValue=0LL;
CFeeRate baseRate(basefee, GetVirtualTransactionSize(tx));
// Create a fake block
std::vector<CTransactionRef> block;
int blocknum = 0;
// Loop through 200 blocks
// At a decay .9952 and 4 fee transactions per block
// This makes the tx count about 2.5 per bucket, well above the 0.1 threshold
while (blocknum < 200) {
for (int j = 0; j < 10; j++) { // For each fee
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k; // make transaction unique
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx));
txHashes[j].push_back(hash);
}
}
//Create blocks where higher fee txs are included more often
for (int h = 0; h <= blocknum%10; h++) {
// 10/10 blocks add highest fee transactions
// 9/10 blocks add 2nd highest and so on until ...
// 1/10 blocks add lowest fee transactions
while (txHashes[9-h].size()) {
CTransactionRef ptx = mpool.get(txHashes[9-h].back());
if (ptx)
block.push_back(ptx);
txHashes[9-h].pop_back();
}
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
// Check after just a few txs that combining buckets works as expected
if (blocknum == 3) {
// At this point we should need to combine 3 buckets to get enough data points
// So estimateFee(1) should fail and estimateFee(2) should return somewhere around
// 9*baserate. estimateFee(2) %'s are 100,100,90 = average 97%
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() < 9*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(feeEst.estimateFee(2).GetFeePerK() > 9*baseRate.GetFeePerK() - deltaFee);
}
}
std::vector<CAmount> origFeeEst;
// Highest feerate is 10*baseRate and gets in all blocks,
// second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%,
// third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%,
// so estimateFee(1) would return 10*baseRate but is hardcoded to return failure
// Second highest feerate has 100% chance of being included by 2 blocks,
// so estimateFee(2) should return 9*baseRate etc...
for (int i = 1; i < 10;i++) {
origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
if (i > 2) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
}
int mult = 11-i;
if (i % 2 == 0) { //At scale 2, test logic is only correct for even targets
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
}
}
// Fill out rest of the original estimates
for (int i = 10; i <= 48; i++) {
origFeeEst.push_back(feeEst.estimateFee(i).GetFeePerK());
}
// Mine 50 more blocks with no transactions happening, estimates shouldn't change
// We haven't decayed the moving average enough so we still have enough data points in every bucket
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum);
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine 15 more blocks with lots of transactions happening and not getting mined
// Estimates should go up
while (blocknum < 265) {
for (int j = 0; j < 10; j++) { // For each fee multiple
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx));
txHashes[j].push_back(hash);
}
}
mpool.removeForBlock(block, ++blocknum);
}
for (int i = 1; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine all those transactions
// Estimates should still not be below original
for (int j = 0; j < 10; j++) {
while(txHashes[j].size()) {
CTransactionRef ptx = mpool.get(txHashes[j].back());
if (ptx)
block.push_back(ptx);
txHashes[j].pop_back();
}
}
mpool.removeForBlock(block, 266);
block.clear();
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 10;i++) {
BOOST_CHECK(feeEst.estimateFee(i) == CFeeRate(0) || feeEst.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
// Mine 400 more blocks where everything is mined every block
// Estimates should be below original estimates
while (blocknum < 665) {
for (int j = 0; j < 10; j++) { // For each fee multiple
for (int k = 0; k < 4; k++) { // add 4 fee txs
tx.vin[0].prevout.n = 10000*blocknum+100*j+k;
uint256 hash = tx.GetHash();
mpool.addUnchecked(hash, entry.Fee(feeV[j]).Time(GetTime()).Height(blocknum).FromTx(tx));
CTransactionRef ptx = mpool.get(hash);
if (ptx)
block.push_back(ptx);
}
}
mpool.removeForBlock(block, ++blocknum);
block.clear();
}
BOOST_CHECK(feeEst.estimateFee(1) == CFeeRate(0));
for (int i = 2; i < 9; i++) { // At 9, the original estimate was already at the bottom (b/c scale = 2)
BOOST_CHECK(feeEst.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
}
// Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee
mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[5]).Time(GetTime()).Height(blocknum).FromTx(tx));
// evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[5]
mpool.TrimToSize(1);
BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[5]);
for (int i = 1; i < 10; i++) {
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= feeEst.estimateRawFee(i, 0.85, FeeEstimateHorizon::MED_HALFLIFE).GetFeePerK());
BOOST_CHECK(feeEst.estimateSmartFee(i, NULL, mpool).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK());
}
}
BOOST_AUTO_TEST_SUITE_END()