Coverage Report

Created: 2026-08-14 20:23

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/tmp/bitcoin/src/wallet/test/coinselector_tests.cpp
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// Copyright (c) 2017-present The Bitcoin Core developers
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// Distributed under the MIT software license, see the accompanying
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// file COPYING or http://www.opensource.org/licenses/mit-license.php.
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#include <consensus/amount.h>
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#include <node/context.h>
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#include <policy/policy.h>
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#include <primitives/transaction.h>
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#include <random.h>
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#include <test/util/common.h>
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#include <test/util/setup_common.h>
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#include <util/translation.h>
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#include <wallet/coincontrol.h>
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#include <wallet/coinselection.h>
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#include <wallet/spend.h>
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#include <wallet/test/util.h>
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#include <wallet/test/wallet_test_fixture.h>
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#include <wallet/wallet.h>
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#include <algorithm>
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#include <boost/test/unit_test.hpp>
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#include <random>
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namespace wallet {
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BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)
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// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
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808
#define RUN_TESTS 100
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// some tests fail 1% of the time due to bad luck.
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// we repeat those tests this many times and only complain if all iterations of the test fail
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1.20k
#define RANDOM_REPEATS 5
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static const CoinEligibilityFilter filter_standard(1, 6, 0);
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static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
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static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);
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static int nextLockTime = 0;
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static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result)
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51
{
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51
    CMutableTransaction tx;
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    tx.vout.resize(nInput + 1);
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    tx.vout[nInput].nValue = nValue;
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51
    tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
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    COutput output(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/-1, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/ 0);
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    OutputGroup group;
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    group.Insert(std::make_shared<COutput>(output), /*ancestors=*/ 0, /*cluster_count=*/ 0);
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    result.AddInput(group);
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}
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static void add_coin(const CAmount& nValue, int nInput, SelectionResult& result, CAmount fee, CAmount long_term_fee)
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28
{
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28
    CMutableTransaction tx;
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    tx.vout.resize(nInput + 1);
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    tx.vout[nInput].nValue = nValue;
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28
    tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
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    std::shared_ptr<COutput> coin = std::make_shared<COutput>(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/148, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, fee);
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28
    OutputGroup group;
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28
    group.Insert(coin, /*ancestors=*/ 0, /*cluster_count=*/ 0);
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    coin->long_term_fee = long_term_fee; // group.Insert() will modify long_term_fee, so we need to set it afterwards
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    result.AddInput(group);
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28
}
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static void add_coin(CoinsResult& available_coins, CWallet& wallet, const CAmount& nValue, CFeeRate feerate = CFeeRate(0), int nAge = 6*24, bool fIsFromMe = false, int nInput =0, bool spendable = false, int custom_size = 0)
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116k
{
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    CMutableTransaction tx;
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116k
    tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
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116k
    tx.vout.resize(nInput + 1);
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116k
    tx.vout[nInput].nValue = nValue;
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116k
    if (spendable) {
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6.09k
        tx.vout[nInput].scriptPubKey = GetScriptForDestination(*Assert(wallet.GetNewDestination(OutputType::BECH32, "")));
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6.09k
    }
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116k
    Txid txid = tx.GetHash();
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116k
    LOCK(wallet.cs_wallet);
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116k
    auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(MakeTransactionRef(std::move(tx)), TxStateInactive{}));
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116k
    assert(ret.second);
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    CWalletTx& wtx = (*ret.first).second;
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    const auto& txout = wtx.GetTx()->vout.at(nInput);
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    available_coins.Add(OutputType::BECH32, {COutPoint(wtx.GetHash(), nInput), txout, nAge, custom_size == 0 ? CalculateMaximumSignedInputSize(txout, &wallet, /*coin_control=*/nullptr) : custom_size, /*solvable=*/true, /*safe=*/true, wtx.GetTxTime(), fIsFromMe, feerate});
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}
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// Helpers
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std::optional<SelectionResult> KnapsackSolver(std::vector<OutputGroup>& groups, const CAmount& nTargetValue,
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                                              CAmount change_target, FastRandomContext& rng)
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5.60k
{
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5.60k
    auto res{KnapsackSolver(groups, nTargetValue, change_target, rng, MAX_STANDARD_TX_WEIGHT)};
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    return res ? std::optional<SelectionResult>(*res) : std::nullopt;
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}
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std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
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3
{
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    auto res{SelectCoinsBnB(utxo_pool, selection_target, cost_of_change, MAX_STANDARD_TX_WEIGHT)};
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    return res ? std::optional<SelectionResult>(*res) : std::nullopt;
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}
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/** Check if SelectionResult a is equivalent to SelectionResult b.
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 * Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
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static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
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{
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    std::vector<CAmount> a_amts;
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    std::vector<CAmount> b_amts;
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    for (const auto& coin : a.GetInputSet()) {
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        a_amts.push_back(coin->txout.nValue);
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    }
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    for (const auto& coin : b.GetInputSet()) {
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        b_amts.push_back(coin->txout.nValue);
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    }
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    std::sort(a_amts.begin(), a_amts.end());
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    std::sort(b_amts.begin(), b_amts.end());
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    std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
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    return ret.first == a_amts.end() && ret.second == b_amts.end();
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}
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/** Check if this selection is equal to another one. Equal means same inputs (i.e same value and prevout) */
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static bool EqualResult(const SelectionResult& a, const SelectionResult& b)
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1.10k
{
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    std::pair<OutputSet::iterator, OutputSet::iterator> ret = std::mismatch(a.GetInputSet().begin(), a.GetInputSet().end(), b.GetInputSet().begin(),
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        [](const std::shared_ptr<COutput>& a, const std::shared_ptr<COutput>& b) {
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            return a->outpoint == b->outpoint;
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        });
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    return ret.first == a.GetInputSet().end() && ret.second == b.GetInputSet().end();
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}
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inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& available_coins, bool subtract_fee_outputs = false)
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2.20k
{
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2.20k
    static std::vector<OutputGroup> static_groups;
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    static_groups.clear();
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    for (auto& coin : available_coins) {
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        static_groups.emplace_back();
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        OutputGroup& group = static_groups.back();
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        group.Insert(std::make_shared<COutput>(coin), /*ancestors=*/ 0, /*cluster_count=*/ 0);
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        group.m_subtract_fee_outputs = subtract_fee_outputs;
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    }
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2.20k
    return static_groups;
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2.20k
}
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inline std::vector<OutputGroup>& KnapsackGroupOutputs(const CoinsResult& available_coins, CWallet& wallet, const CoinEligibilityFilter& filter)
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3.40k
{
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    FastRandomContext rand{};
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    CoinSelectionParams coin_selection_params{
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        rand,
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        /*change_output_size=*/ 0,
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        /*change_spend_size=*/ 0,
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        /*min_change_target=*/ CENT,
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        /*effective_feerate=*/ CFeeRate(0),
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        /*long_term_feerate=*/ CFeeRate(0),
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        /*discard_feerate=*/ CFeeRate(0),
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        /*tx_noinputs_size=*/ 0,
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3.40k
        /*avoid_partial=*/ false,
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    };
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    static OutputGroupTypeMap static_groups;
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    static_groups = GroupOutputs(wallet, available_coins, coin_selection_params, {{filter}})[filter];
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    return static_groups.all_groups.mixed_group;
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}
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static std::unique_ptr<CWallet> NewWallet(const node::NodeContext& m_node, const std::string& wallet_name = "")
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{
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    std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), wallet_name, CreateMockableWalletDatabase());
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    LOCK(wallet->cs_wallet);
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    wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
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    wallet->SetupDescriptorScriptPubKeyMans();
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    return wallet;
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}
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// Branch and bound coin selection tests
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BOOST_AUTO_TEST_CASE(bnb_search_test)
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{
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    FastRandomContext rand{};
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    // Setup
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    SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
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    size_t expected_attempts;
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    ////////////////////
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    // Behavior tests //
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    ////////////////////
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    // Make sure that effective value is working in AttemptSelection when BnB is used
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    CoinSelectionParams coin_selection_params_bnb{
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        rand,
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1
        /*change_output_size=*/ 31,
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        /*change_spend_size=*/ 68,
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        /*min_change_target=*/ 0,
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        /*effective_feerate=*/ CFeeRate(3000),
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        /*long_term_feerate=*/ CFeeRate(1000),
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        /*discard_feerate=*/ CFeeRate(1000),
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        /*tx_noinputs_size=*/ 0,
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        /*avoid_partial=*/ false,
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1
    };
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    coin_selection_params_bnb.m_change_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_output_size);
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    coin_selection_params_bnb.m_cost_of_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size) + coin_selection_params_bnb.m_change_fee;
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    coin_selection_params_bnb.min_viable_change = coin_selection_params_bnb.m_effective_feerate.GetFee(coin_selection_params_bnb.change_spend_size);
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    {
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        std::unique_ptr<CWallet> wallet = NewWallet(m_node);
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        CoinsResult available_coins;
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        add_coin(available_coins, *wallet, 1, coin_selection_params_bnb.m_effective_feerate);
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        available_coins.All().at(0).input_bytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
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        BOOST_CHECK(!SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));
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        // Test fees subtracted from output:
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        available_coins = {};
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        add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate);
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        available_coins.All().at(0).input_bytes = 40;
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        const auto result9 = SelectCoinsBnB(GroupCoins(available_coins.All()), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
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        BOOST_CHECK(result9);
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        BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
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1
        expected_attempts = 1;
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1
        BOOST_CHECK_MESSAGE(result9->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result9->GetSelectionsEvaluated()));
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    }
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1
    {
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1
        std::unique_ptr<CWallet> wallet = NewWallet(m_node);
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        CoinsResult available_coins;
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        coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
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        add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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        add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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1
        add_coin(available_coins, *wallet, 2 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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1
        CCoinControl coin_control;
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1
        coin_control.m_allow_other_inputs = true;
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1
        COutput select_coin = available_coins.All().at(0);
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        coin_control.Select(select_coin.outpoint);
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        CoinsResult selected_input;
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        selected_input.Add(OutputType::BECH32, select_coin);
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        available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
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        LOCK(wallet->cs_wallet);
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        const auto result10 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
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        BOOST_CHECK(result10);
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        expected_attempts = 3;
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1
        BOOST_CHECK_MESSAGE(result10->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result10->GetSelectionsEvaluated()));
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    }
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    {
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        std::unique_ptr<CWallet> wallet = NewWallet(m_node);
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1
        LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
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1
        CoinsResult available_coins;
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        // pre selected coin should be selected even if disadvantageous
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1
        coin_selection_params_bnb.m_effective_feerate = CFeeRate(5000);
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1
        coin_selection_params_bnb.m_long_term_feerate = CFeeRate(3000);
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        // Add selectable outputs, increasing their raw amounts by their input fee to make the effective value equal to the raw amount
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        CAmount input_fee = coin_selection_params_bnb.m_effective_feerate.GetFee(/*virtual_bytes=*/68); // bech32 input size (default test output type)
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        add_coin(available_coins, *wallet, 10 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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1
        add_coin(available_coins, *wallet, 9 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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1
        add_coin(available_coins, *wallet, 1 * CENT + input_fee, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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254
1
        expected_result.Clear();
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1
        add_coin(9 * CENT + input_fee, 2, expected_result);
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1
        add_coin(1 * CENT + input_fee, 2, expected_result);
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1
        CCoinControl coin_control;
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1
        coin_control.m_allow_other_inputs = true;
259
1
        COutput select_coin = available_coins.All().at(1); // pre select 9 coin
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1
        coin_control.Select(select_coin.outpoint);
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1
        CoinsResult selected_input;
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1
        selected_input.Add(OutputType::BECH32, select_coin);
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1
        available_coins.Erase({(++available_coins.coins[OutputType::BECH32].begin())->outpoint});
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1
        const auto result13 = SelectCoins(*wallet, available_coins, selected_input, 10 * CENT, coin_control, coin_selection_params_bnb);
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1
        BOOST_CHECK(EquivalentResult(expected_result, *result13));
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1
        expected_attempts = 2;
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1
        BOOST_CHECK_MESSAGE(result13->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result13->GetSelectionsEvaluated()));
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1
    }
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270
1
    {
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        // Test bnb max weight exceeded
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        // Inputs set [10, 9, 8, 5, 3, 1], Selection Target = 16 and coin 5 exceeding the max weight.
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274
1
        std::unique_ptr<CWallet> wallet = NewWallet(m_node);
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276
1
        CoinsResult available_coins;
277
1
        add_coin(available_coins, *wallet, 10 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
278
1
        add_coin(available_coins, *wallet, 9 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
279
1
        add_coin(available_coins, *wallet, 8 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
280
1
        add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true, /*custom_size=*/MAX_STANDARD_TX_WEIGHT);
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1
        add_coin(available_coins, *wallet, 3 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
282
1
        add_coin(available_coins, *wallet, 1 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
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284
1
        CAmount selection_target = 16 * CENT;
285
1
        const auto& no_res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs=*/true),
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1
                                            selection_target, /*cost_of_change=*/0, MAX_STANDARD_TX_WEIGHT);
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1
        BOOST_REQUIRE(!no_res);
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1
        BOOST_CHECK(util::ErrorString(no_res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
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290
        // Now add same coin value with a good size and check that it gets selected
291
1
        add_coin(available_coins, *wallet, 5 * CENT, coin_selection_params_bnb.m_effective_feerate, 6 * 24, false, 0, true);
292
1
        const auto& res = SelectCoinsBnB(GroupCoins(available_coins.All(), /*subtract_fee_outputs=*/true), selection_target, /*cost_of_change=*/0);
293
294
1
        expected_result.Clear();
295
1
        add_coin(8 * CENT, 2, expected_result);
296
1
        add_coin(5 * CENT, 2, expected_result);
297
1
        add_coin(3 * CENT, 2, expected_result);
298
1
        BOOST_CHECK(EquivalentResult(expected_result, *res));
299
1
        expected_attempts = 22;
300
1
        BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
301
1
    }
302
1
}
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BOOST_AUTO_TEST_CASE(bnb_sffo_restriction)
305
1
{
306
    // Verify the coin selection process does not produce a BnB solution when SFFO is enabled.
307
    // This is currently problematic because it could require a change output. And BnB is specialized on changeless solutions.
308
1
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
309
1
    WITH_LOCK(wallet->cs_wallet, wallet->SetLastBlockProcessed(300, uint256{})); // set a high block so internal UTXOs are selectable
310
311
1
    FastRandomContext rand{};
312
1
    CoinSelectionParams params{
313
1
            rand,
314
1
            /*change_output_size=*/ 31,  // unused value, p2wpkh output size (wallet default change type)
315
1
            /*change_spend_size=*/ 68,   // unused value, p2wpkh input size (high-r signature)
316
1
            /*min_change_target=*/ 0,    // dummy, set later
317
1
            /*effective_feerate=*/ CFeeRate(3000),
318
1
            /*long_term_feerate=*/ CFeeRate(1000),
319
1
            /*discard_feerate=*/ CFeeRate(1000),
320
1
            /*tx_noinputs_size=*/ 0,
321
1
            /*avoid_partial=*/ false,
322
1
    };
323
1
    params.m_subtract_fee_outputs = true;
324
1
    params.m_change_fee = params.m_effective_feerate.GetFee(params.change_output_size);
325
1
    params.m_cost_of_change = params.m_discard_feerate.GetFee(params.change_spend_size) + params.m_change_fee;
326
1
    params.m_min_change_target = params.m_cost_of_change + 1;
327
    // Add spendable coin at the BnB selection upper bound
328
1
    CoinsResult available_coins;
329
1
    add_coin(available_coins, *wallet, COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
330
1
    add_coin(available_coins, *wallet, 0.5 * COIN + params.m_cost_of_change, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
331
1
    add_coin(available_coins, *wallet, 0.5 * COIN, /*feerate=*/params.m_effective_feerate, /*nAge=*/6, /*fIsFromMe=*/true, /*nInput=*/0, /*spendable=*/true);
332
    // Knapsack will only find a changeless solution on an exact match to the satoshi, SRD doesn’t look for changeless
333
    // If BnB were run, it would produce a single input solution with the best waste score
334
1
    auto result = WITH_LOCK(wallet->cs_wallet, return SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, COIN, /*coin_control=*/{}, params));
335
1
    BOOST_CHECK(result.has_value());
336
1
    BOOST_CHECK_NE(result->GetAlgo(), SelectionAlgorithm::BNB);
337
1
    BOOST_CHECK(result->GetInputSet().size() == 2);
338
    // We have only considered BnB, SRD, and Knapsack. Test needs to be reevaluated if new algo is added
339
1
    BOOST_CHECK(result->GetAlgo() == SelectionAlgorithm::SRD || result->GetAlgo() == SelectionAlgorithm::KNAPSACK);
340
1
}
341
342
BOOST_AUTO_TEST_CASE(knapsack_solver_test)
343
1
{
344
1
    FastRandomContext rand{};
345
5.60k
    const auto temp1{[&rand](std::vector<OutputGroup>& g, const CAmount& v, CAmount c) { return KnapsackSolver(g, v, c, rand); }};
346
1
    const auto KnapsackSolver{temp1};
347
1
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
348
349
1
    CoinsResult available_coins;
350
351
    // test multiple times to allow for differences in the shuffle order
352
101
    for (int i = 0; i < RUN_TESTS; i++)
353
100
    {
354
100
        available_coins = {};
355
356
        // with an empty wallet we can't even pay one cent
357
100
        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
358
359
100
        add_coin(available_coins, *wallet, 1*CENT, CFeeRate(0), 4);        // add a new 1 cent coin
360
361
        // with a new 1 cent coin, we still can't find a mature 1 cent
362
100
        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1 * CENT, CENT));
363
364
        // but we can find a new 1 cent
365
100
        const auto result1 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
366
100
        BOOST_CHECK(result1);
367
100
        BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
368
369
100
        add_coin(available_coins, *wallet, 2*CENT);           // add a mature 2 cent coin
370
371
        // we can't make 3 cents of mature coins
372
100
        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 3 * CENT, CENT));
373
374
        // we can make 3 cents of new coins
375
100
        const auto result2 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 3 * CENT, CENT);
376
100
        BOOST_CHECK(result2);
377
100
        BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 3 * CENT);
378
379
100
        add_coin(available_coins, *wallet, 5*CENT);           // add a mature 5 cent coin,
380
100
        add_coin(available_coins, *wallet, 10*CENT, CFeeRate(0), 3, true); // a new 10 cent coin sent from one of our own addresses
381
100
        add_coin(available_coins, *wallet, 20*CENT);          // and a mature 20 cent coin
382
383
        // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27.  total = 38
384
385
        // we can't make 38 cents only if we disallow new coins:
386
100
        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 38 * CENT, CENT));
387
        // we can't even make 37 cents if we don't allow new coins even if they're from us
388
100
        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard_extra), 38 * CENT, CENT));
389
        // but we can make 37 cents if we accept new coins from ourself
390
100
        const auto result3 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 37 * CENT, CENT);
391
100
        BOOST_CHECK(result3);
392
100
        BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 37 * CENT);
393
        // and we can make 38 cents if we accept all new coins
394
100
        const auto result4 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 38 * CENT, CENT);
395
100
        BOOST_CHECK(result4);
396
100
        BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 38 * CENT);
397
398
        // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
399
100
        const auto result5 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 34 * CENT, CENT);
400
100
        BOOST_CHECK(result5);
401
100
        BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 35 * CENT);       // but 35 cents is closest
402
100
        BOOST_CHECK_EQUAL(result5->GetInputSet().size(), 3U);     // the best should be 20+10+5.  it's incredibly unlikely the 1 or 2 got included (but possible)
403
404
        // when we try making 7 cents, the smaller coins (1,2,5) are enough.  We should see just 2+5
405
100
        const auto result6 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 7 * CENT, CENT);
406
100
        BOOST_CHECK(result6);
407
100
        BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 7 * CENT);
408
100
        BOOST_CHECK_EQUAL(result6->GetInputSet().size(), 2U);
409
410
        // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
411
100
        const auto result7 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 8 * CENT, CENT);
412
100
        BOOST_CHECK(result7);
413
100
        BOOST_CHECK(result7->GetSelectedValue() == 8 * CENT);
414
100
        BOOST_CHECK_EQUAL(result7->GetInputSet().size(), 3U);
415
416
        // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
417
100
        const auto result8 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 9 * CENT, CENT);
418
100
        BOOST_CHECK(result8);
419
100
        BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 10 * CENT);
420
100
        BOOST_CHECK_EQUAL(result8->GetInputSet().size(), 1U);
421
422
        // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
423
100
        available_coins = {};
424
425
100
        add_coin(available_coins, *wallet,  6*CENT);
426
100
        add_coin(available_coins, *wallet,  7*CENT);
427
100
        add_coin(available_coins, *wallet,  8*CENT);
428
100
        add_coin(available_coins, *wallet, 20*CENT);
429
100
        add_coin(available_coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total
430
431
        // check that we have 71 and not 72
432
100
        const auto result9 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 71 * CENT, CENT);
433
100
        BOOST_CHECK(result9);
434
100
        BOOST_CHECK(!KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 72 * CENT, CENT));
435
436
        // now try making 16 cents.  the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
437
100
        const auto result10 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
438
100
        BOOST_CHECK(result10);
439
100
        BOOST_CHECK_EQUAL(result10->GetSelectedValue(), 20 * CENT); // we should get 20 in one coin
440
100
        BOOST_CHECK_EQUAL(result10->GetInputSet().size(), 1U);
441
442
100
        add_coin(available_coins, *wallet,  5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total
443
444
        // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
445
100
        const auto result11 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
446
100
        BOOST_CHECK(result11);
447
100
        BOOST_CHECK_EQUAL(result11->GetSelectedValue(), 18 * CENT); // we should get 18 in 3 coins
448
100
        BOOST_CHECK_EQUAL(result11->GetInputSet().size(), 3U);
449
450
100
        add_coin(available_coins, *wallet,  18*CENT); // now we have 5+6+7+8+18+20+30
451
452
        // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
453
100
        const auto result12 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 16 * CENT, CENT);
454
100
        BOOST_CHECK(result12);
455
100
        BOOST_CHECK_EQUAL(result12->GetSelectedValue(), 18 * CENT);  // we should get 18 in 1 coin
456
100
        BOOST_CHECK_EQUAL(result12->GetInputSet().size(), 1U); // because in the event of a tie, the biggest coin wins
457
458
        // now try making 11 cents.  we should get 5+6
459
100
        const auto result13 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 11 * CENT, CENT);
460
100
        BOOST_CHECK(result13);
461
100
        BOOST_CHECK_EQUAL(result13->GetSelectedValue(), 11 * CENT);
462
100
        BOOST_CHECK_EQUAL(result13->GetInputSet().size(), 2U);
463
464
        // check that the smallest bigger coin is used
465
100
        add_coin(available_coins, *wallet,  1*COIN);
466
100
        add_coin(available_coins, *wallet,  2*COIN);
467
100
        add_coin(available_coins, *wallet,  3*COIN);
468
100
        add_coin(available_coins, *wallet,  4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
469
100
        const auto result14 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 95 * CENT, CENT);
470
100
        BOOST_CHECK(result14);
471
100
        BOOST_CHECK_EQUAL(result14->GetSelectedValue(), 1 * COIN);  // we should get 1 BTC in 1 coin
472
100
        BOOST_CHECK_EQUAL(result14->GetInputSet().size(), 1U);
473
474
100
        const auto result15 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 195 * CENT, CENT);
475
100
        BOOST_CHECK(result15);
476
100
        BOOST_CHECK_EQUAL(result15->GetSelectedValue(), 2 * COIN);  // we should get 2 BTC in 1 coin
477
100
        BOOST_CHECK_EQUAL(result15->GetInputSet().size(), 1U);
478
479
        // empty the wallet and start again, now with fractions of a cent, to test small change avoidance
480
481
100
        available_coins = {};
482
100
        add_coin(available_coins, *wallet, CENT * 1 / 10);
483
100
        add_coin(available_coins, *wallet, CENT * 2 / 10);
484
100
        add_coin(available_coins, *wallet, CENT * 3 / 10);
485
100
        add_coin(available_coins, *wallet, CENT * 4 / 10);
486
100
        add_coin(available_coins, *wallet, CENT * 5 / 10);
487
488
        // try making 1 * CENT from the 1.5 * CENT
489
        // we'll get change smaller than CENT whatever happens, so can expect CENT exactly
490
100
        const auto result16 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
491
100
        BOOST_CHECK(result16);
492
100
        BOOST_CHECK_EQUAL(result16->GetSelectedValue(), CENT);
493
494
        // but if we add a bigger coin, small change is avoided
495
100
        add_coin(available_coins, *wallet, 1111*CENT);
496
497
        // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
498
100
        const auto result17 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
499
100
        BOOST_CHECK(result17);
500
100
        BOOST_CHECK_EQUAL(result17->GetSelectedValue(), 1 * CENT); // we should get the exact amount
501
502
        // if we add more small coins:
503
100
        add_coin(available_coins, *wallet, CENT * 6 / 10);
504
100
        add_coin(available_coins, *wallet, CENT * 7 / 10);
505
506
        // and try again to make 1.0 * CENT
507
100
        const auto result18 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
508
100
        BOOST_CHECK(result18);
509
100
        BOOST_CHECK_EQUAL(result18->GetSelectedValue(), 1 * CENT); // we should get the exact amount
510
511
        // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
512
        // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
513
100
        available_coins = {};
514
2.10k
        for (int j = 0; j < 20; j++)
515
2.00k
            add_coin(available_coins, *wallet, 50000 * COIN);
516
517
100
        const auto result19 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 500000 * COIN, CENT);
518
100
        BOOST_CHECK(result19);
519
100
        BOOST_CHECK_EQUAL(result19->GetSelectedValue(), 500000 * COIN); // we should get the exact amount
520
100
        BOOST_CHECK_EQUAL(result19->GetInputSet().size(), 10U); // in ten coins
521
522
        // if there's not enough in the smaller coins to make at least 1 * CENT change (0.5+0.6+0.7 < 1.0+1.0),
523
        // we need to try finding an exact subset anyway
524
525
        // sometimes it will fail, and so we use the next biggest coin:
526
100
        available_coins = {};
527
100
        add_coin(available_coins, *wallet, CENT * 5 / 10);
528
100
        add_coin(available_coins, *wallet, CENT * 6 / 10);
529
100
        add_coin(available_coins, *wallet, CENT * 7 / 10);
530
100
        add_coin(available_coins, *wallet, 1111 * CENT);
531
100
        const auto result20 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 1 * CENT, CENT);
532
100
        BOOST_CHECK(result20);
533
100
        BOOST_CHECK_EQUAL(result20->GetSelectedValue(), 1111 * CENT); // we get the bigger coin
534
100
        BOOST_CHECK_EQUAL(result20->GetInputSet().size(), 1U);
535
536
        // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
537
100
        available_coins = {};
538
100
        add_coin(available_coins, *wallet, CENT * 4 / 10);
539
100
        add_coin(available_coins, *wallet, CENT * 6 / 10);
540
100
        add_coin(available_coins, *wallet, CENT * 8 / 10);
541
100
        add_coin(available_coins, *wallet, 1111 * CENT);
542
100
        const auto result21 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT, CENT);
543
100
        BOOST_CHECK(result21);
544
100
        BOOST_CHECK_EQUAL(result21->GetSelectedValue(), CENT);   // we should get the exact amount
545
100
        BOOST_CHECK_EQUAL(result21->GetInputSet().size(), 2U); // in two coins 0.4+0.6
546
547
        // test avoiding small change
548
100
        available_coins = {};
549
100
        add_coin(available_coins, *wallet, CENT * 5 / 100);
550
100
        add_coin(available_coins, *wallet, CENT * 1);
551
100
        add_coin(available_coins, *wallet, CENT * 100);
552
553
        // trying to make 100.01 from these three coins
554
100
        const auto result22 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 10001 / 100, CENT);
555
100
        BOOST_CHECK(result22);
556
100
        BOOST_CHECK_EQUAL(result22->GetSelectedValue(), CENT * 10105 / 100); // we should get all coins
557
100
        BOOST_CHECK_EQUAL(result22->GetInputSet().size(), 3U);
558
559
        // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
560
100
        const auto result23 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), CENT * 9990 / 100, CENT);
561
100
        BOOST_CHECK(result23);
562
100
        BOOST_CHECK_EQUAL(result23->GetSelectedValue(), 101 * CENT);
563
100
        BOOST_CHECK_EQUAL(result23->GetInputSet().size(), 2U);
564
100
    }
565
566
    // test with many inputs
567
6
    for (CAmount amt=1500; amt < COIN; amt*=10) {
568
5
        available_coins = {};
569
        // Create 676 inputs (=  (old MAX_STANDARD_TX_SIZE == 100000)  / 148 bytes per input)
570
3.38k
        for (uint16_t j = 0; j < 676; j++)
571
3.38k
            add_coin(available_coins, *wallet, amt);
572
573
        // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
574
505
        for (int i = 0; i < RUN_TESTS; i++) {
575
500
            const auto result24 = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_confirmed), 2000, CENT);
576
500
            BOOST_CHECK(result24);
577
578
500
            if (amt - 2000 < CENT) {
579
                // needs more than one input:
580
300
                uint16_t returnSize = std::ceil((2000.0 + CENT)/amt);
581
300
                CAmount returnValue = amt * returnSize;
582
300
                BOOST_CHECK_EQUAL(result24->GetSelectedValue(), returnValue);
583
300
                BOOST_CHECK_EQUAL(result24->GetInputSet().size(), returnSize);
584
300
            } else {
585
                // one input is sufficient:
586
200
                BOOST_CHECK_EQUAL(result24->GetSelectedValue(), amt);
587
200
                BOOST_CHECK_EQUAL(result24->GetInputSet().size(), 1U);
588
200
            }
589
500
        }
590
5
    }
591
592
    // test randomness
593
1
    {
594
1
        available_coins = {};
595
101
        for (int i2 = 0; i2 < 100; i2++)
596
100
            add_coin(available_coins, *wallet, COIN);
597
598
        // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
599
101
        for (int i = 0; i < RUN_TESTS; i++) {
600
            // picking 50 from 100 coins doesn't depend on the shuffle,
601
            // but does depend on randomness in the stochastic approximation code
602
100
            const auto result25 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
603
100
            BOOST_CHECK(result25);
604
100
            const auto result26 = KnapsackSolver(GroupCoins(available_coins.All()), 50 * COIN, CENT);
605
100
            BOOST_CHECK(result26);
606
100
            BOOST_CHECK(!EqualResult(*result25, *result26));
607
608
100
            int fails = 0;
609
600
            for (int j = 0; j < RANDOM_REPEATS; j++)
610
500
            {
611
                // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
612
                // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
613
                // which will cause it to fail.
614
                // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
615
500
                const auto result27 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
616
500
                BOOST_CHECK(result27);
617
500
                const auto result28 = KnapsackSolver(GroupCoins(available_coins.All()), COIN, CENT);
618
500
                BOOST_CHECK(result28);
619
500
                if (EqualResult(*result27, *result28))
620
4
                    fails++;
621
500
            }
622
100
            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
623
100
        }
624
625
        // add 75 cents in small change.  not enough to make 90 cents,
626
        // then try making 90 cents.  there are multiple competing "smallest bigger" coins,
627
        // one of which should be picked at random
628
1
        add_coin(available_coins, *wallet, 5 * CENT);
629
1
        add_coin(available_coins, *wallet, 10 * CENT);
630
1
        add_coin(available_coins, *wallet, 15 * CENT);
631
1
        add_coin(available_coins, *wallet, 20 * CENT);
632
1
        add_coin(available_coins, *wallet, 25 * CENT);
633
634
101
        for (int i = 0; i < RUN_TESTS; i++) {
635
100
            int fails = 0;
636
600
            for (int j = 0; j < RANDOM_REPEATS; j++)
637
500
            {
638
500
                const auto result29 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
639
500
                BOOST_CHECK(result29);
640
500
                const auto result30 = KnapsackSolver(GroupCoins(available_coins.All()), 90 * CENT, CENT);
641
500
                BOOST_CHECK(result30);
642
500
                if (EqualResult(*result29, *result30))
643
8
                    fails++;
644
500
            }
645
100
            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
646
100
        }
647
1
    }
648
1
}
649
650
BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
651
1
{
652
1
    FastRandomContext rand{};
653
1
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
654
655
1
    CoinsResult available_coins;
656
657
    // Test vValue sort order
658
1.00k
    for (int i = 0; i < 1000; i++)
659
1.00k
        add_coin(available_coins, *wallet, 1000 * COIN);
660
1
    add_coin(available_coins, *wallet, 3 * COIN);
661
662
1
    const auto result = KnapsackSolver(KnapsackGroupOutputs(available_coins, *wallet, filter_standard), 1003 * COIN, CENT, rand);
663
1
    BOOST_CHECK(result);
664
1
    BOOST_CHECK_EQUAL(result->GetSelectedValue(), 1003 * COIN);
665
1
    BOOST_CHECK_EQUAL(result->GetInputSet().size(), 2U);
666
1
}
667
668
// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
669
BOOST_AUTO_TEST_CASE(SelectCoins_test)
670
1
{
671
1
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
672
1
    LOCK(wallet->cs_wallet); // Every 'SelectCoins' call requires it
673
674
    // Random generator stuff
675
1
    std::default_random_engine generator;
676
1
    std::exponential_distribution<double> distribution (100);
677
1
    FastRandomContext rand;
678
679
    // Run this test 100 times
680
101
    for (int i = 0; i < 100; ++i)
681
100
    {
682
100
        CoinsResult available_coins;
683
100
        CAmount balance{0};
684
685
        // Make a wallet with 1000 exponentially distributed random inputs
686
100k
        for (int j = 0; j < 1000; ++j)
687
100k
        {
688
100k
            CAmount val = distribution(generator)*10000000;
689
100k
            add_coin(available_coins, *wallet, val);
690
100k
            balance += val;
691
100k
        }
692
693
        // Generate a random fee rate in the range of 100 - 400
694
100
        CFeeRate rate(rand.randrange(300) + 100);
695
696
        // Generate a random target value between 1000 and wallet balance
697
100
        CAmount target = rand.randrange(balance - 1000) + 1000;
698
699
        // Perform selection
700
100
        CoinSelectionParams cs_params{
701
100
            rand,
702
100
            /*change_output_size=*/ 34,
703
100
            /*change_spend_size=*/ 148,
704
100
            /*min_change_target=*/ CENT,
705
100
            /*effective_feerate=*/ CFeeRate(0),
706
100
            /*long_term_feerate=*/ CFeeRate(0),
707
100
            /*discard_feerate=*/ CFeeRate(0),
708
100
            /*tx_noinputs_size=*/ 0,
709
100
            /*avoid_partial=*/ false,
710
100
        };
711
100
        cs_params.m_cost_of_change = 1;
712
100
        cs_params.min_viable_change = 1;
713
100
        CCoinControl cc;
714
100
        const auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/{}, target, cc, cs_params);
715
100
        BOOST_CHECK(result);
716
100
        BOOST_CHECK_GE(result->GetSelectedValue(), target);
717
100
    }
718
1
}
719
720
BOOST_AUTO_TEST_CASE(waste_test)
721
1
{
722
1
    const CAmount fee{100};
723
1
    const CAmount min_viable_change{300};
724
1
    const CAmount change_cost{125};
725
1
    const CAmount change_fee{30};
726
1
    const CAmount fee_diff{40};
727
1
    const CAmount in_amt{3 * COIN};
728
1
    const CAmount target{2 * COIN};
729
1
    const CAmount excess{80};
730
1
    const CAmount exact_target{in_amt - fee * 2}; // Maximum spendable amount after fees: no change, no excess
731
732
    // In the following, we test that the waste is calculated correctly in various scenarios.
733
    // Usually, RecalculateWaste would compute change_fee and change_cost on basis of the
734
    // change output type, current feerate, and discard_feerate, but we use fixed values
735
    // across this test to make the test easier to understand.
736
1
    {
737
        // Waste with change is the change cost and difference between fee and long term fee
738
1
        SelectionResult selection1{target, SelectionAlgorithm::MANUAL};
739
1
        add_coin(1 * COIN, 1, selection1, /*fee=*/fee, /*long_term_fee=*/fee - fee_diff);
740
1
        add_coin(2 * COIN, 2, selection1, fee, fee - fee_diff);
741
1
        selection1.RecalculateWaste(min_viable_change, change_cost, change_fee);
742
1
        BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, selection1.GetWaste());
743
744
        // Waste will be greater when fee is greater, but long term fee is the same
745
1
        SelectionResult selection2{target, SelectionAlgorithm::MANUAL};
746
1
        add_coin(1 * COIN, 1, selection2, fee * 2, fee - fee_diff);
747
1
        add_coin(2 * COIN, 2, selection2, fee * 2, fee - fee_diff);
748
1
        selection2.RecalculateWaste(min_viable_change, change_cost, change_fee);
749
1
        BOOST_CHECK_GT(selection2.GetWaste(), selection1.GetWaste());
750
751
        // Waste with change is the change cost and difference between fee and long term fee
752
        // With long term fee greater than fee, waste should be less than when long term fee is less than fee
753
1
        SelectionResult selection3{target, SelectionAlgorithm::MANUAL};
754
1
        add_coin(1 * COIN, 1, selection3, fee, fee + fee_diff);
755
1
        add_coin(2 * COIN, 2, selection3, fee, fee + fee_diff);
756
1
        selection3.RecalculateWaste(min_viable_change, change_cost, change_fee);
757
1
        BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, selection3.GetWaste());
758
1
        BOOST_CHECK_LT(selection3.GetWaste(), selection1.GetWaste());
759
1
    }
760
761
1
    {
762
        // Waste without change is the excess and difference between fee and long term fee
763
1
        SelectionResult selection_nochange1{exact_target - excess, SelectionAlgorithm::MANUAL};
764
1
        add_coin(1 * COIN, 1, selection_nochange1, fee, fee - fee_diff);
765
1
        add_coin(2 * COIN, 2, selection_nochange1, fee, fee - fee_diff);
766
1
        selection_nochange1.RecalculateWaste(min_viable_change, change_cost, change_fee);
767
1
        BOOST_CHECK_EQUAL(fee_diff * 2 + excess, selection_nochange1.GetWaste());
768
769
        // Waste without change is the excess and difference between fee and long term fee
770
        // With long term fee greater than fee, waste should be less than when long term fee is less than fee
771
1
        SelectionResult selection_nochange2{exact_target - excess, SelectionAlgorithm::MANUAL};
772
1
        add_coin(1 * COIN, 1, selection_nochange2, fee, fee + fee_diff);
773
1
        add_coin(2 * COIN, 2, selection_nochange2, fee, fee + fee_diff);
774
1
        selection_nochange2.RecalculateWaste(min_viable_change, change_cost, change_fee);
775
1
        BOOST_CHECK_EQUAL(fee_diff * -2 + excess, selection_nochange2.GetWaste());
776
1
        BOOST_CHECK_LT(selection_nochange2.GetWaste(), selection_nochange1.GetWaste());
777
1
    }
778
779
1
    {
780
        // Waste with change and fee == long term fee is just cost of change
781
1
        SelectionResult selection{target, SelectionAlgorithm::MANUAL};
782
1
        add_coin(1 * COIN, 1, selection, fee, fee);
783
1
        add_coin(2 * COIN, 2, selection, fee, fee);
784
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
785
1
        BOOST_CHECK_EQUAL(change_cost, selection.GetWaste());
786
1
    }
787
788
1
    {
789
        // Waste without change and fee == long term fee is just the excess
790
1
        SelectionResult selection{exact_target - excess, SelectionAlgorithm::MANUAL};
791
1
        add_coin(1 * COIN, 1, selection, fee, fee);
792
1
        add_coin(2 * COIN, 2, selection, fee, fee);
793
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
794
1
        BOOST_CHECK_EQUAL(excess, selection.GetWaste());
795
1
    }
796
797
1
    {
798
        // Waste is 0 when fee == long_term_fee, no change, and no excess
799
1
        SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
800
1
        add_coin(1 * COIN, 1, selection, fee, fee);
801
1
        add_coin(2 * COIN, 2, selection, fee, fee);
802
1
        selection.RecalculateWaste(min_viable_change, change_cost , change_fee);
803
1
        BOOST_CHECK_EQUAL(0, selection.GetWaste());
804
1
    }
805
806
1
    {
807
        // Waste is 0 when (fee - long_term_fee) == (-cost_of_change), and no excess
808
1
        SelectionResult selection{target, SelectionAlgorithm::MANUAL};
809
1
        add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
810
1
        add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
811
1
        selection.RecalculateWaste(min_viable_change, /*change_cost=*/fee_diff * 2, change_fee);
812
1
        BOOST_CHECK_EQUAL(0, selection.GetWaste());
813
1
    }
814
815
1
    {
816
        // Waste is 0 when (fee - long_term_fee) == (-excess), no change cost
817
1
        const CAmount new_target{exact_target - /*excess=*/fee_diff * 2};
818
1
        SelectionResult selection{new_target, SelectionAlgorithm::MANUAL};
819
1
        add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
820
1
        add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
821
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
822
1
        BOOST_CHECK_EQUAL(0, selection.GetWaste());
823
1
    }
824
825
1
    {
826
        // Negative waste when the long term fee is greater than the current fee and the selected value == target
827
1
        SelectionResult selection{exact_target, SelectionAlgorithm::MANUAL};
828
1
        const CAmount target_waste1{-2 * fee_diff}; // = (2 * fee) - (2 * (fee + fee_diff))
829
1
        add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
830
1
        add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
831
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
832
1
        BOOST_CHECK_EQUAL(target_waste1, selection.GetWaste());
833
1
    }
834
835
1
    {
836
        // Negative waste when the long term fee is greater than the current fee and change_cost < - (inputs * (fee - long_term_fee))
837
1
        SelectionResult selection{target, SelectionAlgorithm::MANUAL};
838
1
        const CAmount large_fee_diff{90};
839
1
        const CAmount target_waste2{-2 * large_fee_diff + change_cost};
840
        // = (2 * fee) - (2 * (fee + large_fee_diff)) + change_cost
841
        // = (2 * 100) - (2 * (100 + 90)) + 125
842
        // = 200 - 380 + 125 = -55
843
1
        assert(target_waste2 == -55);
844
1
        add_coin(1 * COIN, 1, selection, fee, fee + large_fee_diff);
845
1
        add_coin(2 * COIN, 2, selection, fee, fee + large_fee_diff);
846
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
847
1
        BOOST_CHECK_EQUAL(target_waste2, selection.GetWaste());
848
1
    }
849
1
}
850
851
852
BOOST_AUTO_TEST_CASE(bump_fee_test)
853
1
{
854
1
    const CAmount fee{100};
855
1
    const CAmount min_viable_change{200};
856
1
    const CAmount change_cost{125};
857
1
    const CAmount change_fee{35};
858
1
    const CAmount fee_diff{40};
859
1
    const CAmount target{2 * COIN};
860
861
1
    {
862
1
        SelectionResult selection{target, SelectionAlgorithm::MANUAL};
863
1
        add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
864
1
        add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
865
1
        const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
866
867
3
        for (size_t i = 0; i < inputs.size(); ++i) {
868
2
            inputs[i]->ApplyBumpFee(20*(i+1));
869
2
        }
870
871
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
872
1
        CAmount expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60;
873
1
        BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
874
875
1
        selection.SetBumpFeeDiscount(30);
876
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
877
1
        expected_waste = fee_diff * -2 + change_cost + /*bump_fees=*/60 - /*group_discount=*/30;
878
1
        BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
879
1
    }
880
881
1
    {
882
        // Test with changeless transaction
883
        //
884
        // Bump fees and excess both contribute fully to the waste score,
885
        // therefore, a bump fee group discount will not change the waste
886
        // score as long as we do not create change in both instances.
887
1
        CAmount changeless_target = 3 * COIN - 2 * fee - 100;
888
1
        SelectionResult selection{changeless_target, SelectionAlgorithm::MANUAL};
889
1
        add_coin(1 * COIN, 1, selection, /*fee=*/fee, /*long_term_fee=*/fee + fee_diff);
890
1
        add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
891
1
        const std::vector<std::shared_ptr<COutput>> inputs = selection.GetShuffledInputVector();
892
893
3
        for (size_t i = 0; i < inputs.size(); ++i) {
894
2
            inputs[i]->ApplyBumpFee(20*(i+1));
895
2
        }
896
897
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
898
1
        CAmount expected_waste = fee_diff * -2 + /*bump_fees=*/60 + /*excess = 100 - bump_fees*/40;
899
1
        BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
900
901
1
        selection.SetBumpFeeDiscount(30);
902
1
        selection.RecalculateWaste(min_viable_change, change_cost, change_fee);
903
1
        expected_waste = fee_diff * -2 + /*bump_fees=*/60 - /*group_discount=*/30 + /*excess = 100 - bump_fees + group_discount*/70;
904
1
        BOOST_CHECK_EQUAL(expected_waste, selection.GetWaste());
905
1
    }
906
1
}
907
908
BOOST_AUTO_TEST_CASE(effective_value_test)
909
1
{
910
1
    const int input_bytes = 148;
911
1
    const CFeeRate feerate(1000);
912
1
    const CAmount nValue = 10000;
913
1
    const int nInput = 0;
914
915
1
    CMutableTransaction tx;
916
1
    tx.vout.resize(1);
917
1
    tx.vout[nInput].nValue = nValue;
918
919
    // standard case, pass feerate in constructor
920
1
    COutput output1(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, feerate);
921
1
    const CAmount expected_ev1 = 9852; // 10000 - 148
922
1
    BOOST_CHECK_EQUAL(output1.GetEffectiveValue(), expected_ev1);
923
924
    // input bytes unknown (input_bytes = -1), pass feerate in constructor
925
1
    COutput output2(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/-1, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/ false, feerate);
926
1
    BOOST_CHECK_EQUAL(output2.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
927
928
    // negative effective value, pass feerate in constructor
929
1
    COutput output3(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, CFeeRate(100000));
930
1
    const CAmount expected_ev3 = -4800; // 10000 - 14800
931
1
    BOOST_CHECK_EQUAL(output3.GetEffectiveValue(), expected_ev3);
932
933
    // standard case, pass fees in constructor
934
1
    const CAmount fees = 148;
935
1
    COutput output4(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, input_bytes, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, fees);
936
1
    BOOST_CHECK_EQUAL(output4.GetEffectiveValue(), expected_ev1);
937
938
    // input bytes unknown (input_bytes = -1), pass fees in constructor
939
1
    COutput output5(COutPoint(tx.GetHash(), nInput), tx.vout.at(nInput), /*depth=*/1, /*input_bytes=*/-1, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/0);
940
1
    BOOST_CHECK_EQUAL(output5.GetEffectiveValue(), nValue); // The effective value should be equal to the absolute value if input_bytes is -1
941
1
}
942
943
static util::Result<SelectionResult> CoinGrinder(const CAmount& target,
944
                                                    const CoinSelectionParams& cs_params,
945
                                                    const node::NodeContext& m_node,
946
                                                    int max_selection_weight,
947
                                                    std::function<CoinsResult(CWallet&)> coin_setup)
948
9
{
949
9
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
950
9
    CoinEligibilityFilter filter(0, 0, 0); // accept all coins without ancestors
951
9
    Groups group = GroupOutputs(*wallet, coin_setup(*wallet), cs_params, {{filter}})[filter].all_groups;
952
9
    return CoinGrinder(group.positive_group, target, cs_params.m_min_change_target, max_selection_weight);
953
9
}
954
955
BOOST_AUTO_TEST_CASE(coin_grinder_tests)
956
1
{
957
    // Test Coin Grinder:
958
    // 1) Insufficient funds, select all provided coins and fail.
959
    // 2) Exceeded max weight, coin selection always surpasses the max allowed weight.
960
    // 3) Select coins without surpassing the max weight (some coins surpasses the max allowed weight, some others not)
961
    // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
962
    // 5) Test finding a solution in a UTXO pool with mixed weights
963
    // 6) Test that the lightest solution among many clones is found
964
    // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
965
966
1
    FastRandomContext rand;
967
1
    CoinSelectionParams dummy_params{ // Only used to provide the 'avoid_partial' flag.
968
1
            rand,
969
1
            /*change_output_size=*/34,
970
1
            /*change_spend_size=*/68,
971
1
            /*min_change_target=*/CENT,
972
1
            /*effective_feerate=*/CFeeRate(5000),
973
1
            /*long_term_feerate=*/CFeeRate(2000),
974
1
            /*discard_feerate=*/CFeeRate(1000),
975
1
            /*tx_noinputs_size=*/10 + 34, // static header size + output size
976
1
            /*avoid_partial=*/false,
977
1
    };
978
979
1
    {
980
        // #########################################################
981
        // 1) Insufficient funds, select all provided coins and fail
982
        // #########################################################
983
1
        CAmount target = 49.5L * COIN;
984
1
        int max_selection_weight = 10'000; // high enough to not fail for this reason.
985
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
986
1
            CoinsResult available_coins;
987
11
            for (int j = 0; j < 10; ++j) {
988
10
                add_coin(available_coins, wallet, CAmount(1 * COIN));
989
10
                add_coin(available_coins, wallet, CAmount(2 * COIN));
990
10
            }
991
1
            return available_coins;
992
1
        });
993
1
        BOOST_CHECK(!res);
994
1
        BOOST_CHECK(util::ErrorString(res).empty()); // empty means "insufficient funds"
995
1
    }
996
997
1
    {
998
        // ###########################
999
        // 2) Test max weight exceeded
1000
        // ###########################
1001
1
        CAmount target = 29.5L * COIN;
1002
1
        int max_selection_weight = 3000;
1003
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1004
1
            CoinsResult available_coins;
1005
11
            for (int j = 0; j < 10; ++j) {
1006
10
                add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true);
1007
10
                add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1008
10
            }
1009
1
            return available_coins;
1010
1
        });
1011
1
        BOOST_CHECK(!res);
1012
1
        BOOST_CHECK(util::ErrorString(res).original.find("The inputs size exceeds the maximum weight") != std::string::npos);
1013
1
    }
1014
1015
1
    {
1016
        // ###############################################################################################################
1017
        // 3) Test that the lowest-weight solution is found when some combinations would exceed the allowed weight
1018
        // ################################################################################################################
1019
1
        CAmount target = 25.33L * COIN;
1020
1
        int max_selection_weight = 10'000; // WU
1021
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1022
1
            CoinsResult available_coins;
1023
61
            for (int j = 0; j < 60; ++j) { // 60 UTXO --> 19,8 BTC total --> 60 × 272 WU = 16320 WU
1024
60
                add_coin(available_coins, wallet, CAmount(0.33 * COIN), CFeeRate(5000), 144, false, 0, true);
1025
60
            }
1026
11
            for (int i = 0; i < 10; i++) { // 10 UTXO --> 20 BTC total --> 10 × 272 WU = 2720 WU
1027
10
                add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true);
1028
10
            }
1029
1
            return available_coins;
1030
1
        });
1031
1
        SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1032
11
        for (int i = 0; i < 10; ++i) {
1033
10
            add_coin(2 * COIN, i, expected_result);
1034
10
        }
1035
18
        for (int j = 0; j < 17; ++j) {
1036
17
            add_coin(0.33 * COIN, j + 10, expected_result);
1037
17
        }
1038
1
        BOOST_CHECK(EquivalentResult(expected_result, *res));
1039
        // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1040
1
        size_t expected_attempts = 37;
1041
1
        BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1042
1
    }
1043
1044
1
    {
1045
        // #################################################################################################################
1046
        // 4) Test that two less valuable UTXOs with a combined lower weight are preferred over a more valuable heavier UTXO
1047
        // #################################################################################################################
1048
1
        CAmount target =  1.9L * COIN;
1049
1
        int max_selection_weight = 400'000; // WU
1050
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1051
1
            CoinsResult available_coins;
1052
1
            add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 148);
1053
1
            add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1054
1
            add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 68);
1055
1
            return available_coins;
1056
1
        });
1057
1
        SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1058
1
        add_coin(1 * COIN, 1, expected_result);
1059
1
        add_coin(1 * COIN, 2, expected_result);
1060
1
        BOOST_CHECK(EquivalentResult(expected_result, *res));
1061
        // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1062
1
        size_t expected_attempts = 3;
1063
1
        BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1064
1
    }
1065
1066
1
    {
1067
        // ###############################################################################################################
1068
        // 5) Test finding a solution in a UTXO pool with mixed weights
1069
        // ################################################################################################################
1070
1
        CAmount target = 30L * COIN;
1071
1
        int max_selection_weight = 400'000; // WU
1072
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1073
1
            CoinsResult available_coins;
1074
6
            for (int j = 0; j < 5; ++j) {
1075
                // Add heavy coins {3, 6, 9, 12, 15}
1076
5
                add_coin(available_coins, wallet, CAmount((3 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 350);
1077
                // Add medium coins {2, 5, 8, 11, 14}
1078
5
                add_coin(available_coins, wallet, CAmount((2 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 250);
1079
                // Add light coins {1, 4, 7, 10, 13}
1080
5
                add_coin(available_coins, wallet, CAmount((1 + 3 * j) * COIN), CFeeRate(5000), 144, false, 0, true, 150);
1081
5
            }
1082
1
            return available_coins;
1083
1
        });
1084
1
        BOOST_CHECK(res);
1085
1
        SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1086
1
        add_coin(14 * COIN, 1, expected_result);
1087
1
        add_coin(13 * COIN, 2, expected_result);
1088
1
        add_coin(4 * COIN, 3, expected_result);
1089
1
        BOOST_CHECK(EquivalentResult(expected_result, *res));
1090
        // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1091
1
        size_t expected_attempts = 92;
1092
1
        BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1093
1
    }
1094
1095
1
    {
1096
        // #################################################################################################################
1097
        // 6) Test that the lightest solution among many clones is found
1098
        // #################################################################################################################
1099
1
        CAmount target =  9.9L * COIN;
1100
1
        int max_selection_weight = 400'000; // WU
1101
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1102
1
            CoinsResult available_coins;
1103
            // Expected Result: 4 + 3 + 2 + 1 = 10 BTC at 400 vB
1104
1
            add_coin(available_coins, wallet, CAmount(4 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1105
1
            add_coin(available_coins, wallet, CAmount(3 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1106
1
            add_coin(available_coins, wallet, CAmount(2 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1107
1
            add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 100);
1108
            // Distracting clones:
1109
101
            for (int j = 0; j < 100; ++j) {
1110
100
                add_coin(available_coins, wallet, CAmount(8 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1111
100
            }
1112
101
            for (int j = 0; j < 100; ++j) {
1113
100
                add_coin(available_coins, wallet, CAmount(7 * COIN), CFeeRate(5000), 144, false, 0, true, 800);
1114
100
            }
1115
101
            for (int j = 0; j < 100; ++j) {
1116
100
                add_coin(available_coins, wallet, CAmount(6 * COIN), CFeeRate(5000), 144, false, 0, true, 600);
1117
100
            }
1118
101
            for (int j = 0; j < 100; ++j) {
1119
100
                add_coin(available_coins, wallet, CAmount(5 * COIN), CFeeRate(5000), 144, false, 0, true, 400);
1120
100
            }
1121
1
            return available_coins;
1122
1
        });
1123
1
        SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1124
1
        add_coin(4 * COIN, 0, expected_result);
1125
1
        add_coin(3 * COIN, 0, expected_result);
1126
1
        add_coin(2 * COIN, 0, expected_result);
1127
1
        add_coin(1 * COIN, 0, expected_result);
1128
1
        BOOST_CHECK(EquivalentResult(expected_result, *res));
1129
        // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1130
1
        size_t expected_attempts = 38;
1131
1
        BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1132
1
    }
1133
1134
1
    {
1135
        // #################################################################################################################
1136
        // 7) Test that lots of tiny UTXOs can be skipped if they are too heavy while there are enough funds in lookahead
1137
        // #################################################################################################################
1138
1
        CAmount target =  1.9L * COIN;
1139
1
        int max_selection_weight = 40000; // WU
1140
1
        const auto& res = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1141
1
            CoinsResult available_coins;
1142
1
            add_coin(available_coins, wallet, CAmount(1.8 * COIN), CFeeRate(5000), 144, false, 0, true, 2500);
1143
1
            add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1144
1
            add_coin(available_coins, wallet, CAmount(1 * COIN), CFeeRate(5000), 144, false, 0, true, 1000);
1145
101
            for (int j = 0; j < 100; ++j) {
1146
                // make a 100 unique coins only differing by one sat
1147
100
                add_coin(available_coins, wallet, CAmount(0.01 * COIN + j), CFeeRate(5000), 144, false, 0, true, 110);
1148
100
            }
1149
1
            return available_coins;
1150
1
        });
1151
1
        SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1152
1
        add_coin(1 * COIN, 1, expected_result);
1153
1
        add_coin(1 * COIN, 2, expected_result);
1154
1
        BOOST_CHECK(EquivalentResult(expected_result, *res));
1155
        // Demonstrate how following improvements reduce iteration count and catch any regressions in the future.
1156
1
        size_t expected_attempts = 7;
1157
1
        BOOST_CHECK_MESSAGE(res->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, res->GetSelectionsEvaluated()));
1158
1
    }
1159
1160
1
    {
1161
        // #################################################################################################################
1162
        // 8) Test input set that has a solution will not find a solution before reaching the attempt limit
1163
        // #################################################################################################################
1164
1
        CAmount target = 8 * COIN;
1165
1
        int max_selection_weight = 3200; // WU
1166
1
        dummy_params.m_min_change_target = 0;
1167
1
        const auto& result_a = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1168
1
            CoinsResult doppelgangers;
1169
19
            for (int i = 0; i < 18; ++i) {
1170
18
                add_coin(doppelgangers, wallet, CAmount(1 * COIN + i), CFeeRate(0), 144, false, 0, true, 96 + i);
1171
18
            }
1172
1
            return doppelgangers;
1173
1
        });
1174
1
        BOOST_CHECK(result_a);
1175
1
        SelectionResult expected_result(CAmount(0), SelectionAlgorithm::CG);
1176
9
        for (int i = 0; i < 8; ++i) {
1177
8
          add_coin(1 * COIN + i, 0, expected_result);
1178
8
        }
1179
1
        BOOST_CHECK(EquivalentResult(expected_result, *result_a));
1180
        // Demonstrate a solution is found before the attempts limit is reached.
1181
1
        size_t expected_attempts = 87'525;
1182
1
        BOOST_CHECK_MESSAGE(result_a->GetSelectionsEvaluated() == expected_attempts, strprintf("Expected %i attempts, but got %i", expected_attempts, result_a->GetSelectionsEvaluated()));
1183
1184
        // Adding one more doppelganger causes the attempt limit to be reached before finding a solution.
1185
1
        const auto& result_b = CoinGrinder(target, dummy_params, m_node, max_selection_weight, [&](CWallet& wallet) {
1186
1
            CoinsResult doppelgangers;
1187
20
            for (int i = 0; i < 19; ++i) {
1188
19
                add_coin(doppelgangers, wallet, CAmount(1 * COIN + i), CFeeRate(0), 144, false, 0, true, 96 + i);
1189
19
            }
1190
1
            return doppelgangers;
1191
1
        });
1192
1
        BOOST_CHECK(!result_b);
1193
1
    }
1194
1
}
1195
1196
static util::Result<SelectionResult> select_coins(const CAmount& target, const CoinSelectionParams& cs_params, const CCoinControl& cc, std::function<CoinsResult(CWallet&)> coin_setup, const node::NodeContext& m_node)
1197
3
{
1198
3
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1199
3
    auto available_coins = coin_setup(*wallet);
1200
1201
3
    LOCK(wallet->cs_wallet);
1202
3
    auto result = SelectCoins(*wallet, available_coins, /*pre_set_inputs=*/ {}, target, cc, cs_params);
1203
3
    if (result) {
1204
2
        const auto signedTxSize = 10 + 34 + 68 * result->GetInputSet().size(); // static header size + output size + inputs size (P2WPKH)
1205
2
        BOOST_CHECK_LE(signedTxSize * WITNESS_SCALE_FACTOR, MAX_STANDARD_TX_WEIGHT);
1206
1207
2
        BOOST_CHECK_GE(result->GetSelectedValue(), target);
1208
2
    }
1209
3
    return result;
1210
3
}
1211
1212
static bool has_coin(const OutputSet& set, CAmount amount)
1213
3
{
1214
74
    return std::any_of(set.begin(), set.end(), [&](const auto& coin) { return coin->GetEffectiveValue() == amount; });
1215
3
}
1216
1217
BOOST_AUTO_TEST_CASE(check_max_selection_weight)
1218
1
{
1219
1
    const CAmount target = 49.5L * COIN;
1220
1
    CCoinControl cc;
1221
1222
1
    FastRandomContext rand;
1223
1
    CoinSelectionParams cs_params{
1224
1
        rand,
1225
1
        /*change_output_size=*/34,
1226
1
        /*change_spend_size=*/68,
1227
1
        /*min_change_target=*/CENT,
1228
1
        /*effective_feerate=*/CFeeRate(0),
1229
1
        /*long_term_feerate=*/CFeeRate(0),
1230
1
        /*discard_feerate=*/CFeeRate(0),
1231
1
        /*tx_noinputs_size=*/10 + 34, // static header size + output size
1232
1
        /*avoid_partial=*/false,
1233
1
    };
1234
1235
1
    int max_weight = MAX_STANDARD_TX_WEIGHT - WITNESS_SCALE_FACTOR * (cs_params.tx_noinputs_size + cs_params.change_output_size);
1236
1
    {
1237
        // Scenario 1:
1238
        // The actor starts with 1x 50.0 BTC and 1515x 0.033 BTC (~100.0 BTC total) unspent outputs
1239
        // Then tries to spend 49.5 BTC
1240
        // The 50.0 BTC output should be selected, because the transaction would otherwise be too large
1241
1242
        // Perform selection
1243
1244
1
        const auto result = select_coins(
1245
1
            target, cs_params, cc, [&](CWallet& wallet) {
1246
1
                CoinsResult available_coins;
1247
1.51k
                for (int j = 0; j < 1515; ++j) {
1248
1.51k
                    add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1249
1.51k
                }
1250
1251
1
                add_coin(available_coins, wallet, CAmount(50 * COIN), CFeeRate(0), 144, false, 0, true);
1252
1
                return available_coins;
1253
1
            },
1254
1
            m_node);
1255
1256
1
        BOOST_CHECK(result);
1257
        // Verify that the 50 BTC UTXO was selected, and result is below max_weight
1258
1
        BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(50 * COIN)));
1259
1
        BOOST_CHECK_LE(result->GetWeight(), max_weight);
1260
1
    }
1261
1262
1
    {
1263
        // Scenario 2:
1264
1265
        // The actor starts with 400x 0.0625 BTC and 2000x 0.025 BTC (75.0 BTC total) unspent outputs
1266
        // Then tries to spend 49.5 BTC
1267
        // A combination of coins should be selected, such that the created transaction is not too large
1268
1269
        // Perform selection
1270
1
        const auto result = select_coins(
1271
1
            target, cs_params, cc, [&](CWallet& wallet) {
1272
1
                CoinsResult available_coins;
1273
401
                for (int j = 0; j < 400; ++j) {
1274
400
                    add_coin(available_coins, wallet, CAmount(0.0625 * COIN), CFeeRate(0), 144, false, 0, true);
1275
400
                }
1276
2.00k
                for (int j = 0; j < 2000; ++j) {
1277
2.00k
                    add_coin(available_coins, wallet, CAmount(0.025 * COIN), CFeeRate(0), 144, false, 0, true);
1278
2.00k
                }
1279
1
                return available_coins;
1280
1
            },
1281
1
            m_node);
1282
1283
1
        BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.0625 * COIN)));
1284
1
        BOOST_CHECK(has_coin(result->GetInputSet(), CAmount(0.025 * COIN)));
1285
1
        BOOST_CHECK_LE(result->GetWeight(), max_weight);
1286
1
    }
1287
1288
1
    {
1289
        // Scenario 3:
1290
1291
        // The actor starts with 1515x 0.033 BTC (49.995 BTC total) unspent outputs
1292
        // No results should be returned, because the transaction would be too large
1293
1294
        // Perform selection
1295
1
        const auto result = select_coins(
1296
1
            target, cs_params, cc, [&](CWallet& wallet) {
1297
1
                CoinsResult available_coins;
1298
1.51k
                for (int j = 0; j < 1515; ++j) {
1299
1.51k
                    add_coin(available_coins, wallet, CAmount(0.033 * COIN), CFeeRate(0), 144, false, 0, true);
1300
1.51k
                }
1301
1
                return available_coins;
1302
1
            },
1303
1
            m_node);
1304
1305
        // No results
1306
        // 1515 inputs * 68 bytes = 103,020 bytes
1307
        // 103,020 bytes * 4 = 412,080 weight, which is above the MAX_STANDARD_TX_WEIGHT of 400,000
1308
1
        BOOST_CHECK(!result);
1309
1
    }
1310
1
}
1311
1312
BOOST_AUTO_TEST_CASE(SelectCoins_effective_value_test)
1313
1
{
1314
    // Test that the effective value is used to check whether preset inputs provide sufficient funds when subtract_fee_outputs is not used.
1315
    // This test creates a coin whose value is higher than the target but whose effective value is lower than the target.
1316
    // The coin is selected using coin control, with m_allow_other_inputs = false. SelectCoins should fail due to insufficient funds.
1317
1318
1
    std::unique_ptr<CWallet> wallet = NewWallet(m_node);
1319
1320
1
    CoinsResult available_coins;
1321
1
    {
1322
1
        std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1323
1
        add_coin(available_coins, *dummyWallet, 100000); // 0.001 BTC
1324
1
    }
1325
1326
1
    CAmount target{99900}; // 0.000999 BTC
1327
1328
1
    FastRandomContext rand;
1329
1
    CoinSelectionParams cs_params{
1330
1
        rand,
1331
1
        /*change_output_size=*/34,
1332
1
        /*change_spend_size=*/148,
1333
1
        /*min_change_target=*/1000,
1334
1
        /*effective_feerate=*/CFeeRate(3000),
1335
1
        /*long_term_feerate=*/CFeeRate(1000),
1336
1
        /*discard_feerate=*/CFeeRate(1000),
1337
1
        /*tx_noinputs_size=*/0,
1338
1
        /*avoid_partial=*/false,
1339
1
    };
1340
1
    CCoinControl cc;
1341
1
    cc.m_allow_other_inputs = false;
1342
1
    COutput output = available_coins.All().at(0);
1343
1
    cc.SetInputWeight(output.outpoint, 148);
1344
1
    cc.Select(output.outpoint).SetTxOut(output.txout);
1345
1346
1
    LOCK(wallet->cs_wallet);
1347
1
    const auto preset_inputs = *Assert(FetchSelectedInputs(*wallet, cc, cs_params));
1348
1
    available_coins.Erase({available_coins.coins[OutputType::BECH32].begin()->outpoint});
1349
1350
1
    const auto result = SelectCoins(*wallet, available_coins, preset_inputs, target, cc, cs_params);
1351
1
    BOOST_CHECK(!result);
1352
1
}
1353
1354
BOOST_FIXTURE_TEST_CASE(wallet_coinsresult_test, BasicTestingSetup)
1355
1
{
1356
    // Test case to verify CoinsResult object sanity.
1357
1
    CoinsResult available_coins;
1358
1
    {
1359
1
        std::unique_ptr<CWallet> dummyWallet = NewWallet(m_node, /*wallet_name=*/"dummy");
1360
1361
        // Add some coins to 'available_coins'
1362
11
        for (int i=0; i<10; i++) {
1363
10
            add_coin(available_coins, *dummyWallet, 1 * COIN);
1364
10
        }
1365
1
    }
1366
1367
1
    {
1368
        // First test case, check that 'CoinsResult::Erase' function works as expected.
1369
        // By trying to erase two elements from the 'available_coins' object.
1370
1
        std::unordered_set<COutPoint, SaltedOutpointHasher> outs_to_remove;
1371
1
        const auto& coins = available_coins.All();
1372
3
        for (int i = 0; i < 2; i++) {
1373
2
            outs_to_remove.emplace(coins[i].outpoint);
1374
2
        }
1375
1
        available_coins.Erase(outs_to_remove);
1376
1377
        // Check that the elements were actually removed.
1378
1
        const auto& updated_coins = available_coins.All();
1379
2
        for (const auto& out: outs_to_remove) {
1380
16
            auto it = std::find_if(updated_coins.begin(), updated_coins.end(), [&out](const COutput &coin) {
1381
16
                return coin.outpoint == out;
1382
16
            });
1383
2
            BOOST_CHECK(it == updated_coins.end());
1384
2
        }
1385
        // And verify that no extra element were removed
1386
        BOOST_CHECK_EQUAL(available_coins.Size(), 8);
1387
1
    }
1388
1
}
1389
1390
BOOST_AUTO_TEST_SUITE_END()
1391
} // namespace wallet