Merge branch 'refactor_coinselect' of https://github.com/luke-jr/bitcoin

1 files changed, 110 insertions, 82 deletions

diff --git a/src/wallet.cpp b/src/wallet.cpp
index 4e3b559f6..127d58080 100644
--- a/src/wallet.cpp
+++ b/src/wallet.cpp
@@ -17,6 +17,15 @@ using namespace std;
 // mapWallet
 //
 
+struct CompareValueOnly
+{
+    bool operator()(const pair<int64, pair<const CWalletTx*, unsigned int> >& t1,
+                    const pair<int64, pair<const CWalletTx*, unsigned int> >& t2) const
+    {
+        return t1.first < t2.first;
+    }
+};
+
 CPubKey CWallet::GenerateNewKey()
 {
     bool fCompressed = CanSupportFeature(FEATURE_COMPRPUBKEY); // default to compressed public keys if we want 0.6.0 wallets
@@ -889,98 +898,39 @@ int64 CWallet::GetImmatureBalance() const
     return nTotal;
 }
 
-bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
+// populate vCoins with vector of spendable COutputs
+void CWallet::AvailableCoins(vector<COutput>& vCoins) const
 {
-    setCoinsRet.clear();
-    nValueRet = 0;
-
-    // List of values less than target
-    pair<int64, pair<const CWalletTx*,unsigned int> > coinLowestLarger;
-    coinLowestLarger.first = std::numeric_limits<int64>::max();
-    coinLowestLarger.second.first = NULL;
-    vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
-    int64 nTotalLower = 0;
+    vCoins.clear();
 
     {
-       LOCK(cs_wallet);
-       vector<const CWalletTx*> vCoins;
-       vCoins.reserve(mapWallet.size());
-       for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it)
-           vCoins.push_back(&(*it).second);
-       random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
-
-       BOOST_FOREACH(const CWalletTx* pcoin, vCoins)
-       {
+        LOCK(cs_wallet);
+        for (map<uint256, CWalletTx>::const_iterator it = mapWallet.begin(); it != mapWallet.end(); ++it)
+        {
+            const CWalletTx* pcoin = &(*it).second;
+
             if (!pcoin->IsFinal() || !pcoin->IsConfirmed())
                 continue;
 
             if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
                 continue;
 
-            int nDepth = pcoin->GetDepthInMainChain();
-            if (nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
-                continue;
-
             for (unsigned int i = 0; i < pcoin->vout.size(); i++)
-            {
-                if (pcoin->IsSpent(i) || !IsMine(pcoin->vout[i]))
-                    continue;
-
-                int64 n = pcoin->vout[i].nValue;
-
-                if (n <= 0)
-                    continue;
-
-                pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin,i));
-
-                if (n == nTargetValue)
-                {
-                    setCoinsRet.insert(coin.second);
-                    nValueRet += coin.first;
-                    return true;
-                }
-                else if (n < nTargetValue + CENT)
-                {
-                    vValue.push_back(coin);
-                    nTotalLower += n;
-                }
-                else if (n < coinLowestLarger.first)
-                {
-                    coinLowestLarger = coin;
-                }
-            }
-        }
-    }
-
-    if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
-    {
-        for (unsigned int i = 0; i < vValue.size(); ++i)
-        {
-            setCoinsRet.insert(vValue[i].second);
-            nValueRet += vValue[i].first;
+                if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
+                    vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
         }
-        return true;
-    }
-
-    if (nTotalLower < nTargetValue + (coinLowestLarger.second.first ? CENT : 0))
-    {
-        if (coinLowestLarger.second.first == NULL)
-            return false;
-        setCoinsRet.insert(coinLowestLarger.second);
-        nValueRet += coinLowestLarger.first;
-        return true;
     }
+}
 
-    if (nTotalLower >= nTargetValue + CENT)
-        nTargetValue += CENT;
-
-    // Solve subset sum by stochastic approximation
-    sort(vValue.rbegin(), vValue.rend());
+static void ApproximateBestSubset(vector<pair<int64, pair<const CWalletTx*,unsigned int> > >vValue, int64 nTotalLower, int64 nTargetValue,
+                                  vector<char>& vfBest, int64& nBest, int iterations = 1000)
+{
     vector<char> vfIncluded;
-    vector<char> vfBest(vValue.size(), true);
-    int64 nBest = nTotalLower;
 
-    for (int nRep = 0; nRep < 1000 && nBest != nTargetValue; nRep++)
+    vfBest.assign(vValue.size(), true);
+    nBest = nTotalLower;
+
+    for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
     {
         vfIncluded.assign(vValue.size(), false);
         int64 nTotal = 0;
@@ -1008,9 +958,84 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
             }
         }
     }
+}
+
+bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
+                                 set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
+{
+    setCoinsRet.clear();
+    nValueRet = 0;
+
+    // List of values less than target
+    pair<int64, pair<const CWalletTx*,unsigned int> > coinLowestLarger;
+    coinLowestLarger.first = std::numeric_limits<int64>::max();
+    coinLowestLarger.second.first = NULL;
+    vector<pair<int64, pair<const CWalletTx*,unsigned int> > > vValue;
+    int64 nTotalLower = 0;
+
+    random_shuffle(vCoins.begin(), vCoins.end(), GetRandInt);
+
+    BOOST_FOREACH(COutput output, vCoins)
+    {
+        const CWalletTx *pcoin = output.tx;
+
+        if (output.nDepth < (pcoin->IsFromMe() ? nConfMine : nConfTheirs))
+            continue;
+
+        int i = output.i;
+        int64 n = pcoin->vout[i].nValue;
+
+        pair<int64,pair<const CWalletTx*,unsigned int> > coin = make_pair(n,make_pair(pcoin, i));
+
+        if (n == nTargetValue)
+        {
+            setCoinsRet.insert(coin.second);
+            nValueRet += coin.first;
+            return true;
+        }
+        else if (n < nTargetValue + CENT)
+        {
+            vValue.push_back(coin);
+            nTotalLower += n;
+        }
+        else if (n < coinLowestLarger.first)
+        {
+            coinLowestLarger = coin;
+        }
+    }
+
+    if (nTotalLower == nTargetValue)
+    {
+        for (unsigned int i = 0; i < vValue.size(); ++i)
+        {
+            setCoinsRet.insert(vValue[i].second);
+            nValueRet += vValue[i].first;
+        }
+        return true;
+    }
 
-    // If the next larger is still closer, return it
-    if (coinLowestLarger.second.first && coinLowestLarger.first - nTargetValue <= nBest - nTargetValue)
+    if (nTotalLower < nTargetValue)
+    {
+        if (coinLowestLarger.second.first == NULL)
+            return false;
+        setCoinsRet.insert(coinLowestLarger.second);
+        nValueRet += coinLowestLarger.first;
+        return true;
+    }
+
+    // Solve subset sum by stochastic approximation
+    sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
+    vector<char> vfBest;
+    int64 nBest;
+
+    ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
+    if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
+        ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
+
+    // If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
+    //                                   or the next bigger coin is closer), return the bigger coin
+    if (coinLowestLarger.second.first &&
+        ((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
     {
         setCoinsRet.insert(coinLowestLarger.second);
         nValueRet += coinLowestLarger.first;
@@ -1036,9 +1061,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
 
 bool CWallet::SelectCoins(int64 nTargetValue, set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
 {
-    return (SelectCoinsMinConf(nTargetValue, 1, 6, setCoinsRet, nValueRet) ||
-            SelectCoinsMinConf(nTargetValue, 1, 1, setCoinsRet, nValueRet) ||
-            SelectCoinsMinConf(nTargetValue, 0, 1, setCoinsRet, nValueRet));
+    vector<COutput> vCoins;
+    AvailableCoins(vCoins);
+
+    return (SelectCoinsMinConf(nTargetValue, 1, 6, vCoins, setCoinsRet, nValueRet) ||
+            SelectCoinsMinConf(nTargetValue, 1, 1, vCoins, setCoinsRet, nValueRet) ||
+            SelectCoinsMinConf(nTargetValue, 0, 1, vCoins, setCoinsRet, nValueRet));
 }