From f22ac4a22c570921f1c2be121e6744a1564b2ce7 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:18:15 -0500 Subject: Increase success threshold for fee estimation to 95% This provides more conservative estimates and reacts more quickly to a backlog. Unfortunately the unit test for fee estimation depends on the success threshold (and the decay) chosen; also modify the unit test for the new default success thresholds. --- src/test/policyestimator_tests.cpp | 37 ++++++++++++++++++++----------------- 1 file changed, 20 insertions(+), 17 deletions(-) (limited to 'src/test/policyestimator_tests.cpp') diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index cb64ee7c6..63acb1cf9 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -83,11 +83,13 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) block.clear(); if (blocknum == 30) { // At this point we should need to combine 5 buckets to get enough data points - // So estimateFee(1) should fail and estimateFee(2) should return somewhere around - // 8*baserate + // So estimateFee(1,2,3) should fail and estimateFee(4) should return somewhere around + // 8*baserate. estimateFee(4) %'s are 100,100,100,100,90 = average 98% BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0)); - BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); - BOOST_CHECK(mpool.estimateFee(2).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); + BOOST_CHECK(mpool.estimateFee(2) == CFeeRate(0)); + BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0)); + BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); } } @@ -96,9 +98,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // Highest feerate is 10*baseRate and gets in all blocks, // second highest feerate is 9*baseRate and gets in 9/10 blocks = 90%, // third highest feerate is 8*base rate, and gets in 8/10 blocks = 80%, - // so estimateFee(1) should return 9*baseRate. - // Third highest feerate has 90% chance of being included by 2 blocks, - // so estimateFee(2) should return 8*baseRate etc... + // so estimateFee(1) should return 10*baseRate. + // Second highest feerate has 100% chance of being included by 2 blocks, + // so estimateFee(2) should return 9*baseRate etc... for (int i = 1; i < 10;i++) { origFeeEst.push_back(mpool.estimateFee(i).GetFeePerK()); origPriEst.push_back(mpool.estimatePriority(i)); @@ -106,10 +108,11 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]); BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]); } - BOOST_CHECK(origFeeEst[i-1] < (10-i)*baseRate.GetFeePerK() + deltaFee); - BOOST_CHECK(origFeeEst[i-1] > (10-i)*baseRate.GetFeePerK() - deltaFee); - BOOST_CHECK(origPriEst[i-1] < pow(10,10-i) * basepri + deltaPri); - BOOST_CHECK(origPriEst[i-1] > pow(10,10-i) * basepri - deltaPri); + int mult = 11-i; + BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee); + BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee); + BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri); + BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri); } // Mine 50 more blocks with no transactions happening, estimates shouldn't change @@ -140,8 +143,8 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) } for (int i = 1; i < 10;i++) { - BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); - BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); + BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); } // Mine all those transactions @@ -161,9 +164,9 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); } - // Mine 100 more blocks where everything is mined every block - // Estimates should be below original estimates (not possible for last estimate) - while (blocknum < 365) { + // Mine 200 more blocks where everything is mined every block + // Estimates should be below original estimates + while (blocknum < 465) { for (int j = 0; j < 10; j++) { // For each fee/pri multiple for (int k = 0; k < 5; k++) { // add 4 fee txs for every priority tx tx.vin[0].prevout.n = 10000*blocknum+100*j+k; @@ -177,7 +180,7 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) mpool.removeForBlock(block, ++blocknum, dummyConflicted); block.clear(); } - for (int i = 1; i < 9; i++) { + for (int i = 1; i < 10; i++) { BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri); } -- cgit v1.2.3 From e93a236d7a466baa14c3320349f27b8750c956c0 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:23:33 -0500 Subject: add estimateSmartFee to the unit test --- src/test/policyestimator_tests.cpp | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) (limited to 'src/test/policyestimator_tests.cpp') diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index 63acb1cf9..e8765400d 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -90,6 +90,11 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) BOOST_CHECK(mpool.estimateFee(3) == CFeeRate(0)); BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() < 8*baseRate.GetFeePerK() + deltaFee); BOOST_CHECK(mpool.estimateFee(4).GetFeePerK() > 8*baseRate.GetFeePerK() - deltaFee); + int answerFound; + BOOST_CHECK(mpool.estimateSmartFee(1, &answerFound) == mpool.estimateFee(4) && answerFound == 4); + BOOST_CHECK(mpool.estimateSmartFee(3, &answerFound) == mpool.estimateFee(4) && answerFound == 4); + BOOST_CHECK(mpool.estimateSmartFee(4, &answerFound) == mpool.estimateFee(4) && answerFound == 4); + BOOST_CHECK(mpool.estimateSmartFee(8, &answerFound) == mpool.estimateFee(8) && answerFound == 8); } } @@ -142,9 +147,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) mpool.removeForBlock(block, ++blocknum, dummyConflicted); } + int answerFound; for (int i = 1; i < 10;i++) { BOOST_CHECK(mpool.estimateFee(i) == CFeeRate(0) || mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee); + BOOST_CHECK(mpool.estimateSmartFee(i, &answerFound).GetFeePerK() > origFeeEst[answerFound-1] - deltaFee); BOOST_CHECK(mpool.estimatePriority(i) == -1 || mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri); + BOOST_CHECK(mpool.estimateSmartPriority(i, &answerFound) > origPriEst[answerFound-1] - deltaPri); } // Mine all those transactions @@ -184,6 +192,18 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee); BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri); } + + // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee + // and that estimateSmartPriority returns essentially an infinite value + mpool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(tx, feeV[0][5], GetTime(), priV[1][5], blocknum, mpool.HasNoInputsOf(tx))); + // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5] + mpool.TrimToSize(1); + BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]); + for (int i = 1; i < 10; i++) { + BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.estimateFee(i).GetFeePerK()); + BOOST_CHECK(mpool.estimateSmartFee(i).GetFeePerK() >= mpool.GetMinFee(1).GetFeePerK()); + BOOST_CHECK(mpool.estimateSmartPriority(i) == INF_PRIORITY); + } } BOOST_AUTO_TEST_SUITE_END() -- cgit v1.2.3 From c0353064ddf71ad103bd19f6e7c10ff8e240ac46 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Fri, 13 Nov 2015 10:05:21 -0500 Subject: Change GetPriority calculation. Compute the value of inputs that already are in the chain at time of mempool entry and only increase priority due to aging for those inputs. This effectively changes the CTxMemPoolEntry's GetPriority calculation from an upper bound to a lower bound. --- src/test/policyestimator_tests.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) (limited to 'src/test/policyestimator_tests.cpp') diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index 1315146f1..644c3da21 100644 --- a/src/test/policyestimator_tests.cpp +++ b/src/test/policyestimator_tests.cpp @@ -196,7 +196,7 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates) // Test that if the mempool is limited, estimateSmartFee won't return a value below the mempool min fee // and that estimateSmartPriority returns essentially an infinite value - mpool.addUnchecked(tx.GetHash(), CTxMemPoolEntry(tx, feeV[0][5], GetTime(), priV[1][5], blocknum, mpool.HasNoInputsOf(tx))); + mpool.addUnchecked(tx.GetHash(), entry.Fee(feeV[0][5]).Time(GetTime()).Priority(priV[1][5]).Height(blocknum).FromTx(tx, &mpool)); // evict that transaction which should set a mempool min fee of minRelayTxFee + feeV[0][5] mpool.TrimToSize(1); BOOST_CHECK(mpool.GetMinFee(1).GetFeePerK() > feeV[0][5]); -- cgit v1.2.3