[wallet] Add tests for BranchAndBoundCoinSelection::coin_select

This commit is contained in:
Daniela Brozzoni 2020-10-31 16:27:33 +01:00
parent 99060c5627
commit be91997d84
No known key found for this signature in database
GPG Key ID: B48B97D7E7590A25

View File

@ -112,6 +112,10 @@ use crate::error::Error;
use crate::types::{FeeRate, UTXO}; use crate::types::{FeeRate, UTXO};
use rand::seq::SliceRandom; use rand::seq::SliceRandom;
#[cfg(not(test))]
use rand::thread_rng;
#[cfg(test)]
use rand::{rngs::StdRng, SeedableRng};
/// Default coin selection algorithm used by [`TxBuilder`](super::tx_builder::TxBuilder) if not /// Default coin selection algorithm used by [`TxBuilder`](super::tx_builder::TxBuilder) if not
/// overridden /// overridden
@ -532,12 +536,17 @@ impl BranchAndBoundCoinSelection {
mod test { mod test {
use std::str::FromStr; use std::str::FromStr;
use bitcoin::consensus::encode::serialize;
use bitcoin::{OutPoint, Script, TxOut}; use bitcoin::{OutPoint, Script, TxOut};
use super::*; use super::*;
use crate::database::MemoryDatabase; use crate::database::MemoryDatabase;
use crate::types::*; use crate::types::*;
use rand::rngs::StdRng;
use rand::seq::SliceRandom;
use rand::{Rng, SeedableRng};
const P2WPKH_WITNESS_SIZE: usize = 73 + 33 + 2; const P2WPKH_WITNESS_SIZE: usize = 73 + 33 + 2;
fn get_test_utxos() -> Vec<(UTXO, usize)> { fn get_test_utxos() -> Vec<(UTXO, usize)> {
@ -573,6 +582,53 @@ mod test {
] ]
} }
fn generate_random_utxos(rng: &mut StdRng, utxos_number: usize) -> Vec<(UTXO, usize)> {
let mut res = Vec::new();
for _ in 0..utxos_number {
res.push((
UTXO {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
.unwrap(),
txout: TxOut {
value: rng.gen_range(0, 200000000),
script_pubkey: Script::new(),
},
is_internal: false,
},
P2WPKH_WITNESS_SIZE,
));
}
res
}
fn generate_same_value_utxos(utxos_value: u64, utxos_number: usize) -> Vec<(UTXO, usize)> {
let utxo = (
UTXO {
outpoint: OutPoint::from_str(
"ebd9813ecebc57ff8f30797de7c205e3c7498ca950ea4341ee51a685ff2fa30a:0",
)
.unwrap(),
txout: TxOut {
value: utxos_value,
script_pubkey: Script::new(),
},
is_internal: false,
},
P2WPKH_WITNESS_SIZE,
);
vec![utxo; utxos_number]
}
fn sum_random_utxos(mut rng: &mut StdRng, utxos: &mut Vec<(UTXO, usize)>) -> u64 {
let utxos_picked_len = rng.gen_range(2, utxos.len() / 2);
utxos.shuffle(&mut rng);
utxos[..utxos_picked_len]
.iter()
.fold(0, |acc, x| acc + x.0.txout.value)
}
#[test] #[test]
fn test_largest_first_coin_selection_success() { fn test_largest_first_coin_selection_success() {
let utxos = get_test_utxos(); let utxos = get_test_utxos();
@ -671,4 +727,133 @@ mod test {
) )
.unwrap(); .unwrap();
} }
#[test]
fn test_bnb_coin_selection_success() {
// In this case bnb won't find a suitable match and single random draw will
// select three outputs
let utxos = generate_same_value_utxos(100_000, 20);
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
250_000,
50.0,
)
.unwrap();
assert_eq!(result.txin.len(), 3);
assert_eq!(result.selected_amount, 300_000);
assert_eq!(result.fee_amount, 254.0);
}
#[test]
fn test_bnb_coin_selection_required_are_enough() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::default()
.coin_select(
&database,
utxos.clone(),
utxos,
FeeRate::from_sat_per_vb(1.0),
20_000,
50.0,
)
.unwrap();
assert_eq!(result.txin.len(), 2);
assert_eq!(result.selected_amount, 300_000);
assert_eq!(result.fee_amount, 186.0);
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_bnb_coin_selection_insufficient_funds() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1.0),
500_000,
50.0,
)
.unwrap();
}
#[test]
#[should_panic(expected = "InsufficientFunds")]
fn test_bnb_coin_selection_insufficient_funds_high_fees() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
BranchAndBoundCoinSelection::default()
.coin_select(
&database,
vec![],
utxos,
FeeRate::from_sat_per_vb(1000.0),
250_000,
50.0,
)
.unwrap();
}
#[test]
fn test_bnb_coin_selection_check_fee_rate() {
let utxos = get_test_utxos();
let database = MemoryDatabase::default();
let result = BranchAndBoundCoinSelection::new(0)
.coin_select(
&database,
vec![],
utxos.clone(),
FeeRate::from_sat_per_vb(1.0),
99932, // first utxo's effective value
0.0,
)
.unwrap();
assert_eq!(result.txin.len(), 1);
assert_eq!(result.selected_amount, 100_000);
let result_size =
serialize(result.txin.first().unwrap()).len() as f32 + P2WPKH_WITNESS_SIZE as f32 / 4.0;
let epsilon = 0.5;
assert!((1.0 - (result.fee_amount / result_size)).abs() < epsilon);
}
#[test]
fn test_bnb_coin_selection_exact_match() {
let seed = [0; 32];
let mut rng: StdRng = SeedableRng::from_seed(seed);
let database = MemoryDatabase::default();
for _i in 0..200 {
let mut optional_utxos = generate_random_utxos(&mut rng, 16);
let target_amount = sum_random_utxos(&mut rng, &mut optional_utxos);
let result = BranchAndBoundCoinSelection::new(0)
.coin_select(
&database,
vec![],
optional_utxos,
FeeRate::from_sat_per_vb(0.0),
target_amount,
0.0,
)
.unwrap();
assert_eq!(result.selected_amount, target_amount);
}
}
} }