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Return SelectionResult from SelectCoinsBnB
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Removes coins_out and value_ret has SelectCoinsBnB return a
std::optional<SelectionResult>
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@achow101
achow101 committed Dec 5, 2021
1 parent a339add commit 60d2ca7
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Showing 5 changed files with 60 additions and 70 deletions.
5 changes: 1 addition & 4 deletions src/bench/coin_selection.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -92,17 +92,14 @@ static void BnBExhaustion(benchmark::Bench& bench)
{
// Setup
std::vector<OutputGroup> utxo_pool;
CoinSet selection;
CAmount value_ret = 0;

bench.run([&] {
// Benchmark
CAmount target = make_hard_case(17, utxo_pool);
SelectCoinsBnB(utxo_pool, target, 0, selection, value_ret); // Should exhaust
SelectCoinsBnB(utxo_pool, target, 0); // Should exhaust

// Cleanup
utxo_pool.clear();
selection.clear();
});
}

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20 changes: 8 additions & 12 deletions src/wallet/coinselection.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -56,17 +56,14 @@ struct {
* bound of the range.
* @param const CAmount& cost_of_change This is the cost of creating and spending a change output.
* This plus selection_target is the upper bound of the range.
* @param std::set<CInputCoin>& out_set -> This is an output parameter for the set of CInputCoins
* that have been selected.
* @param CAmount& value_ret -> This is an output parameter for the total value of the CInputCoins
* that were selected.
* @returns The result of this coin selection algorithm, or std::nullopt
*/

static const size_t TOTAL_TRIES = 100000;

bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret)
std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change)
{
out_set.clear();
SelectionResult result(selection_target);
CAmount curr_value = 0;

std::vector<bool> curr_selection; // select the utxo at this index
Expand All @@ -80,7 +77,7 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio
curr_available_value += utxo.GetSelectionAmount();
}
if (curr_available_value < selection_target) {
return false;
return std::nullopt;
}

// Sort the utxo_pool
Expand Down Expand Up @@ -156,19 +153,17 @@ bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selectio

// Check for solution
if (best_selection.empty()) {
return false;
return std::nullopt;
}

// Set output set
value_ret = 0;
for (size_t i = 0; i < best_selection.size(); ++i) {
if (best_selection.at(i)) {
util::insert(out_set, utxo_pool.at(i).m_outputs);
value_ret += utxo_pool.at(i).m_value;
result.AddInput(utxo_pool.at(i));
}
}

return true;
return result;
}

std::optional<std::pair<std::set<CInputCoin>, CAmount>> SelectCoinsSRD(const std::vector<OutputGroup>& utxo_pool, CAmount target_value)
Expand Down Expand Up @@ -421,6 +416,7 @@ void SelectionResult::Clear()
void SelectionResult::AddInput(const OutputGroup& group)
{
util::insert(m_selected_inputs, group.m_outputs);
m_use_effective = !group.m_subtract_fee_outputs;
}

const std::set<CInputCoin>& SelectionResult::GetInputSet() const
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2 changes: 1 addition & 1 deletion src/wallet/coinselection.h
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Original file line number Diff line number Diff line change
Expand Up @@ -234,7 +234,7 @@ struct SelectionResult
bool operator<(SelectionResult other) const;
};

bool SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change, std::set<CInputCoin>& out_set, CAmount& value_ret);
std::optional<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const CAmount& cost_of_change);

/** Select coins by Single Random Draw. OutputGroups are selected randomly from the eligible
* outputs until the target is satisfied
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8 changes: 3 additions & 5 deletions src/wallet/spend.cpp
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Expand Up @@ -385,11 +385,9 @@ bool AttemptSelection(const CWallet& wallet, const CAmount& nTargetValue, const

// Note that unlike KnapsackSolver, we do not include the fee for creating a change output as BnB will not create a change output.
std::vector<OutputGroup> positive_groups = GroupOutputs(wallet, coins, coin_selection_params, eligibility_filter, true /* positive_only */);
std::set<CInputCoin> bnb_coins;
CAmount bnb_value;
if (SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change, bnb_coins, bnb_value)) {
const auto waste = GetSelectionWaste(bnb_coins, /* cost of change */ CAmount(0), nTargetValue, !coin_selection_params.m_subtract_fee_outputs);
results.emplace_back(std::make_tuple(waste, std::move(bnb_coins), bnb_value));
if (auto bnb_result{SelectCoinsBnB(positive_groups, nTargetValue, coin_selection_params.m_cost_of_change)}) {
bnb_result->ComputeAndSetWaste(CAmount(0));
results.emplace_back(std::make_tuple(bnb_result->GetWaste(), bnb_result->GetInputSet(), bnb_result->GetSelectedValue()));
}

// The knapsack solver has some legacy behavior where it will spend dust outputs. We retain this behavior, so don't filter for positive only here.
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95 changes: 47 additions & 48 deletions src/wallet/test/coinselector_tests.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -14,6 +14,7 @@
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>

#include <algorithm>
#include <boost/test/unit_test.hpp>
#include <random>

Expand Down Expand Up @@ -95,20 +96,22 @@ static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount
coins.push_back(output);
}

static bool equivalent_sets(CoinSet a, CoinSet b)
/** Check if SelectionResult a is equivalent to SelectionResult b.
* Equivalent means same input values, but maybe different inputs (i.e. same value, different prevout) */
static bool EquivalentResult(const SelectionResult& a, const SelectionResult& b)
{
std::vector<CAmount> a_amts;
std::vector<CAmount> b_amts;
for (const auto& coin : a) {
for (const auto& coin : a.GetInputSet()) {
a_amts.push_back(coin.txout.nValue);
}
for (const auto& coin : b) {
for (const auto& coin : b.GetInputSet()) {
b_amts.push_back(coin.txout.nValue);
}
std::sort(a_amts.begin(), a_amts.end());
std::sort(b_amts.begin(), b_amts.end());

std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
std::pair<std::vector<CAmount>::iterator, std::vector<CAmount>::iterator> ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
return ret.first == a_amts.end() && ret.second == b_amts.end();
}

Expand Down Expand Up @@ -168,17 +171,14 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
{
// Setup
std::vector<CInputCoin> utxo_pool;
CoinSet selection;
SelectionResult expected_result(CAmount(0));
CAmount value_ret = 0;

/////////////////////////
// Known Outcome tests //
/////////////////////////

// Empty utxo pool
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
selection.clear();
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT));

// Add utxos
add_coin(1 * CENT, 1, utxo_pool);
Expand All @@ -188,78 +188,77 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)

// Select 1 Cent
add_coin(1 * CENT, 1, expected_result);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
const auto result1 = SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT);
BOOST_CHECK(result1);
BOOST_CHECK(EquivalentResult(expected_result, *result1));
BOOST_CHECK_EQUAL(result1->GetSelectedValue(), 1 * CENT);
expected_result.Clear();
selection.clear();

// Select 2 Cent
add_coin(2 * CENT, 2, expected_result);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
const auto result2 = SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT);
BOOST_CHECK(result2);
BOOST_CHECK(EquivalentResult(expected_result, *result2));
BOOST_CHECK_EQUAL(result2->GetSelectedValue(), 2 * CENT);
expected_result.Clear();
selection.clear();

// Select 5 Cent
add_coin(4 * CENT, 4, expected_result);
add_coin(1 * CENT, 1, expected_result);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
const auto result3 = SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT);
BOOST_CHECK(result3);
BOOST_CHECK(EquivalentResult(expected_result, *result3));
BOOST_CHECK_EQUAL(result3->GetSelectedValue(), 5 * CENT);
expected_result.Clear();
selection.clear();

// Select 11 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
expected_result.Clear();
selection.clear();

// Cost of change is greater than the difference between target value and utxo sum
add_coin(1 * CENT, 1, expected_result);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
const auto result4 = SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT);
BOOST_CHECK(result4);
BOOST_CHECK_EQUAL(result4->GetSelectedValue(), 1 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result4));
expected_result.Clear();
selection.clear();

// Cost of change is less than the difference between target value and utxo sum
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0, selection, value_ret));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
expected_result.Clear();
selection.clear();

// Select 10 Cent
add_coin(5 * CENT, 5, utxo_pool);
add_coin(5 * CENT, 5, expected_result);
add_coin(4 * CENT, 4, expected_result);
add_coin(1 * CENT, 1, expected_result);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
const auto result5 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT);
BOOST_CHECK(result5);
BOOST_CHECK(EquivalentResult(expected_result, *result5));
BOOST_CHECK_EQUAL(result5->GetSelectedValue(), 10 * CENT);
expected_result.Clear();
selection.clear();

// Negative effective value
// Select 10 Cent but have 1 Cent not be possible because too small
add_coin(5 * CENT, 5, expected_result);
add_coin(3 * CENT, 3, expected_result);
add_coin(2 * CENT, 2, expected_result);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
const auto result6 = SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000);
BOOST_CHECK(result6);
BOOST_CHECK_EQUAL(result6->GetSelectedValue(), 10 * CENT);
// FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
// BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
// BOOST_CHECK(EquivalentResult(expected_result, *result));

// Select 0.25 Cent, not possible
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
expected_result.Clear();
selection.clear();

// Iteration exhaustion test
CAmount target = make_hard_case(17, utxo_pool);
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should exhaust
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), target, 0)); // Should exhaust
target = make_hard_case(14, utxo_pool);
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust
const auto result7 = SelectCoinsBnB(GroupCoins(utxo_pool), target, 0); // Should not exhaust
BOOST_CHECK(result7);

// Test same value early bailout optimization
utxo_pool.clear();
Expand All @@ -276,9 +275,10 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
for (int i = 0; i < 50000; ++i) {
add_coin(5 * CENT, 7, utxo_pool);
}
BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000, selection, value_ret));
BOOST_CHECK_EQUAL(value_ret, 30 * CENT);
BOOST_CHECK(equivalent_sets(selection, expected_result.GetInputSet()));
const auto result8 = SelectCoinsBnB(GroupCoins(utxo_pool), 30 * CENT, 5000);
BOOST_CHECK(result8);
BOOST_CHECK_EQUAL(result8->GetSelectedValue(), 30 * CENT);
BOOST_CHECK(EquivalentResult(expected_result, *result8));

////////////////////
// Behavior tests //
Expand All @@ -290,7 +290,7 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
}
// Run 100 times, to make sure it is never finding a solution
for (int i = 0; i < 100; ++i) {
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT, selection, value_ret));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 2 * CENT));
}

// Make sure that effective value is working in AttemptSelection when BnB is used
Expand All @@ -306,20 +306,19 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
wallet->SetupDescriptorScriptPubKeyMans();

std::vector<COutput> coins;
CoinSet setCoinsRet;
CAmount nValueRet;

add_coin(coins, *wallet, 1);
coins.at(0).nInputBytes = 40; // Make sure that it has a negative effective value. The next check should assert if this somehow got through. Otherwise it will fail
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
BOOST_CHECK(!SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change));

// Test fees subtracted from output:
coins.clear();
add_coin(coins, *wallet, 1 * CENT);
coins.at(0).nInputBytes = 40;
coin_selection_params_bnb.m_subtract_fee_outputs = true;
BOOST_CHECK(SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change, setCoinsRet, nValueRet));
BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);
const auto result9 = SelectCoinsBnB(GroupCoins(coins), 1 * CENT, coin_selection_params_bnb.m_cost_of_change);
BOOST_CHECK(result9);
BOOST_CHECK_EQUAL(result9->GetSelectedValue(), 1 * CENT);
}

{
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