From f22ac4a22c570921f1c2be121e6744a1564b2ce7 Mon Sep 17 00:00:00 2001 From: Alex Morcos Date: Mon, 16 Nov 2015 15:18:15 -0500 Subject: [PATCH] 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/policy/fees.h | 4 ++-- src/test/policyestimator_tests.cpp | 37 ++++++++++++++++-------------- 2 files changed, 22 insertions(+), 19 deletions(-) diff --git a/src/policy/fees.h b/src/policy/fees.h index 4c6e27fc11..07caa6e713 100644 --- a/src/policy/fees.h +++ b/src/policy/fees.h @@ -182,8 +182,8 @@ static const unsigned int MAX_BLOCK_CONFIRMS = 25; /** Decay of .998 is a half-life of 346 blocks or about 2.4 days */ static const double DEFAULT_DECAY = .998; -/** Require greater than 85% of X fee transactions to be confirmed within Y blocks for X to be big enough */ -static const double MIN_SUCCESS_PCT = .85; +/** Require greater than 95% of X fee transactions to be confirmed within Y blocks for X to be big enough */ +static const double MIN_SUCCESS_PCT = .95; static const double UNLIKELY_PCT = .5; /** Require an avg of 1 tx in the combined fee bucket per block to have stat significance */ diff --git a/src/test/policyestimator_tests.cpp b/src/test/policyestimator_tests.cpp index cb64ee7c69..63acb1cf93 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); }