coinselector_tests.cpp

// Copyright (c) 2017-2021 The Bitcoin Core developers
// Distributed under the MIT software license, see the accompanying
// file COPYING or http://www.opensource.org/licenses/mit-license.php.

#include <test/util/setup_common.h>

#include <consensus/amount.h>
#include <node/context.h>
#include <primitives/transaction.h>
#include <random.h>
#include <util/translation.h>
#include <validation.h>
#include <wallet/coincontrol.h>
#include <wallet/coinselection.h>
#include <wallet/test/wallet_test_fixture.h>
#include <wallet/wallet.h>

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

BOOST_FIXTURE_TEST_SUITE(coinselector_tests, WalletTestingSetup)

// how many times to run all the tests to have a chance to catch errors that only show up with particular random shuffles
#define RUN_TESTS 100

// some tests fail 1% of the time due to bad luck.
// we repeat those tests this many times and only complain if all iterations of the test fail
#define RANDOM_REPEATS 5

typedef std::set<CInputCoin> CoinSet;

static const CoinEligibilityFilter filter_standard(1, 6, 0);
static const CoinEligibilityFilter filter_confirmed(1, 1, 0);
static const CoinEligibilityFilter filter_standard_extra(6, 6, 0);

static void add_coin(const CAmount& nValue, int nInput, std::vector<CInputCoin>& set)
{
    CMutableTransaction tx;
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    set.emplace_back(MakeTransactionRef(tx), nInput);
}

static void add_coin(const CAmount& nValue, int nInput, CoinSet& set, CAmount fee = 0, CAmount long_term_fee = 0)
{
    CMutableTransaction tx;
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    CInputCoin coin(MakeTransactionRef(tx), nInput);
    coin.effective_value = nValue - fee;
    coin.m_fee = fee;
    coin.m_long_term_fee = long_term_fee;
    set.insert(coin);
}

static void add_coin(std::vector<COutput>& coins, CWallet& wallet, const CAmount& nValue, int nAge = 6*24, bool fIsFromMe = false, int nInput=0, bool spendable = false)
{
    static int nextLockTime = 0;
    CMutableTransaction tx;
    tx.nLockTime = nextLockTime++;        // so all transactions get different hashes
    tx.vout.resize(nInput + 1);
    tx.vout[nInput].nValue = nValue;
    if (spendable) {
        CTxDestination dest;
        bilingual_str error;
        const bool destination_ok = wallet.GetNewDestination("", dest, error);
        assert(destination_ok);
        tx.vout[nInput].scriptPubKey = GetScriptForDestination(dest);
    }
    if (fIsFromMe) {
        // IsFromMe() returns (GetDebit() > 0), and GetDebit() is 0 if vin.empty(),
        // so stop vin being empty, and cache a non-zero Debit to fake out IsFromMe()
        tx.vin.resize(1);
    }
    uint256 txid = tx.GetHash();

    LOCK(wallet.cs_wallet);
    auto ret = wallet.mapWallet.emplace(std::piecewise_construct, std::forward_as_tuple(txid), std::forward_as_tuple(&wallet, MakeTransactionRef(std::move(tx))));
    assert(ret.second);
    CWalletTx& wtx = (*ret.first).second;
    if (fIsFromMe)
    {
        wtx.m_amounts[CWalletTx::DEBIT].Set(ISMINE_SPENDABLE, 1);
        wtx.m_is_cache_empty = false;
    }
    COutput output(&wtx, nInput, nAge, true /* spendable */, true /* solvable */, true /* safe */);
    coins.push_back(output);
}

static bool equal_sets(CoinSet a, CoinSet b)
{
    std::pair<CoinSet::iterator, CoinSet::iterator> ret = mismatch(a.begin(), a.end(), b.begin());
    return ret.first == a.end() && ret.second == b.end();
}

static CAmount make_hard_case(int utxos, std::vector<CInputCoin>& utxo_pool)
{
    utxo_pool.clear();
    CAmount target = 0;
    for (int i = 0; i < utxos; ++i) {
        target += (CAmount)1 << (utxos+i);
        add_coin((CAmount)1 << (utxos+i), 2*i, utxo_pool);
        add_coin(((CAmount)1 << (utxos+i)) + ((CAmount)1 << (utxos-1-i)), 2*i + 1, utxo_pool);
    }
    return target;
}

inline std::vector<OutputGroup>& GroupCoins(const std::vector<CInputCoin>& coins)
{
    static std::vector<OutputGroup> static_groups;
    static_groups.clear();
    for (auto& coin : coins) {
        static_groups.emplace_back();
        static_groups.back().Insert(coin, 0, true, 0, 0, false);
    }
    return static_groups;
}

inline std::vector<OutputGroup>& GroupCoins(const std::vector<COutput>& coins)
{
    static std::vector<OutputGroup> static_groups;
    static_groups.clear();
    for (auto& coin : coins) {
        static_groups.emplace_back();
        static_groups.back().Insert(coin.GetInputCoin(), coin.nDepth, coin.tx->m_amounts[CWalletTx::DEBIT].m_cached[ISMINE_SPENDABLE] && coin.tx->m_amounts[CWalletTx::DEBIT].m_value[ISMINE_SPENDABLE] == 1 /* HACK: we can't figure out the is_me flag so we use the conditions defined above; perhaps set safe to false for !fIsFromMe in add_coin() */, 0, 0, false);
    }
    return static_groups;
}

inline bool KnapsackSolver(const CAmount& nTargetValue, std::vector<OutputGroup>& groups, std::set<CInputCoin>& setCoinsRet, CAmount& nValueRet)
{
    return KnapsackSolver(nTargetValue, groups, setCoinsRet, nValueRet, /*fFulyMixedOnly=*/false, /*maxTxFee=*/DEFAULT_TRANSACTION_MAXFEE);
}

inline std::vector<OutputGroup>& KnapsackGroupOutputs(const std::vector<COutput>& coins, CWallet& wallet, const CoinEligibilityFilter& filter)
{
    CoinSelectionParams coin_selection_params(/* change_output_size= */ 0,
                                              /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(0),
                                              /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
                                              /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
    static std::vector<OutputGroup> static_groups;
    static_groups = wallet.GroupOutputs(coins, coin_selection_params, filter, /*positive_only=*/false);
    return static_groups;
}

// Branch and bound coin selection tests
BOOST_AUTO_TEST_CASE(bnb_search_test)
{
    // Setup
    std::vector<CInputCoin> utxo_pool;
    CoinSet selection;
    CoinSet actual_selection;
    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();

    // Add utxos
    add_coin(1 * CENT, 1, utxo_pool);
    add_coin(2 * CENT, 2, utxo_pool);
    add_coin(3 * CENT, 3, utxo_pool);
    add_coin(4 * CENT, 4, utxo_pool);

    // Select 1 Cent
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 1 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
    actual_selection.clear();
    selection.clear();

    // Select 2 Cent
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 2 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 2 * CENT);
    actual_selection.clear();
    selection.clear();

    // Select 5 Cent
    add_coin(4 * CENT, 4, actual_selection);
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 5 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 5 * CENT);
    actual_selection.clear();
    selection.clear();

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

    // Cost of change is greater than the difference between target value and utxo sum
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK_EQUAL(value_ret, 1 * CENT);
    BOOST_CHECK(equal_sets(selection, actual_selection));
    actual_selection.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));
    actual_selection.clear();
    selection.clear();

    // Select 10 Cent
    add_coin(5 * CENT, 5, utxo_pool);
    add_coin(5 * CENT, 5, actual_selection);
    add_coin(4 * CENT, 4, actual_selection);
    add_coin(1 * CENT, 1, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 0.5 * CENT, selection, value_ret));
    BOOST_CHECK(equal_sets(selection, actual_selection));
    BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
    actual_selection.clear();
    selection.clear();

    // Negative effective value
    // Select 10 Cent but have 1 Cent not be possible because too small
    add_coin(5 * CENT, 5, actual_selection);
    add_coin(3 * CENT, 3, actual_selection);
    add_coin(2 * CENT, 2, actual_selection);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), 10 * CENT, 5000, selection, value_ret));
    BOOST_CHECK_EQUAL(value_ret, 10 * CENT);
    // FIXME: this test is redundant with the above, because 1 Cent is selected, not "too small"
    // BOOST_CHECK(equal_sets(selection, actual_selection));

    // Select 0.25 Cent, not possible
    BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT, selection, value_ret));
    actual_selection.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
    target = make_hard_case(14, utxo_pool);
    BOOST_CHECK(SelectCoinsBnB(GroupCoins(utxo_pool), target, 0, selection, value_ret)); // Should not exhaust

    // Test same value early bailout optimization
    utxo_pool.clear();
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, actual_selection);
    add_coin(2 * CENT, 7, actual_selection);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(7 * CENT, 7, utxo_pool);
    add_coin(2 * CENT, 7, utxo_pool);
    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(equal_sets(selection, actual_selection));

    ////////////////////
    // Behavior tests //
    ////////////////////
    // Select 1 Cent with pool of only greater than 5 Cent
    utxo_pool.clear();
    for (int i = 5; i <= 20; ++i) {
        add_coin(i * CENT, i, utxo_pool);
    }
    // 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));
    }

    // Make sure that effective value is working in AttemptSelection when BnB is used
    CoinSelectionParams coin_selection_params_bnb(/* change_output_size= */ 0,
                                                  /* change_spend_size= */ 0, /* effective_feerate= */ CFeeRate(3000),
                                                  /* long_term_feerate= */ CFeeRate(1000), /* discard_feerate= */ CFeeRate(1000),
                                                  /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
    {
        std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), /* coinjoin_loader = */ nullptr, "", CreateMockWalletDatabase());
        wallet->LoadWallet();
        LOCK(wallet->cs_wallet);
        wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
        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));

        // 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);
    }

    {
        std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), /* coinjoin_loader = */ nullptr, "", CreateMockWalletDatabase());
        wallet->LoadWallet();
        LOCK(wallet->cs_wallet);
        wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
        wallet->SetupDescriptorScriptPubKeyMans();

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

        add_coin(coins, *wallet, 5 * CENT, 6 * 24, false, 0, true);
        add_coin(coins, *wallet, 3 * CENT, 6 * 24, false, 0, true);
        add_coin(coins, *wallet, 2 * CENT, 6 * 24, false, 0, true);
        CCoinControl coin_control;
        coin_control.fAllowOtherInputs = true;
        coin_control.Select(COutPoint(coins.at(0).tx->GetHash(), coins.at(0).i));
        coin_selection_params_bnb.m_effective_feerate = CFeeRate(0);
        BOOST_CHECK(wallet->SelectCoins(coins, 10 * CENT, setCoinsRet, nValueRet, coin_control, coin_selection_params_bnb));
    }
}

BOOST_AUTO_TEST_CASE(knapsack_solver_test)
{
    std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), /* coinjoin_loader = */ nullptr, "", CreateMockWalletDatabase());
    wallet->LoadWallet();
    LOCK(wallet->cs_wallet);
    wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
    wallet->SetupDescriptorScriptPubKeyMans();

    CoinSet setCoinsRet, setCoinsRet2;
    CAmount nValueRet;
    std::vector<COutput> coins;

    // test multiple times to allow for differences in the shuffle order
    for (int i = 0; i < RUN_TESTS; i++)
    {
        coins.clear();

        // with an empty wallet we can't even pay one cent
        BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));

        add_coin(coins, *wallet, 1*CENT, 4);        // add a new 1 cent coin

        // with a new 1 cent coin, we still can't find a mature 1 cent
        BOOST_CHECK(!KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));

        // but we can find a new 1 cent
        BOOST_CHECK(KnapsackSolver(1 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * CENT);

        add_coin(coins, *wallet, 2*CENT);           // add a mature 2 cent coin

        // we can't make 3 cents of mature coins
        BOOST_CHECK(!KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));

        // we can make 3 cents of new coins
        BOOST_CHECK(KnapsackSolver(3 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 3 * CENT);

        add_coin(coins, *wallet, 5*CENT);           // add a mature 5 cent coin,
        add_coin(coins, *wallet, 10*CENT, 3, true); // a new 10 cent coin sent from one of our own addresses
        add_coin(coins, *wallet, 20*CENT);          // and a mature 20 cent coin

        // now we have new: 1+10=11 (of which 10 was self-sent), and mature: 2+5+20=27.  total = 38

        // we can't make 38 cents only if we disallow new coins:
        BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
        // we can't even make 37 cents if we don't allow new coins even if they're from us
        BOOST_CHECK(!KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard_extra), setCoinsRet, nValueRet));
        // but we can make 37 cents if we accept new coins from ourself
        BOOST_CHECK(KnapsackSolver(37 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 37 * CENT);
        // and we can make 38 cents if we accept all new coins
        BOOST_CHECK(KnapsackSolver(38 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 38 * CENT);

        // try making 34 cents from 1,2,5,10,20 - we can't do it exactly
        BOOST_CHECK(KnapsackSolver(34 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 35 * CENT);       // but 35 cents is closest
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);     // the best should be 20+10+5.  it's incredibly unlikely the 1 or 2 got included (but possible)

        // when we try making 7 cents, the smaller coins (1,2,5) are enough.  We should see just 2+5
        BOOST_CHECK(KnapsackSolver(7 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 7 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);

        // when we try making 8 cents, the smaller coins (1,2,5) are exactly enough.
        BOOST_CHECK(KnapsackSolver(8 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK(nValueRet == 8 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);

        // when we try making 9 cents, no subset of smaller coins is enough, and we get the next bigger coin (10)
        BOOST_CHECK(KnapsackSolver(9 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 10 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        // now clear out the wallet and start again to test choosing between subsets of smaller coins and the next biggest coin
        coins.clear();

        add_coin(coins, *wallet,  6*CENT);
        add_coin(coins, *wallet,  7*CENT);
        add_coin(coins, *wallet,  8*CENT);
        add_coin(coins, *wallet, 20*CENT);
        add_coin(coins, *wallet, 30*CENT); // now we have 6+7+8+20+30 = 71 cents total

        // check that we have 71 and not 72
        BOOST_CHECK(KnapsackSolver(71 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK(!KnapsackSolver(72 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));

        // now try making 16 cents.  the best smaller coins can do is 6+7+8 = 21; not as good at the next biggest coin, 20
        BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 20 * CENT); // we should get 20 in one coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        add_coin(coins, *wallet,  5*CENT); // now we have 5+6+7+8+20+30 = 75 cents total

        // now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, better than the next biggest coin, 20
        BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT); // we should get 18 in 3 coins
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);

        add_coin(coins, *wallet,  18*CENT); // now we have 5+6+7+8+18+20+30

        // and now if we try making 16 cents again, the smaller coins can make 5+6+7 = 18 cents, the same as the next biggest coin, 18
        BOOST_CHECK(KnapsackSolver(16 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 18 * CENT);  // we should get 18 in 1 coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U); // because in the event of a tie, the biggest coin wins

        // now try making 11 cents.  we should get 5+6
        BOOST_CHECK(KnapsackSolver(11 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 11 * CENT);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);

        // check that the smallest bigger coin is used
        add_coin(coins, *wallet,  1*COIN);
        add_coin(coins, *wallet,  2*COIN);
        add_coin(coins, *wallet,  3*COIN);
        add_coin(coins, *wallet,  4*COIN); // now we have 5+6+7+8+18+20+30+100+200+300+400 = 1094 cents
        BOOST_CHECK(KnapsackSolver(95 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * COIN);  // we should get 1 BTC in 1 coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        BOOST_CHECK(KnapsackSolver(195 * CENT, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 2 * COIN);  // we should get 2 BTC in 1 coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        // empty the wallet and start again, now with fractions of a cent, to test small change avoidance

        coins.clear();
        add_coin(coins, *wallet, MIN_CHANGE * 1 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 2 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 3 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);

        // try making 1 * MIN_CHANGE from the 1.5 * MIN_CHANGE
        // we'll get change smaller than MIN_CHANGE whatever happens, so can expect MIN_CHANGE exactly
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);

        // but if we add a bigger coin, small change is avoided
        add_coin(coins, *wallet, 1111*MIN_CHANGE);

        // try making 1 from 0.1 + 0.2 + 0.3 + 0.4 + 0.5 + 1111 = 1112.5
        BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount

        // if we add more small coins:
        add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);

        // and try again to make 1.0 * MIN_CHANGE
        BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1 * MIN_CHANGE); // we should get the exact amount

        // run the 'mtgox' test (see https://blockexplorer.com/tx/29a3efd3ef04f9153d47a990bd7b048a4b2d213daaa5fb8ed670fb85f13bdbcf)
        // they tried to consolidate 10 50k coins into one 500k coin, and ended up with 50k in change
        coins.clear();
        for (int j = 0; j < 20; j++)
            add_coin(coins, *wallet, 50000 * COIN);

        BOOST_CHECK(KnapsackSolver(500000 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 500000 * COIN); // we should get the exact amount
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 10U); // in ten coins

        // if there's not enough in the smaller coins to make at least 1 * MIN_CHANGE change (0.5+0.6+0.7 < 1.0+1.0),
        // we need to try finding an exact subset anyway

        // sometimes it will fail, and so we use the next biggest coin:
        coins.clear();
        add_coin(coins, *wallet, MIN_CHANGE * 5 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 7 / 10);
        add_coin(coins, *wallet, 1111 * MIN_CHANGE);
        BOOST_CHECK(KnapsackSolver(1 * MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 1111 * MIN_CHANGE); // we get the bigger coin
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);

        // but sometimes it's possible, and we use an exact subset (0.4 + 0.6 = 1.0)
        coins.clear();
        add_coin(coins, *wallet, MIN_CHANGE * 4 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 6 / 10);
        add_coin(coins, *wallet, MIN_CHANGE * 8 / 10);
        add_coin(coins, *wallet, 1111 * MIN_CHANGE);
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE);   // we should get the exact amount
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U); // in two coins 0.4+0.6

        // test avoiding small change
        coins.clear();
        add_coin(coins, *wallet, MIN_CHANGE * 5 / 100);
        add_coin(coins, *wallet, MIN_CHANGE * 1);
        add_coin(coins, *wallet, MIN_CHANGE * 100);

        // trying to make 100.01 from these three coins
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 10001 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, MIN_CHANGE * 10105 / 100); // we should get all coins
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 3U);

        // but if we try to make 99.9, we should take the bigger of the two small coins to avoid small change
        BOOST_CHECK(KnapsackSolver(MIN_CHANGE * 9990 / 100, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));
        BOOST_CHECK_EQUAL(nValueRet, 101 * MIN_CHANGE);
        BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
    }

    // test with many inputs
    for (CAmount amt=1500; amt < COIN; amt*=10) {
        coins.clear();
        // Create 676 inputs (=  (old MAX_STANDARD_TX_SIZE == 100000)  / 148 bytes per input)
        for (uint16_t j = 0; j < 676; j++)
            add_coin(coins, *wallet, amt);

        // We only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
        for (int i = 0; i < RUN_TESTS; i++) {
            BOOST_CHECK(KnapsackSolver(2000, KnapsackGroupOutputs(coins, *wallet, filter_confirmed), setCoinsRet, nValueRet));

            if (amt - 2000 < MIN_CHANGE) {
                // needs more than one input:
                uint16_t returnSize = std::ceil((2000.0 + MIN_CHANGE)/amt);
                CAmount returnValue = amt * returnSize;
                BOOST_CHECK_EQUAL(nValueRet, returnValue);
                BOOST_CHECK_EQUAL(setCoinsRet.size(), returnSize);
            } else {
                // one input is sufficient:
                BOOST_CHECK_EQUAL(nValueRet, amt);
                BOOST_CHECK_EQUAL(setCoinsRet.size(), 1U);
            }
        }
    }

    // test randomness
    {
        coins.clear();
        for (int i2 = 0; i2 < 100; i2++)
            add_coin(coins, *wallet, COIN);

        // Again, we only create the wallet once to save time, but we still run the coin selection RUN_TESTS times.
        for (int i = 0; i < RUN_TESTS; i++) {
            // picking 50 from 100 coins doesn't depend on the shuffle,
            // but does depend on randomness in the stochastic approximation code
            BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet, nValueRet));
            BOOST_CHECK(KnapsackSolver(50 * COIN, GroupCoins(coins), setCoinsRet2, nValueRet));
            BOOST_CHECK(!equal_sets(setCoinsRet, setCoinsRet2));

            int fails = 0;
            for (int j = 0; j < RANDOM_REPEATS; j++)
            {
                // Test that the KnapsackSolver selects randomly from equivalent coins (same value and same input size).
                // When choosing 1 from 100 identical coins, 1% of the time, this test will choose the same coin twice
                // which will cause it to fail.
                // To avoid that issue, run the test RANDOM_REPEATS times and only complain if all of them fail
                BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet, nValueRet));
                BOOST_CHECK(KnapsackSolver(COIN, GroupCoins(coins), setCoinsRet2, nValueRet));
                if (equal_sets(setCoinsRet, setCoinsRet2))
                    fails++;
            }
            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
        }

        // add 75 cents in small change.  not enough to make 90 cents,
        // then try making 90 cents.  there are multiple competing "smallest bigger" coins,
        // one of which should be picked at random
        add_coin(coins, *wallet, 5 * CENT);
        add_coin(coins, *wallet, 10 * CENT);
        add_coin(coins, *wallet, 15 * CENT);
        add_coin(coins, *wallet, 20 * CENT);
        add_coin(coins, *wallet, 25 * CENT);

        for (int i = 0; i < RUN_TESTS; i++) {
            int fails = 0;
            for (int j = 0; j < RANDOM_REPEATS; j++)
            {
                BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet, nValueRet));
                BOOST_CHECK(KnapsackSolver(90*CENT, GroupCoins(coins), setCoinsRet2, nValueRet));
                if (equal_sets(setCoinsRet, setCoinsRet2))
                    fails++;
            }
            BOOST_CHECK_NE(fails, RANDOM_REPEATS);
        }
    }
}

BOOST_AUTO_TEST_CASE(ApproximateBestSubset)
{
    std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), /* coinjoin_loader = */ nullptr, "", CreateMockWalletDatabase());
    wallet->LoadWallet();
    LOCK(wallet->cs_wallet);
    wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
    wallet->SetupDescriptorScriptPubKeyMans();

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

    // Test vValue sort order
    for (int i = 0; i < 1000; i++)
        add_coin(coins, *wallet, 1000 * COIN);
    add_coin(coins, *wallet, 3 * COIN);

    BOOST_CHECK(KnapsackSolver(1003 * COIN, KnapsackGroupOutputs(coins, *wallet, filter_standard), setCoinsRet, nValueRet));
    BOOST_CHECK_EQUAL(nValueRet, 1003 * COIN);
    BOOST_CHECK_EQUAL(setCoinsRet.size(), 2U);
}

// Tests that with the ideal conditions, the coin selector will always be able to find a solution that can pay the target value
BOOST_AUTO_TEST_CASE(SelectCoins_test)
{
    std::unique_ptr<CWallet> wallet = std::make_unique<CWallet>(m_node.chain.get(), /* coinjoin_loader = */ nullptr, "", CreateMockWalletDatabase());
    wallet->LoadWallet();
    LOCK(wallet->cs_wallet);
    wallet->SetWalletFlag(WALLET_FLAG_DESCRIPTORS);
    wallet->SetupDescriptorScriptPubKeyMans();

    // Random generator stuff
    std::default_random_engine generator;
    std::exponential_distribution<double> distribution (100);
    FastRandomContext rand;

    // Run this test 100 times
    for (int i = 0; i < 100; ++i)
    {
        std::vector<COutput> coins;
        CAmount balance{0};

        // Make a wallet with 1000 exponentially distributed random inputs
        for (int j = 0; j < 1000; ++j)
        {
            CAmount val = distribution(generator)*10000000;
            add_coin(coins, *wallet, val);
            balance += val;
        }

        // Generate a random fee rate in the range of 100 - 400
        CFeeRate rate(rand.randrange(300) + 100);

        // Generate a random target value between 1000 and wallet balance
        CAmount target = rand.randrange(balance - 1000) + 1000;

        // Perform selection
        CoinSelectionParams cs_params(/* change_output_size= */ 34,
                                      /* change_spend_size= */ 148, /* effective_feerate= */ CFeeRate(0),
                                      /* long_term_feerate= */ CFeeRate(0), /* discard_feerate= */ CFeeRate(0),
                                      /* tx_noinputs_size= */ 0, /* avoid_partial= */ false);
        CoinSet out_set;
        CAmount out_value = 0;
        CCoinControl cc;
        BOOST_CHECK(wallet->SelectCoins(coins, target, out_set, out_value, cc, cs_params));
        BOOST_CHECK_GE(out_value, target);
    }
}

BOOST_AUTO_TEST_CASE(waste_test)
{
    CoinSet selection;
    const CAmount fee{100};
    const CAmount change_cost{125};
    const CAmount fee_diff{40};
    const CAmount in_amt{3 * COIN};
    const CAmount target{2 * COIN};
    const CAmount excess{in_amt - fee * 2 - target};

    // Waste with change is the change cost and difference between fee and long term fee
    add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
    const CAmount waste1 = GetSelectionWaste(selection, change_cost, target);
    BOOST_CHECK_EQUAL(fee_diff * 2 + change_cost, waste1);
    selection.clear();

    // Waste without change is the excess and difference between fee and long term fee
    add_coin(1 * COIN, 1, selection, fee, fee - fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee - fee_diff);
    const CAmount waste_nochange1 = GetSelectionWaste(selection, 0, target);
    BOOST_CHECK_EQUAL(fee_diff * 2 + excess, waste_nochange1);
    selection.clear();

    // Waste with change and fee == long term fee is just cost of change
    add_coin(1 * COIN, 1, selection, fee, fee);
    add_coin(2 * COIN, 2, selection, fee, fee);
    BOOST_CHECK_EQUAL(change_cost, GetSelectionWaste(selection, change_cost, target));
    selection.clear();

    // Waste without change and fee == long term fee is just the excess
    add_coin(1 * COIN, 1, selection, fee, fee);
    add_coin(2 * COIN, 2, selection, fee, fee);
    BOOST_CHECK_EQUAL(excess, GetSelectionWaste(selection, 0, target));
    selection.clear();

    // Waste will be greater when fee is greater, but long term fee is the same
    add_coin(1 * COIN, 1, selection, fee * 2, fee - fee_diff);
    add_coin(2 * COIN, 2, selection, fee * 2, fee - fee_diff);
    const CAmount waste2 = GetSelectionWaste(selection, change_cost, target);
    BOOST_CHECK_GT(waste2, waste1);
    selection.clear();

    // Waste with change is the change cost and difference between fee and long term fee
    // With long term fee greater than fee, waste should be less than when long term fee is less than fee
    add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
    const CAmount waste3 = GetSelectionWaste(selection, change_cost, target);
    BOOST_CHECK_EQUAL(fee_diff * -2 + change_cost, waste3);
    BOOST_CHECK_LT(waste3, waste1);
    selection.clear();

    // Waste without change is the excess and difference between fee and long term fee
    // With long term fee greater than fee, waste should be less than when long term fee is less than fee
    add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
    const CAmount waste_nochange2 = GetSelectionWaste(selection, 0, target);
    BOOST_CHECK_EQUAL(fee_diff * -2 + excess, waste_nochange2);
    BOOST_CHECK_LT(waste_nochange2, waste_nochange1);
    selection.clear();

    // No Waste when fee == long_term_fee, no change, and no excess
    add_coin(1 * COIN, 1, selection, fee, fee);
    add_coin(2 * COIN, 2, selection, fee, fee);
    const CAmount exact_target{in_amt - fee * 2};
    BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /*change_cost=*/0, exact_target));
    selection.clear();

    // No Waste when (fee - long_term_fee) == (-cost_of_change), and no excess
    const CAmount new_change_cost{fee_diff * 2};
    add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
    BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, new_change_cost, target));
    selection.clear();

    // No Waste when (fee - long_term_fee) == (-excess), no change cost
    const CAmount new_target{in_amt - fee * 2 - fee_diff * 2};
    add_coin(1 * COIN, 1, selection, fee, fee + fee_diff);
    add_coin(2 * COIN, 2, selection, fee, fee + fee_diff);
    BOOST_CHECK_EQUAL(0, GetSelectionWaste(selection, /* change cost */ 0, new_target));
}

BOOST_AUTO_TEST_SUITE_END()