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Disable fee estimates for a confirm target of 1 block 

Backport of #9239 without GUI changes and fixing conflicts in tests.
This commit is contained in:
Alex Morcos 2016-11-29 12:18:44 -05:00
parent 29435db6a4
commit 3688866880
3 changed files with 30 additions and 9 deletions
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7
src/policy/fees.cpp
View File

@ -495,7 +495,8 @@ void CBlockPolicyEstimator::processBlock(unsigned int nBlockHeight,
CFeeRate CBlockPolicyEstimator::estimateFee(int confTarget)
{
// Return failure if trying to analyze a target we're not tracking
if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget <= 1 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
double median = feeStats.EstimateMedianVal(confTarget, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);
@ -514,6 +515,10 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, int *answerFoun
if (confTarget <= 0 || (unsigned int)confTarget > feeStats.GetMaxConfirms())
return CFeeRate(0);
// It's not possible to get reasonable estimates for confTarget of 1
if (confTarget == 1)
confTarget = 2;
double median = -1;
while (median < 0 && (unsigned int)confTarget <= feeStats.GetMaxConfirms()) {
median = feeStats.EstimateMedianVal(confTarget++, SUFFICIENT_FEETXS, MIN_SUCCESS_PCT, true, nBestSeenHeight);

2
src/rpc/mining.cpp
View File

@ -791,6 +791,8 @@ UniValue estimatefee(const UniValue& params, bool fHelp)
"\n"
"A negative value is returned if not enough transactions and blocks\n"
"have been observed to make an estimate.\n"
"-1 is always returned for nblocks == 1 as it is impossible to calculate\n"
"a fee that is high enough to get reliably included in the next block.\n"
"\nExample:\n"
+ HelpExampleCli("estimatefee", "6")
);

30
src/test/policyestimator_tests.cpp
View File

@ -105,19 +105,26 @@ 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 10*baseRate.
// so estimateFee(1) would return 10*baseRate but is hardcoded to return failure
// 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));
if (i > 1) { // Fee estimates should be monotonically decreasing
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
if (i > 2) {
BOOST_CHECK(origFeeEst[i-1] <= origFeeEst[i-2]);
}
BOOST_CHECK(origPriEst[i-1] <= origPriEst[i-2]);
}
int mult = 11-i;
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
if (i > 1) {
BOOST_CHECK(origFeeEst[i-1] < mult*baseRate.GetFeePerK() + deltaFee);
BOOST_CHECK(origFeeEst[i-1] > mult*baseRate.GetFeePerK() - deltaFee);
}
else {
BOOST_CHECK(origFeeEst[i-1] == CFeeRate(0).GetFeePerK());
}
BOOST_CHECK(origPriEst[i-1] < pow(10,mult) * basepri + deltaPri);
BOOST_CHECK(origPriEst[i-1] > pow(10,mult) * basepri - deltaPri);
}
@ -127,9 +134,12 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
while (blocknum < 250)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
if (i > 1) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] + deltaFee);
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
}
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] + deltaPri);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
@ -169,8 +179,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
}
mpool.removeForBlock(block, 265, dummyConflicted);
block.clear();
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10;i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
if (i > 1)
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() > origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) > origPriEst[i-1] - deltaPri);
}
@ -190,8 +202,10 @@ BOOST_AUTO_TEST_CASE(BlockPolicyEstimates)
mpool.removeForBlock(block, ++blocknum, dummyConflicted);
block.clear();
}
BOOST_CHECK(mpool.estimateFee(1) == CFeeRate(0));
for (int i = 1; i < 10; i++) {
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
if (i > 1)
BOOST_CHECK(mpool.estimateFee(i).GetFeePerK() < origFeeEst[i-1] - deltaFee);
BOOST_CHECK(mpool.estimatePriority(i) < origPriEst[i-1] - deltaPri);
}