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Fix coin selection to only include change when it's necessary.

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This commit is contained in:
Chris Moore
2012-04-12 16:22:15 -07:00
committed by Luke Dashjr
parent d650f96d5f
commit 831f59ce8b
2 changed files with 58 additions and 80 deletions
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93
src/wallet.cpp
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@@ -898,7 +898,7 @@ int64 CWallet::GetImmatureBalance() const
return nTotal;
}
// populate vCoins with vector of spendable (age, (value, (transaction, output_number))) outputs
// populate vCoins with vector of spendable COutputs
void CWallet::AvailableCoins(vector<COutput>& vCoins) const
{
vCoins.clear();
@@ -915,13 +915,51 @@ void CWallet::AvailableCoins(vector<COutput>& vCoins) const
if (pcoin->IsCoinBase() && pcoin->GetBlocksToMaturity() > 0)
continue;
for (int i = 0; i < pcoin->vout.size(); i++)
for (unsigned int i = 0; i < pcoin->vout.size(); i++)
if (!(pcoin->IsSpent(i)) && IsMine(pcoin->vout[i]) && pcoin->vout[i].nValue > 0)
vCoins.push_back(COutput(pcoin, i, pcoin->GetDepthInMainChain()));
}
}
}
static void ApproximateBestSubset(vector<pair<int64, pair<const CWalletTx*,unsigned int> > >vValue, int64 nTotalLower, int64 nTargetValue,
vector<char>& vfBest, int64& nBest, int iterations = 1000)
{
vector<char> vfIncluded;
vfBest.assign(vValue.size(), true);
nBest = nTotalLower;
for (int nRep = 0; nRep < iterations && nBest != nTargetValue; nRep++)
{
vfIncluded.assign(vValue.size(), false);
int64 nTotal = 0;
bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{
for (unsigned int i = 0; i < vValue.size(); i++)
{
if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
{
nTotal += vValue[i].first;
vfIncluded[i] = true;
if (nTotal >= nTargetValue)
{
fReachedTarget = true;
if (nTotal < nBest)
{
nBest = nTotal;
vfBest = vfIncluded;
}
nTotal -= vValue[i].first;
vfIncluded[i] = false;
}
}
}
}
}
}
bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfTheirs, vector<COutput> vCoins,
set<pair<const CWalletTx*,unsigned int> >& setCoinsRet, int64& nValueRet) const
{
@@ -966,7 +1004,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
}
}
if (nTotalLower == nTargetValue || nTotalLower == nTargetValue + CENT)
if (nTotalLower == nTargetValue)
{
for (unsigned int i = 0; i < vValue.size(); ++i)
{
@@ -976,7 +1014,7 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
return true;
}
if (nTotalLower < nTargetValue + (coinLowestLarger.second.first ? CENT : 0))
if (nTotalLower < nTargetValue)
{
if (coinLowestLarger.second.first == NULL)
return false;
@@ -985,46 +1023,19 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
return true;
}
if (nTotalLower >= nTargetValue + CENT)
nTargetValue += CENT;
// Solve subset sum by stochastic approximation
sort(vValue.rbegin(), vValue.rend(), CompareValueOnly());
vector<char> vfIncluded;
vector<char> vfBest(vValue.size(), true);
int64 nBest = nTotalLower;
vector<char> vfBest;
int64 nBest;
for (int nRep = 0; nRep < 1000 && nBest != nTargetValue; nRep++)
{
vfIncluded.assign(vValue.size(), false);
int64 nTotal = 0;
bool fReachedTarget = false;
for (int nPass = 0; nPass < 2 && !fReachedTarget; nPass++)
{
for (unsigned int i = 0; i < vValue.size(); i++)
{
if (nPass == 0 ? rand() % 2 : !vfIncluded[i])
{
nTotal += vValue[i].first;
vfIncluded[i] = true;
if (nTotal >= nTargetValue)
{
fReachedTarget = true;
if (nTotal < nBest)
{
nBest = nTotal;
vfBest = vfIncluded;
}
nTotal -= vValue[i].first;
vfIncluded[i] = false;
}
}
}
}
}
ApproximateBestSubset(vValue, nTotalLower, nTargetValue, vfBest, nBest, 1000);
if (nBest != nTargetValue && nTotalLower >= nTargetValue + CENT)
ApproximateBestSubset(vValue, nTotalLower, nTargetValue + CENT, vfBest, nBest, 1000);
// If the next larger is still closer, return it
if (coinLowestLarger.second.first && coinLowestLarger.first - nTargetValue <= nBest - nTargetValue)
// If we have a bigger coin and (either the stochastic approximation didn't find a good solution,
// or the next bigger coin is closer), return the bigger coin
if (coinLowestLarger.second.first &&
((nBest != nTargetValue && nBest < nTargetValue + CENT) || coinLowestLarger.first <= nBest))
{
setCoinsRet.insert(coinLowestLarger.second);
nValueRet += coinLowestLarger.first;
@@ -1037,14 +1048,12 @@ bool CWallet::SelectCoinsMinConf(int64 nTargetValue, int nConfMine, int nConfThe
nValueRet += vValue[i].first;
}
#ifdef DEBUG
//// debug print
printf("SelectCoins() best subset: ");
for (unsigned int i = 0; i < vValue.size(); i++)
if (vfBest[i])
printf("%s ", FormatMoney(vValue[i].first).c_str());
printf("total %s\n", FormatMoney(nBest).c_str());
#endif
}
return true;