test: Recreate simple BnB success tests

Recreates the tests in a new test suite coinselection_tests.cpp that is
based on UTXOs being created per their effective values rather than
nominal values and uses transactions with non-zero feerates.

Author: murchandamus

src/wallet/test/CMakeLists.txt

@@ -10,6 +10,7 @@ target_sources(test_bitcoin
     wallet_test_fixture.cpp
     db_tests.cpp
     coinselector_tests.cpp
+    coinselection_tests.cpp
     feebumper_tests.cpp
     group_outputs_tests.cpp
     init_tests.cpp

src/wallet/test/coinselection_tests.cpp

@@ -0,0 +1,122 @@
+// Copyright (c) 2024 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 <consensus/amount.h>
+#include <policy/policy.h>
+#include <wallet/coinselection.h>
+#include <wallet/test/wallet_test_fixture.h>
+
+#include <boost/test/unit_test.hpp>
+
+namespace wallet {
+BOOST_FIXTURE_TEST_SUITE(coinselection_tests, TestingSetup)
+
+static int next_lock_time = 0;
+static FastRandomContext default_rand;
+
+/** Default coin selection parameters (dcsp) allow us to only explicitly set
+ * parameters when a diverging value is relevant in the context of a test.
+ * We use P2WPKH input and output weights for the change weights. */
+static CoinSelectionParams init_default_params()
+{
+    CoinSelectionParams dcsp{
+        /*rng_fast*/default_rand,
+        /*change_output_size=*/31,
+        /*change_spend_size=*/68,
+        /*min_change_target=*/50'000,
+        /*effective_feerate=*/CFeeRate(5000),
+        /*long_term_feerate=*/CFeeRate(10'000),
+        /*discard_feerate=*/CFeeRate(3000),
+        /*tx_noinputs_size=*/11 + 31, //static header size + output size
+        /*avoid_partial=*/false,
+    };
+    dcsp.m_change_fee = /*155 sats=*/dcsp.m_effective_feerate.GetFee(dcsp.change_output_size);
+    dcsp.min_viable_change = /*204 sats=*/dcsp.m_discard_feerate.GetFee(dcsp.change_spend_size);
+    dcsp.m_cost_of_change = /*204 + 155 sats=*/dcsp.min_viable_change + dcsp.m_change_fee;
+    dcsp.m_subtract_fee_outputs = false;
+    return dcsp;
+}
+
+static const CoinSelectionParams default_cs_params = init_default_params();
+
+/** Make one OutputGroup with a single UTXO that either has a given effective value (default) or a given amount (`is_eff_value = false`). */
+static OutputGroup MakeCoin(const CAmount& amount, bool is_eff_value = true, CoinSelectionParams cs_params = default_cs_params, int custom_spending_vsize = 68)
+{
+    // Always assume that we only have one input
+    CMutableTransaction tx;
+    tx.vout.resize(1);
+    CAmount fees = cs_params.m_effective_feerate.GetFee(custom_spending_vsize);
+    tx.vout[0].nValue = amount + int(is_eff_value) * fees;
+    tx.nLockTime = next_lock_time++;        // so all transactions get different hashes
+    OutputGroup group(cs_params);
+    group.Insert(std::make_shared<COutput>(COutPoint(tx.GetHash(), 0), tx.vout.at(0), /*depth=*/1, /*input_bytes=*/custom_spending_vsize, /*spendable=*/true, /*solvable=*/true, /*safe=*/true, /*time=*/0, /*from_me=*/false, /*fees=*/fees), /*ancestors=*/0, /*descendants=*/0);
+    return group;
+}
+
+/** Make multiple OutputGroups with the given values as their effective value */
+static void AddCoins(std::vector<OutputGroup>& utxo_pool, std::vector<CAmount> coins, CoinSelectionParams cs_params = default_cs_params)
+{
+    for (CAmount c : coins) {
+        utxo_pool.push_back(MakeCoin(c, true, cs_params));
+    }
+}
+
+/** Check if SelectionResult a is equivalent to SelectionResult b.
+ * Two results are equivalent if they are composed of the same input values, even if they have different inputs (i.e., same value, different prevout) */
+static bool HaveEquivalentValues(const SelectionResult& a, const SelectionResult& b)
+{
+    std::vector<CAmount> a_amts;
+    std::vector<CAmount> b_amts;
+    for (const auto& coin : a.GetInputSet()) {
+        a_amts.push_back(coin->txout.nValue);
+    }
+    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());
+
+    auto ret = std::mismatch(a_amts.begin(), a_amts.end(), b_amts.begin());
+    return ret.first == a_amts.end() && ret.second == b_amts.end();
+}
+
+static std::string InputAmountsToString(const SelectionResult& selection)
+{
+    return "[" + util::Join(selection.GetInputSet(), " ", [](const auto& input){ return util::ToString(input->txout.nValue);}) + "]";
+}
+
+static void TestBnBSuccess(std::string test_title, std::vector<OutputGroup>& utxo_pool, const CAmount& selection_target, const std::vector<CAmount>& expected_input_amounts, const CoinSelectionParams& cs_params = default_cs_params)
+{
+    SelectionResult expected_result(CAmount(0), SelectionAlgorithm::BNB);
+    CAmount expected_amount = 0;
+    for (CAmount input_amount : expected_input_amounts) {
+        OutputGroup group = MakeCoin(input_amount, true, cs_params);
+        expected_amount += group.m_value;
+        expected_result.AddInput(group);
+    }
+
+    const auto result = SelectCoinsBnB(utxo_pool, selection_target, /*cost_of_change=*/default_cs_params.m_cost_of_change, /*max_selection_weight=*/MAX_STANDARD_TX_WEIGHT);
+    BOOST_CHECK_MESSAGE(result, "Falsy result in BnB-Success: " + test_title);
+    BOOST_CHECK_MESSAGE(HaveEquivalentValues(expected_result, *result), strprintf("Result mismatch in BnB-Success: %s. Expected %s, but got %s", test_title, InputAmountsToString(expected_result), InputAmountsToString(*result)));
+    BOOST_CHECK_MESSAGE(result->GetSelectedValue() == expected_amount, strprintf("Selected amount mismatch in BnB-Success: %s. Expected %d, but got %d", test_title, expected_amount, result->GetSelectedValue()));
+}
+
+BOOST_AUTO_TEST_CASE(bnb_test)
+{
+    std::vector<OutputGroup> utxo_pool;
+    AddCoins(utxo_pool, {1 * CENT, 3 * CENT, 5 * CENT});
+
+    // Simple success cases
+    TestBnBSuccess("Select smallest UTXO", utxo_pool, /*selection_target=*/1 * CENT, /*expected_input_amounts=*/{1 * CENT});
+    TestBnBSuccess("Select middle UTXO", utxo_pool, /*selection_target=*/3 * CENT, /*expected_input_amounts=*/{3 * CENT});
+    TestBnBSuccess("Select biggest UTXO", utxo_pool, /*selection_target=*/5 * CENT, /*expected_input_amounts=*/{5 * CENT});
+    TestBnBSuccess("Select two UTXOs", utxo_pool, /*selection_target=*/4 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT});
+    TestBnBSuccess("Select all UTXOs", utxo_pool, /*selection_target=*/9 * CENT, /*expected_input_amounts=*/{1 * CENT, 3 * CENT, 5 * CENT});
+
+    // BnB finds changeless solution while overshooting by up to cost_of_change
+    TestBnBSuccess("Select upper bound", utxo_pool, /*selection_target=*/4 * CENT - default_cs_params.m_cost_of_change, /*expected_input_amounts=*/{1 * CENT, 3 * CENT});
+}
+
+BOOST_AUTO_TEST_SUITE_END()
+} // namespace wallet

src/wallet/test/coinselector_tests.cpp

@@ -208,59 +208,14 @@ BOOST_AUTO_TEST_CASE(bnb_search_test)
     add_coin(3 * CENT, 3, utxo_pool);
     add_coin(4 * CENT, 4, utxo_pool);
 
-    // Select 1 Cent
-    add_coin(1 * CENT, 1, expected_result);
-    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();
-
-    // Select 2 Cent
-    add_coin(2 * CENT, 2, expected_result);
-    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();
-
-    // Select 5 Cent
-    add_coin(3 * CENT, 3, expected_result);
-    add_coin(2 * CENT, 2, expected_result);
-    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();
-
     // Select 11 Cent, not possible
     BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 11 * CENT, 0.5 * CENT));
     expected_result.Clear();
 
-    // Cost of change is greater than the difference between target value and utxo sum
-    add_coin(1 * CENT, 1, expected_result);
-    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();
-
     // Cost of change is less than the difference between target value and utxo sum
     BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.9 * CENT, 0));
     expected_result.Clear();
 
-    // Select 10 Cent
-    add_coin(5 * CENT, 5, utxo_pool);
-    add_coin(4 * CENT, 4, expected_result);
-    add_coin(3 * CENT, 3, expected_result);
-    add_coin(2 * CENT, 2, expected_result);
-    add_coin(1 * CENT, 1, expected_result);
-    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();
-
     // Select 0.25 Cent, not possible
     BOOST_CHECK(!SelectCoinsBnB(GroupCoins(utxo_pool), 0.25 * CENT, 0.5 * CENT));
     expected_result.Clear();