Add fee_est tool for debugging fee estimation code

src/Makefile.test.include

@@ -29,7 +29,11 @@ FUZZ_TARGETS = \
 if ENABLE_FUZZ
 noinst_PROGRAMS += $(FUZZ_TARGETS:=)
 else
+# Avoid link errors (multiple defintion of `main', undefined reference to
+# `LLVMFuzzerTestOneInput') trying to build these binaries when fuzzing is
+# enabled, by excluding them from the default make target.
 bin_PROGRAMS += test/test_bitcoin
+noinst_PROGRAMS += test/fee_est/fee_est
 endif
 
 TEST_SRCDIR = test
@@ -170,7 +174,7 @@ test_test_bitcoin_LDADD += $(BDB_LIBS) $(CRYPTO_LIBS) $(MINIUPNPC_LIBS) $(RAPIDC
 test_test_bitcoin_LDFLAGS = $(RELDFLAGS) $(AM_LDFLAGS) $(LIBTOOL_APP_LDFLAGS) -static
 
 if ENABLE_ZMQ
-test_test_bitcoin_LDADD += $(ZMQ_LIBS)
+test_test_bitcoin_LDADD += $(LIBBITCOIN_ZMQ) $(ZMQ_LIBS)
 endif
 
 if ENABLE_FUZZ
@@ -532,6 +536,40 @@ test_fuzz_blocktransactionsrequest_deserialize_LDADD = \
 test_fuzz_blocktransactionsrequest_deserialize_LDADD += $(BOOST_LIBS) $(CRYPTO_LIBS)
 endif # ENABLE_FUZZ
 
+# fee_est/fee_est binary #
+test_fee_est_fee_est_SOURCES = test/fee_est/fee_est.cpp
+test_fee_est_fee_est_CPPFLAGS = $(AM_CPPFLAGS) $(BITCOIN_INCLUDES)
+test_fee_est_fee_est_CXXFLAGS = $(AM_CXXFLAGS) $(PIE_FLAGS)
+test_fee_est_fee_est_LDFLAGS = $(RELDFLAGS) $(AM_LDFLAGS) $(LIBTOOL_APP_LDFLAGS)
+test_fee_est_fee_est_LDADD = \
+  $(LIBBITCOIN_SERVER)
+
+if ENABLE_WALLET
+test_fee_est_fee_est_LDADD += \
+  $(LIBBITCOIN_WALLET)
+endif
+
+test_fee_est_fee_est_LDADD += \
+  $(LIBBITCOIN_COMMON) \
+  $(LIBBITCOIN_UTIL) \
+  $(LIBBITCOIN_CONSENSUS) \
+  $(LIBBITCOIN_CRYPTO) \
+  $(LIBBITCOIN_CRYPTO_SSE41) \
+  $(LIBBITCOIN_CRYPTO_AVX2) \
+  $(LIBLEVELDB) $(LIBLEVELDB_SSE42) $(LIBMEMENV) \
+  $(LIBSECP256K1) \
+  $(LIBUNIVALUE) \
+  $(BDB_LIBS) \
+  $(BOOST_LIBS) \
+  $(CRYPTO_LIBS) \
+  $(EVENT_LIBS) $(EVENT_PTHREADS_LIBS) \
+  $(MINIUPNPC_LIBS)
+
+if ENABLE_ZMQ
+test_fee_est_fee_est_LDADD += $(LIBBITCOIN_ZMQ) $(ZMQ_LIBS)
+endif
+#
+
 nodist_test_test_bitcoin_SOURCES = $(GENERATED_TEST_FILES)
 
 $(BITCOIN_TESTS): $(GENERATED_TEST_FILES)

src/test/fee_est/README.md

@@ -0,0 +1,38 @@
+src/test/fee_est -- Fee estimation offline testing tool
+=======================================================
+
+The `fee_est` tool is intended to help debug and test changes in bitcoin fee
+estimation code using transaction data gathered from live bitcoin nodes.
+
+Transaction data can be collected by running bitcoind with `-estlog` parameter
+which will produce newline-delimited json file
+([ndjson.org](http://ndjson.org/), [jsonlines.org](http://jsonlines.org/))
+which logs relevant transaction information. The `fee_est` tool can parse the
+log to produce graphs of fee estimation data and do some basic analysis of the
+results. The implementation is intended to be simple enough that it can be
+easily customized to do more specific analysis.
+
+Example usage:
+
+Run bitcoind collecting fee estimation data:
+
+```
+$ make -C src bitcoind test/fee_est/fee_est
+$ src/bitcoind -estlog=est.log &
+```
+
+Run fee estimation tool producing graph of estimates:
+
+```
+$ src/test/fee_est/fee_est -ograph=graph.html est.log
+$ chrome graph.html
+```
+
+Run fee estimation tool computing some basic statistics:
+
+```
+$ src/test/fee_est/fee_est -cross est.log
+Non-test txs: 1407226
+Test txs: 5603 total (4345 kept, 631 discarded unconfirmed, 627 discarded outliers)
+Mean squared error: 71.0651
+```