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Merge #11303: Fix estimatesmartfee rounding display issue
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1789e46 Force explicit double -> int conversion for CFeeRate constructor (Matt Corallo)
53a6590 Make float <-> int casts explicit outside of test, qt, CFeeRate (Matt Corallo)
0b1b914 Remove countMaskInv caching in bench framework (Matt Corallo)

Pull request description:

  This fixes an issue where estimatesmartfee which matches at the min relay fee will return 999 sat/byte instead of 1000 sat/byte due to a float rounding issue. I went ahead and made all float <-> int conversion outside of test/qt explicit (test only had one or two more, Qt had quite a few, including many in the Qt headers themselves) and added overloads to CFeeRate to force callers to do an explicit round themselves. Easy to test with -Wfloat-conversion.

Tree-SHA512: 66087b08e5dfca67506da54ae057c2f9d86184415e8fa4fa0199e38839e06a3ce96c836fcb7593b7d960065f5240c594ff3a0cfa14333ac528421f5aeac835c9
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MarcoFalke committed Sep 30, 2017
2 parents 7632310 + 1789e46 commit e542728
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Showing 9 changed files with 23 additions and 21 deletions.
6 changes: 2 additions & 4 deletions src/bench/bench.cpp
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Expand Up @@ -55,21 +55,20 @@ bool benchmark::State::KeepRunning()
else {
now = gettimedouble();
double elapsed = now - lastTime;
double elapsedOne = elapsed * countMaskInv;
double elapsedOne = elapsed / (countMask + 1);
if (elapsedOne < minTime) minTime = elapsedOne;
if (elapsedOne > maxTime) maxTime = elapsedOne;

// We only use relative values, so don't have to handle 64-bit wrap-around specially
nowCycles = perf_cpucycles();
uint64_t elapsedOneCycles = (nowCycles - lastCycles) * countMaskInv;
uint64_t elapsedOneCycles = (nowCycles - lastCycles) / (countMask + 1);
if (elapsedOneCycles < minCycles) minCycles = elapsedOneCycles;
if (elapsedOneCycles > maxCycles) maxCycles = elapsedOneCycles;

if (elapsed*128 < maxElapsed) {
// If the execution was much too fast (1/128th of maxElapsed), increase the count mask by 8x and restart timing.
// The restart avoids including the overhead of this code in the measurement.
countMask = ((countMask<<3)|7) & ((1LL<<60)-1);
countMaskInv = 1./(countMask+1);
count = 0;
minTime = std::numeric_limits<double>::max();
maxTime = std::numeric_limits<double>::min();
Expand All @@ -81,7 +80,6 @@ bool benchmark::State::KeepRunning()
uint64_t newCountMask = ((countMask<<1)|1) & ((1LL<<60)-1);
if ((count & newCountMask)==0) {
countMask = newCountMask;
countMaskInv = 1./(countMask+1);
}
}
}
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3 changes: 1 addition & 2 deletions src/bench/bench.h
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Expand Up @@ -41,7 +41,7 @@ namespace benchmark {
std::string name;
double maxElapsed;
double beginTime;
double lastTime, minTime, maxTime, countMaskInv;
double lastTime, minTime, maxTime;
uint64_t count;
uint64_t countMask;
uint64_t beginCycles;
Expand All @@ -55,7 +55,6 @@ namespace benchmark {
minCycles = std::numeric_limits<uint64_t>::max();
maxCycles = std::numeric_limits<uint64_t>::min();
countMask = 1;
countMaskInv = 1./(countMask + 1);
}
bool KeepRunning();
};
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7 changes: 6 additions & 1 deletion src/policy/feerate.h
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Expand Up @@ -20,10 +20,15 @@ class CFeeRate
{
private:
CAmount nSatoshisPerK; // unit is satoshis-per-1,000-bytes

public:
/** Fee rate of 0 satoshis per kB */
CFeeRate() : nSatoshisPerK(0) { }
explicit CFeeRate(const CAmount& _nSatoshisPerK): nSatoshisPerK(_nSatoshisPerK) { }
template<typename I>
CFeeRate(const I _nSatoshisPerK): nSatoshisPerK(_nSatoshisPerK) {
// We've previously had bugs creep in from silent double->int conversion...
static_assert(std::is_integral<I>::value, "CFeeRate should be used without floats");
}
/** Constructor for a fee rate in satoshis per kB. The size in bytes must not exceed (2^63 - 1)*/
CFeeRate(const CAmount& nFeePaid, size_t nBytes);
/**
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6 changes: 3 additions & 3 deletions src/policy/fees.cpp
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Expand Up @@ -714,7 +714,7 @@ CFeeRate CBlockPolicyEstimator::estimateRawFee(int confTarget, double successThr
if (median < 0)
return CFeeRate(0);

return CFeeRate(median);
return CFeeRate(llround(median));
}

unsigned int CBlockPolicyEstimator::HighestTargetTracked(FeeEstimateHorizon horizon) const
Expand Down Expand Up @@ -901,7 +901,7 @@ CFeeRate CBlockPolicyEstimator::estimateSmartFee(int confTarget, FeeCalculation

if (median < 0) return CFeeRate(0); // error condition

return CFeeRate(median);
return CFeeRate(llround(median));
}


Expand Down Expand Up @@ -1043,5 +1043,5 @@ CAmount FeeFilterRounder::round(CAmount currentMinFee)
if ((it != feeset.begin() && insecure_rand.rand32() % 3 != 0) || it == feeset.end()) {
it--;
}
return *it;
return static_cast<CAmount>(*it);
}
2 changes: 1 addition & 1 deletion src/rpc/net.cpp
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Expand Up @@ -146,7 +146,7 @@ UniValue getpeerinfo(const JSONRPCRequest& request)
obj.push_back(Pair("timeoffset", stats.nTimeOffset));
if (stats.dPingTime > 0.0)
obj.push_back(Pair("pingtime", stats.dPingTime));
if (stats.dMinPing < std::numeric_limits<int64_t>::max()/1e6)
if (stats.dMinPing < static_cast<double>(std::numeric_limits<int64_t>::max())/1e6)
obj.push_back(Pair("minping", stats.dMinPing));
if (stats.dPingWait > 0.0)
obj.push_back(Pair("pingwait", stats.dPingWait));
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6 changes: 3 additions & 3 deletions src/test/mempool_tests.cpp
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Expand Up @@ -559,15 +559,15 @@ BOOST_AUTO_TEST_CASE(MempoolSizeLimitTest)
// ... we should keep the same min fee until we get a block
pool.removeForBlock(vtx, 1);
SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE);
BOOST_CHECK_EQUAL(pool.GetMinFee(1).GetFeePerK(), (maxFeeRateRemoved.GetFeePerK() + 1000)/2);
BOOST_CHECK_EQUAL(pool.GetMinFee(1).GetFeePerK(), llround((maxFeeRateRemoved.GetFeePerK() + 1000)/2.0));
// ... then feerate should drop 1/2 each halflife

SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2);
BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 5 / 2).GetFeePerK(), (maxFeeRateRemoved.GetFeePerK() + 1000)/4);
BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 5 / 2).GetFeePerK(), llround((maxFeeRateRemoved.GetFeePerK() + 1000)/4.0));
// ... with a 1/2 halflife when mempool is < 1/2 its target size

SetMockTime(42 + 2*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2 + CTxMemPool::ROLLING_FEE_HALFLIFE/4);
BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 9 / 2).GetFeePerK(), (maxFeeRateRemoved.GetFeePerK() + 1000)/8);
BOOST_CHECK_EQUAL(pool.GetMinFee(pool.DynamicMemoryUsage() * 9 / 2).GetFeePerK(), llround((maxFeeRateRemoved.GetFeePerK() + 1000)/8.0));
// ... with a 1/4 halflife when mempool is < 1/4 its target size

SetMockTime(42 + 7*CTxMemPool::ROLLING_FEE_HALFLIFE + CTxMemPool::ROLLING_FEE_HALFLIFE/2 + CTxMemPool::ROLLING_FEE_HALFLIFE/4);
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4 changes: 2 additions & 2 deletions src/txmempool.cpp
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Expand Up @@ -981,7 +981,7 @@ const CTxMemPool::setEntries & CTxMemPool::GetMemPoolChildren(txiter entry) cons
CFeeRate CTxMemPool::GetMinFee(size_t sizelimit) const {
LOCK(cs);
if (!blockSinceLastRollingFeeBump || rollingMinimumFeeRate == 0)
return CFeeRate(rollingMinimumFeeRate);
return CFeeRate(llround(rollingMinimumFeeRate));

int64_t time = GetTime();
if (time > lastRollingFeeUpdate + 10) {
Expand All @@ -999,7 +999,7 @@ CFeeRate CTxMemPool::GetMinFee(size_t sizelimit) const {
return CFeeRate(0);
}
}
return std::max(CFeeRate(rollingMinimumFeeRate), incrementalRelayFee);
return std::max(CFeeRate(llround(rollingMinimumFeeRate)), incrementalRelayFee);
}

void CTxMemPool::trackPackageRemoved(const CFeeRate& rate) {
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2 changes: 1 addition & 1 deletion src/txmempool.h
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Expand Up @@ -507,7 +507,7 @@ class CTxMemPool
* check does nothing.
*/
void check(const CCoinsViewCache *pcoins) const;
void setSanityCheck(double dFrequency = 1.0) { nCheckFrequency = dFrequency * 4294967295.0; }
void setSanityCheck(double dFrequency = 1.0) { nCheckFrequency = static_cast<uint32_t>(dFrequency * 4294967295.0); }

// addUnchecked must updated state for all ancestors of a given transaction,
// to track size/count of descendant transactions. First version of
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8 changes: 4 additions & 4 deletions src/wallet/wallet.cpp
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Expand Up @@ -409,11 +409,11 @@ bool CWallet::ChangeWalletPassphrase(const SecureString& strOldWalletPassphrase,
{
int64_t nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strNewWalletPassphrase, pMasterKey.second.vchSalt, pMasterKey.second.nDeriveIterations, pMasterKey.second.nDerivationMethod);
pMasterKey.second.nDeriveIterations = pMasterKey.second.nDeriveIterations * (100 / ((double)(GetTimeMillis() - nStartTime)));
pMasterKey.second.nDeriveIterations = static_cast<unsigned int>(pMasterKey.second.nDeriveIterations * (100 / ((double)(GetTimeMillis() - nStartTime))));

nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strNewWalletPassphrase, pMasterKey.second.vchSalt, pMasterKey.second.nDeriveIterations, pMasterKey.second.nDerivationMethod);
pMasterKey.second.nDeriveIterations = (pMasterKey.second.nDeriveIterations + pMasterKey.second.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime))) / 2;
pMasterKey.second.nDeriveIterations = (pMasterKey.second.nDeriveIterations + static_cast<unsigned int>(pMasterKey.second.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime)))) / 2;

if (pMasterKey.second.nDeriveIterations < 25000)
pMasterKey.second.nDeriveIterations = 25000;
Expand Down Expand Up @@ -615,11 +615,11 @@ bool CWallet::EncryptWallet(const SecureString& strWalletPassphrase)
CCrypter crypter;
int64_t nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strWalletPassphrase, kMasterKey.vchSalt, 25000, kMasterKey.nDerivationMethod);
kMasterKey.nDeriveIterations = 2500000 / ((double)(GetTimeMillis() - nStartTime));
kMasterKey.nDeriveIterations = static_cast<unsigned int>(2500000 / ((double)(GetTimeMillis() - nStartTime)));

nStartTime = GetTimeMillis();
crypter.SetKeyFromPassphrase(strWalletPassphrase, kMasterKey.vchSalt, kMasterKey.nDeriveIterations, kMasterKey.nDerivationMethod);
kMasterKey.nDeriveIterations = (kMasterKey.nDeriveIterations + kMasterKey.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime))) / 2;
kMasterKey.nDeriveIterations = (kMasterKey.nDeriveIterations + static_cast<unsigned int>(kMasterKey.nDeriveIterations * 100 / ((double)(GetTimeMillis() - nStartTime)))) / 2;

if (kMasterKey.nDeriveIterations < 25000)
kMasterKey.nDeriveIterations = 25000;
Expand Down

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