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feat: improve LWMA (#2960)
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@stringhandler
stringhandler committed Jun 1, 2021
2 parents 5901be8 + 6693019 commit db303e8
Showing 1 changed file with 34 additions and 29 deletions.
63 changes: 34 additions & 29 deletions base_layer/core/src/proof_of_work/lwma_diff.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,7 @@ pub const LOG_TARGET: &str = "c::pow::lwma_diff";
pub struct LinearWeightedMovingAverage {
target_difficulties: VecDeque<(EpochTime, Difficulty)>,
block_window: usize,
target_time: u64,
target_time: u128,
max_block_time: u64,
}

Expand All @@ -29,27 +29,29 @@ impl LinearWeightedMovingAverage {
Self {
target_difficulties: VecDeque::with_capacity(block_window + 1),
block_window,
target_time,
target_time: target_time as u128,
max_block_time,
}
}

fn calculate(&self) -> Option<Difficulty> {
// This function uses u128 internally for most of the math as its possible to have an overflow with large
// difficulties and large block windows
if self.target_difficulties.len() <= 1 {
return None;
}

// Use the array length rather than block_window to include early cases where the no. of pts < block_window
let n = (self.target_difficulties.len() - 1) as u64;
let n = (self.target_difficulties.len() - 1) as u128;

let mut weighted_times: u64 = 0;
let mut weighted_times: u128 = 0;
let difficulty = self
.target_difficulties
.iter()
.skip(1)
.fold(0u64, |difficulty, (_, d)| difficulty + d.as_u64());
.fold(0u128, |difficulty, (_, d)| difficulty + d.as_u64() as u128);

let ave_difficulty = difficulty as f64 / n as f64;
let ave_difficulty = difficulty / n;

let (mut previous_timestamp, _) = self.target_difficulties[0];
let mut this_timestamp;
Expand All @@ -67,11 +69,11 @@ impl LinearWeightedMovingAverage {

// Give linearly higher weight to more recent solve times.
// Note: This will not overflow for practical values of block_window and solve time.
weighted_times += solve_time * (i + 1) as u64;
weighted_times += (solve_time * (i + 1) as u64) as u128;
}
// k is the sum of weights (1+2+..+n) * target_time
let k = n * (n + 1) * self.target_time / 2;
let target = ave_difficulty * k as f64 / weighted_times as f64;
let target = (ave_difficulty * k / weighted_times) as u64;
trace!(
target: LOG_TARGET,
"DiffCalc; t={}; bw={}; n={}; ts[0]={}; ts[n]={}; weighted_ts={}; k={}; diff[0]={}; diff[n]={}; \
Expand All @@ -88,14 +90,6 @@ impl LinearWeightedMovingAverage {
ave_difficulty,
target
);
if target > std::u64::MAX as f64 {
error!(
target: LOG_TARGET,
"Difficulty has overflowed, current is: {:?}", target
);
panic!("Difficulty target has overflowed. Target is {}", target);
}
let target = target.ceil() as u64; // difficulty difference of 1 should not matter much, but difficulty should never be below 1, ceil(0.9) = 1
trace!(target: LOG_TARGET, "New target difficulty: {}", target);
Some(target.into())
}
Expand Down Expand Up @@ -200,17 +194,18 @@ mod test {
let mut dif = LinearWeightedMovingAverage::new(5, 60, 60 * 6);
let _ = dif.add(60.into(), 100.into());
let _ = dif.add(10_000_000.into(), 100.into());
assert_eq!(dif.get_difficulty().unwrap(), 17.into());
assert_eq!(dif.get_difficulty().unwrap(), 16.into());
let _ = dif.add(20_000_000.into(), 16.into());
assert_eq!(dif.get_difficulty().unwrap(), 10.into());
assert_eq!(dif.get_difficulty().unwrap(), 9.into());
}

// Data for 5-period moving average
// Timestamp: 60, 120, 180, 240, 300, 350, 380, 445, 515, 615, 975, 976, 977, 978, 979
// Intervals: 60, 60, 60, 60, 60, 50, 30, 65, 70, 100, 360, 1, 1, 1, 1
// Diff: 100, 100, 100, 100, 100, 105, 128, 123, 116, 94, 39, 46, 55, 75, 148
// Acum dif: 100, 200, 300, 400, 500, 605, 733, 856, 972,1066,1105,1151,1206,1281,1429
// Target: 1, 100, 100, 100, 100, 107, 136, 130, 120, 94, 36, 39, 47, 67, 175
// Target: 1, 100, 100, 100, 100, 106 134, 128, 119, 93, 35, 38, 46, 65, 173
// These values where calculated in excel to confirm they are correct
#[test]
fn lwma_calculate() {
let mut dif = LinearWeightedMovingAverage::new(5, 60, 60 * 6);
Expand All @@ -225,24 +220,34 @@ mod test {
let _ = dif.add(300.into(), 100.into());
assert_eq!(dif.get_difficulty().unwrap(), 100.into());
let _ = dif.add(350.into(), 105.into());
assert_eq!(dif.get_difficulty().unwrap(), 107.into());
assert_eq!(dif.get_difficulty().unwrap(), 106.into());
let _ = dif.add(380.into(), 128.into());
assert_eq!(dif.get_difficulty().unwrap(), 136.into());
assert_eq!(dif.get_difficulty().unwrap(), 134.into());
let _ = dif.add(445.into(), 123.into());
assert_eq!(dif.get_difficulty().unwrap(), 130.into());
assert_eq!(dif.get_difficulty().unwrap(), 128.into());
let _ = dif.add(515.into(), 116.into());
assert_eq!(dif.get_difficulty().unwrap(), 120.into());
assert_eq!(dif.get_difficulty().unwrap(), 119.into());
let _ = dif.add(615.into(), 94.into());
assert_eq!(dif.get_difficulty().unwrap(), 94.into());
assert_eq!(dif.get_difficulty().unwrap(), 93.into());
let _ = dif.add(975.into(), 39.into());
assert_eq!(dif.get_difficulty().unwrap(), 36.into());
assert_eq!(dif.get_difficulty().unwrap(), 35.into());
let _ = dif.add(976.into(), 46.into());
assert_eq!(dif.get_difficulty().unwrap(), 39.into());
assert_eq!(dif.get_difficulty().unwrap(), 38.into());
let _ = dif.add(977.into(), 55.into());
assert_eq!(dif.get_difficulty().unwrap(), 47.into());
assert_eq!(dif.get_difficulty().unwrap(), 46.into());
let _ = dif.add(978.into(), 75.into());
assert_eq!(dif.get_difficulty().unwrap(), 67.into());
assert_eq!(dif.get_difficulty().unwrap(), 65.into());
let _ = dif.add(979.into(), 148.into());
assert_eq!(dif.get_difficulty().unwrap(), 175.into());
assert_eq!(dif.get_difficulty().unwrap(), 173.into());
}

#[test]
fn ensure_calculate_does_not_overflow_with_large_block_window() {
let mut dif = LinearWeightedMovingAverage::new(6000, 60, 60 * 6);
for _i in 0..6000 {
let _ = dif.add(60.into(), u64::MAX.into());
}
// We don't care about the value, we just want to test that get_difficulty does not panic with an overflow.
dif.get_difficulty().unwrap();
}
}

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