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blockchain: keep a rolling long term block weight median

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moneromooo-monero 2019-04-15 00:33:17 +00:00
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6 changed files with 476 additions and 34 deletions
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236
contrib/epee/include/rolling_median.h Normal file
View file

@ -0,0 +1,236 @@
// Copyright (c) 2019, The Monero Project
//
// All rights reserved.
//
// Redistribution and use in source and binary forms, with or without modification, are
// permitted provided that the following conditions are met:
//
// 1. Redistributions of source code must retain the above copyright notice, this list of
// conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright notice, this list
// of conditions and the following disclaimer in the documentation and/or other
// materials provided with the distribution.
//
// 3. Neither the name of the copyright holder nor the names of its contributors may be
// used to endorse or promote products derived from this software without specific
// prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
// MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL
// THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
// STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
// THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Adapted from source by AShelly:
// Copyright (c) 2011 ashelly.myopenid.com, licenced under the MIT licence
// https://stackoverflow.com/questions/5527437/rolling-median-in-c-turlach-implementation
// https://stackoverflow.com/questions/1309263/rolling-median-algorithm-in-c
// https://ideone.com/XPbl6
#pragma once
#include <stdlib.h>
#include <stdint.h>
namespace epee
{
namespace misc_utils
{
template<typename Item>
struct rolling_median_t
{
private:
Item* data; //circular queue of values
int* pos; //index into `heap` for each value
int* heap; //max/median/min heap holding indexes into `data`.
int N; //allocated size.
int idx; //position in circular queue
int minCt; //count of items in min heap
int maxCt; //count of items in max heap
int sz; //count of items in heap
private:
//returns true if heap[i] < heap[j]
bool mmless(int i, int j) const
{
return data[heap[i]] < data[heap[j]];
}
//swaps items i&j in heap, maintains indexes
bool mmexchange(int i, int j)
{
const int t = heap[i];
heap[i] = heap[j];
heap[j] = t;
pos[heap[i]] = i;
pos[heap[j]] = j;
return 1;
}
//swaps items i&j if i<j; returns true if swapped
bool mmCmpExch(int i, int j)
{
return mmless(i, j) && mmexchange(i, j);
}
//maintains minheap property for all items below i.
void minSortDown(int i)
{
for (i *= 2; i <= minCt; i *= 2)
{
if (i < minCt && mmless(i + 1, i))
++i;
if (!mmCmpExch(i, i / 2))
break;
}
}
//maintains maxheap property for all items below i. (negative indexes)
void maxSortDown(int i)
{
for (i *= 2; i >= -maxCt; i *= 2)
{
if (i > -maxCt && mmless(i, i - 1))
--i;
if (!mmCmpExch(i / 2, i))
break;
}
}
//maintains minheap property for all items above i, including median
//returns true if median changed
bool minSortUp(int i)
{
while (i > 0 && mmCmpExch(i, i / 2))
i /= 2;
return i == 0;
}
//maintains maxheap property for all items above i, including median
//returns true if median changed
bool maxSortUp(int i)
{
while (i < 0 && mmCmpExch(i / 2, i))
i /= 2;
return i == 0;
}
protected:
rolling_median_t &operator=(const rolling_median_t&) = delete;
rolling_median_t(const rolling_median_t&) = delete;
public:
//creates new rolling_median_t: to calculate `nItems` running median.
rolling_median_t(size_t N): N(N)
{
int size = N * (sizeof(Item) + sizeof(int) * 2);
data = (Item*)malloc(size);
pos = (int*) (data + N);
heap = pos + N + (N / 2); //points to middle of storage.
clear();
}
rolling_median_t(rolling_median_t &&m)
{
free(data);
memcpy(this, &m, sizeof(rolling_median_t));
m.data = NULL;
}
rolling_median_t &operator=(rolling_median_t &&m)
{
free(data);
memcpy(this, &m, sizeof(rolling_median_t));
m.data = NULL;
return *this;
}
~rolling_median_t()
{
free(data);
}
void clear()
{
idx = 0;
minCt = 0;
maxCt = 0;
sz = 0;
int nItems = N;
while (nItems--) //set up initial heap fill pattern: median,max,min,max,...
{
pos[nItems] = ((nItems + 1) / 2) * ((nItems & 1) ? -1 : 1);
heap[pos[nItems]] = nItems;
}
}
int size() const
{
return sz;
}
//Inserts item, maintains median in O(lg nItems)
void insert(Item v)
{
int p = pos[idx];
Item old = data[idx];
data[idx] = v;
idx = (idx + 1) % N;
sz = std::min<int>(sz + 1, N);
if (p > 0) //new item is in minHeap
{
if (minCt < (N - 1) / 2)
{
++minCt;
}
else if (v > old)
{
minSortDown(p);
return;
}
if (minSortUp(p) && mmCmpExch(0, -1))
maxSortDown(-1);
}
else if (p < 0) //new item is in maxheap
{
if (maxCt < N / 2)
{
++maxCt;
}
else if (v < old)
{
maxSortDown(p);
return;
}
if (maxSortUp(p) && minCt && mmCmpExch(1, 0))
minSortDown(1);
}
else //new item is at median
{
if (maxCt && maxSortUp(-1))
maxSortDown(-1);
if (minCt && minSortUp(1))
minSortDown(1);
}
}
//returns median item (or average of 2 when item count is even)
Item median() const
{
Item v = data[heap[0]];
if (minCt < maxCt)
{
v = (v + data[heap[-1]]) / 2;
}
return v;
}
};
}
}

56
src/cryptonote_core/blockchain.cpp
View file

@ -179,6 +179,7 @@ Blockchain::Blockchain(tx_memory_pool& tx_pool) :
m_long_term_block_weights_window(CRYPTONOTE_LONG_TERM_BLOCK_WEIGHT_WINDOW_SIZE),
m_long_term_effective_median_block_weight(0),
m_long_term_block_weights_cache_tip_hash(crypto::null_hash),
m_long_term_block_weights_cache_rolling_median(CRYPTONOTE_LONG_TERM_BLOCK_WEIGHT_WINDOW_SIZE),
m_difficulty_for_next_block_top_hash(crypto::null_hash),
m_difficulty_for_next_block(1),
m_btc_valid(false)
@ -519,7 +520,10 @@ bool Blockchain::init(BlockchainDB* db, const network_type nettype, bool offline
}
if (test_options && test_options->long_term_block_weight_window)
{
m_long_term_block_weights_window = test_options->long_term_block_weight_window;
m_long_term_block_weights_cache_rolling_median = epee::misc_utils::rolling_median_t<uint64_t>(m_long_term_block_weights_window);
}
{
db_txn_guard txn_guard(m_db, m_db->is_read_only());
@ -1283,21 +1287,20 @@ void Blockchain::get_last_n_blocks_weights(std::vector<uint64_t>& weights, size_
weights = m_db->get_block_weights(start_offset, count);
}
//------------------------------------------------------------------
void Blockchain::get_long_term_block_weights(std::vector<uint64_t>& weights, uint64_t start_height, size_t count) const
uint64_t Blockchain::get_long_term_block_weight_median(uint64_t start_height, size_t count) const
{
LOG_PRINT_L3("Blockchain::" << __func__);
CRITICAL_REGION_LOCAL(m_blockchain_lock);
PERF_TIMER(get_long_term_block_weights);
if (count == 0)
return;
CHECK_AND_ASSERT_THROW_MES(count > 0, "count == 0");
bool cached = false;
uint64_t blockchain_height = m_db->height();
uint64_t tip_height = start_height + count - 1;
crypto::hash tip_hash = crypto::null_hash;
if (tip_height < blockchain_height && count == m_long_term_block_weights_cache.size())
if (tip_height < blockchain_height && count == (size_t)m_long_term_block_weights_cache_rolling_median.size())
{
tip_hash = m_db->get_block_hash_from_height(tip_height);
cached = tip_hash == m_long_term_block_weights_cache_tip_hash;
@ -1306,32 +1309,30 @@ void Blockchain::get_long_term_block_weights(std::vector<uint64_t>& weights, uin
if (cached)
{
MTRACE("requesting " << count << " from " << start_height << ", cached");
weights = m_long_term_block_weights_cache;
return;
return m_long_term_block_weights_cache_rolling_median.median();
}
// in the vast majority of uncached cases, most is still cached,
// as we just move the window one block up:
if (tip_height > 0 && count == m_long_term_block_weights_cache.size() && tip_height < blockchain_height)
if (tip_height > 0 && count == (size_t)m_long_term_block_weights_cache_rolling_median.size() && tip_height < blockchain_height)
{
crypto::hash old_tip_hash = m_db->get_block_hash_from_height(tip_height - 1);
if (old_tip_hash == m_long_term_block_weights_cache_tip_hash)
{
weights = m_long_term_block_weights_cache;
for (size_t i = 1; i < weights.size(); ++i)
weights[i - 1] = weights[i];
MTRACE("requesting " << count << " from " << start_height << ", incremental");
weights.back() = m_db->get_block_long_term_weight(tip_height);
m_long_term_block_weights_cache = weights;
m_long_term_block_weights_cache_tip_hash = tip_hash;
return;
m_long_term_block_weights_cache_rolling_median.insert(m_db->get_block_long_term_weight(tip_height));
return m_long_term_block_weights_cache_rolling_median.median();
}
}
MTRACE("requesting " << count << " from " << start_height << ", uncached");
weights = m_db->get_long_term_block_weights(start_height, count);
m_long_term_block_weights_cache = weights;
std::vector<uint64_t> weights = m_db->get_long_term_block_weights(start_height, count);
m_long_term_block_weights_cache_tip_hash = tip_hash;
m_long_term_block_weights_cache_rolling_median.clear();
for (uint64_t w: weights)
m_long_term_block_weights_cache_rolling_median.insert(w);
return m_long_term_block_weights_cache_rolling_median.median();
}
//------------------------------------------------------------------
uint64_t Blockchain::get_current_cumulative_block_weight_limit() const
@ -3934,9 +3935,7 @@ uint64_t Blockchain::get_next_long_term_block_weight(uint64_t block_weight) cons
if (hf_version < HF_VERSION_LONG_TERM_BLOCK_WEIGHT)
return block_weight;
std::vector<uint64_t> weights;
get_long_term_block_weights(weights, db_height - nblocks, nblocks);
uint64_t long_term_median = epee::misc_utils::median(weights);
uint64_t long_term_median = get_long_term_block_weight_median(db_height - nblocks, nblocks);
uint64_t long_term_effective_median_block_weight = std::max<uint64_t>(CRYPTONOTE_BLOCK_GRANTED_FULL_REWARD_ZONE_V5, long_term_median);
uint64_t short_term_constraint = long_term_effective_median_block_weight + long_term_effective_median_block_weight * 2 / 5;
@ -3968,7 +3967,6 @@ bool Blockchain::update_next_cumulative_weight_limit(uint64_t *long_term_effecti
{
const uint64_t block_weight = m_db->get_block_weight(db_height - 1);
std::vector<uint64_t> weights, new_weights;
uint64_t long_term_median;
if (db_height == 1)
{
@ -3979,9 +3977,7 @@ bool Blockchain::update_next_cumulative_weight_limit(uint64_t *long_term_effecti
uint64_t nblocks = std::min<uint64_t>(m_long_term_block_weights_window, db_height);
if (nblocks == db_height)
--nblocks;
get_long_term_block_weights(weights, db_height - nblocks - 1, nblocks);
new_weights = weights;
long_term_median = epee::misc_utils::median(weights);
long_term_median = get_long_term_block_weight_median(db_height - nblocks - 1, nblocks);
}
m_long_term_effective_median_block_weight = std::max<uint64_t>(CRYPTONOTE_BLOCK_GRANTED_FULL_REWARD_ZONE_V5, long_term_median);
@ -3989,13 +3985,19 @@ bool Blockchain::update_next_cumulative_weight_limit(uint64_t *long_term_effecti
uint64_t short_term_constraint = m_long_term_effective_median_block_weight + m_long_term_effective_median_block_weight * 2 / 5;
long_term_block_weight = std::min<uint64_t>(block_weight, short_term_constraint);
if (new_weights.empty())
new_weights.resize(1);
new_weights[0] = long_term_block_weight;
long_term_median = epee::misc_utils::median(new_weights);
if (db_height == 1)
{
long_term_median = long_term_block_weight;
}
else
{
m_long_term_block_weights_cache_tip_hash = m_db->get_block_hash_from_height(db_height - 1);
m_long_term_block_weights_cache_rolling_median.insert(long_term_block_weight);
long_term_median = m_long_term_block_weights_cache_rolling_median.median();
}
m_long_term_effective_median_block_weight = std::max<uint64_t>(CRYPTONOTE_BLOCK_GRANTED_FULL_REWARD_ZONE_V5, long_term_median);
weights.clear();
std::vector<uint64_t> weights;
get_last_n_blocks_weights(weights, CRYPTONOTE_REWARD_BLOCKS_WINDOW);
uint64_t short_term_median = epee::misc_utils::median(weights);

13
src/cryptonote_core/blockchain.h
View file

@ -37,7 +37,6 @@
#include <boost/multi_index/global_fun.hpp>
#include <boost/multi_index/hashed_index.hpp>
#include <boost/multi_index/member.hpp>
#include <boost/circular_buffer.hpp>
#include <atomic>
#include <functional>
#include <unordered_map>
@ -46,6 +45,7 @@
#include "span.h"
#include "syncobj.h"
#include "string_tools.h"
#include "rolling_median.h"
#include "cryptonote_basic/cryptonote_basic.h"
#include "common/util.h"
#include "cryptonote_protocol/cryptonote_protocol_defs.h"
@ -1064,7 +1064,7 @@ namespace cryptonote
uint64_t m_long_term_block_weights_window;
uint64_t m_long_term_effective_median_block_weight;
mutable crypto::hash m_long_term_block_weights_cache_tip_hash;
mutable std::vector<uint64_t> m_long_term_block_weights_cache;
mutable epee::misc_utils::rolling_median_t<uint64_t> m_long_term_block_weights_cache_rolling_median;
epee::critical_section m_difficulty_lock;
crypto::hash m_difficulty_for_next_block_top_hash;
@ -1314,15 +1314,16 @@ namespace cryptonote
void get_last_n_blocks_weights(std::vector<uint64_t>& weights, size_t count) const;
/**
* @brief gets recent block long term weights for median calculation
* @brief gets block long term weight median
*
* get the block long term weights of the last <count> blocks, and return by reference <weights>.
* get the block long term weight median of <count> blocks starting at <start_height>
*
* @param weights return-by-reference the list of weights
* @param start_height the block height of the first block to query
* @param count the number of blocks to get weights for
*
* @return the long term median block weight
*/
void get_long_term_block_weights(std::vector<uint64_t>& weights, uint64_t start_height, size_t count) const;
uint64_t get_long_term_block_weight_median(uint64_t start_height, size_t count) const;
/**
* @brief checks if a transaction is unlocked (its outputs spendable)

2
src/daemon/rpc_command_executor.cpp
View file

@ -722,7 +722,7 @@ bool t_rpc_command_executor::print_blockchain_info(uint64_t start_block_index, u
tools::msg_writer() << "" << std::endl;
tools::msg_writer()
<< "height: " << header.height << ", timestamp: " << header.timestamp << " (" << tools::get_human_readable_timestamp(header.timestamp) << ")"
<< ", size: " << header.block_size << ", weight: " << header.block_weight << ", transactions: " << header.num_txes << std::endl
<< ", size: " << header.block_size << ", weight: " << header.block_weight << " (long term " << header.long_term_weight << "), transactions: " << header.num_txes << std::endl
<< "major version: " << (unsigned)header.major_version << ", minor version: " << (unsigned)header.minor_version << std::endl
<< "block id: " << header.hash << ", previous block id: " << header.prev_hash << std::endl
<< "difficulty: " << header.difficulty << ", nonce " << header.nonce << ", reward " << cryptonote::print_money(header.reward) << std::endl;

1
tests/unit_tests/CMakeLists.txt
View file

@ -72,6 +72,7 @@ set(unit_tests_sources
parse_amount.cpp
pruning.cpp
random.cpp
rolling_median.cpp
serialization.cpp
sha256.cpp
slow_memmem.cpp

202
tests/unit_tests/rolling_median.cpp Normal file
View file

@ -0,0 +1,202 @@
// Copyright (c) 2019, The Monero Project
//
// All rights reserved.
//
// Redistribution and use in source and binary forms, with or without modification, are
// permitted provided that the following conditions are met:
//
// 1. Redistributions of source code must retain the above copyright notice, this list of
// conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright notice, this list
// of conditions and the following disclaimer in the documentation and/or other
// materials provided with the distribution.
//
// 3. Neither the name of the copyright holder nor the names of its contributors may be
// used to endorse or promote products derived from this software without specific
// prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
// MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL
// THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
// STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
// THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
#include <random>
#include "gtest/gtest.h"
#include "misc_language.h"
#include "rolling_median.h"
#include "crypto/crypto.h"
TEST(rolling_median, one)
{
epee::misc_utils::rolling_median_t<uint64_t> m(1);
m.insert(42);
ASSERT_EQ(m.median(), 42);
m.insert(18);
ASSERT_EQ(m.median(), 18);
m.insert(7483);
ASSERT_EQ(m.median(), 7483);
}
TEST(rolling_median, two)
{
epee::misc_utils::rolling_median_t<uint64_t> m(2);
m.insert(42);
ASSERT_EQ(m.median(), 42);
m.insert(45);
ASSERT_EQ(m.median(), 43);
m.insert(49);
ASSERT_EQ(m.median(), 47);
m.insert(41);
ASSERT_EQ(m.median(), 45);
m.insert(43);
ASSERT_EQ(m.median(), 42);
m.insert(40);
ASSERT_EQ(m.median(), 41);
m.insert(41);
ASSERT_EQ(m.median(), 40);
}
TEST(rolling_median, series)
{
epee::misc_utils::rolling_median_t<uint64_t> m(100);
std::vector<uint64_t> v;
v.reserve(100);
for (int i = 0; i < 10000; ++i)
{
uint64_t r = rand();
v.push_back(r);
if (v.size() > 100)
v.erase(v.begin());
m.insert(r);
std::vector<uint64_t> vcopy = v;
ASSERT_EQ(m.median(), epee::misc_utils::median(vcopy));
}
}
TEST(rolling_median, clear_whole)
{
epee::misc_utils::rolling_median_t<uint64_t> m(100);
std::vector<uint64_t> random, median;
random.reserve(10000);
median.reserve(10000);
for (int i = 0; i < 10000; ++i)
{
random.push_back(rand());
m.insert(random.back());
median.push_back(m.median());
}
m.clear();
for (int i = 0; i < 10000; ++i)
{
m.insert(random[i]);
ASSERT_EQ(median[i], m.median());
}
}
TEST(rolling_median, clear_partway)
{
epee::misc_utils::rolling_median_t<uint64_t> m(100);
std::vector<uint64_t> random, median;
random.reserve(10000);
median.reserve(10000);
for (int i = 0; i < 10000; ++i)
{
random.push_back(rand());
m.insert(random.back());
median.push_back(m.median());
}
m.clear();
for (int i = 10000 - 100; i < 10000; ++i)
{
m.insert(random[i]);
}
ASSERT_EQ(median[10000-1], m.median());
}
TEST(rolling_median, order)
{
epee::misc_utils::rolling_median_t<uint64_t> m(1000);
std::vector<uint64_t> random;
random.reserve(1000);
for (int i = 0; i < 1000; ++i)
{
random.push_back(rand());
m.insert(random.back());
}
const uint64_t med = m.median();
std::sort(random.begin(), random.end(), [](uint64_t a, uint64_t b) { return a < b; });
m.clear();
for (int i = 0; i < 1000; ++i)
m.insert(random[i]);
ASSERT_EQ(med, m.median());
std::sort(random.begin(), random.end(), [](uint64_t a, uint64_t b) { return a > b; });
m.clear();
for (int i = 0; i < 1000; ++i)
m.insert(random[i]);
ASSERT_EQ(med, m.median());
std::shuffle(random.begin(), random.end(), std::default_random_engine(crypto::rand<unsigned>()));
m.clear();
for (int i = 0; i < 1000; ++i)
m.insert(random[i]);
ASSERT_EQ(med, m.median());
}
TEST(rolling_median, history_blind)
{
epee::misc_utils::rolling_median_t<uint64_t> m(10);
uint64_t median = 0;
for (int i = 0; i < 1000; ++i)
{
m.clear();
int history_length = 743723 % (i+1);
while (history_length--)
m.insert(743284 % (i+1));
for (int j = 0; j < 10; ++j)
m.insert(8924829384 % (j+1));
if (i == 0)
median = m.median();
else
ASSERT_EQ(median, m.median());
}
}
TEST(rolling_median, size)
{
epee::misc_utils::rolling_median_t<uint64_t> m(10);
ASSERT_EQ(m.size(), 0);
m.insert(1);
ASSERT_EQ(m.size(), 1);
m.insert(2);
ASSERT_EQ(m.size(), 2);
m.clear();
ASSERT_EQ(m.size(), 0);
for (int i = 0; i < 10; ++i)
{
m.insert(80 % (i + 1));
ASSERT_EQ(m.size(), i + 1);
}
m.insert(1);
ASSERT_EQ(m.size(), 10);
m.insert(2);
ASSERT_EQ(m.size(), 10);
m.clear();
ASSERT_EQ(m.size(), 0);
m.insert(4);
ASSERT_EQ(m.size(), 1);
for (int i = 0; i < 1000; ++i)
{
m.insert(80 % (i + 1));
ASSERT_EQ(m.size(), std::min<int>(10, i + 2));
}
}