lnd.xprv/routing/probability_estimator_test.go
Joost Jager 1fac41deed
routing+routerrpc: improve prob. estimation for untried connections
This commit changes mission control to partially base the estimated
probability for untried connections on historical results obtained in
previous payment attempts. This incentivizes routing nodes to keep all
of their channels in good shape.
2019-10-22 15:52:38 +02:00

164 lines
4.8 KiB
Go

package routing
import (
"testing"
"time"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing/route"
)
const (
// Define node identifiers
node1 = 1
node2 = 2
node3 = 3
// untriedNode is a node id for which we don't record any results in
// this test. This can be used to assert the probability for untried
// ndoes.
untriedNode = 255
// Define test estimator parameters.
aprioriHopProb = 0.6
aprioriWeight = 0.75
aprioriPrevSucProb = 0.95
)
type estimatorTestContext struct {
t *testing.T
estimator *probabilityEstimator
// results contains a list of last results. Every element in the list
// corresponds to the last result towards a node. The list index equals
// the node id. So the first element in the list is the result towards
// node 0.
results map[int]timedPairResult
}
func newEstimatorTestContext(t *testing.T) *estimatorTestContext {
return &estimatorTestContext{
t: t,
estimator: &probabilityEstimator{
aprioriHopProbability: aprioriHopProb,
aprioriWeight: aprioriWeight,
penaltyHalfLife: time.Hour,
prevSuccessProbability: aprioriPrevSucProb,
},
}
}
// assertPairProbability asserts that the calculated success probability is
// correct.
func (c *estimatorTestContext) assertPairProbability(now time.Time,
toNode byte, amt lnwire.MilliSatoshi, expectedProb float64) {
c.t.Helper()
results := make(NodeResults)
for i, r := range c.results {
results[route.Vertex{byte(i)}] = r
}
const tolerance = 0.01
p := c.estimator.getPairProbability(now, results, route.Vertex{toNode}, amt)
diff := p - expectedProb
if diff > tolerance || diff < -tolerance {
c.t.Fatalf("expected probability %v for node %v, but got %v",
expectedProb, toNode, p)
}
}
// TestProbabilityEstimatorNoResults tests the probability estimation when no
// results are available.
func TestProbabilityEstimatorNoResults(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.assertPairProbability(testTime, 0, 0, aprioriHopProb)
}
// TestProbabilityEstimatorOneSuccess tests the probability estimation for nodes
// that have a single success result.
func TestProbabilityEstimatorOneSuccess(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.results = map[int]timedPairResult{
node1: {
timestamp: testTime.Add(-time.Hour),
pairResult: successPairResult(),
},
}
// Because of the previous success, this channel keep reporting a high
// probability.
ctx.assertPairProbability(
testTime, node1, 100, aprioriPrevSucProb,
)
// Untried channels are also influenced by the success. With a
// aprioriWeight of 0.75, the a priori probability is assigned weight 3.
expectedP := (3*aprioriHopProb + 1*aprioriPrevSucProb) / 4
ctx.assertPairProbability(testTime, untriedNode, 100, expectedP)
}
// TestProbabilityEstimatorOneFailure tests the probability estimation for nodes
// that have a single failure.
func TestProbabilityEstimatorOneFailure(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.results = map[int]timedPairResult{
node1: {
timestamp: testTime.Add(-time.Hour),
pairResult: failPairResult(0),
},
}
// For an untried node, we expected the node probability. The weight for
// the failure after one hour is 0.5. This makes the node probability
// 0.51:
expectedNodeProb := (3*aprioriHopProb + 0.5*0) / 3.5
ctx.assertPairProbability(testTime, untriedNode, 100, expectedNodeProb)
// The pair probability decays back to the node probability. With the
// weight at 0.5, we expected a pair probability of 0.5 * 0.51 = 0.25.
ctx.assertPairProbability(testTime, node1, 100, expectedNodeProb/2)
}
// TestProbabilityEstimatorMix tests the probability estimation for nodes for
// which a mix of successes and failures is recorded.
func TestProbabilityEstimatorMix(t *testing.T) {
ctx := newEstimatorTestContext(t)
ctx.results = map[int]timedPairResult{
node1: {
timestamp: testTime.Add(-time.Hour),
pairResult: successPairResult(),
},
node2: {
timestamp: testTime.Add(-2 * time.Hour),
pairResult: failPairResult(0),
},
node3: {
timestamp: testTime.Add(-3 * time.Hour),
pairResult: failPairResult(0),
},
}
// We expect the probability for a previously successful channel to
// remain high.
ctx.assertPairProbability(testTime, node1, 100, prevSuccessProbability)
// For an untried node, we expected the node probability to be returned.
// This is a weighted average of the results above and the a priori
// probability: 0.62.
expectedNodeProb := (3*aprioriHopProb + 1*prevSuccessProbability) /
(3 + 1 + 0.25 + 0.125)
ctx.assertPairProbability(testTime, untriedNode, 100, expectedNodeProb)
// For the previously failed connection with node 1, we expect 0.75 *
// the node probability = 0.47.
ctx.assertPairProbability(testTime, node2, 100, expectedNodeProb*0.75)
}