lnd/routing/probability_estimator_test.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: {
			SuccessAmt: lnwire.MilliSatoshi(1000),
		},
	}

	// 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: {
			FailTime: testTime.Add(-time.Hour),
			FailAmt:  lnwire.MilliSatoshi(50),
		},
	}

	// 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: {
			SuccessAmt: lnwire.MilliSatoshi(1000),
		},
		node2: {
			FailTime: testTime.Add(-2 * time.Hour),
			FailAmt:  lnwire.MilliSatoshi(50),
		},
		node3: {
			FailTime: testTime.Add(-3 * time.Hour),
			FailAmt:  lnwire.MilliSatoshi(50),
		},
	}

	// 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)
}