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This commit is contained in:
Vitalik Buterin 2015-01-12 21:32:26 -05:00
parent 5549c48500
commit de2c4bffa3
1 changed files with 71 additions and 42 deletions
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113
diffadjust/blkdiff.py
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@ -2,98 +2,124 @@ import math, random
hashpower = [float(x) for x in open('hashpower.csv').readlines()]
target = 12
seconds_in_day = 86400
ema_factor = 0.01
f = 20
sqrf = 3
threshold = 1.3
adj_factor = 0.01
maxadjust = 0.5
blks_back = 10
# Target block time
TARGET = 12
# Should be 86400, but can reduce for a quicker sim
SECONDS_IN_DAY = 86400
# Look at the 1/x day exponential moving average
EMA_FACTOR = 0.01
# Damping factor for simple difficulty adjustment
SIMPLE_ADJUST_DAMPING_FACTOR = 20
# Maximum per-block diff adjustment (as fraction of current diff)
SIMPLE_ADJUST_MAX = 0.5
# Damping factor for quadratic difficulty adjustment
QUADRATIC_ADJUST_DAMPING_FACTOR = 3
# Maximum per-block diff adjustment (as fraction of current diff)
QUADRATIC_ADJUST_MAX = 0.5
# Threshold for bounded adjustor
BOUNDED_ADJUST_THRESHOLD = 1.3
# Bounded adjustment factor
BOUNDED_ADJUST_FACTOR = 0.01
# How many blocks back to look
BLKS_BACK = 10
# Produces a value according to the exponential distribution; used
# to determine the time until the next block given an average block
# time of t
def expdiff(t):
return -math.log(random.random()) * t
def calc_threshold_time(p, t):
return t * -math.log(1 - p)
# abs_sqr(3) = 9, abs_sqr(-7) = -49, etc
def abs_sqr(x):
return -(x**2) if x < 0 else x**2
# Given an array of the most recent timestamps, and the most recent
# difficulties, compute the next difficulty
def simple_adjust(timestamps, diffs):
if len(timestamps) < blks_back + 2:
if len(timestamps) < BLKS_BACK + 2:
return diffs[-1]
# Total interval between previous block and block a bit further back
delta = timestamps[-2] - timestamps[-2-blks_back] + 0.0
delta = timestamps[-2] - timestamps[-2-BLKS_BACK] + 0.0
# Expected interval
expected = target * blks_back
fac = max(min(1 - (delta / expected - 1) / f, 1+maxadjust), 1-maxadjust)
expected = TARGET * BLKS_BACK
# Compute adjustment factor
fac = 1 - (delta / expected - 1) / SIMPLE_ADJUST_DAMPING_FACTOR
fac = max(min(fac, 1 + SIMPLE_ADJUST_MAX), 1 - SIMPLE_ADJUST_MAX)
return diffs[-1] * fac
# Alternative adjustment algorithm
def quadratic_adjust(timestamps, diffs):
if len(timestamps) < blks_back + 2:
if len(timestamps) < BLKS_BACK + 2:
return diffs[-1]
# Total interval between previous block and block a bit further back
delta = timestamps[-2] - timestamps[-2-blks_back] + 0.0
delta = timestamps[-2] - timestamps[-2-BLKS_BACK] + 0.0
# Expected interval
expected = target * blks_back
fac = max(min(1 - abs_sqr(delta / expected - 1) / sqrf,
1+maxadjust), 1-maxadjust)
expected = TARGET * BLKS_BACK
# Compute adjustment factor
fac = 1 - abs_sqr(delta / expected - 1) / QUADRATIC_ADJUST_DAMPING_FACTOR
fac = max(min(fac, 1 + QUADRATIC_ADJUST_MAX), 1 - QUADRATIC_ADJUST_MAX)
return diffs[-1] * fac
# Alternative adjustment algorithm
def bounded_adjust(timestamps, diffs):
if len(timestamps) < blks_back + 2:
if len(timestamps) < BLKS_BACK + 2:
return diffs[-1]
# Total interval between previous block and block a bit further back
delta = timestamps[-2] - timestamps[-2-blks_back] + 0.0
delta = timestamps[-2] - timestamps[-2-BLKS_BACK] + 0.0
# Expected interval
expected = target * blks_back
if delta / expected > threshold:
fac = (1 - adj_factor)
elif delta / expected < 1 / threshold:
fac = (1 + adj_factor) ** (delta / expected)
expected = TARGET * BLKS_BACK
if delta / expected > BOUNDED_ADJUST_THRESHOLD:
fac = (1 - BOUNDED_ADJUST_FACTOR)
elif delta / expected < 1 / BOUNDED_ADJUST_THRESHOLD:
fac = (1 + BOUNDED_ADJUST_FACTOR) ** (delta / expected)
else:
fac = 1
return diffs[-1] * fac
def test(source, adjust):
ema = maxema = minema = target
# Variables to keep track of for stats purposes
ema = maxema = minema = TARGET
lthalf, gtdouble, lttq, gtft = 0, 0, 0, 0
times = [0]
diffs = [source[0]]
nextprint = 10**6
count = 0
while times[-1] < len(source) * seconds_in_day:
# Block times
times = [0]
# Block difficulty values
diffs = [source[0]]
# Next time to print status update
nextprint = 10**6
# Main loop
while times[-1] < len(source) * SECONDS_IN_DAY:
# Print status update every 10**6 seconds
if times[-1] > nextprint:
print '%d out of %d processed' % \
(times[-1], len(source) * seconds_in_day)
print '%d out of %d processed, ema %f' % \
(times[-1], len(source) * SECONDS_IN_DAY, ema)
nextprint += 10**6
# Grab hashpower from data source
hashpower = source[int(times[-1] // seconds_in_day)]
hashpower = source[int(times[-1] // SECONDS_IN_DAY)]
# Calculate new difficulty
diffs.append(adjust(times, diffs))
# Calculate next block time
times.append(times[-1] + expdiff(diffs[-1] / hashpower))
# Calculate min and max ema
ema = ema * (1 - ema_factor) + (times[-1] - times[-2]) * ema_factor
ema = ema * (1 - EMA_FACTOR) + (times[-1] - times[-2]) * EMA_FACTOR
minema = min(minema, ema)
maxema = max(maxema, ema)
count += 1
if ema < target * 0.75:
# Keep track of number of blocks we are below 75/50% or above
# 133/200% of target
if ema < TARGET * 0.75:
lttq += 1
if ema < target * 0.5:
if ema < TARGET * 0.5:
lthalf += 1
elif ema > target * 1.33333:
elif ema > TARGET * 1.33333:
gtft += 1
if ema > target * 2:
if ema > TARGET * 2:
gtdouble += 1
# Pop items to save memory
if len(times) > 2000:
@ -104,3 +130,6 @@ def test(source, adjust):
'ema > double', gtdouble * 1.0 / count, \
'ema < 3/4', lttq * 1.0 / count, \
'ema > 4/3', gtft * 1.0 / count
# Example usage
# blkdiff.test(blkdiff.hashpower, blkdiff.simple_adjust)