Convert order data to a Pandas dataframe

Converts order data returned from

• bourse.core.OrderBook.get_orders()

• bourse.core.StepEnv.get_orders()

into a Pandas dataframe.

Parameters:¶

order_history: list[tuple]¶

List of order data

Returns:¶

pandas.DataFrame – Pandas dataframe with columns:

• side: Side the order was placed.

• status: Status of the order.

• arr_time: Arrival time of the order.

• end_time: End time of the order.

• vol: Remaining volume of the order.

• start_vol: Original volume of the order.

• price: Price of the order (market orders will be listed as 0 or 2 ³² dependent on side).

• trader_id: Id of the agent that placed the order.

• order_id: Id of the order.